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FEDERAL

RESERVE

statistical

release

0*. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 26, 1972

H. 15

Feb.
21
Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

Feb.
22

Feb.
23

Weekly averages
Last
This
Year
week
week
ago*

Feb.
25

Feb.
24

3.145
3.513

C

3.145
3.513

3.066
3.537

3.497
3.590

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

*

S

3.12
3.54
4.04

3.18
3.59
4.10

3.20
3.63
4.11

3.36
3.79
4.19

3.22
3.64
4.11

3.04
3.50
3.95

3.43
3.57
3.68

E

4.17

4.23

4.21

4.21

4.21

4.04

3.64

D

5.47

5.52

5.51

5.50

5.50

5.47

5.15

5.63

5.63

5.64

5.63

5.63

5.65

5.92

68.68

68.68

68.58

68.68

68.66

68.51

66.05

0

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 February 27, 1971.

1/

Currently includes the. 2-1/2 per cent bond of Dec. 1967-72, the 6-1/2 per cent
note of Feb. 1973, and the 4-7/8 per cent note of Feb. 1973.

2/

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

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

3/

Currently
3-1/4 per
6-1/8 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 1986
4-1/8 per cent
cent of 1990
3
per cent
cent of 1987-92
3-1/2 per cent

4/

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

following notes:
5/15/75
8/15/75
11/15/75
2/15/76

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per
per

cent
cent
cent
cent
cent

note
note
note
note
note
10
of
of
of
of

of
of
of
of
of

5/15/76
5/15/76
8/15/76
11/15/76
2/15/77

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

February 28, 1972
I