Full text of H.15 Selected Interest Rates : November 16, 1970

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FEDERAL

RESERVE

statistical
• • r*AL

release

RESY. •

H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 14, 1970
Nov.
9

Nov.
10

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

Nov.
11

C

Nov.
12

Nov.
13

5.459
5.653

Weekly avera S e s
Las t
Th i s
Year
wepk
week
ago*

5.459
5.653

5.653
5.772

7 .157
7 .435

T

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 2J
Bonds, due or callable
in 10 years or more 3/
Prices
Bonds, due or callable
in 10 years or more 4/'
Note:

*

5.49
5.74
5.73

5.49
5.72
5.72

0

5.86

s

5.49
5.68
5.64

5 .44
5.62
5.51

5.48
5.69
5.65

5.56
5.80
5.86

7 .14
7 .45
7 .15

5.89

E

5.80

5.69

5.81

• 6.03

7 .87

6.66

6.71

D

6.71

6.61

6 . 67

6.84

7 .54

6.41

6.41

6.37

6.37

6.39

6.49

6.46

61.86

61.86

62 .19

62.19

62 .02

SI.20

61.44

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 November 15, 1969.

1/

Includes the 4 per cent bond of Aug. 15, 1971, and the 8-1/4 per cent note of
Aug. 15, 1971.

2/

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

includes the
cent bond of
cent bond of
cent note 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 yields on the basis of an assumed 3 per
cent, 20-year bond.

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

of
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

November 16, 1970