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F E D E R A L

R E S E R V E

s ta tistic a

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
( Y i e l d s in per c e n t per annum)
Period
1969 - March

1
3
4
5
6
7
. 8

"

10
11
12
13
14
15
17
18
19
20
21
22
24
25
26
27
28
29

——__,u Auction average
3-month
6-month
bills
bills
Closed

6.215

6.342

Closed

6.049

6.233

Closed

6.108

6.221

Closed

5.946
Closed

31




6.31
6.27
6.24
6.25
6.26

6.33
6.29
6.29
6.30
6.31

6.30
6.24
6.27
6.31
6.29

6.01
5.98
5.99
6.03
6,02

6.20
6.15
6.14
6.17
6.15

6.27
6.19
6.15
6.17
6.17

6.08
5.99
5.99
5.99
5.96

6.20
6.14
6.15
6.16 6.13

6.22
6.15
6.16
6.17
6.15

Longterm
bonds 3/

Price,
longterm
bonds 4 /

6.37
6.33
6.35
6.38
6.40

5.94
5.93
5.94
5.97
5.98

65.?6
65.95
65.86
65.59
65.51

6.32
, 6.26
6.19
6.21
6.16

6.39
6.38
6.32
6. 32
6.29

6.00
6.05
6.07
6.10
6.11

65.33
64.89
64.72
64.46
64.37

6.24
6.23
6.20
6.14
6.16

6.37
6.37
6.33
6.33
6.31
r 1

6.15
6.16
6.10
6.10
•6.06

64.03
63.95
64.46
64.46
64.80

V

'

6.096

T i

U. S. Government s e c u r i t y y i e l d s
Market y i e l d *
Other i s s u e s
I s s u e s , due
3-month
6-month
1-year
due in 9-12
in 3 t o
bills
bills
bills
5 y e a r s 2/
months 1/
6.17
6.15
6.09
6.08
6.06

r e l e a s e

.

5.91
5.91
5.94
5.94
5.99

6.04
6.04
6.07
6.07
6.10

6.11
6.08
* 6.07
6.10
6.16

6.20
6.16
6.17
6.19
6.19

6.28
6.32
6.31
6.31
6.28

6.03
6.06
6.09
6.09
6.06

65.07
64.80
64.55
64.55 '
64.80

5.99

6.10

6.16

6.20

6.28

6.06

64.80

S. GOVERNMENT SECURITY YIELDS AND PRICES
( Y i e l d s i n p e r c e n t p e r annufn)
(continued)
\
Period
Weekly a v e r a g e :
1969 - March 1
8
15
22

29
Monthly average:
1969 - March
1968 - March
Note:

A u c t i o n average
3-month
6 -month
bills
bills

S: Government s e c u r i t y y i e l d s
Market y i e l d *
Other i s s u e s
I s s u e s , due
3 month
6-month
1-year
due in 9 - 1 2
in 3 to x
bills
bills
bills
months 1/
5 years 2/

6.258
6.342
6.233
6.221
6.096

6.10
6.11
6.01
6.00
5.94

6.30
6.27
6.16
6.16
6.06

6.26
6. 30
6.19
6.17
6.10

6.26
6.28
6.23
6.19
6.18

6.29
6.37.
6.34
6.34
6.30

5.93
5.95
6.07
6.11
6.07

65.96
65.75
64.75
64.34
64.75

6.080
5.144

6.223
5.293

6.01
5.16

6.16
5.33

6.19
5.40

6.22

6.33
5.77

6.05
•5.39

64.90
70.98

5.55
Y i e l d s a r e a v e r a g e s of t h o s e computed by t h e F e d e r a l Reserve Bank of New
Y i e l d s on T r e a s u r y b i l l s a r e computed on a bank d i s c o u n t b a s i s .

C u r r e n t l y i n c l u d e s t h e 4 p e r c e n t bond of F e b r u a r y 15, 1970.

2/

Currently
4-3/4 per
4
per
4
per

includes the
c e n t n o t e of
c e n t bond of
c e n t bond of

Currently
4
per
3 1/2 per
3-1/4 per
3 1/2 per
4 1/4 p e r

i n c l u d e s t h e f o l l o w i n g bonds due or c a l l a b l e in 10 y e a r :
c e n t of 1980
. .
c e n t of 1980
c e n t of 1985
c e n t of 1990
c e n t of 1987 92

4/

Price/
long
term
bonds 4 /

6.080
6.215
6.049
6.108
5.946

1/

3/

Longterm
bonds 3/

f o l l o w i n g n o t e s and b o n d s :
5/15/72
8/15/72
8/15/73

r

orl: on t h e b a s i s of c l o s i n g b i d p r i c e s . I

4 1 / 8 per c e n t bond of 1 1 / 1 5 / 7 3
4 1 / 8 per c e n t bond of 2 / 1 5 / 7 4
more:
4
4 1/8
3
3- 1/2

per
per
per
per

cen t
cent
cent
cen t

of
of
of
of

1988 -93
1989 94
1995
1998

P r i c e s d e r i v e d f r o m a v e r a g e m a r k e t y i e l d s on t h e b a s i s of an assumed 3 p e r c e n t , 2 0 - y e d r bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




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I-

A p r i l

2>

1969