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FEDERAL
G. 14

statistical

re-lease

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

Period
May

RESERVE

1
2
3
4
5
6

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

3.770

3.907

Closed

8
9
' 10

11
12
13
15
16
17
18
id
20

3.671

3.831

Closed

3.628

3.802

Closed

22
23
24
25
26
27

Closed

29
30

Closed

3.493




3.6%%

U. S . Government S e c u r i t y Y i e l d s
Market Y i e l d *
Other issue* I s s u e s , due
3-month 6-month
1-year
due i n 9-12
in 3 to 5
bills
bills
bills
months 1/
y e a r s 2/
3; 75
3; 91
3; 97
4;04
4; 63
3.74
3; 87
3.91
4 ; 03
4.61
3.74
3; 86
3.90
4; 03
4; 60
3.69
3i 83
3.87 .
4 ; 01
4 ; 61
3.69
3.85
3.91
4.03
4.65

LongTerm
Bonds 3/
66
66
66
67
68

3; 65
3i 65
3; 67
3; 65
3.65

3; 83
3; 82
3; 84
3; 84
3.83

4 ; 04
"4704
4 ; 03
4; 01
4.05

4;
4;
4;
4;

3; 60
3; 61
3; 63
3*55
3.54

3; 80
3; 81
3; 81
3*75
.3.75

3; 86
3.86

4 ; 13
4 ; 14
4 ; 14
4 ; 13
4.14

4 ; 65
4 ; 70
4 ; 70
4; 69
4.71

3;50
3;52
3;5l
3.49
3.48

3;71
3; 77
3.75
3; 74
3.73

3; 90
3.88

4 ; 14
4 ; 13
4 ; 13
4 ; 13
4.13

4 ; 76
4; 79
4.77
4; 75
4.71

84
84
84
83
78

3.46

3.74

3.88

4.14

4.67

76

3.46

3.74

3.86

4.12

4.66

A . 73

71
72
69
64

4.61

-2-

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
( Y i e l d s i n per c e n t per annum)
(continued)
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
1-year
due i n 9-12
bills
bills
bills
months 1/

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

LongTerm
Bonds 3/

Price,'
longterm
Bonds 4 /

Weekly Average:
1967 - May 6
13
20
27

3.770
3.671
3.628
3.493

3.907
3; 831
3.802
3.692

3.72
3.65
3.59
3.50

3.86
3.83
3.78
3.74

3.91
3.89
3.87
3.88

4.03
4.03
4.14
4.13

4.62
4.67
A 69
4.76

4 . 67
4.75
4.79
4.83

78.49
77.52
77i 11
76.44

Monthly Average;
1967 - May
1966 - May

3.640
4.642

3.808
4.814

3.60
4.63

3.80
4.81

3.88
4.85

4.09
4.90

4.68
4.94

4.76
4.57

77.48
79.56

KLnt-r* *

V t n 1 /4n

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 .

^

1/

I n c l u d e s t h e 5 - 5 / 8 p e r c e n t note of February 15, 1968, t h r u May 15, and b e g i n n i n g May 16 t h e 3 - 7 / 8 p e r c e n t bond of
May 15, 1968, and t h e 4 - 3 / 4 per c e n t n o t e of May 15, 1968.

2/

Currently
4
per
5
per
5-1/4 per
P^r

2/

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

f o l l o w i n g n o t e s and bonds:
8 / 1 5 / 7 0 t h r u May 15.
11/15/70
5/15/71
8/15/71
<-=>

3-7/8
5-3/8
4
4-3/4
4-3/4
C u r r e n t l y i n c l u d e s the f o l l o w i n g bonds due o r c a l l a b e in 1 0 - y e a r s
3 - 1 / 4 p e r c e n t of 1978-83
4-1/4
4
p e r c e n t of 1980
4
3 - 1 / 2 p e r c e n t of 1980
4-1/8
3 - 1 / 4 p e r c e n t of 1985
3
3 - 1 / 2 p e r c e n t of 1990
3-1/2

per cent
per cent
p e r cent
per cent
per c e n t
or more:
per cent
per c e n t
p e r cent
per c e n t
per cent

bond
note
bond
note
note
of
of
of
of
of

of
of
of
of
of

11/15/71
11/15/71
2/15/72
2/15/72
5 / 1 5 / 7 2 b e g i n n i n g May 1 6 t h .

1987-92
1988-93
1989-94
1995
1998

4 / for
P r iFRASER
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 - yJ e a r bond.
Digitized
DTOTJTT?TvVn Ti-r*T A
.*
GOVERNMENT
FINA.NCE SECTION. FEDERAL
RESERVE BOARD
June 12. 1967


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