Full text of H.15 Selected Interest Rates : October 26, 1971

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GOW-

FEDERAL

RESERVE

statistical

release

" • f^AL R t ^ •
H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRiefif
Calendar week ending October 23, 1971
Oct.
18

Oct.
19

Oct.
20

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/

Oct.
22

4.494
4.635

Weekly averages
This
Last
Year
week
week
ago*

4.494
4.635

4.486
4.595

5.942
6.128

4.45
4.60
4.74

4.48
4.60
4.74

4.46
4.52
4.64

4.48
4.53
4.62

4.46
4.53
4.62

4.47
4.56
4.67

4.45
4.58
4.73

5.83
6.15
6.22

4.83

4.80

4.69

4.63

4.54

4.70

4.73

6.28

5.68

5.67

5.59

5.59

5.58.

5.62

5.68

7.13

5.49

5.49

5.47

5.46

5.46

5.47

5.44

6 .66

70.00

70.00

70.19

70.28

70.28

70.15

70.53

59.87

the basis of closing bid prices.
discount basis.
*

Oct.
21

Yields on Treasury bills are computed on a bank

As of Oct. 24, 1970.

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

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

3/ Currently includes the following bonds due or callable in
~
3-1/4 per cent of 1985
4
per cent
3-1/2 per cent of 1990
4-1/8 per cent
4-tf2 per cent of 1987-92
3
per cent
)}4
3-1/2 per cent

10
of
of
of
of

of
of
of
of
of

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

years or more:
1988-93
1989-94
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
October 26, 1971