Full text of H.15 Selected Interest Rates : January 17, 1972

View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies. 

FEDERAL

RESERVE

statistical
-

release

• f^AL RES^-'

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 15, 19 72

Jan.
10

Jan.
11

Jan.
12

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/

Jan.
13

Jan.
14

3.109
3.375

Week! y averages
Last
Year
This
week
week
ago*

3.109
3.375

3.735
4.043

4.640
4.633

3.02
3.35
3.63

3.18
3.44
3.71

3.23
3.48
3.70

3.20
3.43
3.61

3.19
3.43
3.59

3.16
3.43
3.65

3.59
3.92
4.03

4.51
4.55
4.48

3.96

3 o 95

3.95

3.89

3.84

3.92

4.11

4.40

5.21

5.23

5.21

5.16

5.17

5.20

5.31

5.78

5.56

5.58

5.58

5.57

5.56

5.57

5.61

5.96

69.34

69.15

69.15

69.24

69.34

69.24

68.88

65.72

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.
*

A s of January 16, 1971.

1/ Currently includes the 6 per cent note of Nov. 15, 1972, and the 2-1/2 per cent
bond of D e c . 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 notes:
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

cent
cent
cent
cent

the following bonds clue or callable in
1985
4
per cent
1986
4-1/8 per cent
1990
3
per cent
1987-92
3-1/2 per cent

note
note
note
note

10
of
of
of
of

of
of
of
of

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

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

t/ Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year b o n d .
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 17, 1972