Full text of H.15 Selected Interest Rates : October 18, 1976

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F E D E R A L

R E S E R V E

statistical

OPEN MARKET MONEY RATES AND BOND FRICKS
(Yields in per cent per annum)
Calendar week ending October 16, 1976

11. L5

Oct.
11

Federal funds (effective r a t e ) ........
Commercial paper (prime, 90 to 119 day).
Commercial paper (prime, A to 6 tnos.). .
Finance paper placed directly (3 to 6 moo
Bankers* acceptances (prime, 90 days). .
Yields on U.S. Government Securities —
AuctIon Average:
3-month hills ................ . . . .

M
A

Oct.
12
5.09
5.13
5.25
5.13
5.10

Oc t .
L3
A .9A
5.13
5.25
5.13
5. OR

Oct.
l4
A.9‘>
5.13
5.25
5,U
5.00

r e l e a s e

For Immediate Release
October IB, l°76

Oct.
i5
A.93
5. 1 l
5.1 1
5.00
5.03

This
Week

Last
Week

ear
ago*

5.02~-/
5.13
5.22
5.09
5.05

5 •1
5.25
5.38
5.25
5.22

5.821/
6,44
6.59
6.56
6.38

R
A. 905
j •(>«.*♦

K

ti-munl.u................. ..

4.905
5.C2A

5.087
\
J • / r.

6.0A5
.

K

Market yield:
3-month bills ........................

T

b-month h i l l s ..........................................................
1-year hills ........................
Coupon issues due In:
9 to 12 months ..................
3 to 5 years
. . . ............
10 years or more (long-term) V . .

A .90
5.02
5.13

A. 85
A. 96
5.05

A. 79
A .90
5.02

A .86
A. 98
5.09

5.04
5.17
5.31

6.01
6.25
6.51

5. A 7
6.38
6.61

5.A8
6. 18
6.61

5. A A
i .36
6.61

5.35
b.29
6.60

5. AA
6. 35
6.61

5.62
6.61
6.64

6.88
7.87
7.31

60.26

60.26

60.26

60. 3A

60.28

60.03

55.09

8.63
8.31
9.18

8.61
8.30
9.17

8.62
8.30
9.17

8.62
8.30
9.18

8.62
8.30
9. 18

8.65
8.33
9.20

9.52
8.86
10.37

5.2A

5.31

6.60

C
I.

0

Price of long-term Treasury bonds V . V

A. 89
5.03
5.1 A

* *

Average yLelds on corporate bonds (Moody's)

S

..........................................
B a a ...................................................................................

E

5.2 A

State and local Government Aaa (Moody's) .
n
YJ

7-day average for statement week ended on preceding Wednesday.
2/ BlLls quoted on bank discount basis.
3/ Bonds neither due nor callable in less than 10 years.
A/ Prices derived from average market yields on the basis of an assumed 3 per cent, 20-year bond,
*

As of October 18, 1975.




GOVERNMENT

NANCE SFCTTON, FEDF.EAT RESERVE ROAPH