Full text of G.14 U.S. Government Security Yields and Prices : January 10, 1966

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FEDERAL
,

RESERVE

s t a t i s t i c a l

•yYA

r e l e a s e

-MU
U. S. GOVERNMENT SECURITY YIELDS AND PRICES
( Y i e l d s i r T p e r c e n t p e r annum)

Auction average
6-month
3-month
bills
bills

Period
1
2
3
4

December

S
i *
! .

i:
'
;
i
:

•

;

20
21
22
23
24
25

!
i

27
28
29
30
31.

4.249

4.344

|

4.468

4.48
4.48
4.48
4.49
4.50

4.56
4.58
4.58
4.60
4.60

4.71
4.68
4.71
4.71
4.71

4.53
4.57
4.57
4.59
4.66

4.55
4.58
4.57
4.59
4.67

4.64
4.66
4 . 66
4 . 68
4 . 72

4.76
4.80
4.80
4.80
4.81

4.46
4.44
4.47
4.47

4.55
4.61
4.66
4.69

4.66
4.63
4.64
4.68

4.73
4.73
4.76
4.80

4.76
4.80
4.84
4.86

4.44
4.45
4.48
4.48
4.49

4.65
4.66
4.67
4.66
4.67

4.70
4.70
4.70
4.69
4.72

4.80
4.81
4.83
4.84
4.88

4.30
4.33
4.36
4.34
4.33

4.45
4.46
4.48
4.48
4.48

4.36
4.37
4.40
4.42
4.46

k

Closed

|

4.391

Price,
longterm
bonds 4 /
81.86
81.86
81.86

Long•term
bonds 3/
4,37
4.37
4.37

Closed

6
7
8
9
io
n
13
14
15
16
17
18

j

4.115

U. S. G o v e r n m e n t s e c u r i t y y i e l d s
I s s u e s , due
Market y i e l d *
Other issues.
in 3 to 5
1 year
6-month
due i n 9 - 1 2
3-month
years 2/
bills
months 1/
bills
bills
4.53
4.36
4.27
4.30
4.13
4.52
4.39
4.30
4.26
4.12
4.52
4
.
3
8
4.30
4.26
4.12

4.553

4.42
4.42
4.42
4.43
4.42
j
'

j

81.28
81.28
81.28
81.16
81.28

4.44
4.45
4.45
4.45
4.45

81.05
80.93
80.93
80.93
80.93

4.42,
4.43
4.44
4.44 °

81.28
81.16
81.05
81.05

Closed

.

y
4.505
Closed
Closed

4.457

;j , V.
•
1



4.692

*•

\'

4.655

4.85
4.87
4.89
4.93
4.98

t.

4.43
4.43
4.44
4.44
4.45
.
. -

81.16
81.16
81.05
81.05
80.93

s

-

G.14

2

-

U. S. GOVERNMENT SECURITY YIELDS AND PRICES ( c c n t . )
( Y i e l d s i n p e r c e n t p e r annum)

Period

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
due i n 9 - 1 2
3-month
6-month
1 year
in 3 to 5
bills
bills
months 1/
bills
years 2/

Auction average
6-month
3-month
bills
bills

Week e n d i n g :
1965 - Dec.
4
11
18
25
1966
Jan.
1

4.115
4.344
4.391
4.505
4.457

4.249
4.468
4.553
4.692
4.655

Monthly a v e r a g e :
1965 - Dec.
1964 - Dec.

4.362
3.856

Annual a v e r a g e :
1965
1964

3.954
3.549

4.12
4.33
4.40
4,46
4.47

4.26
4.47
4.58
4.65
4 . 66

4.29
4.49
4.59
4.65
4.70

4.36
4.58
•<'%. 67
4.76
4.83

4.523
3.971

4.37
3.84

4.54
3.94

4.56
3.96

4 . 66
3.96

4.055
3.686

3.95
3.54

4.05
3.68

4.06
3.74

4.09
3.76

-

Longterm
bonds 3/

4.50
4.70
4.79
4.82
4.90

Price,
longterm
bonds 4 /

4.36
4.42
4.45
4.43
4.44

82.02
81.26
80.95
81.14
81.07

j
j

4.43
4.14

81.21
8 4 . 65

:

4.21
4.15

83.76
84.46

.

|

4.77
4.07 ,

1

4.22
4.06

|

* Y i e l d s on T r e a s u r y b i l l s a r e c o m p u t e d on a b a n k d i s c o u n t b a s i s .
1/ C u r r e n t l y i n c l u d e s t h e 3 - 3 / 8 p e r c e n t bonf
2/

j
i
|
j

o f November 1 5 , 1 9 6 6 , a n d t h e 4 p e r c e n t n o t e of November 1 5 ,

Currently includes the following bonds:
4 p e r c e n t b o n d of 2 / 1 5 / 6 9
4 p e r c e n t bond o f 1 0 / 1 / 6 9

3 / C u r r e n t l y i n c l u d e s t h e f o l l o w i n g b o n d s due o r c a l l a b l e
3 - 1 / 4 p e r c e n t of 1 9 7 8 - 8 3
4
p e r c e n t o f 1980
3 - 1 / 2 p e r c e n t of 1980
3 - 1 / 4 p e r c e n t of 1985
3 - 1 / 2 p e r c e n t o f 1990

4 p e r c e n t bond of 2 / 1 5 / 7 0
4 p e r c e n t bond of 8 / 1 5 / 7 0
in 10-years or more:
4-1/4 per cent
4
per cent
4-1/8 per cent
3
per cent
3-1/2 per cent

of
of
of
of
of

4 / 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 a n a s s u m e d 3 p e r c e n t ,
GOVERNMENT
FINANCE SECTION, FEDERAL



RESERVE BOARD

1987-92
1988-93
1989-94
1995
1998
20-year bond.
January 10,

1966

1966.