Full text of H.15 Selected Interest Rates : January 11, 1971

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FEDERAL

RESERVE

statistical
H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 9, 1971

Jan.

Jan.

Jan.

Jan.

Jan.

4

5

6

7

8

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/
p

release

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

Weekly averages
This
Las t
Year
week
week
ago*

4.921
4.927

4.921
4.927

4.830
4.836

8.095
8.101

4.89
4.94
4.74

4.89
4.91
4.72

4.84
4.89
4.71

4.81
4.87
4.71

4.75
4.82
4.66

4.84
4.89
4.71

4.87
4.88
4.86

8.02
8.03
.7.75

4.77

4.78

4.79

4.75

4.72

4.76

4.85

8.56

5.94

6.01

6.02

6.00

5.99

5.99

5.94

8.26

6.13

6.12

6.10

6.06

6.05

6 .09

6.16

7.00

64.20

64.29

64.46

64.80

64.89

64.53

63.99

57.33

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 January 3, 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, 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

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

includes
cent of
cent of
cent of

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

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

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

\! Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 11, 1971