Full text of H.15 Selected Interest Rates : November 20, 1972

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FEDERAL

RESERVE

statistical
Ho 15 '••••'

release

U. S. GOVERNMENT SECURITY YIEIDS AND PRICES
Calendar week ending November 18, I 0 7 9

Nov.
13

Nov.
14

Nov.
15

Yields (per cent per annum)
Auction Average:
3-month bills
6-month bills
Market Yield:
3-month bills 1/
6-month bills 1/
1-year bills 1/
Other issues, due in
9-12 months 2/
Issues, due in 3-5
years 3/
Bonds, due or callable
in 10 years or more 4/
Prices
Bonds, due or callable
in 10 years or more 5/

Nov.
16

Nov.
17

4.775
5.070

Weekly average
This
Last
Year
week
week
ago*

4.775
5.070

4.668
4.957

4.122
4.255

4.74
5.08
5.18

4.78
5.08
5.18

4.74
5.05
5.17

4.76
5.08
5.17

4.76
5.06
5.15

4.76
5.07
5.17

4.71
5.04
5.18

4.34-3o
4.42

5.14

5.16

5.15

5.15

5.21

5.16

5.18

4.46

6.02

6 .01

5.97

5.99

6 .02

6 .00

6.05

5.47

5.50

5.47

5.45

5.46

5.46

5.47

5.51

5.46

69.90

70.19

70.38

,70.28

70.28

70.21

69.79

70.30

.

Note:

*
1/
2/

3/

4/
~

5/

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 20, 1971.
These series now include the new bill issue the day following the auction as
trading begins on a when-issued basis.
Includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per cent note of
Aug. 15, 1973, thru Nov. 15; beginning Nov. 16 includes only the 4-1/8 per
cent bond of Nov. 15, 1973.
Currently includes the following notes:
7
per cent of 11/15/75 thru Nov. 15
6-1/4 per cent of 2/15/76
5-7/8

per c e n t

of 2 / 1 5 / 7 6

6-1/2

per cent

of

5/15/76

5- 3/4
7-•1/2
6-•1/4
8
7-•3/4

Currently includes the following bonds due or callable
6-3/8 per cent of 1984
4
3-1/4 per cent of 1985
4-1/8
6-1/8 per cent of 1986
3
3-1/2 per cent of 1990
3-1/2
4-1/4 per cent of 1987-92
Prices derived from average market yields on the basis
20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per cent of 5/15/76
cent of 8/15/76
c e n t of 11/15/76
cent o f 2/15/77
cent of 8/15/77

per
per
per
per

in 10 years
per cent of
per cent of
per cent of
per cent of

or more:
1988-93
1989-94
1995
1998

of an assumed 3 per cent,

November 20. 1972