Full text of H.15 Selected Interest Rates : August 21, 1972

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a .

FEDERAL

RESERVE

statistical
H.L5

""'

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending August 19, 1972

Aug.
1.4

Aug.
15

Aug.
16

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months l_/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/
Prices
Bonds, due or callable
in 10 years or more 4/

Note:

release

Aug.
18

Aug.
17

3.956
4.464

Weekly averages
This
Last
Year
week
week
week

3.956
4.464

3.928
4.431

4.921
5.202

3.87
4.44
4.74

3.89
4.43
4.72

3.91
4.46
4.71

3.88
4.45
4.72

3.92
4.50
4.85

3.89
4.46
4.75

3.85
4.37
4.75

4.71
4.89
5.24

4.73

4.72

4.80

4.80

4.84

4.78

4.71

5.41

5.85

5.86

5.88

5.88

5.89

5.87

5.85

6.05

5.48

5.47

5.57

5.57

5.57

5.53

5.48

5.64

70.09

70.19

69.24

69,. 24

69.24

69 .60

70.09

68.59

Yields are averages o f t p o s e computed by the Federal Reserve Bank of New York
on the basis of closing bid prices. Yields on Treasury bills are computed on
a bank discount basis.

*As of August 21, 1971.
1/
~

Includes the 7-3/4 per cent note of May 15, 1973, and the 4-3/4 per cent note
of May 15, 1973, thru Aug 15; beginning Aug. 16, includes the 4 per cent bond of
Aug. 15, 1973, and the 8-1/8 per cent note of Aug. 15, 1973.

2/

Currently
5-7/8 per
7
• per
6-1/4 per
5-7/8 per
6-1/2 per

includes the following notes:
cent of 8/15/75 thru Aug. 15
cent of 11/15/75
cent of 2/15/76
cent of 2/15/76 begin. Aug. 16
cent of 5/15/76

3/

Currently
6-3/8 per
3-1/4 per
6-1/8 per
3-1/2 per
4-1/4 per

includes the following bonds due or callable in 10 years or more:
cent of 1984, begin. Aug. 16
4 >
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1986
3
per cent of 1995
cent of 1990
3-1/2 per cent of 1998
cent of 1987-92

4/

Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

5-3/4
7-1/2
6-1/4
8
7-3/4

per
per
per
per
per

cent
cent
cent
cent
cent

of
of
of
of
of

5/15/76
8/15/76
11/15/76
2/15/77
8/15/77 begin. Aug.16

August 21, 1972