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FEDERAL

RESERVE

statistical

release

RE^*'
H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 11, 1971

Sept.
6
Yields (per cent per annum)
Auction average:
, 3-month bills
6-month bills
Market yield:
3-n: —.th bills
6-;. • th 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:

*

Sept.
7

Sept.
8

Sept.
9

Sept.
10

Weekly avei•ages
This
Last
Year
wppk
wppIC
ago*

C
4.538
4.846

L

4.538
4.846

4.549
4.771

6.365
6.555

0
S

4.55
4.83
5.11

4.60
4.89
5.15

4.65
4.95
5.20

4.68
4.99
5.22

4.62
4.92
5.17

4.47
4.79
5.13

6.40
6.58
6.49

5.10

5.20

5.29

5.34

5.23

5.20

6.85

5.83

5.90

6.00

6.01

5.94

5.89

7.40

5.48

5.50

5.53

5.54

5.51

5.58

6.75

70.09

69.90

69.62

69 .52

69.78

69.13

59.15

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 Sept. 12, 1970.

\J

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

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
cent of
cent of
cent of

4/

Prices derived from average market yields
cent, 20-year bond.

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

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

the basis of an assumed 3 per

September 13, 1971