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

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

of GO*.

FEDERAL

RESERVE

statistical

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

G. 13
Instruments

Oct. 1
Oct. 8
^Federal funds (effective rate) 2/
6.35
6.41
fcompierpial paper (prime, 90 to 119days)^. . . . 6.25
6.36
Corame rciai paper (primei 4 to 6- mos.) .
.
6.30 . 6.39
Finance paper placed directly (3 to 6 mos.)' . . .
6.23
*.13
Bankers' acceptances (prime, 90 days)
6.30
Prime loan (large business prime rate-majority)
7.25 :
Discount.rate (Federal-Reserve Bank of New York).. , 5.75 .
5.75
Yields on U.S. Government securities 3/
Auction Average (Issue date):
3-month bill . . . . . . . . . . ; . . . . 5.982
6.108
6-month bill . .
^
i <6.185
6.286
Market Yields:

'• " ..

6-month biZLl . . . . . . . . . . . v . , .
1—year bill ;. . . . . ... . . . « > . *
Treasury constant maturities 4/

-

6.16 :
6.21

Weekly
Oct. 15
6.41
6.50
-6;54v 6.386.64
7.50;
5.75
6.156
6.381

release
For Immediate Release
November 2, 1977

Oct. 22
6.50
6.61
6.66 :
6.50
6.62 !
7.50
5.75 •

Oct. 29
6.49
6.55
6.61
6.50

6.207
6.262
6.496
- 6.478 .
6.618 i

Monthly
Oct.
Sept.
6.47
6.14
6.51
6.09
• - 6.17 • &.55
6.41
: 6.04 v
6.57
6.16
7.52
7.13
5.80
5.75 .
* 6.188
6.410

5.770
5.991

.

6,33
6.38

6.79
6.63
6.88
6.82
6.97
6.94
r
3-year . . . . . : .' . . . . J • . J . ;
7.18
5—year * * . . . . . .' . * . . • i » •. • • •7.10
7.26
7.32 ,
7—year *» . . . . * . • . . . . • . . . .
. 7.43
10—year . . . . . * « • <•' ••* •' « • »• . ., . 7.40
7.61
7.63
7.71
7.68
1
Coupon Issues due in: 5/
.
6.77
: 6.64
7.05
6.98
7:01
6.97
10 years or more (long-term) 6/. . . . .
Price of long-term Treasury bonds 6/7/ . . . . . 57.54 ' 57.23
8.36
8.34
Average yields on corporate bonds (Moody's) . . .
7.99
7.96
Aaa . . . . . .
.
:
r
• -?
-8.82
, Baa
. . ,«
. • . ,. . e-eJ?(_e • • *
•'*"8.82
State and local government Aaa (Moody's) .
. ... 5.27 ' 5.30

?

6.32
6.52
6.61

6.17
6.49
6.59

6.09
6-37
6.49

7.05
? 14 .
7.18
7.32
7.47
7.54
7.72 ,
7.79

7.07
7.22
7.28
7.36
7.47 ,
7.55
7.73 !
7.79

6.96
7.17
7.28
7.39
7.50
7.57
7.74
7.81

t

.

5.81
6.04:
6.13

6.16
6.43
6.52

.

: 7.02
. 7.21
7.09
56.62
8.41
8.04
a.86
- 5.35. -

7.08
6.97
7.32
7.30
7.12
7.11
56.42
56.50
8.46
8.44 !
8.06
8.05
8.95
8.91 1:341 \ 5.25

;;

6.97
7.11
7.19
7.32
7.44
7.52
7.71
7.77

6.53
6.71
6.84
: 7.04
% 7.21/
7.34 ?
7.57
7.64
^53
6.92
6.94
57.77
8.31
7.92
. 8.80.
5.27

v
:

6.96
7; 23
7.08
56.68
8142
8.04
8.89
5.31

average for statement week ended on preceding Wednesday. 3f. Bills quoted on bank discount basis. W Yields on
actively traded issues adjusted to constant maturities. Source: U.S. Treasury Department. 5V Unweighted average?
of all issues outstanding. 6/ Bonds neither due nor callable in less than 10 years. 7/ Derived from "long-term"
yields ^bove on the basis of an assumed 20-year "bond with a 3 per cent coupon. 8/
°' AAs
' of October 7. 9/ As of
October'24.
10/
As
of
October
"
'



INTEREST RATES
(Yields in per cent per annum)

G.13 continued.

