Full text of H.15 Selected Interest Rates : November 27, 1972

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FEDERAL

RESERVE

statistical
H. 15

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 25, 1972

Nov.
20

Nov.
21

Nov.
22

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/

Note:

"
1/
2/
3_/

4/

5/

release

Nov.
23

p

Nov.
24

Weekly average
This
Last
Year
week
ago*
week

4.776
5.050

4.74?; 4.775
5.05.# 5.070

4.236
4.411

4.85
5.14
5.25

4.82
5.10
5.20

4.76
5.07
5.17

4.34
4.50
4.61

5.27

5.24

5.16

4.69

6.03

6.02

6.00

5.63

L
4.76
5.05
5.15

4.82
5.09
5.18

4.84
5.13
5.20

n
U

5.18

5.22

5 .27

1
7
lit

6.01

6.01

6.02

c
o

D
5.46

5.48

5.49

5.49

5.48

5.47

5.56

70.28

70.09

70.00

70.00

70.09

70.21

69.34

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 27, 1971.
These series now include the new bill issue the
trading begins on a when-issued basis.
Currently includes only the 4-1/8 per cent bond
Currently includes the following notes:
6-1/4 per cent of 2/15/76
5-1 IS per cent of 2/15/76
6-1/2 per cent of 5/15/76
5-3/4 per cent of 5/15/76

day following the auction as
of Nov. 15, 1973.
7-1/2
6-1/4
8
7-3/4

per
per
per
per

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

cent
cent
cent
cent

of
of
of
of

8/15/76
11/15/76
2/15/77
8/15/77

10 years or more:
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 1998
an assumed 3 per cent,

November 27, 1972