Full text of H.15 Selected Interest Rates : October 16, 1972

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FEDERAL

RESERVE

statistical
H. 15

release

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 14, 1972

Oct.
9
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_/

Note:

Oct.
10

Oct.
11

Oct.
12

C

Oct.
13

4.743
5.159

Weekly average
Last
This
Year
week
week
aeo*

4.743
5.159

4.601
5.082

4.486
4.595

L

0

4.72
5.12
5.37

4.76
5.14
5.37

4.81
5.17
5.40

4.84
5.18
5.43

4.78
5.15
5.39

4.63
5.15
5.46

4.45
4.58
4.73

5.45

5.39

5.43

5.44

5.43

5.51

4.73

6.06

6.08

6.12

6.12

6 .10

6.11

5.68

5.70

5.69

5.71

5.72

5.71

5.73

5.44

68.02

68.11

67.93

6 7.84

67.98

67.73

70.53

S

E

D

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 16, 1971.
1/

Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per
cent note of Aug. 15, 1973.

2/

Current
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

includes the following bonds due or callable in
per cent
4
cent of 1984
per cent
4-1/8
cent of 1985
per cent
3
cent of 1986
per cent
3-1/2
cent 0 f 1990
4-1/4 per cent of 1987-92

10
of
of
of
of

years or more
1988-93
1989-94
1995
1998

cent
cent
cent
cent

3/

4/
~~

of
of
of
of

11/15/75
2/15/76
2/15/76
5/15/76

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

per
per
per
per
per

Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bondc
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 16, 1972