Full text of H.15 Selected Interest Rates : November 6, 1972

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FEDERAL

RESERVE

statistical
• • f*4L

H. 15

R t ^ '

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 4, 1972

Oct.
30

Oct.
31

Nov.
1

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:

release

Nov.
2

Nov.
3

4.767
5.141

.

Weekly average
This I Last
Year
week
ago*
week

4.767
5.141

4.712
5.105

4.233
4.346

4.74
5.14
5.36

4.76
5.11
5.34

4.75
5.09
5.31

4.72
5.03
5.19

4.71
5,01
5.16

4.74
5.08
5.27

4.73
5.10
5.34

4.18
4.34
4.41

5.31

5.31

5.28

5.19

5.14

5.25

5.30

4.37

6.14

6.14

6.13

6.07

6.04

6.10

6.10

5.41

5.64

5.63

5.60

5.56

5.53

5.59

5.65

5.33

68.58

68.68

68.96

69.34

69.62

69.04

68.47

71.60

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 6, 1971.

1/

2/
3/

4/

5/

These series now include the new bill issue the day following the auction as
trading begins on a when-issued basis.
Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per
cent note of Aug. 15, 1973.
Currently includes the following notes:
5-3/4 per cent of 5/15/76
7
per cent of 11/15/75
7-1/2 per cent of 8/15/76
6-1/4 per cent of 2/15/76
6-1/4 per cent of 11/15/76
5-7/8 per cent of 2/15/76
8
per cent of 2/15/77
6-1/2 per cent of 5/15/76
7-3/4 per cent of 8/15/77
Currently includes the following bonds due or callable in
6-3/8 per cent of 1984
4
per cent
3-1/4 per cent of 1985
4-1/8 per cent
6-1/8 per cent of 1986
3
per cent
3-1/2 per cent of 1990
3-1/2 per cent
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

10
of
of
of
of

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

an assumed 3 per cent,

November 6, 1972