Full text of H.15 Selected Interest Rates : December 7, 1970

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FEDERAL

RESERVE

statistical

release

'' f^AL R E ^ •'

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 5, 1970

H.15

Nov.
30

Dec.
1

Dec.
2

Dec.
3

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 _!/
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/

Dec .
4

5.084
4.979

£$£

Week y averages
Year
Last/
This
week
week
ago*

5.084
4.979

4.760
4.855

7 .453
7.613

4.95

4.97
4.99
4.94

4.94
4.96
4.89

4.91
4.92
4.85

4 . 9**, 4.98
4.9^-S 5.03
4.93
4.98

7 .60
7.83
7.55

5.07

5.06

5.06

5.06

5.02

5.05

5.04

8.11

5.88

5.89

5.84

5.74

5.71

5.81

5.84

7.64

6.03

6.01

5. 92

5.87

5.83

5.93

5.97

6.65

65.07

65.24

66 .03

66.48

66.84

65.93

65.62

59.93

5.04
4.94
5.01

4.9*6

Note: 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 6, 1969.

!_/

Currently includes the 3-7/8 per cent bond of Nov. 15, 1971, 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

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

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

includes
cent of
cent of
cent of

3/

4/

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 bond of
5/15/74
5-3/4 per cent note of
6
per cent note of

the following bonds due or callable in
1985
4
per cent
1990
4-1/8 per cent
1987-92
3
per cent
3-1/2 per cent
Prices derived from average market yields on the basis of
cent, 20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of
an

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

years or more:
1988-93
1989-94
1995
1998
assumed 3 per

December 7, 1970