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FEDERAL

RESERVE

statistical
'•

release

RT^V'
U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending May 13, 1972

H.15

,

.

May
8

May
9

May
10

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

*

May
11

Weekly averages
This
Last
Year
week
week
ago*

May
12

3.462
3.907

3.462
3.907

3.604
3.998

3.861
4. 178

3.44
3.95
4.35

3.61
4.04
4.45

3.62
4.03
4 .43

3.62
4.05
4.44

3.60
4.06
4.44

3 .58
4 .03
4.42

3.56
4.03
4.37

3.96
4.23
4.58

4.52

4.60

4.57

4.54

4.53

4.55

4.52

4.75

5.74

5.79

5.75

5.72

5.67

5.73

5.72

5 .98

5.70

5,71

5.70

5.69 '

5.67

5.69

5.69

5 .96

68.02

67.93

68.02

68.30

68.08

68.09

65.70

68.11

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.

A s o f May 15, 1971.

1/

Currently includes the 6-1/2 per cent note of. Feb. 15, 1973, and the 4-7/8 per
cent note of Feb. 15, 1973,

2/

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

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

3/

Currently
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

4/

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

5-3/4
6-1/2.
7-1/2
6-1/4
8

per
per
per
per
per

cent
cent
cent
cent
cent

of
of
of
of
of

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

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

G O V E R N M E N T FINANCE SECTION, FEDERAL RESERVE BOARD

Kay 15, 1972