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FEDERAL RESERVE statistical release R&St. G. 14 u. S. GOVERNMENT SECURITY YIELDS AND PRICES ( Y i e l d s i n p e r c e n t p e r annum) Period 1967 - Oct. 2 3 4 5 6 7 9 10 11 12 13 14 16 17 18 19 20 21 23 24 25 26 27 28 Auction Average 3-month 6-month bills bills 4.514 5.089 Closed Closed 4.564 Closed 4 . 676 5.022 5.165 Closed 4.597 Closed 30 31 5.125 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 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/ 4.40 5.05 5.17 5.27 5.43 4.38 5.03 5.15 5.24 5.42 4.54 5.07 5.16 5.27 5.46 4.51 5.03 5.16 5.30 5.44 4.50 5.01 5.17 5.26 5.44 & Longterm bonds 3 / 5.03 5.03 5.05 5.05 5.05 4.52 4.54 4.60 4.99 5.02 5.05 5.18 5.19 5.20 5.26 5.27 5.30 5.45 5.48 5.49 5.07 5.09 5.11 4.61 5.08 5.20 5.30 5.50 5.14 4.64 4764 4.62 4.59 4.58 5.13 5.13 5.13 5.09 5.09 5.24 5.24 5.23 5.23 5.24 5.31 5.36 5.36 5.37 5.36 5.54 5.56 5.55 5.55 5.53 5.17 5.21 5.26 5.29 5.29 4.58 4.57 4.58 4.54 4.53 5.09 5.09 5.10 5.05 5.04 5.24 5.25 5.26 5.23 5.23 5.36 5.36 5.37 5.38 5.36 5.56 5.57 5.57 5.58 5.57 5.30 5.30 5. 29 5.28 5.27 4.53 4.54 5.04 5.05 5.24 5.27 • 5.36 5.38 5.60 5.65 5.28 5.33 - 2 - U.lT. GOVERNMENT SECURITY YIELDS AND PRICES ( Y i e l d s i n per c e n t per annum) (continued) Period Weekly Average; 1967 - Oct. 7 2? 28 » Monthly Average: 1967 - October 1966 - October. Note: 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 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/ Longterm bonds 3/ 4.514 4.564 4.676 4.597 5.089 5.022 5.165 5.125 4.47 4.57 4.61 4.56 5.04 5.03 5.11 5.07 5.16 5.19 5.24 5.24 5.27 5.28 5.35 5.37 5.44 5.48 5.55 5.57 5.04 5.10 5.24 5.29 74.46. 73.83 72.41 71.97 4.588 5.387 5.100 5.652 4.55 5.33 5.06 5.61 5.21 5.52 5.32 5.57 5.52 5.38 5.18 4.70 73.01 78.07 Price, longterm bonds 4 / Y i e l d s a r e a v e r a g e s of those computed by t h e 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 . 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/ C u r r e n t l y i n c l u d e s the 3 - 3 / 4 per c e n t bond of August 15, 1968, and the 4 - 1 / 4 p e r c e n t note of August 15, 1968. 2/ Currently 5 per 5 - 3 / 8 per 5 - 1 / 4 per 4 per 3 - 7 / 8 per 2/ 4/ i n c l u d e s the c e n t n o t e 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 cent bond of f o l l o w i n g n o t e s and bonds: 11/15/70 2/15/71 5/15/71 8/15/71 11/15/71 5-3/8 4 4-3/4 4-3/4 4 per per per per per cent cent cent cent cent note bond note note bond of of of of of 11/15/71 2/15/72 2/15/72 5/15/72 8/15/72 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 or c a l l a b l e in 10 y e a r s or more3 - 1 / 4 p e r c e n t of 197,8-83 4 - 1 / 4 per c e n t of 1987-92 si: III nil I If P r i c e s d e r i v e d from average market y i e l d s on t h e b a s i s of an assumed 3 per c e n t , 2 0 - y e a r bond. GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD November 1, 1967 i | J *
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