Full text of G.14 U.S. Government Security Yields and Prices : December 2, 1971

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U. S. G O V E R N M E N T SECURITY YIELDS A N D PRICES
(Yields in per cent per annum)

Auction
3-month
bills
1971 - November

6-month
bills

S. Government security yields
Market y i e l d *
Other issues
3-month
6-month
1-year
due in 9-12
bills
bills
bills
months 1/

Issues, due
in 3 to
term
5 years 2/ bonds 31

CLOSED
4.233

4.346

71.75
71.65
71.75

CLOSED

4.46
4.174

4.340

5.39
5.48

CLOSED

5.43
4.122

70.19

5.59

69.81
69.34
69.05

5.58

69.15

5.65




71.45
71.25
70.97
70.97
71.16

70.28
70.28
70.38
70.38

4.255

CLOSED

CLOSED
4.236
CLOSED

Price, of
long
term
bonds 4/
71.25

4.411

69.15
69.24

G.14

U. S. G O V E R N M E N T SECURITY YIELDS A N D PRICES
(Yields in per cent per a n n u m )

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

Period
W e e k ending:
1971 - Nov. 6
13

20
27
Month ending:
1971 - N o v e m b e r
1970 - November-^
Note:

U. S. Government security yields
Market y i e l d *
Other issues
3-month
6-month
1-year
due in 9-12
bills
bills
bills
months 1/

Issues, due
in 3 to
5 years 2/

longterm
bonds'j/

P r i c e , of
longterm
bonds 4/

4.233
4.174,
4.122
4.236

4.346
4.340
4.255
4.411

4.18
4.18
4.15
4.33

4.34
4.37
4.31
4.49

4.41
4.47
4.42
4.61

4.37
4.40
4.46
4.69

5.41
5.47
5.47
5.63

5.33
5.37
5.46
5.56

71.60
71.16
70.30
69.34

4.191
5.288

4.338
5.422

4.22
5.28

4.38
5.42

4.49
5.39

4.50
5.52

5.50
6.37

5.44
6.24

70.47
63.27

Yields

1/
15, and the
2/

2/

Currently
3-7/8 per
5 - 3 / 4 per
5 - 3 / 4 per
5 - 7 / 8 per
6
per

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

following notes and bonds:
11/15/74)
15
11/15/74) t h r u N o v
2/15/75
2/15/75
5/15/75

Currently includes the following
3 - 1 / 4 per cent of 1985

Prices derived

5 - 7 / 8 per
per
6 - 1 / 4 per
6-1/2 per
7-1/2 per
6 - 1 / 4 per

cent
cent
cent
cent
cent
cent

note
note
note
note
note
note

of
of
of
of
of
of

8/15/75
11/15/75
2/15/76
5/15/76
8/15/76
11/15/76 beg. Nov.

bond:
s due or callable in 10 years or more;

6 - 1 / 8 per cent of 1986 beginning Nov. 15
3-1/2 per cent of 1990
4 - 1 / 4 per cent of 1987-92
4/

J

from average market yields on the basis of

Digitized forGOVERNMENT
FRASER FINANCE SECTION; BQAfiD OF GOVERNORS


4
4-1/8
J
3-1/2

per
per
per
per

cent
cent
cent
cent

of
of
of
of

1988-93
1989-94
1995
1998

an assumed 3 per cent, 20-year bond.