Full text of H.15 Selected Interest Rates : August 3, 1970

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F E D E R A L

R E S E R V E

statistical

#r--

release

AL RE

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending August 1, 1970

H. 15

July
27

July
28

July
29

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 1J
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:

*

July
30

T

July
31

Weekly averages
Year
Last
This
ago*
week
week

6.345

6.345

6.385

7.172

6.429

6.429

6.442

7.313

6.34
6.47
6.50

6.37
6.47
6.50

6.38
6.45
6.50

6.39
6.48
6.54

6.38 ! 6.37
6.47
6.48
6.52
6.54

6.34
6.41
6.55

7.08
7 .19
7.16

6.92

6.93

6.94

6.94

6.92

6.93

6.90

7.53

7.58

7.60

7.60

7.58

7.56

7.58

7 .56

7.07

6.49

6.56

6.55

6.56

6.56

6.54

6.54

6.05

61.22

60.66

60.74

60.66

60.66

60.79

60.82

64.89

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 2, 1969,
per cent

JJ

Currently includes the 5-1/4 per cent note of May 15, 1971, and the
note of May 15, 1971.

2j

Currently
4
per
8-1./8 per
4-1/8 per
4-1/8 per
4-1/4 per

includes the
cent bond of
cent note of
cent bond of
cent bond of
cent bond of

3/

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

includes the following bonds due or callable in
cent of 1980
4
per cent
cent of 1985
4-1/8 per cent
cent of 1990
3
per cent
cent of 1987-92
3-1/2 per cent

4/

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

following notes and bonds:
8/15/73
5-5/8 per cent note of
8/15/73
3-7/8 per cent bond of
11/15/73
5-3/4 per cent note of
2/15/74
5-3/4 per cent note of
5/15/74
6
per cent note of

GOVERNMENT FINANCE SECTION, FEDERAL FEDERAL RESERVE BOARD

10
of
of
of
of

8/15/74
11/15/74
11/15/74
2/15/75
5/15/75

years or more:
1988-93
1989-94
1995
1998

August 3, 1970