Full text of H.15 Selected Interest Rates : February 8, 1971

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•\ of °OW-*.

FEDERAL

RESERVE

statistical
••

U.S. GOVERNMENT SECURITY YIELDS AND PRICF^'1
Calendar week ending February 6, 1971

H. 15

Feb.
1

Feb.
2

Feb.
3

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

Prices
Bonds, due or callable
in 10 years or more 4/

*

Feb.
4

Weekly averages
Last
This
Year
ago*
week
week

Feb.
5

4.110
4.114

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/

Note:

release

Rt^ •

4.110
4.114

4.201
4.235

7.754
7.718

4.12
4.16
4.16

4.08
4.15
4.13

4.09
4.13
4.15

4.03
4.08
4 o 08

3.96
4.01
4.03

4.06
4.11
4.11

4.19
4.24
4.18

7.61
7.62
7.37

4.09

4.07

4.04

4.01

3.95

4.03

4.11

8.07

5.53

5.51

5.51

5.46

5.42

5.49

5.54

8.08

5.80

5.82

5.81

5.80

5.79

5.80

5.78

6.71

67.11

66.93

67.02

67.11

67.20

67.07

67.29

59.50

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 7, 1970

1/

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, 19710

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

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.

following notes and bonds:
2/15/74
5-5/8 per cent note
2/15/74
3-7/8 per cent bond
5/15/74
5-3/4 per cent note
5/15/74
5-3/4 per cent note
6
per cent note

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

of
of
of
of
of

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

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

February 8, 1971