Full text of H.15 Selected Interest Rates : September 8, 1970

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

of (-Ow

FEDERAL
RESERVE
s t a t i s t i c a l release
RE^
H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 5, 1970

Aug.
31

Sept.
1

Sept.
2

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

Note:

*

Sept.
4

6.342
6.508

Market yield:
3-month bills
6-month bills
1-ye.ar 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 3J
Prices.
Bonds, due or callable
in 10 years or more 4/

Sept.
3

This
week

Weekly averages
Last
Year
AZO*
week

6.342
6.508

6.198
6.338

7.014
7 .166

6.33
6.54
6.52

6.38
6.58
6.54

6.40
6.61
6.54

6.39
6.61
6.53

6.32
6.55
6.45

6.36
6.58
6.52

6.25
6.46
6.46

7 .02
7 .24
7.34

6.84

6.83

6.80

6.79

6.79

6.81

6.69

7.67

7.45

7,44

7.42

7 .42

7.36

7.42

7.42

7 .30

6.73

6.71

6.71

6.72

6.72

6.72

6.73

6.18

59.33

59.48

59.48

59.40

59.40

59.42

59.35

63.76

l
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 September 6, 1969.

_1/

Includes the 4 per cent bond of Aug. 15, 1971, and the 8-1/4 per cent note of
Aug. 15, 1971.

2/

Currently
4-1/8 per
4-1/8 per
7-3/4 per
4 - 1 / 4 per

includes the
cent bond of
cent bond of
cent note of
cent bond of

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

includes the following bonds due or callable in 10 years or more:
cent of 1980
4
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1990
3
per cent of 1995
cent of 1987-92
3-1/2 per cent of 1998

3/

/

following notes and bonds:
11/15/73
5-5/8
2/15/74
3-7/8
2/15/74
5-3/4
5/1.5/74
5-3/4
6

per
per
per
per
per

cent
cent
cent
cent
cent

note
bond
note
note
note

of
of
of
of
of

8/15/74 ;
11/15/74
11/15/74
2/15/75
5/15/75

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 8, 1970