Full text of H.15 Selected Interest Rates : November 22, 1971

View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies. 

FEDERAL

RESERVE

statistical
H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 20, 1971

Nov.
15

Nov.
16

Nov.
17

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:

rei e a se

Nov.
18

Nov.
19

4.122
4.255

Weekly avei ages
This ' Last
Year
ago*
week
week

4.122
4.255

4.174
4.340

5.281
5.406

4.16
4.31
4.40

4.12
4.27
4.38

4.14
4.27
4.42

4.14
4.31
4.43

4.17
4.37
4.48

4.15
4.31
4.42

4.18
4.37
4.47

5.19
5.32
5.22

4.45

4.44

4.44

4.47

4.50

4.46

4.40

5.34

5.43

5.47

5.47

5.46

5.51

5.47

5.47

6.26

5.46

5.46

5.45

5.45

5.45

5.46

5.37

6.19

70.28

70.28

70.38

70.38

70.19

70.30

71.16

63.69

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 Nov. 21, 1970.
1/

Includes the 4 per cent bond of Aug. 15, 1972, and the 5 per cent note of Aug. 15,
1972 thru Nov. 15, 1971, and the 2-1/2 per cent bond of Sept, 1967-72, and
beginning Nov. 15th the 6>per cent note of Nov. 15, 1972.

2/

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

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

3/

Currently
3-1-/4 per
6-1/8 per
3-1/2 per
4-1/4 per

includes the following bonds due or callable in
cent of 1985
4
cent of 1986
4-1/8
cent of 1990
3
cent of 1987-92
3-1/2

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) thru Nov. 15,
11/15/74) 1971
2/15/75
2/15/75
5/15/75

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

5-7/8 per
7
per
6-1/4 per
6-1/2 per
7-1/2 per
6-1/4 per
beginning

cent
cent
cent
cent
cent
cent
Nov.

10 years
per cent
per cent
per cent
per cent

note
note
note
note
note
note
15th
or
of
of
of
of

of
of
of
of
of
of

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

more:
1988-93
1989-94
1995
1998

November 22, 1971