Full text of H.15 Selected Interest Rates : July 27, 1970

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. V. of COW'.

FEDERAL

RESERVE

statistical

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending July 25, 1970

H.15

July
20

July
21

July
22

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

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

July
23

July
24

6.385
6.442

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 37

*

release

Week„lv avei-ages
Last
Year
This
ago*
week
week

6.385
6.442

6.547
6.644

7.220
7.459

6.37
6.47
6.60

6.36
6.40
6.62

6.35
6.38
6.60

6.28
6.35
6.44-

6.32
6.44
6.51

6.34
6.41
6.55

6.45
6.53
6.62

7.10
7 .32
7.13

6.96

6.92

6.90

6.84

6.87

6.90

6.94

7.52

7 .60

7.60

7.58

7.48

7.54

7.56

7 .55

7.02

6.58

6.59

6.58

6.46

6.47

6.54

6.61

6.04

60.50

60.42

60.50

61.46

61.38 60.85

60./9

64.98

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 July 26, 1969.

l_/

Currently includes the 5-1/4 per cent; note of May 15, 1971, and the 8 per cent
note of May 15, 1971.

2_/

Currently
4
per
8-1/8 per
4-1/8 per
4-1/8 per
4-1/4 per

includes the
cent bond of
cent note of
cent bond of
cent bond of
cent bond of

_3/

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

includes the following bonds due or callable in
cent of 1980
4
per cent
cent of 1985
4-1/8 per cent
cent of 1990
3
per cent
cent of 1987-92
3-1/2 per cent

4/

Prices derived from average market yieldt on the basis of an assumed 3 per
cent, 20-year bond.

following notes and bonds:
8/15/73
5-5/8 per cent note of
8/15/73
3-7/8 per cent bond of
11/15/73
5-3/4 per cent note of
2/15/74
5-3/4 per cent note of
5/15/74
6
per cent note of

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
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

July 27, 1970