Full text of H.15 Selected Interest Rates : August 28, 1972

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FEDERAL

'umr*
\^v- •

RESERVE

statistical

release

• f^L lU"^ .
H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending August 26, 1972

Aug.
21

Aug.
22

Aug.
23

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 1/
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:

Aug.
24

Aug.
25

4.058
4.623

Weekly averages
Last
This
Year
week
week
ago*

4.058
4.623

3.956
4.464

4.747
4.860

3.97
4.54
4.90

4.02
4.61
4 .95

4.18
4.77
5.03

4.14
4.72
4.99

4.23
4.75
5 . 11

4.11
4.68
5.00

3.89
4.46
4.75

4.69
4.87
5 .19

4.91

4.95

5.08

5.09

5 .22

5 .05

4.78

5.39

5.89

5.90

5.93

5 .94

6.03

5.94

5.87

6.06

5.57

5.55

5.56

5.56

5.57

5.56

5.53

5.70

69.24

69.43

69.34

69.34

69.24

69.32

69.60

68.04

i
Yields are averages of those 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 28, 1971.
\J

Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per cent
note of Aug. 15, 1973.

2/

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

includes
cent of
cent of
cent of
cent of

the following notes:
11/15/75
2/15/76
2/15/76
5/15/76

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

3/

Currently
includes
ljUl
L C 11 L I V
LUUCotheUUCfollowing bonds due or callable in 10 years or more
4
per cent of 1988-93
6-3/8 per cent of 1984
4-1/8 per cent of 1989-94
3-1/4 per cent of 1985
3
per cent of 1995
6-1/8 per cent of 1986
3-1/2 per cent of 1998
3-1/2 per cent of 1990
4 - 1 / 4 per 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

AUGUST 28, 1972