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FEDERAL

RESERVE

statistical
H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 30, 1971

Oct.
26

Oct.
25
Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

Oct.
27

C

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

Week! y averages
Last
Year
This
week
ago*
week

Oct.
29

4.443
4.530

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/

Oct.
28

0

4.443
4.530

4.494
4.635

5.831
6.116

4.38
4.50
4.50

4.37
4.46
4.49

4.36
4.47
4.50

4.31
4.44
4.48

4.36
4.47
4.49

4.47
4.56
4.67

5.84
6.08
6.16

4.50

4.50

4.56

4.49

4.51

4.70

6.20

5.57

5.57

5.54

5.45

5.53

5.62

7.03

5.44

5.44

5.43

5.40

5.43

5.47

6.65

70.48

70.48

70.58

70.87 . 70.60

70.15

59.97

S
E
D

No te :
the basis of closing bid prices,
discount basis.
*

Yields on Treasury bills are computed on a bank

As of Oct. 31, 1970.

1/

Currently includes the 4 per cent bond of Aug. 15, 1972, and the 5 per cent note of
Aug. 15, 1972, and the 2-1/2 per cent bond of Sept. 15, 1967-72.

2_/

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

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

3/

Currently
3-1/4 per
3-1/2 per
4-1/2 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:
11/15/74
5-7/8 per cent note
11/15/74
7
per cent note
2/15/75
6-1/4 per cent note
5/15/75
6-1/2 per cent note
7-1/2 per cent note

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

of
of
of
of
of

8/15/75
11/15/75
2/15/76
5/15/76
8/15/76

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

November 1, 1971