Full text of H.15 Selected Interest Rates : January 18, 1971

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Of cOV

FEDERAL

RESERVE

statistical

H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 16, 1971

Jan.
11

1

Jan.
12

Jan.
13

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/
Pr ices
Bonds
due or callable
in 10 years or more 4/

Jan.
14

Weekly averages
Las t
This
Year
week
week
ago*

Jan.
15

4.640
4.633

4.640
4.633

4 .921
4 .927

7.960
7.991

4.66
4.65
4.69
4.66
4.59 ' 4.59

4.56
4.57
4.55

4.38
4.45
4.34

4.32
4.36
4.32

4.51
4.55
4.48

4.84
4.89
4.71

7.91
7 .93
7.58

4.60

4.49

4.39

4.28

4.24

4.40

4.76

8 .36

5.91

5.86

5. 78

5.68

5.68

5.78

5.99

8.21

6.02

5.99

5.96

5.90

5.91

5.96

6.09

6.92

65.15

65.42

65.68

66.21

66 .12

65.72

64.53

57.86

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 10, 1970

if

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 includes
3-1/4 per.cent of
3-1/2 per cent of
4-1/4 per cent of

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

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

note
bond
note
note
note
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

4/ 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 18, 1971