Full text of G.14 U.S. Government Security Yields and Prices : January 10, 1972

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ERAL

r eI e

s t a t i s t i c a l

S. G O V E R N M E N T SECURITY Y I E L D S A N D PRICES
(Yields in per cent per annum)°

6.14

c.;
Period

XV6

RESERVE

Auction average
6-month
3-month
hi 1 1 s
bills

\ ,-

1971 - December 1
2
3
4

CLOSED

6
7
8
9
10
11
13
14
15
16
17
18
20
21
22
23
24
25
27
28
29
30
31

4.43.1

4.324

U. S. Government security yields
Other issues
Market y i e l d *
due in 9-12
1-year
6-month
3-month
months 1/
bills
bills
bills
4.60
! 4.60
4.42
4.31
4.59
4.42
| 4.59
4.28
1
4.57
4.55
4.36
4.15

LongIssues, due
term
in 3 to
bonds
3/
5 years 2/
5.57
5.52
j
5.49
| 5.59
5.44
| 5.58

Price of
longterm
bonds 4/
69.24
69.05
69.15

|

4.207

4.091

4.57
4.59
4.51
4.53
4.51

5.46
5.48
5.46
5.50
5.48

5.57
5.59
5.59
5.61
5.60

69.24
69.05
69.05
68.87
68.96

4.48
4.52
4.56
4.50
4.45 .

4.39
4.43
4.42
4.42
4.35

5.43
5.46
5 j49
5.46
5.41

5,59
5.61
5.65
5.65
5.64

• 69.05
68.87
68.49
68.49
68.58

4.34
4.34
4.24
4.07

4.51
4.49
4.39
4.12

4.35
4.37
4.31
4.17

5.45
5.45
5.44
5 .36

5.66
5.69
5.70
5.67

4.04
3.99
4.05
4 . 04
1 4.03,

4.06
4.00
4.10
4.15
4.13

4.09
4.10

5.28
, 5.24

5.62
5.59

4.18
4.18
4.18

5.28
5.29
5.27

5.60
5.61
5.60

4.10
• 4.14
; 4.10
4.11
; 4.09

4.26
4.28
4.27
4.30
4.30

;• 3.96
i 4.05
! 4.12
1
4.06
j 4..00

4.20
4.25.
4.34
4.30
4.27

4.50
4.55
4.52
i 4.54
!
4.55
S

CLOSED

i
4.144

3.944

1

CLOSED
!
;
1

4.263

' 4,023
!
CLOSED
|
CLOSED

i

'

3.731




4.11
4.08
4.04
3.83

.

3.952

.

68.40
68.11
68.02
68.30

\
3.78
3.74
3.76
3.70
, 3.68

.

68.77
69.05
, 68.96
68.87
68.96

r

continued
G.14

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

•E

3-month
bills

U. S. Government security yields
*
Other issues
Issues, due
Long6-month
1-year
due in 9-12
in 3 to
term
bills
bills
months 1/
5 years 2/ bonds 3/
13

1

Auction average
6-month
3-month
bills
bills

Period

Price of
longterm
bonds 4/

Week ending:
1971 - Dec. 4
/• 11
18
25

4.324
4.091
3.944
4.023

4.431
4.207
4.144
4.263

4.28
4.11
4.04
; 4.02

4.42
4.28
4.27
4.25

4.60
4.53
4.50
4.38

4.63
4.54
4.40
4.30

5.52
5.48
5.45
5.43

5.58
5.59
5.63
5.68

69.17
69.03
68.70
68.21

1972 - Jan. 1

3.731

3.952

3.73

4.03

4.09

4.15

5.27

5.60

68.92

Month ending:
1971 - December
1970 - December

4.023
4.860

4.199
4.848

4.01
4.87

4.23
4.89

4.40
4.87

4.38
4.94

5.42
5.86

5.62
5.97

68.80
65.63

Annual Average:
1971
1970

4.348
6.458

4.511
6.562

4.33
6.42

4.51
6.55

4.67
6.53

4.75
6.90

5.77
7.37

5.74
6.59

67.73
69.52

Note:
prices.

Yields on Treasury bills are computed on a bank discount basis.

1/

Includes the 2-1/2 per cent bond of Sept. 1967-72 thru Dec. 15th, the 6 per cent note of Nov. 15, 1972, and
beginning Dec. 15th the 2-1/2 per cent bond of Dec. 1967-72.

2/

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

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

Currently
3-1/4 per
6-1/8 per
3-1/2 per
4 - 1 / 4 per

includes the following bonds due or callable in 10 years
cent of 1985
4
cent of 1986
4-1/8
cent of 1990
3
cent of 1987-92
3-1/2

3J

4/

following notes:
2/15/75
2/15/75
5/15/75
8/15/75
11/15/75

6-1/4
6-1/2
7-1/2
6-1/4

per
per
per
per

cent
cent
cent
cent

or more:
per cent
per cent
per cent
per cent

note
note
note
note

of
of
of
of

of
of
of
of

2/15/76
5/15/76
8/15/76
11/15/76

1988-93
1989-94
1995
1998

Prices derived from average market yields on the basis of an assumed 3 per cent, 20-year bond.

Digitized GOVERNMENT;
for FRASERFINANCE SECTION,


FEDERAL RESERVE BOARD

January 10, 1972