Full text of G.14 U.S. Government Security Yields and Prices : January 5, 1973

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FEDERAL

RESERVE

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

Per i od
1472 - Dec. 1
2
4
5
6
7
8
.9 •
11
12
13
i4
15
16

•;

•

18
19
20
21
22
23
25
26
27
28
29
30

' Auction average
J-month 6-month
bills
bills

U. S. Government s e c u r i t y y i e l d s
Market y i e l d *
O t h e r i s s u e s I s s u e s , due
3-month
6-month
l-year
due i n 9-12
i n 3 to
hi l i s
bills
months 1/
5 y e a r s 2/
bills
4.90
5.36
6.03
5.18
5.24

Longterm
bonds 3/
5.55

Price,
1 ongterm 4 /
bonds
69.43

CLOSED

4.945

5.230

4.92 .
5.00
5.00
5.03
5.06

5.22
5.27
5.25
5.24
5.27

5.27
• 5.28
5.26
5.27 .
5.28

5.36
5.40
5.4-1
5.38
5.42

6.04
6.05
6.05
6.04
6.06

' 5.55
5.56
5.57
5.57
5.58

69.43
69.34
69.24
69.24
69.15

5. 10
5.05
5,00
5.02
5.07

. 5.28
5.28
- 5.25
5.27
5.29 '

5.28
5.26
5.23
5.17
5.14

5.46
5.43
5.40
5.41
5.41

6.06
6.05
6.04
6.03
6.04

5.59
5.59
5.60
5.61
5.61

69.05
69.05
68.96'
68.87
68.87

5.17
5.19
5.15
5.12
5.12

5.37
5.39
5.35
5.34
5.34

5.22
5.27
5.26
5.26
5.27

5.49
5.49
5.50
5.51
5.48

6.09
6.09
6.10
6.08
6.09

5.66
5.69
5.70
5.69
5.68

68.40
68.11
• 68.02
68.11
68.21

5.15
5.11
5.10
5.14

5.31
5.33
5.33
5.39

5.28
5.42
5.42
5.45

5.52
5.56
/ 5.54
J 5.59

6.09
6.11
6.13
6.16

5.69
5,69
5.70
5.71

68.11
68.11
68.02
67.93

CLOSED

5.099

5.309

CLOSED

5.087

5.297

.

.

CLOSED
CLOSED
5.111
CLOSED




5.313

1

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

C,. 14

Period

Auction average
3-month
6-month
bills
bills

-

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
3-month
6-month .
due i n 9-12
bills
bills
bills
months 1/ ,

Week e n d i n g :
1972 - Dec. 2
9
16
23
30

4.886
4.945
5.099
5.087
\5.111

5 .178
5.230
5.309
5.297
5.313

4.88
5.00
5.05
5.15
5.13

5.18
5.25
5.27
5.36
5.34

5.25
5.27
5.22
5.26
5.39

5.35
5.39
5.42
5,49
5.55

Month e n d i n g :
1972 - Dec.
1971 - Dec.

5 .061
4.023

5.287
4.199

5.07
4.01

5.30
4.24

5.28
4.40

Annual Average:
1972
1971

4.071
4.348

4.466
4.511

4.07
4.33

4.49
4.52

4.77
4.67

I s s u e s , due
in 3 to
5 y e a r s 2/

\

Yields
bid p r i c e s

'

6.04
6.05
6.04
6.09
6.12

5.53
5.57
5.60
5.68
5.70

5.46
4.38

6.07
5.42

5.63
5.62 .

68 68
68.80

4 .86
-4.75

5.85
5.77

5.63
5.74

68% 7 I
67.73

\

-

69.66
69.28
68.96
68.17
68.04

s i s of c l o s i n g
Y i e l d s on T r e a s u r y b i l l s a r e computed on a bank d i s c o u n t b a s i s .

_!/

C u r r e n t l y i n c l u d e s only the 4 - 1 / 8 p e r c e n t bond of Nov. 15, 1973.

2_/

Currently includes
6 - 1 / 4 p e r c e n t of
5 - 7 / 8 p e r c e n t of
6 - 1 / 2 p e r c e n t of
5 - 3 / 4 p e r ~ c e n t of

the f o l l o w i n g n o t e s :
2/15/76
2/15/76
5/15/76
5/15/76

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

the f o l l o w i n g bonds due o r c a l l a b l e i n 10 y e a r s o r more:
1984
4
per cent
1985
4 - 1 / 8 per cent
1986
3
per cent
1990
3-1/2 per cent
1987-92

3/

P r i c e of
longterm
bonds 4/

Long term
bonds 3/

includes
c e n t of
c e n t of
c e n t of
cenL of
c e n t of

7-1/2
6-1/4
8
7^3/4

per
per
per
per

cent
cent
cent
cent

of
of
of
of

8/15/76
11/15/76
2/15/77
8/15/7 7

of 1988-93
of 1989-94
of 1995
of 19 98

' 4 / FRASER
P r i c e s "derived f r o m a v e r a g e market y i e l d s on the b a s i s of an assumed 3 p e r c e n t , 2 0 - y e a r bond.
Digitized for
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD
J a n u a r y 5 , 1973