Full text of H.15 Selected Interest Rates : October 10, 1972

View original document

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

FEDERAL

RESERVE

statistical

release

' • ?*4L R t ^

H. 15

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 7, 1972

Oct.
2

Oct.
3

Oct.
4

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 'J /
Prices
Bonds, due or callable
in 10 years or more 4/
Note:

Oct.
5

Weekly average
This
Last
Year
week
week
ago*

Oct.
6

4.601
5.082

4.601
5.082

4.644
5.236

4.53<
4.74

4.51
5.13
5.46

4.52
5.13
5.47

4.69
5.15
5.46

4.73
5.22
5.49

4.71
5.16
5.41

4.63
5.15
5.46

4.60
5.22
5.50

4.51
4.72
5.00

5.49

5 .54

5.52

5.51

5.49

5.51

5.56

4.91

6.10

6.14

6.12

6.11

6.10

6.11

6.13

5.84

5.73

5.74

5.73

5.73

5.73

5.73

5.75

5.47

67.75

67.66

67.75

67 .75

67 .75

67 .73

67.61

70.17

- —
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 October 9, 1971.
1/

2_/

Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per
cent note of Aug. 15, 1973°
Currently
7
per
6-1/4 per
5-7/8 per
6-1/2 per

includes the following notes:
cent of 11/15/75
cent of 2/15/76
cent: of 2/15/76
cent of 5/15/76

3/

Currently
6-3/8 per
3-1/4 per
6-1/8 per
3-1/2 per
4-1/4 per

includes the following bonds d
cent of 1984
cent of 1985
cent of 1986
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.

cent
cent
cent
cent
cent

of
of
of
of
of

5/15/76
8/15/76
11/15/76
2/15/77
8/15/77

or• callable in
per cent
4
4- 1/8 per cent
3
per cent
3- 1/2 per cent

10
of
of
of
of

years or more
1988-93
1989-94
1995
1998

5-3/4
7- 1/2
6- 1/4
8
7- 3/4

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per
per

October 10, 1972