Full text of H.15 Selected Interest Rates : November 24, 1969

View original document

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

FEDERAL
nil
H. 15

RESERVE

statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 22, 1969

Nov.
17

Nov.
18

Nov.
19

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

Note:

*

Weekly averages
Last
This
Year
ago*
week
week

Nov.
21

7.141
7.518

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/

Nov.
20

7.141
7^58

7.157
7.435

5.483
5.602

7 .07
7 .55
7 .24

7 .15
7 .60
7.35

7 .23
7 .66
7 .47

7 .35
7 .87
7.69

7 .38
8.00
7.77

7 .24
7.78
7.50

7.14
7 .45
7 .15

5.42
5.61
5.49

7 .95

7.98

8.03

8.12

8.16

8.05

7 .87

5.62

7 .62

7.67

7.65

7.75

7.71

7.68

7.54

5.47

6.52

6.58

6.63

6.67

6.63

6.61

6.46

5.33

60.98

60.50

60.11

59.79

60.11

60.30

61.44

71.55

'

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 23, 1968.

1/

Currently includes the 5 per cent note of November 15, 1970

2/

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

includes the
cent note of
cent bond of
cent bond of

3/

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

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

4/

Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.

*

following notes and bonds:
5/15/73
4-1/8 per cent
8/15/73
4-1/4 per cent
11/15/73
5-5/8 per cent
3-7/8 per cent
5-3/8 per cent

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

bond
bond
hote
bond
note
10
of
of
of
of

of
of
of
of
of

2/15/74
5/15/74
8/15/74
11/15/74),
11/15/74)th"01969

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

November 24, 1969