Full text of H.15 Selected Interest Rates : December 4, 1972

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FEDERAL
1

RESERVE

statistical

release

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 2, 1972

Nov.
27

Nov.
28

Nov.
29

Yields (per cent per annum)
Auction Average:
3-month bills
6-month bills

Prices
Bonds, due or callable
in 10 years or more 5/
Note;

*

4.886
5.178

00
CO

Market Yield:
3-month bills 1/
6-month bills \J
1-year bills 1/
Other issues, due in
9-12 months 2/
Issues, due in 3-5
years 3/
Bonds, due or callable
in 10 years or more 4/

Dec.
1

Nov.
30

Weelcly avei:a S e
This
week

Last
week

4.886
5.178

4.776 4.324
5.050, 4.431
c

Year
aeo*

4.88
5.17
5.28

5.19
5.26

4.87
5.18
5.24

4.88
5.17
5.22

4.90
5.18
5.24

4.88
5.18
5.25

4.82
5.10
5.20

4.28
4.42
4.59

5 .34

5.34

5.35

5.36

5.36

5.35

5.24

4.63

6 .06

6.05

6 .02

6.04

6.03

6.04

6 . 02

5.52

5.52

5.52

5.51

5.53

5.55

5.53

5.48

5.58

69.71

69.71

69.81

69.62

69.43

69.66

70.09

69.17

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 December 4, 1971.

1/

These series now include the new bill issue the day following the auction as
trading begins on a when-issued basis.

2/

Currently includes only the 4-1/8 per cent bond ofr Nov. 15, 1973.

3/

Currently
6-1/4 per
5-7/8 per
6-1/2 per
5-3/4 per

includes the following notes:
cent of 2/15/76
cent of 2/15/76
cent of 5/15/76
cent of 5/15/76

4/

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

includes the following bonds due or callable in 10 years or more:
cent of 1984
4
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1986
3
per cent of 1995
cent of 1990
3-1/2 per cent of 1998
cent of 1987-92

5/

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

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

per
per
per
per

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

cent
cent
cent
cent

of
of
of
of

8/15/76
11/15/76
2/15/77
8/15/77

December 4, 1972