The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
FEDERAL RESERVE s t o t is t ic a I miiii#. U. 3 . GOVERNlimT SECURITY YIELDS AND PRICES (Yields in per cent per annum) Auction average 3-month 6-month bills bills Perled 1963 - April , A' l__ Um So Gove-• i.men t so cur j.. by Market^yield Other issue 3-month n-month 9-12 month due in 9-1 bills bills bills months l / re l e a s e <_<v ti- in 3 to ll y j Lon g~ term bonds, 3/ 2.922 Closed 10 U 12 13 2,913 Closed Closed 2.978 15 16 17 18 19 20 2.917 3.010 Closed 22 23 2% 25 26 27 2.8% Closed 29 30 2.982 2.90 2.89 2.90 2.92 2,97 2.97 2.99 3.00 2.99 2.99 3,00 3.02 3.02 3.01 3.01 3.01 3.53 3.5L 3.55 3.56 3.95 3.96 3.97 3.9Y 2.91 2.90 2.90 2.89 2.88 3.00 3.00 3.00 2.99 2.99 3.08 3,07 3.07 3,06 3.06 3,03 3.0% 3.05 3.03 3.02 3.58 3.58 3.60 3.60 3.59 3.98 3.99 3,99 3r99 3.98 2.88 2,89 2,69 2.89 2.89 2.98 2.98 2.99 2.99 2.98 3.05 3.06 3,05 3.05 3.05 3.01 3,00 3.00 3.00 3.00 3.59 3.59 3.59 3.59 3.58 3.98 3 98 3.'/8 3.98 3.99 2^89 2.98 2.99 3,05 3,00 3.00 3.57 3 .'SI 3.99 3.99 2.90 3,05 T ^XcC'V,' G.lh - 2 - u . s . GOVERNMENT SECURITY YIELDS AND PRICES ( Y i e l d s i n p e r cent per annum) Period Auction a v e r a g e 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 I s s u e s , due Long3-month 6-month 9 - 1 2 month due i n 9-12 i n 3 t o 5 term bills bills bills months l / years ? / bonds 3 / Weekly averA.pe: 1963 - Apr. 6 13 20 27 2.922 2.913 2.917 2.88k 2.982 2.978 3.010 2.982 2.91 2.902.90 2.89 Monthly a v e r a g e : 1963 - A p r i l 1962 - A p r i l 2.909 2.735 2.988 2.838 2.90 2.73 Notes ' 2.98 2.98 3.00 2.98 2.99 3.00 3.07 3.Q5 3.02 3.01 3.oli 3.00 2.98 2.83 3^03 2.90 3.02 2.9it . longterm bonds h / 3.53 3.514 3.59 3,59 3.95 3.96 3.99 3.98 87.00 .86.79 86.50 86.55 3.56 3.97 3.89 86.63 87.69 3M Y i e l d s a r e a v e r a g e s of t h o s e computed by t h e F e d e r a l Reserve Bank of New York on t h e b a s i s ,$of c l o s i n g b i d p r i c e s . l/ C u r r e n t l y i n c l u d e s t h e 3 p e r cent bond of -February 15, 19^h, and t h e 3 - l A p e r cent c e r t i f i c a t e of F e b r u a r y 15, 196lu 2/ C u r r e n t l y I n c l u d e s t h e f o l l o w i n g notes, and b o n d s : 3 - 3 A p e r c e n t bond of 5 / 1 5 / 6 6 3 p e r c e n t bond of 8 / 1 5 / 6 6 it p e r c e n t n o t e of 8 / 1 5 / 6 6 3 - 3 / 8 per c e n t bond of 1 1 / 1 5 / 6 6 3 - 5 / 8 p e r c e n t n o t e of 2 / 1 5 / 6 ? 3 - 3 / h p e r cent n o t e of 8 / 1 5 / 6 ? 3 - 5 / 8 p e r c e n t bond of 1 1 / 1 5 / 6 ? Y C u r r e n t l y i n c l u d e s t h e f o l l o w i n g bonds due or c a l l a b l e 3 - 7 / 8 . p e r c e n t of 197b I t - l A p e r c e n t of 1975-85 3—l/U p e r c e n t of 1978-83 I4 p e r c e n t of 1980, 3*-l/2 p e r cent of 1980 3 - l A p e r c e n t of 1985 i n t e n y e a r s or more: 3 - 1 / 2 p e r c e n t of 1990 h ~ l / k p e r c e n t of 1987-92 It p e r c e n t of 1988-93' h - l / 8 per c e n t of 1989-9L b e g i n n i n g A p r i l 26. 3 p e r c e n t of 1995 3 - l / 2 ^ ) e r cent of 1998 h/ P r i 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 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 May 6 , I 9 6 3
@FedFRASER