Full text of G.13 Selected Interest Rates : March 2, 1977

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FEDERAL

RESERVE

statistical

For Immediate Release
March 2, 1977

SELECTED INTEREST RATES AND BOND PRICES
(Yields in per cent per annum)*

G.13

Feb. 5
4.60
4.80
Commercial paper (prime, 4 to 6 mos.) . . . . . ... -4.88
Finance paper placed directly (3 to 6 mos.) . . . 4,75
Bankers' acceptances (prime, 90 days)
4.90
Prime loan (large business prime rate-majority) • 6.25
Discount rate (Federal Reserve Bank of New York). 5.25
Yields on U.S. Government securities 2/
Auction Average (Issue date):
3-month bill. . . . . . . . . . . . . . . .
4.720
6-month bill
5.008
1-year bill . . .
. . . . . . .
Market Yields:
3-month bill
4.71
4.99
5.24
Treasury constant maturities 3/
5.57
6.18
6.54
6.88
7.17
7.40
7.63
Instruments

Coupon issues due in: 4/
9 to 12 months . . . .
. . .
3 to 5 years . . • • . . . . . . «
10 years or more (long-term) 5/
Price of long-term Treasury bonds 5/ 6/ . .
Average yields on corporate bonds (Moody's)

r e I e as e

Monthly
1| ' Feb.
1
4.58
I
i
4.76
1
4.82
4.75
4.83
6.25
5.25

Weekly
Feb. 19
4.70
4.75
4.78
4.75
4.78
6.25
5.25

Feb. 26
4.74
4.75
, 4.84
4.75
4.84
6.25
5.25

4.625
4.840
5.345

4.633
4.862

4.668
4.872

4.597
4.783

4.662
4.896

4.62
4.85
5.11

4.63
4.84
5.08

4.71
4.94
5.22

4.62
4.83
5.00

4.67
4.90
5.16

5.40
6.03
6.39
6.75
7.12
7.35
7.60
n.a.

5.37
6.03 .
6.35
6.73
7.13 .
7;35
7.61
n.a.

5.54
6.14
6.51
6.95
7.24
7.47
7.71
7.80

5.29
5.90
6.22
6.58
6.92
7.21
7.48
n.a.

5.47
6.09
6.44
6.83
7.16

Feb. 12
.4.66
4.75
4.80
4.75
4.82
6.25
5.25

Jan.
4.61
4.72
4.74
4.64
4.81
6.25
5.25

7.39

|
1

7.64
n.a.

. . . 5.62
5.50
5.34
' 5.46
5.43:.
/ 5.52
. . . 6.78
6.69
, 6.60
6.64
6.49
L6.76
7.15
7.15
7.12
6.68
7.12
7.18
.
5.6.20 .
56.39
56.02
59.73
56.23
56.44
. . . 8.47
8.46
8.48
8.48
8.41
8.51
8.01
8.03
' 8.04
8.04
8.08
7.96
Baa
9.13
9.09
9.11
9.08
9.16
9.12
State and local government Aaa (Moody's)
5.10
5.17
5,17
5.20
5.17
5.15
7-day average for statement week ended on preceding Wednesday. 2/ Bills quoted on bank discount basis.
Yields on actively traded issues adjusted to constant maturities
Source: U.S. Treasury Department,
3/
Unweighted average of all issues outstanding. 5/ Bonds neither due nor callable in less than 10 years.
4/
Derived from "long-term" yield above on the basis of an assumed 20-year bond with a 3 per cent coupon,
6/
*

Averages of daily figures except for state and local governments which are based on Thursday figures.



INTEREST RATES
(Yields in per cent per annum)

G.13 continued
March 2, 1977
Daily
Feb. 1977

Federal
funds

Comm.
paper
90-119
days

U. S. Government Securities 1/
• Treasury constant maturities
3-mo. 6-mo. l»yr.
bill bill bill 1-vr.l 2-yr. I 3-yr, l5-yr.| 7-yr.i 10->yr.| 20-yr.l 30^

5.02

5.46
5.50
5.62
5.59

C L O S E D
6.43 6.84
6.12 6.51 6.95
6.20 6.57 7.02
6.14 6.54 6.99

7.18
7.24
7.27
7.25

7.42
7.48
7.50
7.48

7.64
7,72
7.75
7.74

5.56

6.08

7.23

7.45

7.73

M A
4.69
4.70
4.73
4.71

R K E
4.89
4.92
4.98
4.97

T
5 15
5.21
5.27
5.26

4.75

4.70

4.95

5.24

4.73

Bills quoted cm a bank discount basis.




7.64
7.62
7.57
7.57
7.64

4.75
4.75
4.75
4.75

28

7.19

7.38
7.36
7.34
7.26
7.41

6.06

4.76
4.84
4.72
4.66

6.77

6.82

7.16
7.14
7.10
7.05
7.18

5.36
5.39
5.40
5.33
5.38

21
22
23
24
25

7.80

6.76
6.72
6.70
6.67

5.11
5.09
5.06
5.04
5.12

4.75
4.75
4.75
4.75
4.75

7.14
7.17
7.20
7.19

6.38
6.35
6.32
6.29
6.40

4.86
4.85
4.82
4.80
4.86

4.73
4.68
4.79
4.69
4.72

5.12

6.68
6.75
6.82
6.80

7.58
7.61
7.61
7.60
7.62

4.63
4.63
4.62
4.61
4.66

14
15
16
17
18

5.14
5.10

7.77
7.81
7.82
7.79

7.34
7.35
7.34
7.34
7.36

5.08

4.62
4.63
4.62
4.63
4.61

7.13
7.15
7.09
7.08
7.13

7.10
7.12
7.10
7.15
7.15

6.04

4.75
4.75
4.75
4.75
4.75

6.61
6.62
6.58
6.55
6.65

6.75
6.76
6.73
6.76
6.76

5.41
5.42
5.39
5.41
5.36

4.74
4.67
4.84
4.67
4.68

7.11
7.13
7.13
7.13
7.12

6.36
6.42
6.39
6.41
6.36

A
V
A
I
L
A
B
L
E
7.70
7.67
7.67
7.76

5.12

7
8
9
10
11

6.67
6.67
6.62
6.64
6.61

6.58
6.36

64
70
7.66
7.55

4.83
4.87
4.85
4.86
4.83

4.62

5.05
5.01
4.83

7.12
7.26
7.21
7.10

7.41
7.47
7.46
7.28

6.20
6.03

4.74
4.76
4.73

6.81

7.18
7.25
7.22
7.03

5.65
5.44

4.75
4.88
4.88
4.75

6.90
6.82
6.61

6.91
7.02
6.93
6.70

5.55

4.58
4.41
4.58
4.60

1/

6.20 6.60
5.66 6.28 6.66

5.25
5.32
5.30
5.12

1
2
3
4

6.06
6.01
6.04

6.02
6.04

6.02
5.99

6.06
6.09

6.50

6.98

Coupons due in:
3-5 yrs.| Over 10