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

G. 14

" Auction average
6-month
3-month
bills
bills

Period
1972 - Oct. 2
3
4
5 .
6
7
9
10
11
2
13
14
16
17
18
19
20
21
23
24
25
26
27
28

5.082

4.601
CLOSED

U. S. Government seicurity yields
Other issues Issues, due
Market yield*
in 3 to
due in 9-12
1-year
6-month
3-month
5 years 2/
bills—' months 1/
bills!'
bills—
6.10
5.49
5.13
5 .46
4.51
6.14
5.54
5.47
5.13
4.67
6.12
5.52
5.46
5.15
4.69
6.11
5.51
5.49
5.22
4.73
6.10
5.49
5.41
5.16
4.71

Price, of
longterm
bonds 4/
67.75
67.66
67.75
67.75
67.75

-

CLOSED

4.743

Longterm
bonds 3/
5.73
5.74
5.73
5.73
5.73

5.159

5.45
5.37 ,
5.39
5.37
, 5,:4p
- 5.43
5.43
5.44

6.06
6.08
6.12
6.12

5.70
5.69
5.71
5.72

68.02
68.11
67.93
67.84

6.10
6.10
6.12
6.12
6.12

5.71
5.70
5.70
5.70
5.69

67.93
68.02
68.02
68.02
68.11

5.67
5.66
5.64
5.64

68.30
68.40
68.58
68.58

4.74
4.76
4.81
4.84

5.13
5.14
5.17
5.18

4.80
4.82
4.79 .
4.75
4.74

5.13
5.14
5.13
5.11
5.11.

5.40
5.39
5.38
5.36
5.36

5.42
5.42
5.42
5.43
5.39

4.74
4.74
4.72
4.72

5.09
5.11
5.09
5.10

5.32
5.34
5.34
5.35

5.32
5.32
5.27
5.29

6.09
6.10
6.10
6.12

5.14
5.11

5.36
5.34

5.31
5.31

6.14
6.14

CLOSED

• 4,818

5.127

.

CLOSED
CLOSED

4.712

5.105

,

-

CLOSED

30
31




4.74
4.76

.

5.64
5.63

,

68.58
68.68

501
G. 14

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
(Yields in per cent per annum}

Auc tion average
3-month
6-month
bills
bills

Period
Weekending:
1972 - Oct. 7
14
21
28
Month ending:
1972 - Oct.
1971 - Oct.
Mr* f* A 1

V •! /> 1 J

rt

U. S. Government security yields
Market yield*
Other issues
Issues, due
3-month
6-month
1-year
due in 9-12
in 3 to
bills 1/ bills 1/ bills 1/ months 1/
5 years 2/

Longterm
bonds 3/

Price, (
longterm
bonds 4/

4.601
4.743
4.818
4.712

5.082
5.159
5.127
5.105

4.66
4.79
4.78
4.73

5.16
5.16
5.12
5.10

5.46
5.39
5.38
5.34

5.51
5143
5.42
5.30

6.1.1
6. 10
6.11
6.10

5.73
5.71
5.70
5.65

67.73
67.98
68.02
68.47

4.719
' 4.489

5.118
4.626

. 4.74
4.46

5.13
4.60

5.39
4.75

5.41
4.74

6.11
5.68

5.69
5.46

68.09
70.33

1
A
New York on the basis of closing bid
Yields on Treasury bills are computed on a bank discount basis.

1/

These series, now include the new bill issue the day following the auction, as trading begins on a when-issued basis.
Currently includes the 4 per cent bond of Aug. 15, 1973, and the8-l/8 per cent note of Aug. 15, 1973".
Currently includes the following notes:
7
per cent of 11/15/75
5-3/4 per cent of 5/15/76
6-1/4 per cent of 2/15/76
7-1/2 per cent of 8/15/76
5-7/8 per cent of 2/15/76
6-1/4 per cent of 11/15/76
6-1/2 per cent of 5/15/76
8
per cent of 2/15/77

4/

Currently
6-3/8 per
3-1/4 per
6-1/8 per
3-1/2 per
4-1/4 per

2/
3/

7-3/4 per cent of 8/15/77

5/

includes the following bonds due or callable in 10 years or morecent of 1984
4
'per
cent of 1985
4-1/8 per
cent of 1986
3
per
cent of 1990
3-1/2 per
cent of 1987-92

cent
cent
cent
cent

of
of
of
of

1988-93
1989-94
1995
1998

Prices derived from average market yields on the basis of an assumed 3 per cent, 20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




November 8

1972