Daily
October
1977

Federal
funds

Comm.
paper
90-119
days

3-mo
bill

6—mo
bill

1-yr
bill

1-yr

Treasury constant maturities
2-yr 3-yr 5-yr 7-yr 10-yr 20-yr

30-yr

U.S . Government Securities 1/
Coupons due in:
Over 10
3-5 yrs

3
4
5
6
7

6.60
6.43
6.03
6.41
6.40

6.38
6.30
6.35
6.38
6.40

5.95
6.10
6.13
6.13
6.12

6.26
6.29
6.32
6.39
6.39

6.31
6.33
6.37
6.42
6.45

6.72
6.73
6.77
6.83
6.88

6.84
6.84
6.86
6.89
6.96

6.94
6.95
6.96
6.98
7.03

7.13
7.15
7.16
7.23
7.25

7.29
7.30
7.29
7.34
7.38

7.41
7.40
7.40
7.44
7.48

7.62
7.62
7.62
7.63
7.66

7.70
7.69
7.69
7.72
7.73

7.04
7.03
7.01
7.08
7.11

7.00
7.00
7.00
7.01
7.03

10
11
12
^3

M
6.67
6.20
6.53
6.48

A
6.45
6.50
6.50
6.55

R
6.27
6.36
6.36
6.29

K
6.46
6.55
6.55
6.50

E
6.55
6.64
6.64
6.60

T
6.97
7.08
7.09
7.05

7.06
7.14
7.19
7.17

7.11
7.18
7.22
7.22

7.30
7.34
7.34
7.31

C
7.46
7.48
7.48
7.46

L
7.54
7.54
7.54
7.54

0
7.69
7.72
7.74
7.72

S
7.77
7.79
7.79
7.79

E
7.16
7.21
7.23
7.23

D
7.07
7.10
7.11
7.09

17
18
19
20
21

6.50
6.46
6.59
6.51
6.44

6.63
6.63
6.63
6.63
6.55

6.28
6.28
6.14
6.09
6.08

6.52
6.53
6.47
6.46
6.47

6.62
6.63
6.59
6.56
6.57

7.09
7.10
7.07
7.03
7.04

7.22
7.23
7.22
7.20
7.22

7.26
7.28
7.28
7.28
7.31

7.33
7.36
7.35
7.36
7.39

7.45
7.49
7.47
7.47
7.48

7.55
7.55,
7.54
7.54
7.55

7.73
7.73
7. 73
7.71
7.73

7.79
7.80
7.79
7.78
7.79

7.25
7.29
7.30
7.31
7.33

7.10
7.11
7.11
7.11
7.11

24
25
26
27
28

6.47
6.50
6.61
6.57
6.49

6.55
6.55
6.55
6.55
6.55

6.13
6.15
6.10
. 6.05
6.01

6.39
6.40
6.37
6.35
6.32

6.49
6.52
6.50
6.48
6.46

7.00
6.98
6.96
6.94
6.92

7.20
7.20
7.17
7.14
7.14

7.29
7.31
7.30
7.26
7.24

7.39
7.41
7.40
7.38
7.38

7.36
7.50
7.58
7.51
7.57
7.50
7.49 . 7.56
7.56
7.48

7.74
7.75
7.74
7.74
7.74

7.80
7.81
7.81
7.81
7.81

7.33
7.34
7.34
7.31
7.30

7.12
7.12
7.12
7.12
7.12

31

6.60

6.55

6.18

6.51

6.63

7.08

7.23

7.34

7.44

7.54

7.62

7.76

7.83

7.35

7.12

#

^

,

Bi:Lis quoted on a bank discount basis.