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FEDERAL

RESERVE

statistical
H. 15

release

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

Sept.
11

Sept.
12

Sept.
13

Sept.
14

Yields (per cent per annum')
Auction Average:
3-month bills
6 - m o n t h bills
Market yield:
3-month bills
6 - m o n t h 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:

16, 1972

Weekly averages
Last
Year
This
week
aen*
week

Sept.
15

4.759
5.074

4.569
4.937

4.834
5.085

4.74
5.08
5.39

4.70
5.07
5.40

4.71
5.10
5.40

4.70
5.15
5.47

4.68
5.16
5.46

4.71
5.11
5.42

4.69
5.05
5.36

4.79
5.02
5.22

5.43

5.45

5.46

5.51

5.51

5.47

5.47

5.35

6.18

6.19

6.21

6.23

6.18

6.20

6.19

6 .00

5.67

5.67

5.68

5.69

5.70

5.68

5.66

5.59

68.30

68.30

68.21

68.11

68.02

68.19

68.37

69.07

Yields are averages of those computed by the Federal
v._
on the basis of closing bid prices. Yields on Treasury bills
a bank discount basis.

"As of September

4.759
5.074

are comnuted on

18, 1971.

]_/

Currently includes the 4 per cent bond of A u g . 15, 1973, and the 8-1/8 per cent
note of A u g . 15, 1973.

2_/

Currently
7
per
6 - 1 / 4 per
5-7/8 per
6 - 1 / 2 per

includes
cent of
cent of
cent of
cent of

the following notes
11/15/75
2/15/76
2/15/76
5/15/76

3/

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

includes
cent of
cent of
cent of
cent of
cent of

the following bonds due or callable in 10
4
per cent
1984
4 - 1 / 8 per cent
1985
3
per cent
1986
3-1/2 per cent
1990
1987-92

4/

Prices derived
20-year bond .

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

per
per
per
per
per

cent
cent
cent
cent
cent

of
of
of
of
of

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

years or more:
of 1988-93
of 1989-94
of 1995
of 1998

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

G O V E R N M E N T F I N A N C E SECTION, FEDERAL RESERVE BOARD

September 18, 1972