Full text of H.15 Selected Interest Rates : October 18, 1971

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FEDERAL

RESERVE

statistical
ff-4L

release

"

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 16, 1971

Oct.
11
Yields (per cent per annum)
Auction average:
3-inonth bills
6-month bills

Oct.
12

Oct.
13

C

Oct.
14

uCt •

15

4.486
4.595

Wfeekly averages
Last
This
Year
week
ago*
weeK

4.486
4.595

4.534
4.743

6.029
6.225

T
J-j

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:

*

s

4.48
4.61
4.74

4.44
4.56
4.72

4.43
4.55
4.72

4.44
4.58
4.74

4.45
4.58
4.73

4.51c
4.72
5.00

5.96
6.17
6.22

E

4.75

4.72

4.70

4.75

4.73

4.91

6.36

D

5.74

5.68

5.64

5 .66

5.68

5.84

7.05

5.43

5.42

5.44

5.45

5.44

5.47

6.55

70.58

70.67

70.48

70.38

70.53

70.17

60.72

0

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 Oct. 17, 1970.

c--corrected

1/

Currently includes the 4 per cent bond of Aug. 15, 1972, and the 5 per cent note of
Aug. 15, 1972, and the 2-1/2 per cent bond of Sept. 15, 1967-72.

2_/

Currently
3-7/8 per
5-3/4 per
5-3/4 per
6
per

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

3_/

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

includes the following bonds due' or callable in 10 years or more:
4
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1990
3
per cent of 1995
cent of 1987-92
3-1/2 per cent of 1998

4/

Prices derived from average mark t yields on the basis of an assumed 3 per
cent, 20-year bond.

following notes and bonds:
11/15/74
5-7/8 per cent note of
11/15/74
7
per cent note of
2/15/75
6-1/4 per cent note of
5/15/75
6-1/2 per cent note of
7-1/2 per cent note of

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

8/15/75
11/15/75
2/15/76
5/15/76
8/15/76

October 18, 1971