Full text of H.15 Selected Interest Rates : March 7, 1977

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FEDERAL

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RESERVE

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statistical

SELECTED INTKKEST RATES AND BOND PRICKS
(Yieldo In per cent pcr annum)
Calendar week ending March 5, \')11

II.1^

Inr;tiurnents

Feb.
2M
/«.*73
4.75

Mar.
1
4.70
4.75
4.88
4.75
4.83
6.25
5.25

9'..,:

Mar .

Mar.

2
4.65
4. /5
4.88
4./5
4.8 }
6.25
5.25

3
4.68
4./5
4.88
4.75
4.80
6.25
5.25

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release

For Immediate*. Release
March 7, 1977
Mar.
4
4.60
4.75
4.88
4.75
4.84
6.25
5.25

This
hast
Week
Week
“X . 68 17 ~4.74”I7
4.75
4.75
4.84
4.85
4.7 5
4.75
4.84
4.83
6.25
6.25
5.25
5.25

Year
Ago*

CO

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Federal funds (effect Ive l a t e ) ........
Commercial papci (prime, 90 to J19 days)
5.25
/,./:>
Commercial paper (prl u*, A to 6 non.). .
5.38
4.7 ‘j
Finance paper placed directly (1 to 6 mon.)
5.23
4. PM
Hankers' acceptances (prime, 90 days). .
5.26
6 .2b
Prime loan (large business prime rate-majority)
6.75
Discount rate (Federal Reserve Bank of New York)| 5.25
5.50
Yields on W. S. Covernment sc curitles 2/
Auction Average (Issue date):
3-month hill ........................
4.708
5.258
4.668
6-month bill ........................
4.943
4.943
5.724
4.872
1-year bill
......................
Hat k o l \ioius:
3-month bill ........................
4.70
4. /0
4.64
4.61
4.63
4.66
4.71
5.20
6-month blll ........................
4.95
4.97
4.91
4.9 L
4.93
4.93
4.94
5.65
I-year bill ........................
5.27
5.24
5.21
5.20
5.22
5.22
5.23
5.98
Treasury constant maturities 3/
5.62
5.56
1- year ........................
5.54
5.53
5.52
5.55
5.54
6.39
6.16
2- year ........................
6.12
6.08
6.10
6.11
6.14
n.n.
3- year ........................
6.50
6*54
6.4 7
6.43
6.50
6.49
7.30
6.51
6.98
5-year ..........................
6.99
6.90
6.98
6.93
6.96
6.95
7.57
7-year ..........................
7.23
7.26
7. i7
7.19
7.24
7.22
7.24
7.75
7.4 9
10-year ..........................
7.45
7.49
7.45
7.48
7.46
7.4/
7.83
20-year ..........................
7.73
7.7/
7.75
7.73
7.76
7.71
7.75
8.07
30-year ..........................
7.80
7.84
7.79
7.82
7.81
7.81
7.80
n.a.
Coupon issues due In: A/
9 to 12 months ..................
5.56
5.59
5.58
5.52
5.52
5.55
5.52
6.30
3 to 5 yeurs
..................
6.77
6.79
6.76
6.73
6.77
6.76
6.76
- 7.36
10 years or more (Ion?,-tern) . . . .
7.3 9
7.23
7.21
7.19
7.22
7.21
7.38
6.96
Price of long-term Treasury hondu 5/ 6/ . .
55.91
55.63
55.77
55. /0
55.91
55.78
56.02
57.62
Average yields on corporate bonds (Moody's).
8.51
8 .51
8.52
8.51
8.50
8.51
8.51
9.20
A a a ....................................
8.09
8.09
8.09
8.10
8.10
8.11
8.03
8.55
9.16
B a a ....................................
9.17
9.14
9.16
9.16
9.16
10.04
State and local government Aaa_(Moody's) ._.
_____________________
5.20
5.20
5.20
6.10
1/ 7-day average for statement week ended on preceding Wednesday.
2/ Bills quoted on bank discount basis,
3/ Yields on actively traded Issues adjusted to constant maturities. Source: U.S. Treasury Department.
A/ Unweighted average of all isscu outstanding.
5/ Bends neither due nor callable In less than 10 years.
6/ Derived from "long-term" yield abov-’ on the basis of an assumed 20-year bond with a 3 per cent coupon.
*
As of March 6, 1’*/6.