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G.14

U. S. GOVERNMENT SECURITY YIEU>SAND PRICES
(Yields in per cent per annum)?L-

Period

I

1970 - June 1
2
3
4
5
6

j '
J

1

6.824

15
16
17
18
19
20

6.858

U. S. Government security yields
Market yield*
Issues, due LongOther issues
term
3-month
6-month
in 3 to
due in 9-12
1 year
bills
bills
5 years 2/ bonds 3/
bills
months 1/
7.04
6.85
6.97
6.98
7.73
7.51
6.97
6.82
6.92
7.73
7.00
7.53
6.95
6.81
6.81
7.00
7.52
7.73
6.99
6.81
6.84
" 7.03
7.52
7.75
7.05
6.80
6.86
7.88
7.05
7.54

'

• z '

Price of
longterm
bonds 4/
57.00
57.51
57.66
57.36
56.93

CLOSED

8
9
10
11 ...
6.785
. 12
13
• CLOSED

22
23
24
25
26
27
/ >

Auction average
6-month
3-month
bills
bills

~

6.733

6,895

6.947

7.84
7.82
7.82
7.87
.7.97

7.08
7.05
,7.06
7.10
7,15.

7.54
7.55
7.56
7.54
7.56

7.98
7.89
7.96
7.97
7.97

7.15
7.00
7.04
7.03
7.04

56.20
57.29
57.00
57.07
57.00

' 7.51
' 7.46
7.44
7.41
7.40

7.92
7.88
7.88
7.87
7.87

6.99
6.88
6,84
6.86
6.90

57.36
58.18
58.49
58.33
58.03

7.85
, 7.78

6.86
6.75

58.33
59.17

6.75
6.76
6.76
6.74
6.79

6.91
6.92
6.91
6.90
6.98

7.08
7.08
7.07
7.08
7.19

7.53
. 7.53
7.53
7.52
7.54

6.71
6.71
6.72
6.73
6.70

6.95
6.96 .
6.97
6.97
6.96'

7.16
7.15
7.16
7.20
7.17

6.54
6.54
6.62
6.41
6.38

6.83
6.83
6.84
6.74
6.74

7.12
7.06
7.07
7.04
7.02

6.37
6.45

6.61
6.53

6.96
6.93

_ .

56.71
56.93
56.85
56.56
56,20 /

CLOSED

6.626

6.929

.CLOSED

29

30 v

1


•*

7.38 "
7.32

^ 3
G. 14

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

Period
Weekending:
1970 - June 6
13
20
27
Month ending:
1970 - June
1969 - June

Auction average
3-month
6-month
bills
bills

3-month
bills

U. S. Government security yields
Market yield *
Other issues Issues, due
6-month
1 year
due in 9-12
in 3 to
bills
bills
months 1/
5 years 2/

Price
Longterm
bonds 3/

6.858
6.895
6.947
6.929

6.82
6.76
6.71
6.50

6.88
6.92
6.96
6.80

7.01
7.10
7.17
7.06

7.52
7.53
7.55
7.44

7.76
7.86
7.95
7.88

7.0(3
7^09
7.05
6.89

57.29
56.65
56.91
58.08

6.742
6.493

6.907
6.725

6.67
6.43

6.86
6.75

7.07
6.86

7.50
7.07

7.86
6.64

6.99
6.06

57.37.
64.84

-

Note:
prices.

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

1/

Includes the 5-1/4 per cent note of May 15, 1971, and the

2/

Currently
4
per
8-1/8 per
4-1/8 per
4-1/8 per

includes the
cent bond of
cento.note of
cent bond of
cent bond of

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

includes the following bonds due or callable in 10 years or more:
cent of 1980
4
per cent of
cent of 1985
4-1/8 per cent of
cent of 1990
3
per cent of
cent of 1987•
3-1/2 per cent of

2/

4/

bonds 4/

6.824
6.785
6.733
6.626

following notes and bonds:
8/15/73
8/15/73
11/15/73
2/15/74

per cent note of May 15, 1971.

4-1/4
5-5/8
3-7/8
5-3/4
5-3/4
6

per
per
per
per
per
per

cent
cent
cent
cent
cent
cent

bond
note
bond
note
note
note

of
of
of
of
of
of

5/15/74
8/15/74
11/15/74
11/15/74
2/15/75
5/15/75

1988-93
1989-94
1995
1.998

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




July 2, 1970