Full text of G.13 Selected Interest Rates : September 13, 1967
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FEDERAL
RESERVE
<3
OPEN MARKET MONEY RATES AND BOND PRICES
Weekly
Aug > 12 Aug. 19 Aug c 26
AUfarJr
4.05
3.98
4.02
3.75
Average of Daily F i g u r e s JL/
i
F e d e r a l Funds ( E f f e c t i v e R a t e ) * • .
,
release
Monthly
Sept. 2 j July {August.
3.89
3.59
3.79
5.00
4.75
4.70
5.00
4.75
4.85
5.00
Finance paper placed d i r e c t l y (3 t o 6 mos.
Bankers' Acceptances (prime, 90 days) . <
4.75
4.78
5,00
4.75
4.75
5.00
4.75
4.75
Prime Loan Rate (Leading City Banks). . .
5.50
5.50
5.50
5.50
5.50
Commercial paper (prime, 4 t o 6 m o s . )
\
statistical
. <
4.92
4.70
4.58
5.00
4.75
4.77
5.50
5.50
4.275
4.521
Stock Exchange c a l l loans—going r a t e • . . . • «
5.50
5.50
5.50
5.50
5.50
Discount r a t e ( F e d e r a l Reserve Bank of Next York),
4.00
4.00
4.00
4.00
4.00
Y i e l d s on U. S. Government S e c u r i t i e s
Auction a v e r a g e :
'
3-month b i l l s
6-month b i l l s » * • • • • • # » . . <
4.182
4.638
4.174
4.757
4.193
4.791
4.336
4.922
4.490
4.995
4.308;
4.798
Market y i e l d : * *
3-month b i l l s
6-month b i l l s
1-year b i l l s .
4.15
4.67
4.97
4,17
4.79
5.10
4.80
5.00
4.20
4.35
4.94
5.03
4.41
4.86
5.05
4.20 I 4.26
4.82
4.72
4.90 : 5.04
Market y i e l d :
Other t a x a b l e i s s u e s , 9 to 12 months;
Taxable i s s u e s , 3 t o 5 y e a r s ; ; . . .
Bonds^-Long-term t a x a b l e 2 / . . . . .
5.05
5.16
4.91
5.12
5.25
4.95
5.07
5.28
4,96
5.12
5.35
4.97
5.14
5.33
4.96
4.98 | 5.10
5.17 ! 5.28
4.86 ; 4.95
P r i c e of long-term Treasury bonds 3 / . . . •
75.84
75.42
75.30
75.19
75.27
76.39 ! 75.38
Average y i e l d s on c o r p o r a t e bonds (Moody's)
Aaa
Baa
5.59
6.29
5.58
6.32
5.62
6.33
5.65
6.34
5.68
6.35
5.58 !
6.26 j
5.62
6.33
S t a t e and Local Government Aaa (Moody1 s ) .
3.75
3.75
3.80
3.80
3.80
3.86
3.78
1/ Average of d a i l y f i g u r e s except s t a t e and l o c a l Governments, which are based on Thursday f i g u r e s .
2 / I n c l u d e s a l l bonds maturing or c a l l a b l e in 10 y e a r s or more.
3 / P r i c e s d e r i v e d from average market y i e l d s on the b a s i s of an assumed 3 per c e n t , 20-year bond.
Daily averages a r e based on number of c a l e n d a r days in p e r i o d . ** B i l l s are quoted on bank discount b a s i s .
*
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD
September 13, 1967
@FedFRASER