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FEDERAL
RESERVE
s t a t i s t i c a l release
H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 5, 1972
Jan.
31

Feb.
1

Feb.
2

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/

Feb.
3

Feb.
4

3.367
3.733

Weekly averages
This
Last
Year
week
week
ago*

3.367
3.733

3.493
3.754

4.110
4.114

3.35
3.73
3.81

3.40
3.82
4.12.

3.40
3.82
4.11

3.37
3.80
4.13

3.24
3.74
4.10

3.35
3.78
4.05

3.46
3.71
3.79

4.06
4.11
4.11

3.99

4.05

4.05

4.09

4.05

4.05

4.00

4.03

5.54

5.58

5.53

5.57

5.52

5.55

5.47

• 5.49

5.70

5.71

5.70

5.70

5.70

5.70

5.67

5.80

68.02

6 7.93

68.02

68.02

68,02 68,00

68.34

67.07

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 February 6, 1971.

1/ Currently includes the 6 per cent note of Nov. 15, 1972, and the 2-1/2 per cent
bond of Dec. 1967-72.
2/ Currently
5-3/4 per
5-7/8 per
6
per
5-7/8 per
7
per

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

following notfes:
2/15/75
2/15/75
5/15/75
8/15/75
11/15/75

6-1/4
6-1/2
7-1/2
6-1/4

per
per
per
per

the follow:ing bonds due or callable
4
per
1985'
4-1/8
per
1986
3
per
1990
3-1/2 per
1987-92

cent
cent
cent
cent

note
note
note
note

of
of
of
of

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

in 10 years or more:
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 1998

4/ Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.
GOVERNMENT FINANCE S E C T I O N ,

FEDERAL RESERVE BOARD

February 7, 1972