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, # # ,

•:

F E D E R A L

R E S Er R V E

statistical

release

ju. S. GOVERNMENT SECURITY YIELDS AND PRICES
j
( Y i e l d s In p e r c e n t p e r annum)
Period
1965 - May

3
4
5
6
7
8
10
11
12
13
14
15
17
18
.19
20
21
22

Auction average
3-month
6-month
bills
bills

3.901

3.950

Closed

3.893

3.950

Closed

3.897

3.95j5

Closed

24
25
26
27
28
29

Closed

31

Closed

3.889




3.945

U. S. Government s e c u r i t y y i e l d :
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/
3.90
3.96
3.96
3.96
3.88
3.94
3.96
3.96
3.90
3.95
3.96
3.96
3.89
3.95
3.96
3.98
3.89
3.96
3.96
3.98

I s s u e s , due
in 3 to 5
y e a r s 2/
4.12
4.10
4.10
4.10
4.10

"

Longterm
bonds 3/
4.15
4.14
4.14
4.14
4.14

3.88
3.88
3.90
3.90
3.90

3.95
3.95
3.96
3.96
3.96

3.96
3.96
3.96"
3.96
3.96

3.98
3.97
3.97
3.98
3.98

4.11
4.11
4.12
4.12
4.11

4.14
4.14
4.14
4.14
4.15

3.89
3.89
3.90
3.90
3.90

3.95
3.95
3.95
3.95
3.95

3.96
3.96
3.96
3.96
3.96

4.00
4.00
4.02
4.02
4.02

4.11
4.11
4.11
4.11
4.11

4.14
4.14
4.14
4.14
4.14

3.88
3.88
3.89
3.88
3.87

3.94
3.94
3.94
3.94
3.94

3.96
3.95
3.95
3.95
3.95

4.00
4.00
4.00
4.01
4.01

4.11
4.10
4.10
4.10
4.10

4.15
4.14
4.14
4.14
4.15

331
-

2

-

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

Wpplf
1 V a v e rVOfVA
viccMy
age:•
1965 - May 1
8
15
22
29
Monthly a v e r a g e :
1965 - May
1964 - May
Note:

Auction average
3-month
6-month
bills
bills
3.916
3.901
3.893
3.897
3.889
3.895
3.482

,

U. S. Governmen t s e c u r i t y yiel<is
Ma r k e t y i e l d k
Other i s s u e s
I s s u e s , due
3-month
6-month
1 year
due i n 9-12
i n 3 to 5
bills
bills
bills
months 1/
y e a r s 2/

3.977
3.950
3.950
3.955
3.945

3.91
3.89
3.89
3.90
3. 88

3.98
3.95
3.96
3.95
3.94

3.98
3.96
3.96
3.96
3.95

3.97
8.97
3.98
4.01
4.00

3.950
3.612

3.89
3.48

3.95
3.60

3.96
3.71

3.99
3.67

•

t

Longterm
bonds 3/

4.12
4.10
4.11
4.11
4.10

4.15
4.14
4.14
4.14
4.14

4.11
4.07

4.14
4.16

Yields are averapes t
.w, , ,
„
° . 7.
"y L l l c c e u e r a i Reserve Ban
^Yields 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 .

^
/

Price,
longterm
Donus 4 /

j
I

84.53
84.58
84.58
84.60
84.55

f
1
*
|
|

!

84.58
84.38

1
|

bid p r i c e s .
thru?

2/ 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:

HEBE—™
•15=32335
"1 1 B E E E F - ™ .
4
p e r c e n t of 1980
3 1/2 p e r c e n t of 1980
3 1/4 p e r c e n t of 1985

1/4 p e r
per
1/8 per
»> p e r
1/2 p e r

cent
cent
cent
cent
cent

of
of
of
of
of

1987-92
1988-93
1989-94
1995
1998

4 / P r i c e s d e r i v e d from average market y i e l d s on b a s i s of an assumed 3 p e r c e n t , 2 0 - y e a r bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




June 4 , 1965