Full text of H.15 Selected Interest Rates : October 30, 1972

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FEDERAL

RESERVE

statistical
H.15

release

U.S. GOVERNMENT SECURITY YIELDS A N D PRICES
Calendar week ending October 28, 1972

Oct.
23
Yields (per cent per annum)
Auction Average:
3-month bills
6-month bills

Oct.
24

Oct.
25

C

Oct.
26

Oc t.
27

4.712
5.105

Weelcly average
Last
Year
This
ago*
week
week

4.712
5.105

4.818
5.127

4.443
4.530

L
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

4.71
5.10
5.32

4.74
5.11
5.30

4.72
5.09
5.34

4.72
5.10
5.35

4.72
5 .10
5 .33

4.77
5.12
5.38

4.36
4.47
4.49

E

5.32

5.32

5.27

5.29

5.30

5.42

4.51

D

6.09

6.10

6.10

6.12

6.10

6.11

5.53

5.67

5.66

5.64

5.64

5.65

5.70

5.43

68.30

68.40

68.58

68.58

68.47

68.02

70.60

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 October 30, 1971.
JJ

2/

3/

4/

Currently includes the 4 per cent bond of Aug.. 15, 1973, and
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

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

per
per
per
per
per

cent
cent
cent
cent
cent

the 8-1/8 per

of
of
of
of
of

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

Currently includes

the following bonds due or callable in 10 years or more:

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

1984
1985
1986
1990
1987-92

per
per
per
per
per

cent
cent
cent
cent
cent

Prices derived
20-year bond.

of
of
of
of
of

4
per cent of
4-1/8 per cent of
3
of
p e r cent
3-1/2 per cent of

1988-93
1989-94
1995
1998

from average market yields on the basis of an assumed 3 per cent,

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 30, 1972