Full text of H.15 Selected Interest Rates : August 31, 1970

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FEDERAL

%

RESERVE

statistical
H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending August 29, 1970
i
Aug.
24

Aug.
25

Aug.
26

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market yield:
3-month bills
6-montb 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/
ices
Bonds, due or callable
in 10 years or more 4/
Note:

*

Aug.
27

Aug.
28

6.198
6.338

Weekly averages
Last
Year
week
week

This
week

6.198
6.338

6.527
6.587

7.098
7.293

6.23
6.44
6.42

6.24
6.44
6.44

6.25
6.43
6.46

6.27
6.48
6.48

6.28
6.50
6.49

6.25
6.46
6.46

6.42
6.52
6.49

7.06
7 .27
7 .30

6.62

6.63

6.66

6.74

6.78

6.69

6.95

7 .59

7.40

7.39

7.40

7.44

7.45

7.42

7.59

7.14

6.73

6.72

6.71

6.73

6.74

6.73

6.90

6.07

59.31

59.40

59.48

59.25

59.33

59.35

58.05

64.68

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 30, 1969.

_1/

Includes the 4 per cent bond of Aug. 15, 1971, and the 8-1/4 per cent note of
Aug. 15, 1971.

2/

Currently
4-1/8 per
4-1/8 per
7-3/4 per
4-1/4 per

3/

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

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

following notes and bonds:
11/15/73
5-5/8 per cent note of 8/15/74
2/15/74
3-7/8 per cent bond of 11/15/74
2/15/74
5-3/4 per cent note of 11/15/74
5/15/74
5-3/4 per cent note of 2/15/75
6
per cent note of 5/15/75
includes the following bonds due or callable in 10 years or more:
cent of 1980
4
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1990
3
per cent of 1995
cent of 1987-92
3-1/2 per cent of 1998

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 31, 1970