Full text of H.15 Selected Interest Rates : October 4, 1971

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FEDERAL
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H. 15

RESERVE

statistical

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 2, 1971

Sept.
27

Sept.
28

Sept.
29

Sept.
30

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market yield:
3-month bills
6-month bills
]-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/
ices
Bonds, due or callable
in 10 years or more 4/
Note:

*

release

Weekly ave rages
Last
This
Year
week
week
ago*

Oct.
1

4.676
4.973

4.676
4.973

4.743
4.993

5.807
6.373

-

4.72
5.02
' 5.23

4.72
5.00
5.23

4.67
4.98
5.20

4.60
4.92
5.11

4.55
4.85
5.07

4.65
4.95
5.17

4.74
5.04
5.26

5.84
6.43
6.39

5.32

5.34

5.31

5.21

5.12

5.26

5.41

6.54

5 .97

5.98

5.94

5.85

5.83

5.91

6.01

7.09

5.57

5.55

5.53

5.49

5.47

5.52

5.59

6,53

69.24

69.43

69.62

70.00

70.19

69.70

69.07

60.88

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. 3, 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.

7j

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

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

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

3/

4/

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

per
per
per
per
per

cent
cent
cent
cent
cent

note
note
note
note
note

of
of
of
of
of

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

in 10 years or more:
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 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 4, 1971