Full text of H.15 Selected Interest Rates : December 27, 1971

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FEDERAL

RESERVE

statistical
'•

f^AL

release

RES^ '

H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 25, 1971

Dec.
20

Dec.
21

Dec.
22

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

Dec.
23

Weekly Averages
Dec.
24 This week Last week Year ago*

4.023
4.263

C

4.023
4.263

3.944
4.144

4.727
4.765

4.04
4.27
4.50

4.82
4.87
4.88

4.11
4.34
4.51

4.08
4.34
4 .49

4 .04
4.24
4.39

3.83
4.07
4 .12

0

4.02
4.25
4.38

4 .35

4.37

4.31

4.17

S

4.30

4.40

4.85

5.45

5.45

5.44

5.36

e

5.43

5.45

5.96

5.66

5.69

5.70

5.67

d

5.68

5.63

6 .05

68.21

68.70

64.88

1

68.40 68.11 68.02 68.30

Note:

Yields are averages of those computed by the Federal Reserve Bank of New Y o r k
on the basis of closing bid prices., Yields on Treasury bills are computed
on a bank discount basis.

*

As of December 26, 1970.

l/

Currently includes the 6 per cent note of Nov« 15, 1972, and the 2-1/2 per
cent bond of Dec. 1967-72.

2/

Currently
5-3/4 per
5-7/8 per
6
per
5-7/8 per
7

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

following notes:
2/15/75
2/15/75
5/15/75
8/15/75

6-1/4
6-1/2
7-1/2
6-1/4

per
per
per
per

cent
cent
cent
cent

note
note
note
note

of
of
of
of

2/15/76
5/15/76
8/15/76
11/15/76

per cent note of 11/15/75

3/
~

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

includes
cent of
cent of
cent of
cent of

4/

Prices derived

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

from average market yields on the basis of an assumed 3 per cent,

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

December 27, 1971