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HMD

F E D E R A L

R E S E R V E

.

statistical

release

\
u, s, GOVERNMENT SECURITY YIELDS AND PRICES

G.14

( Y i e l d s i n per c e n t per annum)

\

Period
1969 - Dec .

1
2
3
4.
5
6
8
9
10
11
12
13

15
" 16
17
18
19
20
22 .
23
24
25
26
27
29
30
FRASER31 '

AVfi^on Average
3-month
6-month
. bills
bills

7.453

7.613
.I

CLOSED

7.702,

7.803

CLOSED

7.920

7.922

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
3-month
6-month
1-year
due i n 9 - 1 2
i n 3 to 5
bills
bills
bills
months 1/
y e a r s 2/
7.50
7.69
7.46
8.03
7.50
7.57
7.79
7.51
8.07
7.58
7.62
7.92
7.59
8.15
- 7.70
7.64
7.87
7.60
8.10
7.69
7.67
7.88
7.60
8.20
7.71

Digitized for


7.815

P r i c e of
longterm
bonds 4 /
60.03
59.56
59.48
60.18
60.42

6 .63
6.70
6.75
6.79
6.77

60.11
59.56
59.17
58.87
59.02

6.77
6.83
6.86
6.89
6.874

59.02
58.56
58.33
58.11
58.26

.7.68
7.80
7.91
7.85
7.81

7.86
7.97
8.02
7.91
7.84

7.60
7.65
7.67
7.60
7.55

7.92
7.91
7.92
7.88
7.79

7.93
7.92
7.93
7.87
7.79

7.60
7.59
7.62
7.64
7.62

• 8.34
8.35
8.36
. 8.42
8.40

7.79
, 7.79
7.85

7.79
7.79
7.84

7.65
7,65
7)69

8.41
8.42
8.45

8.02
8.09
8.13

6.86
6.90
6.94

58.33
58.03
57.73

7.86

7.86

7.69

8.47

8.16

6.96

57.59

8.08
8.05
8.01

8.09
8.06
8.01

7.84
7.79
7.78

8.59
8.58
8.57

8.36
8.26
8.23

7.13
7.03
6.93

56.34
57.07
57.81

•

CLOSED

CLOSED
7.804
CLOSED

Longterm
bonds 3/
6 .64
6.70
6.71
6.62
6.59

—

8.27
8.31
8.36
8.35
8 • 3 3ki »-

7.76
7.91
8.00
8.07
8.01

"

8.01
8.07
8.09
8.10
8.04

—

.

.

H^(
G.14

S.

GOVERNMENT SECURITY YIELDS AND P R I C E S
( Y i e l d s in p e r c e n t per annum)
(continued)

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

Week Ending:
1969 Dec. 6
13
20
27
1970 Jan.
3

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 1 Long3-month
6-month
due in 9 - 1 2 i n 3 to
1 term
bills
bills
bills
months 1/
5 y e a r s 2/
bonds 3/

P r i c e of
Longterm
bonds 4 /

-7.453
7.702
7.920
7.804
8.096

7.613
7.803
7.922
7.815
8.101

7.60
7.81
7.88
7.82
8.02

7.83
7.92
7.89
7.82
8.03

7.55
7.61
7.61
7.67
7.75

8.11
8.32
8.37
8.44
8.56

7.64
7.95
8.06
8.10
8.26

6.65
6.73
6.84
6.92
7.00

59.93
59.35
58.46
57.92
57.33

Month Ending:
1969 - Dec.
1968 - Dec.

7.720
5.916

7.782
6.014

7.81
5.94

7.89
6.05

7.64
5.98

8.34
6.00

7.98
5.99

6.77
5.65

58.71
68.47

Annual Average:
1969
1968

6.677
5.339

6.64
5.33

6.84
5.48

6.77
5.45

7.06
5.62

6.85
5.59

6 . 10
5.25

64.49
'72.33

NT z-x f* n •

Y7 i

1 J A

prices.

-

6 .853
5.470

»-» -

Y i e l d s on Treasury b i l l s are computed on a bank 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 the 5 per c e n t n o t e of November 15, 1970.

21

Currently
7 - 3 / 4 per
4
per
4 - 1 / 8 per
4 - 1 / 8 per

i n c l u d e s the
c e n t n o t e of
c e n t bond of
c e n t bond of
c e n t bond of

3/

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

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

4/

P r i c e s d e r i v e d from 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 per c e n t , 2 0 - y e a r bond.

f o l l o w i n g n o t e s and bonds:
5/15/73
* 4-1/4
8/15/73
5-5/8
11/15/73
3-7/8
2/15/74"
5-3/4

per
per
per
per

cent
cent
cent
cent

the f o l l o w i n g bonds due or c a l l a b l e in
1980
4
per c e n t
1980
4 - 1 / 8 per c e n t
1985
3
per c e n t
1990
3 - 1 / 2 per c e n t
1987-92

DigitizedGOVERNMENT
for FRASER
FINANCE SECTION, FEDERAL RESERVE BOARD


bond
note
bond
note
10
of
of
of
of

of
of
of
of

5/15/74
8/15/74
11/15/74
11/15/74

y e a r s or more:
1988-93
1989-941995
1998

January 8 ,

1970