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H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending July 1, 1972

June
26

June
27

June
28

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 1J
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/
Note:

*

June
29

June
30

4.023
4.484

Weekly averages
Last
Year
This
Week
ago*
Week

4.023
4.484

3.924
4.328

5.080
5.277

3.98
4.46
4.87

3.94
4.47
4.86

3.87
4.48
4.85

3.96
4.50
4.94

4.06.
4.57
5.09

3.96
4.50
4.92

3.97
4.40
4.69

5.17
5.37
5.77

5.01

.5.00

5.00

5.04

5.07

5.02

4.89

6 .06

5.88

5.85

5.84

5.87

5.89

5.87

5.81

6.70

5.60

5.60

5.61

.5.62

5.63

5.61

5.58

5.97

68.96 68.87

68.77

68.68

68.85

69.17

65.63

68.96

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 3, 1971,

1/

Includes the 7-3/4 per cent note of May 15, 1973, and the 4-3/4 per cent note
of May 15, 1973.

2/

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

includes the following notes:
cent of 8/15/75
cent of 11/15/75
cent of 2/15/76
cent of 5/15/76

3/

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

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

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

per
per
per
per

cent
cent
cent
cent

of
of
of
of

5/15/76
8/15/76
11/15/76
2/15/77

July 3, 1972