View original document

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

.••oOf_cov f

FEDERAL

RESERVE

statistical

release

• f*4L V&&'
U.S. GOVERNMENT SECURITY YIELDS AND PRICES

H.15

Calendar week ending December 30, 1972
Dec.
25
Yields (per cent per annum)
Auction Average:
3-month bills
6-month bills

Dec.
26

Dec.
27

Dec.
28

Dec.
29

Weekly average
This
Last
Year
week
week
a so*

C
5.111
5.313

5.L11
5.313

5.087
5.297

3.95:

T
L
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
h Bonds, due or callable
in 10 years or more 4/
Note:

*

3.73

0

5.15
5.31
5.2.8

5.11
5.33
5.42

5.10
5.33
5.42

5.14
5.39
5.45

5.13
5.34
5.39

5.15
5.36
5.26

3.73
4.00
4.11

s

5.52

5.56

5.54

5.59

5.55

5.49

4.15

6.09

6.11

6.13

6.16

6.12

6.09

5.27

5.69

5.69

5.70

5.71

5.70

5.68

5.60

68.11

68.11

68.02

67.93

68.04

68.17

68.92

E

D

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 I, 1972.

1V

Currently includes only the 4-1/8 per cent bond of Nov.

15, 1973.

2/

Currently
6-1/4 per
5-7/8 per
6-1/2 per
5-3/4 per

includes the following notes;
cent of 2/15/76
cent of 2/15/76
cent of 5/15/76
cent of 5/15/76

of
of
of
of

3/

Currently
6-3/8 per
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
cent of

4/

Prices derived from average market yields on the basis of an assumed 3 per cent,

7-1/2
6-1/4
8
7-3/4

per
per
per
per

cent
cent
cent
cent

8/15/76
11/15/76
2/15/77
8/15/77

the following bonds due or callable in 10 years or more:
4
per cent of 1988-93
1984
4-1/8
per cent of 1989-94
1985
3
per
cent of 1995
1986
3-1/2
per
cent of 1998
1990
1987-92

20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 2, 1973