Full text of G.13 Selected Interest Rates : June 5, 1978

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0

G. 13

m

%

FEDERAL

Instruments

5/
7/

statistical

SELECTED INTEREST BATES AND BOND PRICES
(Yields in per cent per annum) 1/

Federal funds (effective rate)" W
Commercial paper (prime, 90 to 119 days). .
(Conmercial paper (prime, 4 to 6 mos.) . . .
• Finance paper placed directly (3 to 6 mos.)
Bankers' acceptances (prime, 90 days) . . .
Prime loan (large business prime rate-majority)
Discount rate (Federal Reserve Bank of New York)
Yields on U.S. Government securities 3/
Auction Average (Issue date):
~
3-month bill . . . . . . . . . . . . . .
6-month bill . . . . . . . . . . . . . .
1-year bill
Market Yields:
3-month bill
6-month bill . . . . . . , . . . . . . .
1-year bill
.
Treasury constant maturities 4/
1-year . . . . . . . . . . . . . . . .
2-yea r
.
. . .
3-year
. . . . .
.
5-year . . . . . .
.
.
. . . .
m
^
7-year . . . . . . . . . . . . . . ,
10-year
. . . . . . . . ,
20-year . . . . . . . . . . . . . . .
30-year . . . . . . . . . . . . . . .
Coupon issues due in: 5/
3 to 5 years . . . . . . , . . . . . . ,
10 years or more (long-term) 6/. . . . ,
Price of long-term Treasury bonds 6/77 . . . . .
Average yields on corporate bonds (Moody's) . . .
Aaa . . . . . .
. . . . . .
Baa . . . . . . . . . . . . . . . . . . . . .
State and local government Aaa (Moody's). . . . .

t;

RESERVE

, elease

For Immediate Release
June 5, 1978

May 6
7.27
6.94
6.99
6.83
7.18
8.25
6.50

May 13
7.32
6.99
7.05
6.94
7.27
8.25
7.00

Weekly
May 20
7.34
7.11
7.15
7.02
7.35
8.25
7.00

May 27
7.43
7.15
7.21
7.09
7.45
8.50
7.00

June 3
/.36
7.28
7.31
7.23
7.48
8.50
7.00

6.460
6.935

6.464
6.986

6.318
7.014

6.476
7.141

6.658
7.160

6.306
6.700

6.430
7.019

6.38
6.90
7.16

6.37
6.99
7.25

6.32
7.03
7.32

6.51
7.13
7.38

6.62
7.14
7.37

6.29
6.73
6.96

6.41
7.02
7.28

7.68
7.92
7.99
8.09
8.16
8.28
8.40
8.40

7.78
7.99
8.06
8.17
8.25
8.35
8.44
8.44

7.86
8.01
8.07
8.17
8.26
8.35
8.44
8.42

7.93
8.09
8.15
8.24
8.30
8.39
8.47
8.46

7.92
8.11
8.19
8.27
8.34
8.41
8.49
8.49

7.45
7.74
7.85
7.98
8.06
8.15
8.32
8.34

7.82
8.01
8.07
8.18
8.25
8.35
8.44
8.43

8.02
7.82
51.67
8.95
8.62
9.41
5.45

Monthly
Apr.
May
6.89
7t36
6.82
7.06
6.86
7.11
6.74
6.98
6.92
7.32
8.00
8.27
6.50
6.84

8.09
8.10
8.16
8.19
7.90
8.10
7.87
7.87
7.90
7.91
7.74
7.87
51.31
51.36
51.12
51.02
52.15
51.34
8.99
9.02
9.07
9.12
8.88
9.02
8.65
8.69
8.76
8.79
8.56
8.69
9.46
9.50
9.54
9.60
9.32
9.49
5.55
5.55
5.75
5.75
5.41
5.57
Average of daily figures except for State and local government, which are based on Thursday figures.
7-day average for statement week ended on preceding Wednesday. 3/ Bills quoted on bank discount basis.
Yields on actively traded issues adjusted to constant maturities? Source: U.S. Treasury Department.
Unweighted average of all issues outstanding. 6/ Bonds neither due nor callable in less than 10 years,
including a number of very low yielding "flower" bonds.
'
Derived from "long-term" yields above on the basis of an assumed 20-year bond with a 3 per cent coupon.




INTEREST RATES
(Yields in per cent per annum)

G.13 continued

U.S. Government Securities 1/

Daily

1-yr

2-yr

Treasury constant maturities
3-yr
5-yr
7-yr
10-yr

20-yr

30-yr

7.16
7.16
7.14
7.13
7.21

7.68
7.68
7.65
7.64
7.74

7.91
7.91
7.91
7.90
7.96

7.98
7.97
7.98
7.97
8.04

8.08
8.09
8.08
8.07
8.15

8.15
8.15
8.15
8.14
8.22

8.24
8.25
8.28
8.27
8.34

8.37
8.38
8.40
8.39
8.45

8.38
8.38
8.40
8.39
8.45

6.95
6.98
6.99
7.01
7.03

7.21
7.23
7.26
7.26
7.30

7.74
7.76
7.79
7.79
7.84

7.98
7.98
7.98
8.00
8.00

8.06
8.06
8.06
8.07
8.07

8.17
8.16
8.16
8.17
8.20

8.25
8.24
8.24
8.24
8.27

8.35
8.34
8.34
8.34
8.36

8.45
8.44
8.43
8.43
8.45

8.45
8.45
8.45
8.42
8.44

6.25
6.34
6.28
6.35
6.39

6.98
7.03
6.97
7.07
7.10

7.30
7.30
7.26
7.36
7.38

7.84
7.84
7.80
7.90
7.92

7.98
7.97
7.98
8.04
8.07

8.05
8.05
8.05
8.09
8.10

8.17
8.15
8.14
8.19
8.22

8.25
8.24
8.23
8.28
8.28

8.35
8.34
8.33
8.37
8.38

8.44
8.43
8.42
8.46
8.46

8.42
8.42
8.40
8.42
8.45

6.42
6.48
6.51
6.50
6.63

7.11
7.13
7.13
7.12
7.14

7.39
7.35
7.37
7.41
7.40

7.93
7.90
7.92
7.97
7.95

8.07
8.07
8.10
8.10
8.10

8.13
8.13
8.15
8.15
8.17

8.22
8.22
8.24
8.26
8.27

8.28
8.28
8.30
8.32
8.34

8.38
8.37
8.39
8.40
8.42

8.46
8.45
8.47
8.48
8.51

8.44
8.44
8.45
8.48
8.50

8.50

8.50

funds

90-119

1
2
3
4
5

7.27
7.26
7.46
7.27
7.29

6.92
6.94
6.94
6.94
6.94

6.31
6.46
6.39
6.33
6.43

6.85
6.93
6.90
6.87
6.96

8
9
10
11
12

7.38
7.41
7.33
7.37
7.37

6.95
6.96
7.00
7.02
7.01

6.36
6.45
6.39
6.32
6.33

15
16
17
18
19

7.41
7.25
7.27
7.32
7.44

7.06
7.10
7.11
7.12
7.15

22
23
24
25
26

7.51
7.49
7.36
7.47
7.25

7.15
7.15
7.15
7.15
7.16

29
30
31

7.44
7.41
7.43

T7

R

M
7.25

6.65

7.16

K
7.39

Bills quoted on a bank discount basis.




E

C

T
7.94

8.12

L
8.20

0
8.28

S
8.35

E
8.42

D