Full text of G.14 U.S. Government Security Yields and Prices : December 11, 1961

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F E D E R A L

R E S E R V E

statistical

release

U . S . GOVERNi'IENT SECURITY YIELDS AMD PRICES
(Yields in per cent per annum)

G.IU"

Period
1961 - Nov.

1
2
3
k
6
7
8
. 9
10
11
13
Hi
15
16
17
18
20
21
22
23
2h
25

Auction average
3-month 6-month
bi-ljs.
bills
2.280-

2.6X3

Closed

27
28
29
30




2.606

87.08
86.82

2.90

3.62

2.39
2.1(1
2.L7

2.58
2.61
2.68

2.87
2.87
: 2.91

2.89
2,88
2.90

3.62
3.63
3.65

2.1i9
2.#
2.58
2.5L
2.53

2.70
2.7U
2.77
2.75
2.71

2.92
2.93
2.95
2.92
2.92

2.90
2.9b
2.9b
3.00
3.00

3.66
3.69
3.69
3.72
3,72

2.52
2.52
2.56

2.73
2.72
2.71

2.91
2.90
2.92

3.00
3.00
2.97

3.70
3.69
3.68

3.99
3.98
3.97

86.70

2.73ll

2.55

2.7b

2.91

2.98

3,69

3.98

86,57

2.77
2.77
2,81
2.79

2.93
2.92
2.91
2.90

2,98
2.98
2.98
2.98

3.72
3,71
3.75
3,73

It.00

86.32

2.306

2.58
2.57
2.59
2.55

2.551l

2.72X

Closed

Closed
2.537
Closed

86.95

2.56

Closed

2.516

Price,
Xongterm
bonds It/

2.32

Closed
2.3k9

I . S. Government security yields
Market yield
Other issues Issues, due "Long6-month 9-12 month due in 9-12
3-month
in 3 t o 5 term
bills
bills
months 1/
years 2 /
bonds 3 /
2.89
2.28
2.92
2.59
3,62
3.95
2.86
2.90
.
2.56
2.27
3.60
3.9U
2.28
2.90
2.83
2.55
3.62
3.96
.

2.8k

\

'

3.96

86J82

3.95

86.95

3.96

86.82

3.96

86.82

3.97

86.70

Il.OO
li.OX
It.00

ll.OO

li.OX

86.32
86.20
86.32
86.32

86.L5
86.57

86.20

It.02

86.07

li.OX

86.20

•

'

G.lh

-

2 -

S . GOVERNMENT SECURITY YIELDS AND PRICES
(Yields in per cent per annum)
Period
erage
1961 - Nov. I4
11
13
' 25
Dec. 2

fields
, Auction average
Clarket y i e l d
Other i s s u e s Issues, due Long3-month
6-iaonthr ;3-month
6-month 9-12 month due i n 9-12
in 3 to 5 term
bills
bills
bills
bills
bills
months l /
years 2 /
..bonds 3 /
2:280
2.3li9
2.516
2,537

2.606

Monthly average;
1961 - Nov.
&960 - Nov.
Note:
y

'•/

.1*53
,38)4

2.613
2:551:
2.721
2.73li

2.806

2.686
2.650

2.28
2.1:0
2.53

2.58

2.91
2.89

2.56

2.714
2.73
2.78

2:88
2.87
2.93
2.91
2.91

2.1:8
2.37

2.66

2.70

2.90

2.514

2.61

2.87

3.61

3.95

2.99
2.98

3.63
3.70
3.69
3,73

3.96
U.00
3.98
h.oi

2.95
2.99

3.68
3.68

3.98
3.^3

2.96

Price,
longterm
bonds h-l

86.98
86.85
86.37
86.57
86.22

86.52
87.23

Yields are averages of those computed by the Federal Reserve Banirof3lew' York on the b a s i s of closing""bid pricesT

Includes t h e h per cent note of Aug-ust 15, 1962 5 and the. 3 - l / l | per cent'note of August 15, 1962, through November 15
and^begirming November 16, the 3 - 3 A per cent note of November 15, 1962, and the 3 - 1 / 1 per cent note of November 15,

2 / Includes
J4-7/8
2-5/8
Lr5/8

the
per.
per
per

following
cent note
cent bond
cent note,

notes and bonds:
of l l / l 5 / 6 1 t thru l l / l 5
of 2/15/65
of 5/15/65

, 3 - 3 A per cent bond of 5/15/66
.per cent bond of 8/15/66
3
3 - 3 / 8 per cent bond o f l l / l 5 / 6 6 beginning November 16

2 / Currently includes the following bonds due or c a l l a b l e i n t e n years or more:
3 - 7 / 8 per cent of 197U .
3-l/U per cent of.1985
l i - l A per cent of 1975-85
' . 3 - 1 / 2 per cent of I990
3 - l A per cent of 1978-83
*
3
per cent of 1995
h
per cent of 1980
3 - 1 / 2 per cent of 1998
3 - 1 / 2 per cent of 1980
L/ Prices derived' from average market y i e l d s on b a s i s of an assumed 3 per cent, 20-year bond.
G07ERM-IEITT FINANCE SECTION




December 11, 1961