Full text of H.15 Selected Interest Rates : November 2, 1970

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FEDERAL
RESERVE
s t a t i s t i c a l release
U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 31, 1970

H.15

Oct.
26

Oct.
27

Oct.
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 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:

*

Oct.
29

Weekly averages
Last
This
Year
week
week
ago*

Oct.
30

5.831
6 .116

5.831
6.116

5.942
6.128

7.030
7.263

5.80
6.15
6.21

5.81
6.12
6.18

5.88
6 .09
6.18

5.85
6.04
6.13

5.84
6 .00
6.10

5.84
6 .08
6.16

5.83
6.15
6 .22

7.00
7.2.6
7.1'2

6.18

6.22

6.21

6.21

6 .18

6 .20

6.28

7.55

7.12

7.06

7.02

6.97

6.97

7.03

7.13

7.35

6.70

6.69

6.6 7

6.58

6.60

6.65

6.66

6.32

59.56

59.64

59.7 9

60. j0

60.34

59.97

59.87

62.59

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~ of November 1, 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
cent of
cent of
cent of
cent of

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

the following bonds due or callable in
1980
4
per cent
1985
4-1/8 per cent
1990
3
per cent
1987-92
3-1/2 per cent

10
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

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

November 2, 1970