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FEDERAL

RESERVE

statistical
H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending March 13, 1971

Mar.
8

Mar.
9

Mar.
10

Mar.
11

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

3.32
3.42
3.60

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

Note:

Weekly averages
This I Last
Year
ago*
week 1 week

M^r.
12

3.307
3.359

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 2J
Bonds, due or callable
in 10 years or more 3/

*

release

3.307
3.359

3.347
3.467

6.87-6
6.729

3.32
3.40
3.55

3.30
3.38
3.50

3.22
3.35
3.45

3.24
3.42
3.51

3.28
3.39
3.52

3.35
3.44
3.64

6.76
6.68
6.55

3.66 j 3.58

3.56

3.47

3.55

3.56

3.69

6.91

4.92

4.80

4.75

4.60 :

4.67

4.75

5.07

7.15

5.90

5 .79

5.75

5.69

5.71

5.77

5.94

6.44

66.21

67.20

67.57

68.11

67.93

67.40

65.89

61.63

i

•

i

il i

I

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•

Yields are averages of those computed by the Federal Reserve Bank of Niw York
on the basis of closing bid prices. Yields on Treasury bills are computed on
a bank discount basis.

As of March 14, 1970.

1/

Currently includes the 4 per cent bond of Feb. 15, 1972, the 4-3/4 per cent note
of Feb. 15, 1972, and the 7-1/2 per cent note of Feb. 15, 1972.

2_/

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

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

3/

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

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

4/

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

following notes and bonds:
5-3/4 per cent note
5/15/74
6
per cent note
5/15/74
5-7/8
per
cent note
8/15/74
11/15/74
6-1/4 per cent note
11/15/74

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

of
of
of
of

2/15/75
5/15/75
8/15/75
2/15/76

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

March 15, 1971