Full text of H.15 Selected Interest Rates : September 7, 1971

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FEDERAL

\f.

RESERVE

statistical
H .15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 4, 1971
Aug.
30

Aug.
31

Sept.
1

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_/
trices
Bonds, due or callable
in 10 years or more 4/

Sept.
2

Week y averages
This
Last
Year
week
week
a Bo*

Sept
3

4.549
4.771

4.549
4.771

4.747
4.860

6.342
6.508

4.44
4.75
5.11

4.35
4.69
5.11

4.50
4.82
5.16

4.53
4.85
5.16

4.53
4.82
5.12

4.47
4.79
5.13

4.69
4.87
5.19

6.36
6.58
6.52

5.24

5.12

5.22

5.24

5.17

5.20

5.39

6.81

5.93

5.87

5.91

5.88

5.85

5.89

6 .06

7.42

5.63

5.61

5.60

5.56

5.51

5.58

5.70

6.72

68.68

68.87

68.96

69.34

69.81

69.13

68.04

59.42

Note: 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. 5, 1970.

1/ Currently includes the 2-1/2 per cent bond of June 15, 1967-72, the 4 per cent
bond 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

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

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

v, Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

September 7, 1971