Full text of G.14 U.S. Government Security Yields and Prices : August 6, 1964

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FEDERAL
^

G. 14

U.S.

RESERVE

\

..StiiTicd

'

*

GOVERNMENT SECURITY YIELDS AND PRICES

(Yields in per cent per annum)

c

s

a average
3-month
6-month
bills
bills

Period

1964 - July

1
2
3
4

3.479

3.528

Closed

6
7
8
9
10

3.492

3.544

Closed

11

13
14

,

15-

16
17
18

3.448

3.549

Closed

20
21
22
23
24
25

3.503

3.619

Closed

27
28
29
30

3.475
-

— — .

- .




3.591

U. S. Government securi ty yields
Marltpt- vl pId
Other issues
3-month
6-month
1 year
due in 9-12
bills
bills
bills
fnrmthc 1/
3.48
3.52
3.68
3. 76
3.48
3.50
3.68
3. 76
3.48
< 3.68
3.50
3,76
3.48
3.49
3.50
3.48
3.43

3.50
3.51

Issues, dUe
in 3 to 5\
vears 2/
4.00
4.01
4.01

Longterm
bond$ 3/
4.11
4.12
4.12

Price,
longterm
bonds 4J
84.97
84.85
84.85

3.55
3.53

3.68
3.69
3.70
3.65
3.62

3. 76
3. 76
3.76
3.53
3.59

4.01
4.00
3.99
3.97
3.97

4.12
4.12
4.11,
4.13
4.13

84.85
84.85
84.97
84. 72
84.72

3.43
3.44
3.44
3.42
3.44

3.53
3.54
3.56
3.55
3.58

3. 62
3.63
3. 63
3.63
3.64

3.63
3.63
3.64
3.64
3. 68

3.98
3.97
3.97
3.98
4.00

4.14
4.13
4.13
4.13
4.14

84.60
84.72
84.72
84.72
84.60

3.46,
3.46
3.48
3.45
3.45

3.61
3.61
3.62
3.60
3.59

3.67
3.66
3.65
3.63
3.63

3. 72
3.72
3. 72
3.68
3.66

4; 01
4.01
4.00
3.99
3.99

4.15
4.14
4.14
4.14
4.14

84.48
84. 60
84.60
84. 60
84.60

3.45
3.46
3.47
3.47
3.47

3.57
3.57
3.58
3.57
3.57

3.62
3.61
3.61
3* 61
3.61

3.65
3.67
3.67
3.67
3.67

3.99
4.00
4.00
3.99
3.98

4.14
4.14
4.14
4.14
4.14

84.60
84.60
84.60
84. 60
84.60

3/0 I

it!
G. 14

- 2

S. GOVERNMENT SECURITY YIELDS AND PRICES
(Yields in per cent per annum)

Period
Weekly average:
1964 -July 4
11
18
25
Aug. 1
Monthly average:
1964 - July
1963 - July

U. S. Government secur Lty yields
9
Auction average
Market yield
Other issues
3-month
6-month ' 3-month
6-month
1 year
due in 9-12
bills
bills
bills
bills
bills
months 1/

Issues, due
In 3 to 5
years 2/

Longterm
bonds 3/

Price,
longterm
bonds 4/

3.479
3.492
3.448
3.503
3.475

3.528
3.544
3.549
3.619
3.591

3.48
3.48
3.43
3.46
3.46

3.51
3.53
3.55
3.61
3.57

3.68
3.67
3.63
3.65
3.61

3.76
3.68
3.64
3. 70
3.67

4.01
3. 99
3.98
4.00
3.99

4.11
4.12
4.13
4.14
4.14

84.92
84.82
84.67
84.54
84.60

3.479
3.143

3.566
3.272

3.46
3.18

3.56
3.31

3.64
3.40

3.68
3.33

3.99
3. 78

4.13
4.01

84.70

Yields on Treasury bills are computed on a bank discount basis.
1/ Currently includes the 3-7/8 per cent note of May 15, 1965. •
2/ (Currently j^cludes the following notes and bonds:
3^3/4. per sent note of 8/15/67
3-5/8 jper rcent note of 11/15/67
3-7/8_per -cent bond of 5/15/68

3-3/4 per cent bond of 8/15/68
3-7/8 per cent bond of 11/15/68
4
. per cent bond of 2/15/69

3J Currently Includes the following bonds due or callable in ten years or more:
3-7/8 per cent of 1974
3-1/2 per cent of 1990
4-1/4 per cent of 1975-85
4-1/4 per cent of 1987-92
3-1/4 per cent of 1978-83
4
per cent of 1988^93
4
per cent of-1980
4-1/8 per cent of 1989-94^
3-1/2 per cent of 1980
3
per cent of 1995
• 3-1/4 per cent of 1985
>
3-1/2 per cent of 1998
4/ \Prices derived from average market yields on basis of an assumed 3 per cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVF. BOARD




August

1964