Full text of G.14 U.S. Government Security Yields and Prices : February 5, 1964

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s t a t i s t i c a l

r e l e a s e

yf/-"
U. S . GOVERNMENT SECURITY YIELDS AMD PRICES
(.Yields-in p
cont_^p.cn ..annum)——

G.lll

. Auction average
6-month
3-month
bills
bills
Closed
3.651
3.52k

Period
1
2
3

h •

Closed

6
7
8

9

3.53k

If
11

Closed

13
lit
15
16
17
18

3.5k9

3.679

Closed

20
21
22
23

3.538

25

Closed

2h

27
28
29
30
31...


3.669

3.501
.



3.618

3.613

U. S . Government s e c u r i t y y i e l d s
O t h e r i s s u e s I s s u e s , due
Market y i e l d
6 - m o n t h 9-12 month due i n 9 - 1 2 i n 3 t o 5
3-month
years 2/
bills
months 1 /
bills
bills

Longterm
bonds 3 /

Price,
longterm
bonds k / ,

' 3.53
3.53

3.66
3.66

3.70
3-72

3.75
3.75

U.G8
k.08

k.15
k.15

8k.k8
8k.k8

3.53
3.53
3.51+
3.53
3.53

3.66
3.66
3.67
3.66
3.67

3.72
3.72
3.72
3.71
3.71

3.73
3.71
3.66
3.6k
3.6k

k.OJ
k.08
k.08
k.06
k.08

k.15 .
k.15
k.16
k.17
k.17--'

8k.k8
8k.k8
8 k . 36
8 k . 2k
8k.2k

3.51a
3.5k
3.55
3.5b
3.5k

3.66
3.65
3.66
3.6k
3.6k

3.71
3.70
3.69
3.67
3.68

3.62
3.60
3.56
3.56
3.63

lt.07
k.07
k.07
k.07
k.06

k.17
k.17
k.16
k.16
k.15

8 k . 2k
8 k . 2k
8 k . 36
8 k . 36
8k.k8

• 3.52
3.52
3.52
3.51
3.51

3.63
3.62
3.63
3.63
3.62

3.67
3.66
3.66
3.65
3.66

3.67
3.63
3.67
3.67
3.67

k.Ok
k.Ok
k.Ok
k.Ok
k.ok

k.15
k.15
k.15
k.15
k.15

6k.k8
8k.k8
8k.k,8
8k.k8
8k.k8

3.50
3.50
3.50
3.50
1.50

3.61
3.61
3.61
3.62
3,61

3.65
3.65
3.65
3.65
3.6k

3.67
3.67
3.67
3.67
3.67

k.05
k.Ok
k.Ok
k.03
k.02

k.15
k.15
k.15
k.15
k.lk

6k.k8
8k.k8
8k.k8
8k.k8
8k.60

--

,

-*

.

'

G.'lll
u. s .

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

Period
Weekly average?
196U- J a n . U
11
18
25
Feb. 1
Monthly" a v e r a g e :
196U - January
1963 ~ J a n m r y
Note:

- 2 GOVERNMENT SECURITY YIELDS AND PRICES
(Yields i n p e r c e n t per annum)
U. S. Government s e c u r i t y y i e l d s
Other i s s u e s I s s u e s , due
Market y i e l d
3-month
6-month 9-12 month due i n 9-12
in 3 to 5
months 1 /
bills
bills
bills
Years 2 /

3.52U
3.53U
3.5U9
3.538
3.501

3.651
3.66?
3.679
3.6U8
3.613

3.52
3.53
3.5U
3.52
3.50

3.65
3.66
3.65
3.63
3.61

3.70
3.72
3.69
3.66
3.65

3.529
2.91U

3.652
2.962

3.52
2.91

3.6U
2.96

3.68
3.00

0

3.75
3.68
3.59
3.66
3.67

U.08
U.08
U.07

3.66
2.97

Longterm
bondB 3 /

Price,
longterm
bonds U/

U.oU
U.oU

U.15
U.16
U.16
U.15
U.15

8U.U8
8U.36
8U.3U
8U.U8
8U.50

U.06
3.U7

U.15
3.88

8U.U2
87.81

1

Yields a r e averages of the se computed by t h e F e d e r a l Reserve Bank of New York on t h e b a s i s of c l o s i n g Did p r i c e s .

1 / C u r r e n t l y i n c l u d e s t h e 3-3/U per cent note of November 15, 196b*
2/ Currently includes the
""
3 - 5 / 8 p e r cent n o t e
3-3/U per cen t n o t e
3 - 5 / 8 per cent bond

f o l l o w i n g notes and bonds:
of 2/15/6?
of 8/15/6?
of 11/15/6?

3 - 7 / 8 per cent bond of 5/15/68
3-3A per cent bond of 8/15/68
3 - 7 / 8 per cent bond of 11/15/68

3/ C u r r e n t l y includes, t h e f o l l o w i n g bonds due or c a l l a b l e i n t e n y e a r s or
.~
3-7/8 per cen t of 197U
* 3-1/2
v 3-1/U per cen t of 1975-85
h-l/h
3-1/U per cent of 1978-83
U
• U
p e r cent of 1980
°
U-l/8
3 - 1 / 2 p e r cent of 1980
3
3-1/U per c e n t of 1985 3-1/2

mores
per cent
p e r cent
p e r cent
p e r cent
p e r cent
p e r cent

of
of
of
of
of
of

1990
1987-92
1988 r 93
1989-9U
1995
1998

U/ P r i c e s d e r i v e d from average market y i e l d s on b a s i s of an assumed 3 per c e n t , ^20-year bond.

GOVERNMENT FIMNCE SECTION




February 5 , 196U