Full text of H.15 Selected Interest Rates : February 22, 1971

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FEDERAL

RESERVE

statistical
H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 20, 1971

Feb.
15
Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

Feb.
16

Feb.
17

C

Feb.
18

p—~
Feb.
19

Weekly averages
This
Last
Year
week
week
a so"

3.640
3.679

3.640
3.679

3.845
3.839

6.777
6.917

T,
i-l

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months I/
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/
Note:

0
s

3 .62
3.67
3.75

3.60
3.69
3.76

3.52.
3.63
3.70

3.49
3.61
3.69

3.56
3.65
3.72

3.71
3.75
3.80

6.80
7 .02
6.90

E

3.86

3.77

3.60

3.55

3.70

3.82

7.39

D

5.36

5.28

5.17

5.17

5.24

5.33

7.66

5.82

5.82

5.83

5.85

5.83

5.78

6.30

66.93

66.93

66.84

66.66

66.84

67.27

62.77

Yields are averages of those cor-nuted 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 February 21, 1970.
1/

Currently includes the 4 per cent bond of Feb. 15, 1972, the 4-3/4 per cent note
of Feb. 15, 1972, and the 7-1/2 per cent note of Feb. 15, 1972

2/

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

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

3/

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

includes the following bonds due or callable in
cent of 1985
4
per cent
cent of 1990
4-1/8 per cent
cent of 1987-92
3
per cent
3-1/2 per cent

<4/

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

GOVERNMENT FINANCE SECTION

following notes and bonds:
5/15/74
5-3/4 per cent note
5/15/74
6
per cent note
8/15/74
5-7/8 per cent note
11/15/74
6-1/4 per cent note
11/15/74
10
of
of
of
of

of
of
of
of

2/15/75
5/15/75
8/15/75
2/15/76

years or more:
1988-93
1989-94
1995
1998

February 22, 1971