Full text of H.15 Selected Interest Rates : March 28, 1977

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11.15

F E D E R A L

°)&0)l] WWlnlULL*!L£ W W
Inst ruments

l

R E S { * V E

sta tistica

SELECTED INTEREST KATES AND BOND PR rCHS
(Yield In per cent per amuim)
Calendar week ,udiug March 2f>, 1977
1 Mar.
1 71
0 2
4 .75
4. 88
A .73
A .80
6. 2 5
5.2 5

Mar.
22
A .<>9
A. 73
A .88
A. 75
A. 80
6.25
5.2 S

Mar.
23
5. 'A
A. 75
A .88
A. 75
A. 80
6.25
5.25

t

ease

For
March 28, 1977
Ma r. j Mar.
24 I
75
A. 76
A. /S
A. 75
4.75
A .88
'».88
A. 75
A. 75
A .76
A. 79
6.25
6.25
5.2 5
5.25

111is
r usl
Week
Week
4.77’ 1/ 4.62 1/
A. 75
75
A .88
A. 88
A. 75
4.75
A. 79
A .31
6.2 5
6.2 5
5.25
5.25

Year
Ago *
A . 79 1/
5.23
5. 35
5.20
5.12
6. 75
5.50

Federal funds (eelective rate).......... • . . .
Contnerclnl paper (prime, 90 to 119 days). . . . .
Commercial paper(prtme, A to 6 inns.). . . • • • •
Finance paper placed directly ( 1 to 6 mos. ) . . .
Rankers' acceptances (prime, 90 days) . . . . . .
Prime loan (Large business prime rate-majority) .
Discount rate (Federal Reserve Rank of New York).
Yields on U.S. Government securities 2/
Auction Average (Issue date):
3-month bill........................
. . . .
A .351
A. 553
A.5A5
A. 090
6-mon th bill........................
. . . .
A. 82 6
A. 826
A .rt13
5.283
1-year bill ........................
. . . .
**f Yield-;
1-monlh bl 11......................... . . . .
A .St.
A. 5i.
A .56
A. 59
A .62
A. 57
A .59
A .87
6 -mouth bill........................
. . . .
A .82
A .8 3
A. 82
A. 88
A .88
A.85
A.87
5.26
1-year bill ......................... . . . .
5. IA
5.1S
5.1A
5.21
5.21
5.17
5. 18
5.67
Treasury constant maturities 1/
l-year.................... ..
5.A8
. . . .
5.A 7
5. A 6
5.50
5.53
5. A 9
5. A 9
6.06
2 -year............................. . . . .
6.03
6.0A
6. OA
6.07
6.10
6.06
6.09
n .a .
6. A l
6. A 2
6.A3
6. 50
6,46
6. AA
6. A 6
*-ycar............................. . . . .
7.00
5-year............................. . . . .
6.88
6.8 7
6.83
6.90
6.9 A
6.89
6.90
7. A0
7-year............................. . . . .
7.1 5
7.18
7.15
7.19
7.23
7 .in
7.17
7.57
10-year............................. . . . .
7. A 3
7.A 1
7.AA
7.46
7.A8
7.45
7. A 5
7.66
20 -year............................. . . . .
7.69
7.70
7.72
7.73
7. 73
7.71
7.72
7.89
30-year............................. . . . *
7. 7A
7.78
7.7 7
7. 78
7.73
7. 77
n ,a
7. 78
Coupon Issues due in : A/
9 to l? mouths. . . .
.......... . . . .
5. A 7
5. A 6
5. A 6
5.44
5. A 7
5.46
5.50
5.93
) to 5 years......................
6.67
. . . .
6.66
6.68
6.69
6.72
6.68
6.71
-7.14
10 years or more (long-term) . . . . . . . .
7.1 7
7. 18
7. 18
7.19
7.20
7.18
7.20
6.80
Price <>f long-term Trr luury bonds 5/ 6/
36.06 55.98 55.98 35.91
55.84 55.95
55.85
58.79
Average yields on corporate bonds (Moody's ) . . .
8.51
8.50
8.51
8.5!
8.3?
8. s 1
8.50
9.24**
A a a ................................... . . . .
8.09
8.09
8.09
8.09
8.10
8.09
8.09
8.50
B a a ...................................
9.08
9.08
9 . in
9.10
9.10
9.09
9.10
10.09**
State and local government Aaa (Moody'.).
5.20
5.20
__ ______
5.20
5.81
/-day average
statement week ended mi preceding Wednesday.
2/ IU113 .piotcd on bank discount bustTT
3/ Yields on actively traded Issues ad justed to constant maturities.
Source: U.S. Treasury Department.
UJ Unweighted average of all Issues outstanding. 3/ Ronds neither due nor callable In less than 10 years.
6/ Derived from "long-term" yield above on the basis of an assumed 20-year bond with a 3 per cent coupon.
* As of March ?7, lf*76.
** Corrected figures fer March 20 , 1^7* are; A-«., Yields, 9.?8; R.na, 1 0 .H *