Full text of H.15 Selected Interest Rates : December 28, 1970

View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies. 

• "A'o t£o^; •. _

FEDERAL

RESERVE

s t a t i s t i c a l

r e l e a s e

U. S. GOVERNMENT SECURITY YIELDS A N D PRICES
Calendar week ending December 26, 1970

Dec.
21

Dec.
22

Dec.
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/

4.727
4.765

Dec.
25

C
L
U
s
E
D

Weekly averages
Last
This
Year
week • week
ago*

4.727
4,765

4.775
4.785

7 .804
7.815

4.82
4.87
4.88

4.77
4.81
4.79

7 .82
7.82
7 .67

4.80
4.85
4.83

4.81
4.87
.4.87

4.86
4.91
4.92

4.83
4.86
4.88

4.83.

4.87

4.86

4.83

4.85

4.88

8.44

5.95

5.99

5.98

5.91

5.96

5.82

8.10

5.99

6.04

6.09 .

6.09

6.05

5.87

6.92

65.42

64.98

64.55

64.88

66.52

57.92

on the basis of closing bid prices,
a bank discount basis.
*

Dec.
24

64.55

Yields on Treasury bills are computed on

As of December 27, 1969.

!_/ Currently includes the 3-7/8 per cent bond of Nov. 15, 1971, and the 5-3/8 per cent
note of Nov. 15, 1971, and the 7-3/4 per cent note of Nov. 15, 1971.
2/

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

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

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

includes
cent of
cent of
cent of

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

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

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

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

December 28, 1970