Full text of H.15 Selected Interest Rates : September 19, 1977

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

:
F E D E R A L

r e s e r v e

statistical

:*»KU:cir.ii intkkkst kai*:*; a n d iminii pkicfs
(Yield In |H*r coni p e r annum)
1 il' ii.lir virli ending S«-|*l1'fnlu r I/, |*»//
'ft.
12
b. IN
6.00

Sept.
It
6.19
6.1 t
6.1 1
6. (HI
ft.20
7.IHI
5.7b

4

release
Fur Iwwtll.Hi* KcliMHf
i *j

# i*i//1

X

X




fc—

•ft . Bp f t . Sep! . •"■mu "
I MM I l <lllt.'M( N
I.UKt
Year
14
15 J
Week
16. k
Ar.t*IJ
Federal funds (effective rate). 7 T T .* 7
*5.89
6.11
ft.09
6.0 . 1/ 5.9/7) 5.27 1/
Cohotmtcl.iI paper (prime, 1H> to n o (ftyn) .
6.1 t
6,20
6.20
6.1 1
5.89
5.3H
G o M r r d a l paper (prim.*. ♦ lo ft mo*. ) . .
ft.25
ft.25
6.20
6.19
5.99
5.50
Finance paper place.I directly (J i0 <,
6.1 |
ft.l 1
6.11
f
t
.
05
.
.
H
i
t
3.15
Hankers' accept.iiiccm (prim.*, 90 days) , .
ft..Ml
ft..Ml
ft.1H
ft.18
f
t
.
19
5.98
5.10
I'rlmi* loan (large business prime ratc-maJorIty)
/.DO
7.(HI
7.00
7.75
7.25 R/ 7.(H)
7.00
hIn c h m u rate (Federal Keserve Hank of New York)
7r»
5.75
5.75
5.75
5.75
5.75
5.50
Yield!, on II.S, Government Hccurlt leu: 2/
Auction Average (Issue date):
1-uKnith b i l l ........... ............
5.887
5.8R7
3.554
5.099
6 month h i l l .....................
ft.098
f
t
.
098
5.845
5.109
l-year hill
• . . . ...............
Market Yields:
■» ».;ith M l ! .....................
r iii
s .**•»
r .>12
S.M?
* .86
« .* 1
5.86
l*Jf
(»-MDiitti hill ............ .
•».08
6.10
6.05
141
5.99
6.05
j
1
|J
l-year hill
. . . . . .................
ft.IH
ft.l 1
ft.ll
6.07
6.14
f
t
.
04
4.52
Tre.miiry coupon maturities: 1/
1-y e a r ................. . . . . ,
6.62
ft.60
ft.57
ft.55
6.49
6.57
6.41
5.87
2- y e a r ............ ............
ft.78
b./ri
i .74
ft.70
6.6H
ft*59r*
i.ll
6.42
J-year . . .......................
ft.H8
6.HI
ft.84
ft.82
ft.81
6.84
ft.6b
6.75
5-year .................... .
7.10
7.0ft
7.05
7.04
7.02
7.03
6,98*
7.14
7-year ................. . . . . . . .
7.24
7.21
7.20
7.18
7.22
7.15
7.41
10-year ...............................
7.IN
7.17
7. 14
7. n
7.12
7.29r*
7.35
7.60
20-year ...............................
7.59
7.SR
7.5ft
7. Sft
7.5ft
7.57
7.52
7.79
10-year . . . . . . ........ . ........
7.6ft
/.M.
7.ftl
7.ftl
7.ft3
7.64
7.60
n.a.
Coupon Issues due in: 4/
'> to 12 m o n t h s.......................
ft.64
ft.ftl
6.59
6.55
ft.59
6.53
6.41
5.79
1 to 5 years .........................
6.98
ft.9 5
6.9 1
6.9|
ft.90
ft.91
6.R4
10 years or more (long-term) r» / ........
6.9',
ft.9»
6.91
ft.91
6.93
ft.94
6.9()r*A 6.70
Price of long-term bonds 5/6/ ...............
57.29
5 7.66
57.H|
37.81
57.81
5 7.68
5fl.0Sr** 59.59
Average yields on corporate bonds (f1iHsly's) . . .
H .29
H.29
H.29
H.29
h .m
H.29
H. HI
8.80
Aa.i .......................................
/,H9
7.90
7.89
7.H9
7.89
7.90
7.90
8.39
B a a ................................. ’ [
H.79
H.79
H./9
8. 79
8.79
H. 78
8.7H
9.40
I’l-U*'_and local government (Moody***)...........
5.28
5.28
4.24
U
7—"day average tor statement week ended on pro dillg Wednesday. 2/ Hills quote* 1 on ban i discount
. 1/ Yields
on actively traded issues a.I justed to constant maturities. Source: P.'S. Treasury Department. 4/ Unweighted average of
all issues outstanding. 5/ Bonds neither duo nor callable In less than 10 years. 6/ Derived from "long-term" yield
<* "»ve on the basis of an assumed 20-year bond with a 3 per cent coupon. 7/ As ol week ending September J8, 197b. 8/ As
of September 16.
* On September 9, 2-yr. revised to 6.7b, 5-yr. to /.09, 10-vr. to 7.1b.
** See reverse slde^ for
revisions August J5-September 9, 1977.