Full text of H.15 Selected Interest Rates : December 18, 1972

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FEDERAL

RESERVE

statistical
H.15

release

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week

ending December

Dec.
11
Yields

(per cent p e r

Dec.
12

Dec.
13

16,

1972

Dec.
14

Dec.
15

Weekly average
This
Last
Year
ago*
week
week

annum)

Auction Average:
3-month bills
6-month bills
Market Yield:
3-month bills
6-month bills
1-year bills
O t h e r i s s u e s , due in
9 - 1 2 m o n t h s 1_/
I s s u e s , due in 3 - 5

5.099

5.099

5.309

5.309

4.945
5.230

3.944
4.144

5.10
5.28
5.28

5.05
5.28
5.26

5.00
5.25
5.23

5.02
5.27
5.17

5.07
5.29
5.14

5.05
5.27
5.22

5.00
5.25
5.27

4.04
4.27
4.50

5.46

5.43

5.40

5.41

5.41

5.42

5.39

4.40

6.06

6.05

6.04

6.03

6.04

6.04

6.05

5.45

3_l

5.59

5.59

5.60

5.61

5.61

5.60

5.57

5.63

Prices
B o n d s , d u e or c a l l a b l e
in 10 y e a r s or m o r e 4/

69.05

69.05

68.96

68.87 68.87

68.96

69.28

68.70

years 2/
B o n d s , due or c a l l a b l e
in

10 y e a r s

or m o r e

N o t e : Y i e l d s are a v e r a g e s of1 those c o m p u t e d by the F e d e r a l R e s e r v e Bank o f N e w Y o r k
on the b a s i s of c l o s i n g bid p r i c e s .
Y i e l d s on T r e a s u r y b i l l s are c o m p u t e d on
a bank discount
*

As

of D e c e m b e r

1/

Currently

2/

Current

18,

cent
3/

4-1/4 per
4/

1971.

includes

cent
cent
cent

basis.

of
of
of
of

only

the 4 - 1 / 8 per cent b o n d o f N o v .

includes
cent of
cent of
cent of
cent o f

the
1984
1985
1986
1990

cent of

1987-92

Prices derived

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

2/15/76
2/15/76
5/15/76
5/15/76
following

bonds

from a v e r a g e m a r k e t

15,

p e r c e n t of 8 / 1 5 / 7 6
per cent of 1 1 / 1 5 / 7 6
p e r cent of 2 / 1 5 / 7 7
p e r cent o f 8 / 1 5 / 7 7

due or• c a l l a b l e in
p e r cent
4
4 - 1/8 p e r cent
p e r cent
3
3- 1/2 p e r cent

y i e l d s on

1973.

10 y e a r s or m o r e :
of 1988-93
of 1 9 8 9 - 9 4
of 1995
of 1998

the b a s i s o f an a s s u m e d

3 per cent,

20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

December

1 8 , 1972