Full text of G.14 U.S. Government Security Yields and Prices : March 7, 1967

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FEDERAL

RESERVE
-

3?^

r e l e a s e

UL^S

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

G.14
'**•

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

1967 - Feb.

1
2
3
4
6
7
8
9
10
11

.
;

s t a t i s t i c a l

13
•

4.486

4.460

Closed

4.530

4.524

Closed
Closed

20
21
22
23
24
25

4.577

4.581

Closed

Closed
4.621
Closed

27
28




4.53
4.54
4.53
4.52
4.56

4.53
4.54
4.52
4.53
4.59

4.49
4.49
4.49
4.50
4.58

4;53
4.54
4.54
4 ; 55
4.58

I s s u e s , due
in 3 to
5 y e a r s 2/
4.67
4.64
4.65

Price,
longterm
bonds 4/
81.74
81.86
81.74

Longterm
bonds 3/
4.38
4.37
4.38

4.65
4.67
4.66
4.65
4.70

4.39
4.40
4.40
4.40
4.44

81.63
81,51
81.51
81.51
81.05

!
j

*"

*

15
16
17
18

U . S . Government s e c u r i t y y i e l d s
Other i s s u e s
Market y i e l d *
due i n 9-12
1 year
3-month
6-month
months 1/
bills
bills
bills
4.50
4.50
4.56
4.48
4.47
4.47
4;56
4.45
4.46
4.47
4.45
4.54

4.694

i
|

'

•
•
80.70
80.35
80.47
80.35

4.60
4.62
4.61
4.62

4.61
4.65
4.67
4.71

4.62
4.65
4.66
4.71

4.60
4.64
4.71
4.74

4.73
4.77
4.76
4.78

4.47
4.50
4.49
4.50
;.

4.60
4.62

4.71
4 . 6 9 •'

4.72
4.68

4.76
4.76

4.79
4.80

4.52
4.55

80.13
79.79

4.64
4.59

4.71
4.64

4.69
4.61

4; 78
4.73

4.82
4.78

4.57
4.56

79.56
79.68

4.54
4.56

4.55
4.57

/ 4.53
4.54

4.72
4.70

4.77
4.77

4.56
4.56

79.79
79.79

:!
i1 .

- 2 -

S. GOVERNMENT SECURITY YIELDS AND PRICES
(Yields in per cent per annum)
Auction average
6-month
3-month
bills
bills

Period

U. S. Government security 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 in 9-12
in 3 to
bills
bills
bills
months 1/ I
5 years 21

average
1967 - Feb. 4
11
18
25

4.486
4.530
4.577
4.621

4;460
4.524
4.581
4.694

4.49
4.54
4.61
4.61

4.49
4.54
4.66
4.69

4.45
4.51
4.66
4.68

4.55
4.55
4.67
4.76

Monthly average
1967 - Feb.
1966 - Feb.

4.554
4.670

4.565
4.820

4.56
4.65

4.59
4.82

4.57
4.81

4.64
4.92

Note:

Currently i n c l u d e s the 3 - 5 / 8 per cent bond of November 15, 1967, the
5 - 5 / 8 per cent n o t e of February 15, 1968 beginning February 16th.

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 notes and bends:
4 per cent bond of 2/15/70 thru Feb. 15th
4 per cent bond of 8/15/70
5 p e r c e n t note of 11/15/70
5 - 1 / 4 per cent note of 5 /15/71

4/

4.64
4.67
4.76
4.80

4.37
4.41
4.49
4.55

Price, .
longterm
bonds 4/
81.90
81.44
80.47
79.79

4.73
4.47
80.73
5.02
4.61
79.32
Y i e l d s a r e averages of those computed by the F e d e r a l Reserve Bank of New York on the b a s i s of c l o s i n g bid p r i c e s
Yields on Treasury b i l l s are computed on a bank discount b a s i s .

1/

3/

Longterm
bonds 3/

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

- 7 / 8 per cent n o t e of November 15, 1967, and t h e

4
3-7/8
5-3/8
beginning (4
Feb. 16, 1967^4-3/4

per
per
per
per
per

cent
cent
cent
cent
cent

bond
bond
note
bond
note

i n c l u d e s the following bonds due or c a l l a b l e in 10-years or more:
cent of 1978-83
4 - 1 / 4 per
cent of 1980
4
per
cent of JL980
4 - 1 / 8 per
cent of 1985
3
per
cen t of 1990
3 - 1 / 2 per

cent
cent
cent
cm t
cent

of
of
of
of
of

of
of
of
of
of

8/15/71
11/15/71
11/15/71
2/15/72)
2/15/72)

1987-92
1988-93
1989-94
1995
1998

P r i c e s d e r i v e d from average market y i e l d s on the b a s i s of an assumed 3 per c e n t , 20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




March 7» 1967