Full text of H.15 Selected Interest Rates : June 20, 1977

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

;i

i

J

I
C

FEDERAL

RESERVE

statistical

SKhKCTKI) INTKRKST RATIOS AND BOND PRICKS
(Yield In p«’r cent per anmim)
Calendar week end In); Tune I8, Id//

'LaiHf if

.15
Instruments

Federal funds (effective rate) ................
Commercial paper (prime, 90 to lid days) . . . .
Commercial paper (prime, 6 to 6 mos.)..........
Finance paper placed directly (J to f» 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 dale):
3-mouth hll.L.......................
6-monLh hill .............................
L-year bill .............................
Market Yields:
j -mouth h i l l .............................
6-mouth bill .............................
l-year l>Ll.1 .............................
Treasury coupon maturities:
1/
1-year
...............................
2-year
...............................
3-year ...............................
5-year**...............................
/-year
...............................
10-year
...............................
20-year
...............................
30-year
...............................
Coupon Issues due in: 6/
0 to 12 mouths
.......................
3 to 5 y e a r s .........................
10 years or more (long-term) ..........
Price of long-term Treasury bonds 5/ 6/ . . . .
Average yields mi corporate bonds (Moody'*;). • •
A a a .........................................
B a a .................
State and 1oea 1 government ( M o o d y 's)..........

June
13
5.37
5.60
5.50
5.38
5.6 3
6.76
5.25
.

June
16
5. TO
5.60
5.50
5.38
5.6 3
6.75
5.25

June.
15
5.56
5.60
5.50
5.38
5.6 0
6.75
5.25

June
16
5.38
5.60
5.50
5.38
5.39
6.75
5.25

For Immediate Re 1ease
Tune 20, Id//
June
17
5. Vi
5.60
5.50
5.38
5.60
6.75
5.25

5. I9
5.38

5.02
5.22
5.63

6.99
5.20
5.60

3.01
5.20
5.60

. ,
J .\j(l
5.26
5.6 3

.Jijij
5.76
6.07

5.7 7
6.08
6.30
6.68
6.98
7.22
7.60
7.59

5.82
6.11
6.36
6.7)
7.01
7.2 3
7.62
7.60

5.82
6.12
6.36
6.76
7.02
7.26
7.66
7.62

5.80
6.10
6.36
6.72
7.02
7.26
7.66
7.62

5.80
6.1 L
6.35
6.72
7.01
7.26
7.63
7.61

5.83
6.16
6.66
6.86
7.13
7.35
7.68
7.68

6.68
7 .03
7.28
7.58
7.76
7.86
8.02
n .a.

5.7 3
6.5 3
6. d 5
5/ .66
8.3/
7.96
8.89

5.75
6.55
6.9 5
5 7.66
8.36
7.9 3
8.89

5.75
6.56
6.96
57.59
8.35
7.92
8.88
5.20

5.76
6.55
6.96
57.59
8.35
7.93
8. 8 /

5.75
6.56
6.96
57.59
8.36
7.96
8.89
5.30

5.80
6.68
7.07
56.81
8.6 2
7.98
8.95
5.30

6.50
/. 38
6.9 1
57.99
9.1 5
8.61
9.8 /
5.8 1

t>.01

5.81
6.11
6.60

5.7 7
6.59
6.98
57.66
8. 39
7.96




I<
1

! '>70 _

•’r,

a

uf,.

5.068
5.236

j .02
5.20
5.61

J.Oj
5.19
5.38

7.02
7.27
7.66
7.62

List ~
Yea r
Th 1s '
Week
Week
Ago*
5. 37 1/ ~ 5.31 17 " 5. •*/ l/
5.60
5.68
5.90
5.50
6.00
5.51
5.38
5.88
5.38
5.61
5.6 2
5.76
6.75
6.75
7.25(on
5.25
5.25
5.50(on

% •« '
\ '• 2

5.000
5.1 67

7-day average for .statement week ended on preceding Wednesday.
2/ B iLL <junlcd
Yields on actively traded issues adjusted to constant maturities.
Source: U.S.
UnweighLcd average of all issues outstanding.
5/ Bonds neither due nor callable
Derived from long-term yield above on the basis of an assumed 20-year bond with
\e n f Tune

release

on bank
'ri usury
in less
a 3 per

discount basis,
Department.
than 10 years.
cent coupon.