Full text of G.14 U.S. Government Security Yields and Prices : October 2, 1964

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F E D E R A L

R E S E R V E

statistical

release

(<
G. 14

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

'

Pe

n'qd

1964 - September

1
2
3
4
5
7
8
9
10
11
12
14
15
16
17
18
19
21
22
23
24
25
26

i Auction average
3-month
6-month
bills
bills

3.512

3.629

U. S. Government security yields
Market yield
Other issues
Issues, due
3-month
6-month 1 1 year
due in 9-12
in 3 to 5
bills
bills
| bills
years 2/
months 1/
3.50
3.64
3.70
3.81
4.03
3.51
3.64
3.70
3.84
4.04
3.50
3.64
3.70
3.84
4.02
3.65
3.51
3.71
3.84
4.03

Closed

Price,
Longterm
bonds 3/
4.16.
4.16
4.16
4.16

term
bonds 4/
.84.36
84. 36
84.36
84.36

Closed

3.514

3. 649

3.51
3.53
3.52
3.52

3.66
3.67
3.67
3.67

3.71
3. 72
3.72
3.72

3.84
3.84
3f84°
3.84

3.53
3.54
3.55
3.54
3.54

3.68
3.69
3.70
3.70
3.69

3.73
3.74
3. 74
3. 74
3.74

3.84
3.84
3.84
3.82
3.80

3.54
3.54
3.55
3.55
3.54

3. 69
3.69
3.70
3.70
3,70

3.74
3.74
3.74
3. 75
3.75

3.55
3.55
3.55

3.70
3.70
3.72

3.75
3.75
3.78

4.05
4.05
4.04
4.04,

4.17
4.17
4.17
4.18

84.24
84.24
84.24 \
84.11 \

4.05
4.06
4.05
4.04
4.03

4.18
4.18
4.18
4.17
4.16

84.11
84.11
84.11
84.24
84.36

3.80
3.80
3. 80
3.82
3.80

4.02
4.01
4.02
4.02
4.02

4.16
4.16
4.16
4.16
4.16

84.36
84.36
84. 3.6 .
84.36
84.36

3. 82
3.82
3.82

4.01
4.02
4.02

4.15
4.15
4.15

84.48
84.48
84.48

Closed

3.541

3. 693

•

:

Closed

3.542

r

3.692

Closed

28
29
30




.

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3/5"

G.14

- 2 -

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

Auction average
3-month
6-month
bills
bills

U. £. Government security yields
Market yield
Other issues
3-month
6-month
1 year
due in 9-12
bills
bills
bills
months 1/

Issues, due
in 3 to 5
years 2/

Longterm
bonds 3/

Price,
longterm
bond s 4/

Weekly average:
1964 - Sept. 5
12
19
26

3.512
3.514
3.541
3.542

3.629
3.649
3.693
3.692

3.50
3.52
3.54
3.54

3.64
3.67
3. 69
3.70

3. 70
3.72
3r74
3.74

3.82
3.84
3. 83"
3.80

4.03
4.04
4.05
4.02

4.16
4.17
4.17
4.16

84. 38
84.21
84.19
84.36

Monthly average:
1964 - Sept.
1963 - Sept.

3.527
3.379

3. 666
3.494

3.53
3.38

3.68
3.50

3.73
3.57

3.82
3.54

4.03
3.88

4.16
4.04

84. 31
85. 77

*

Yields „on Treasury bills are computed on a bank discount basis.

JJ

Currently includes the 3-7/8 per cent note of- August 13, 1965.

2/ Currently includes the following notes and bonds:
3-5/8 per cent note of 11/15/67
3-7/8 per cent bond of 5/15/68
3-3/4 per cent bond of 8/15/68

2/

Formerly shown as "Market yield."

3-7/8 per cent bond of 11/15/68
4
per cent bond of 2/15/69

Currently includes the following bonds due or callable in ten years or more:
3-7/8 per cent of 1974
3-1/2 per cent
4-1/4 per cent of 1975-85
4-1/4 per cent
3-1/4 per cent of 1978-83
4
per cent
4
per cent of 1980
4-1/8 per cent
3-1/2 per cent of 1980
3
per cent
3-1/4 per cent of 1985
3-1/2 per cent

of
of
of
of
of
of

1990
1987-92
1988-93
1989-94
1995
1998

4/ Prices derived from average market yields on basis of an assumed 3 per cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD




October 2, 1964

1