Full text of H.15 Selected Interest Rates : November 30, 1970

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FEDERAL

RESERVE

statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 28, 1970

H. 15

Nov.
23

Nov.
24

Nov.
25

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

Nov.
26

Nov.
27

Weekly averages
This
Last
Year
week
week
ago*

C

4.760
4.855

4.760
4.855

5.281
5.406

7.476
8.027

4.98
5.03
4.98

5.19
5.32
5.22

7.49
7.90
7.77

L
Market yield
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months \J
Issues, due in 3-5
years 1_!
Bonds, due or callable
in 10 years or more 3/
Prices
Bonds, due or callable
in 10 years or more 4/
Note:

*

4.80
4.93
4.78

4.90
5.06
4.99

5.06
5.04
5.06

0
S

5.16
5-10
5.08

5.00

5.05

5.07

E

5.05

5.04

5.34

8.09

5.75

5.89

5.85

D

5.87

5.84

6.26

7.60

5.86

5.96

6.03

6.02

5.97

6.19

6.60

66.57

65.68

65.07

65.15

65.62

63.69

60.30

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 29, 1969.

1J

Currently includes the 3-7/8 per cent bond of Nov. 15, 1971, the 5-3/8 per cent
note of Nov. 15, 1971, and the 7-3/4 per cent note of Nov. 15, 1971.

2_/

Currejrt'tly
4-1/4• per
7-3/4 per
4-1/4 per
7-1/4 per

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

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

following notes and bonds:
2/15/74
5-5/8 per cent note of
2/15/74'
3-7/8 per cent bond of
5/15/741
5-3/4 per cent bond.of
5/15/74'
5-3/4 per cent note of
6
per cent note of

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

10
of
of
of
of

8/15/74 1
11/15/74'
2/15/75
2/15/75'
5/15/75

years or more:
1998-93
i989-94
1995
1998

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 30, 1970