Full text of H.15 Selected Interest Rates : January 23, 1978

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

FEDERAL
V:

'

tan.
16
s 6.84

C• ^ 1

Ins Irumen ts

'
•• ..

statistical

' • ll' irn INTIRKST RATIOS AND BOND PRICKS
(v|pl l^ iii per c«’f»* per annum)
Calendar wenk ending danuarv PI, 19 78

H .15

■- '.v

RESERVE
tan.
18

dan.
19
6.76
6.80
6.84
6.75

release
I’o r Iminrd ia fe Re Ipa sp
.lamia rv 2 3, I'• '8

Ian .

_20 _
6 .64
6 .HO

Th is
Week
~Ti. 78 2 /
6.82
6.85
6.75
6.89
8 .00
6.50

hast
Week
6.58 2.7
6.7 3
6.77
6.65
6.98

h . 77
6.68
Federal funds (effect Ivp rate)............
6.8
1
6.84
Commercial paper (prime, "0 i > || » 1 •v';) . .
6.86
6.83
6.85
6.84
Commercial paper (prime, w to h mns.) . . .
6.76
6.75
6.76
6.75
Finance paper placed directly (I Io n mow.)
6.90
6.89
6.88
6.88
6.90
Bankers' acceptances (prime, 90 da vs) . . .
8.00
8.00
8.00
8,00
8.00
8,00
Prime loan (large business prime’ rat* major!tv)
6.50
6.50
6.50
6.50
6
.50
6.50
Discount rate (Federal Reserve Rank of Nee Yotk)
Yields on U.S. Government securities
3/
Auction Average (issue date):
6.682
4.668
6.5 35
6.5 35
3-month bilL
6.848
4.868
6.759
6.759
6-month bill
1-year bill
Market Yields:
6.48
6.48
6.48
6.60
6.46
4.65
6.50
6.50
3-month hill
4.86
6
.76
6.74
6.84
6.73
6.74
6.74
6.7
3
6 -month bill
6.86
6.84
6.84
6.84
6.94
5.08
6.83
6.85
1 -year bill
lgH|gi
Treasury const ant maturities:
,/
7.34
5.38
7.32
7. 31
7.43
7.35
7 .36
7.34
1 -year
7.55
7.54
7.55
7.59
7.54
7.55
7.55
2year .
7.66
7.66
7.67
7.71
7.67
7.65
7.66
3year .
7.85
7.81
7.81
7.81
7.81
7.81
7.82
5-year .
7.88
7.88
7.90
7.8*^
7.89
7.93
7.91
7-year .
7.2')
7.98
7.97
8.01
7.98
7.98
7.97
7.9^
10 -year .
8.18
8.16
8.16
8 .In
8.16
8.17
8.17
20 -year .
8.19
8 .|9
8 .|9
8 .1 "
8.19
8 .2 1
8. 21
30-year .
Coupon issues due in: 5/
7.34
7.40
7.35
7.35
7. 34
7.39
7. 15
9 to 12 months
7.75
7.76
7.75
7.75
7.75
7.78
7.75
3 to 5 years . . .
6.7 1
7.54
7.54
7.54
7.5 3
7.53
7.54
7.54
10 years or tnor*- ( Iong-term) h
59.36
5
3.56'j
5
3.52
5
3.52
5
3.56
5
l
.49
5
3.49
5
3.49
Price of long-term Treasur lx>nds 6/7 /
8.76
8.72
8.43
8.76
8.76
8.75®
8.75
8.76
hond s <M<>im )
Average yields on corpora*
8.40
8.44
7.99
8.44
8.43
8.43
8.45
8.45
Aaa .................
9.08
9.20
9.20
9.20
9.20
9.16
9.19
9.20
B a a ............ * •
m
5.20
5.1)
5.25
5.20 K l r e
State and local government A la (Mood*
. . .
________ ______________
ended on precec Trig Wednesday .' T f TTTTT'-r
fa iverage Fi r stal etiuini
1 / As of week ending January 77", 3r,~'
quoted on bank discount haw I*:. a / Y I< ci >>n a M v l y traded Issues adjusted to constant maturities. Source: U.S
Treasury Department.
5/ Unweighted avo u:< >i all issue: outstanding. 6 / Bonds neither due nor callable In less
than 10 years.
7/ Derived from Iong-term vI Ids above on tlie basis ot an assumed 20-year hond with a 3 per cent
coupon,