Full text of G.14 U.S. Government Security Yields and Prices : July 3, 1967

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FEDERAL

RESERVE

G.14

s t a t i s t i c a l

r e l e a s e

u. S. GOVERNMENT SECURITY YIELDS AND PRICES
(Yields in per cent per annum)
Auction Average
3-month
6-month
bills
bills
3.477
3.733
Closed

3.386

3.758

Closed

3.505

3.796

Closed

3.572

3.841

Closed

3.462

3.950




U. S. Government Security Yields
Market Yield*
Other issues Issues, due
3-month
6-month
1-year
due in 9-12
in 3 to 5
bills
bills
bills
months 1/ .
years 2/
3.40
3.73
3.81
4.11
4.66
3.39
3.74
3.82
4.12
4.67

Longterm
bonds 3/
4.72
4.73

Price,
longterm
bonds A L
77.89
77.79
77.46
77.57
77.57
77.35
77.24

3.37
3.39
3.41
3.43
3,45

3.76
3.76
3.76
3.78
3.80

3.85
3.86
3.88
3.94
3.97

4,15
4.15
4.16
4.17
4.21

4.71
4.71
4.72
4.75
4.79

4.76
4.75
4.75
4.77
4.78

3.50
3.54
3.61
3.59
3.61

3.80
3.81
3;90
3.87
3.89

4.03'
4.07
4.14
4.15
4,20

4.28
4;31
4.41
4.40
4.44

4.86 ,
4.90
4.99
4.99
5.05

4.82
4.83
4.87
4.86
4.90 )

76.80
76.70
76.26
.76.37
75.95

3.58
3.55
3.49
3.38
3.33

3.84
3.82
3.81
3.80
3.83

4.13
4.15
4.15
4.14
4.20

4.42
4.48
4.49
4.46
4.46

5.06
5.12
5.08
5.06
5,09

4.90
4.94
4.95
4.94
4.94

75.95
75.53
75.42
75.53
75.53

3.44
3.64
3.76
3.88
4.00

3.94
4.07
4.16
4.26
4.41

4.32
4.60
4.64
4.75
4.82

5.12
5.19
5.18
5.21
5.27

4.95
4.96
4.94
4.94
4.95

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

Period

Auction Average
6r month
3-month
Mils
bills

A

Weekly Average:
1967 - June 3
10
17
24
July

1

Monthly Average
1967 - June
1966 - June
Note:

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

3.477
3.386
3.50T
3.572

3.733
3.758
3.796
3.841

3.43
3.41
3.57
3.47

3.74
3.77
3.85
3.82

3.84
3.90
4.12
4,35.

4.12
4.17
4.37
4,46

4.66
4.74
4.96
5,08

3.462

3.950

3.74

4.17

4.63

4.72

8.19

3.53
4.50

• 1
3.88
4.65

4.16
4.78

4.40
4.94

4.96
5.01

3.480
4.539

3; 816
4.1696

Longterm
bonds 3/

Price,
longterm
bonds 4/

4.74
4.76
4.86
4.93

77.73
77.44
76.42
75.59

4.95

75.44

4,86
4.63

76.37
78.93

,

Yields are averages of those computed by the Federal Reserve Bank of New York on the basis of closing bid prices.
Yields on Treasury bills are computed on a bank discount basis.

1/

Includes the 3-7/8 per cent bond of May 15, 1968, and the 4-3/4 per cent nofie of May 15, 1968.

2/

Currently includes the following notes and bonds:
5-3/8 per cent
5
per cent note of 11/15/70
4
per cent
5-1/4 per cent note of 5/15/71
4-3/4 pe^r cent
4
per cent bond of 8/15/71
4-3/4 per cent
3-7/8 per cent bond of 11/15/71
4
per cent bond of 8/15/70
Currently includes the following bonds due or callable in 10-years or more:
4-1/4 per cent
3-1/4 per cent of 1978-83
4
per cent
4 • • per cent of 1980
4-1/8 per cent
3-1/2 per cent of 1980
3
per cent
3-1/4 per cent of 1985
3-1/2 per cent
3-1/2 per cent of 1990

3/

,

note
bond
note
note
of
of
of
of
of

of
of
of
of

11/15/71
2/15/72
2/15/72
5/15/72

1987-92
1988-93
1989-94
1995
1998

4/ 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 3, 1967