Full text of H.15 Selected Interest Rates : November 29, 1971

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FEDERAL

RESERVE

statistical
' • f*AL Rt^

release

.

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 27, 1971
Nov.
22

Nov.
23

Nov.
24

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/

Nov.
25

C
L
0
S
E
D

Nov.
26

Weekly averages
This
Last
Year
week
week
ago*

4.236
4.411

4.236
4,411

4.122
4.255

4.760
4.855

4.40
4.53
4,66

4.33
4.49
4.61

4.15
4.31
4.42

4.98
5.03
4.98

4.24
4.42
4.52

4.28
4.43
4.58

4.40
4.59
4.68

4.56

4.68

4.74

4.77

4.69 . 4.46

5.04

5.55

5.65

5.68

5.63

5.63

5.47

5.84

5.51

5.56

5.59

5.58

5.56

5.46

5.97

69.81

69.34

69.05

69.15

6 9.34

70.30

65.62

Note: 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, 28, 1970.

1/ Currently includes the 2-1/2 per cent bond of Sept., 1967-72 and the 6 per cent
note of Nov, 15, 1972.
2/ Currently
5-3/4 per
5-7/8 per
6
per
5-7/8 per
7
per

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

following notes:
2/15/75
2/15/75
5/15/75
8/15/75
11/15/75

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 10 years
4
per cent of 1988 9 3
cent of 1985
"
^
cent of 1986
4-1/8 per cent of 1989 • 9 4 ^
3
per cent of 1995
cent of 1990
3-1/2
per cent of 1998
cent of 1987-92

6-1/4
6-1/2
7-1/2
6-1/4

per
per
per
per

cent
cent
cent
cent

note
note
note
note

of
of
of
of

2/15/76
5/15/76
8/15/76
11/15/76
<s>

/ 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 29, 1971