Full text of G.13 Selected Interest Rates : May 3, 1977

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Instruments

Apr. 2
4.74
4.75
4.88
4.85
4.76
6.25
5.25

Federal funds (effective rate)
1/. . . . . . .
Commercial paper (prime, 90 to 119 days) . .
Commercial 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
2/
Auction Average (Issue date):
4 609
3-month bill .
4 870
1-year bill
.
Market Yields:
3-month bill . . . . . . . . . . . . . . . 4.57
6-month bill
. . . . . . . 4.81
1-year bill
. . . . . . . . . . . . . . . 5.15
Treasury constant maturities
3/
1-year . . . . . . . . . . . . . . . . 5.45
6.05
2-year . . .
6.45
3-year . . .
. . . . . . .
5-year . . . . . . . . . . . . . . ,- .i 6.94
7.22
7-year
.
7.45
7.73
20-year
7.79
30-year
. . . . . . .
Coupon issues due in:
4/
9 to 12 months . . . . . . . . . . . . 5.45
3 to 5 years
. . . . . . . . . . . . . 6.70
10 years or more (long-term)
5/. . . j 7.19
Price of long-term Treasury bonds
5/6/
. ^ 55.91
Average yields on corporate bonds (Moody's). . . 8.53
8.10
9.11
State and local government Aaa (Moody's) . . . . 5.20

1/
6/

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statistical

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

G.13

1/

E

Weekly
Apr. 16
Apr. 9
4.60
4.65
4.75
4.75
4.88
4.88
4.85
4.88
4.76
4.79
•
6.25
6.25
5.25
5.25

For Immediate Release
May 3, 1977

Apr. 23
4.71
4.75
4.86
4.75
4.76
6.25
5.25

Apr. 30
4.82
4.75
4.86
4.75
4.82
6.25
5.25

Month iy
April
March
4.69
4,73
4.75
4.75
4.87
4,87
4.81
4.77
4.80**
4.78
6.25
6,25
5.25
5,25

4.585
4.846
5.158

4.561
4.767

'4,494
4.708

4.518
4.838

4.613
4.883

4.540
4.790

4.58
4.84
5.14

4.55
4.75
5.03

4.51
4.76
5.04

4.51
4.84
5.18

4.60
4,88
5.19

4.54
4.80
5.10

5.43
6.03
6.45
6.94
7.22
7:45
7.72
7.78

5.39
5.88
6.22
6.73
7.06
7.32
7.65
7.71

5.41
5.92
6.23
6.70
7.04
7.31
7.62
7.68

5.54
6.04
6.38
6.80
7.14
7.40
7.69
7.78

5.50
6.09
6.47
6.93
7.20
7.46
7.73r***
7.80

5.44
5.97
6.32
6.79
7.11
7.37
7.67
7.74

5.42
6.70
7.19
55.93
8.52
8.10
9.11
5.17

5.32
6.52
7.11
56.48
8.50
8.05
9.10
5.17

5.31
6.49
7.09
56.62
8.46
7.99
9.05
5.20

5.41
6.61
7.15
56.20
8.46
8.01
9.03
5.17

'

5.50
6.73
7.20
55.83
8.51
8.10
9.12
5.21

Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury Department.
Unweighted average of all issues outstanding. 5/ Bonds neither due nor callable in less than 10 years.
Derived from "long-term" yield above on the basis of an assumed 20-year bond with a 3_per cent coupon.
Averages of daily figures except for state and local governments, which are based on Thursday figures.
Correct figure for Feb. is 4.83.
*** March 29 revised to 7.74.




5.37
6.58
7.14
56.31
8,49
8.04
9.07
5.18

G.13 continued
May 3, 1977

1

4.72

Comm.
paper
90-119
days
4.75

4
5
6
7
8

4.73
4.48
4.08
4.65
4.61

4.75
4.75
4.75
4.75
4.75

4.55
4.60
4.58
4.58

4.83
4.86
4.84
4.82

5.15
5.15
5.14
5.13

5.43
5.43
5.43
5.41
M A R

6.03
6.01
6.04
6.02
K E T

6.45
6.46
6.44
6.43

6.94
6.95
6.95
6.93

7.22
7.23
7.22
7.21

7.44
7.47
7.46
7.43
C I O

7.73
7.72
7.70
7.72
S E D

7.78
7.78
7.78
7.78

6.70
6.71
6.71
6.69

11
12
13
14
15

4.65
4.66
4.75
4.64
4.70

4.75
4.75
4.75
4.75
4.75

4.56
4.59
4.57
4.52
4.52

4.77
4.80
4.78
4.70
4.72

5.08
5.10
5.08
4.94
4.97

5.36
5.46
5.40
5.33
5.38

5.96
5.98
5.96
5.73
5.78

6.35
6.33
6.32
6.03
6.07

6.84
6.83
6.81
6.56
6.60

7.14
7.15
7.13
6.93
6.96

7.39
7.39
7.36
7.22
7.25

7.70
7.70
7.67
7.58
7.58

7.76
7.76
7.76
7.63
7.65

6.62
6.62
6.59
6.38
6.39

7.16
7.15
7.14
7.05
7.06

18
19
20
21
22

4.76
4.67
4.78
4.71
4.77 .

4.75
4.75
4.75
4.75
4.75

4.51
4.52
4.50
4.48
4.53

4.71
4.75
4.77
4.76
4.83

4.97
5.00
5.06
5.06
5.13

5.34
5.42
5.43
5.42
5.46

5.80
5.87
5.95
5.94
6.03

6.08
6.19
6.26
6.26
6.35

6.61
6.66
6.71
6.72
6.80

6.96
7.01
7.05
7.06
7.10

7.25
7.30
7.32
7.33
7.36

7.58
7.61
7.62
7.63
7.66

7.64
7.67
7.69
7.69
7.73

6.39
6.46
6.49
6.50
6.59

7.06
7.07
7.09
7.10
7.14

25
26
27
28
29

4.84
4.91
4.94
4.92
5.12

4.75
4.75
4.75
4.75
4.75

4.53
4.50
4.45
4.39
4.69

4.86
4.80
4.82
4.82
4,92

5.18
5.10
5.16
5.20
5.26

5.55
5:50
5.51
5.54
5.60

6.01
6.00
6.01
6.03
6.14

6.41
6.33
6.35
6.36
6.46

6.82
6.76
6.75
6.78
6.90

7.14
7.08
7.09
7.14
7.25

7.40
7.38
7.38
7.40
7.45

7.68
7.68
7.67
7.68
7.72

7.76
7.74
7.75
7.86
7.80

6.61
6.56
6.56
6.59
6.71

7.14
7.13
7.14
7.16
7.18

Daily
April 1977

1/

INTEREST RATES
(Yields in per cent per annum)

Federal
funds

U.S. Government Securities 1/
Treasury constant maturities
3-mo. 6 mo. 1-yr.
1-yr. 2-yr. 3-yr. ^ - y r . 7-yr. 10-yr. 20-yr. 30-yr.
bill bill bill
7.78
7.72
7.43
4.54 4.80 5.14 5.42 6.02 6.42 6.92 7.21

Bills quoted on a bank discount basis.




Coupons due in:
3-5 yrs. Over 10
6.70
7.18

!

7.19
7.19
7.19
7.18