Full text of G.14 U.S. Government Security Yields and Prices : October 3, 1961

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- J

ERAL

RESERVE

s t a t i s t i c a l

re l e a s e

U . S . GOVERNMENT SECURITY YIELDS AMD PRICES
(Yields in per cent per annum)
ocV •
1
2
k
5
6
7
8
9

Auction average
3-month Srmonth
bills t
bills

Market yield
Other issuer- -Issues, due . Long3-month >6-month 9-12 month due in 9-12 i n 3 t o 5 term
bills
bills
' bills
months 1 /
years 2 / bonds 3 /
2,66
It.oi
2.90
3.06
3.79
2.35

Closed

\

Closed

11
12
13
m
15
16
18
19
20
21
22
23
25
26
27
28

29
30



2.35
2.33
2.30
2.31

2.692

2.392
Closed

-

2.328

2.685

Closed
i
2.262

2.681

Closed

2.233
Closed

longterm
bonds It/
86.20

2.697

.

2.67
2.68
. 2.66
' 2,67

2.90
2.89
2.89
2.89

3.06
1.05
3.06
3.06

3.80
3.81
3.81
3.82

lt.01
ll.Ol
lt.01
It.06

86.20
86.20
86.20
85.58

It.06
It.06
It. 05
It.06
It.06

85.58
85.58
85.70
85.58
85.58

It.oil
ll.olt
It.02
It.00
It.00

85.82
85.82
86.07
86.32
86.32

3.99
3.97
3.97
3.98
3.98

86.1t5
86.70
86.70
86.57
86.57

2.29
2.29
2.31
2.29
2.27

2,66 /
2.66
2.69
2.69
2.69

2.88
2.88
2.88
2.87
2.88

3.06
3.06
3.05
3.014
3.Oh

3.80
3.80
3.80
3.80
3.79

2.25
2.26
2.29
2.26
2.25

2.68
2.70
2.70
2.69
2.69

2.87
2.88
2.88
2.87
2.87

3.Oli
3.03
3.01.
3.01
3.01

3.78
3.77
3.77
3.75
3-7U

2.25
2.25
2.26
2.25
2.23

2.69
2.70
2.70
2.68
2.67

2.87
2.88
2.87
2.87
2.86

3.00
3.00
3.00
2.98
2.92

3.73
3.70
3.70
3.71
3.66

i

,

;

-

d.ll.

-

2 -

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

11. s . Government security yields
Markfet yield
Other issues Issues, due Long3-month 6-month 9-12 month due i n 9-12
i n 3 t o 5 term
bills
bills
bills
months 1 /
years 2 /
bonds } /

Auction average
3-month 6-month
bills
bills

VJp-ekl" average:
- Sept. 2
9
16
23
30

2.392
2.328
2.262
2.233

2,617
2.692
2.685
2.681
2.697

2.3)4
2.32
2.29
2.26
2.25

2.65
2.67

Monthly average:
1961 - Sept.
I960 - Sept.

2.30b
2.i;89

2.68?
2.803

2.28

2:68
2.83

2.321

2.U8

2.68
2.69
2.69

2.90
2.89
2,88
2.87
2.87
2.88

2.86

3»06

3.06

3.77
3.81

2.98

3.76
3.70

3.03
2.99

3+17
3.50

3.05
3.03

3.80

I t . 01

k.02
U.06
U.02
3.98

1.02
3.82

Price,
longterm
bonds h /
86.20

86.0k
85.60

86.07
86.60
86.09
88.57

Note: Yields are averages of those computed by t h e Federal Reserve Banic of New York on the b a s i s of closing bid p r i c e s .
1 / Includes t h e U per cent note of August 15» 1962, and t h e 3-l/U per cent note of August 1$9 1962,
2 / Includes t-he following notes and bonds:
ii-7/8 per cent note of II/15/6U
2-5/8 per cent bond of 2/15/65
2 / Currently inqludes the
3-7/8 p e r cent of
h - l / h per cent of
3 - l A per cent of
k y p e r cent of
3-1/2 p e r cent of

'

k-5/8 per cent note of 5/15/65
3 - 3 A p e r cent bond of 5/15/66
3
per cent bend of 8/15/66

following bonds due or c a l l a b l e i n t e n years or
197U
,
3-l/U p e r
1975-85
3-1/2 p e r
1978-83
3
per
1980
3-1/2 p e r
1980

more:
cent of
cent of
cent of
cent of

;

1985
1990
1995
1998

h / Prices derived from average market y i e l d s on b a s i s of an assumed 3 per cent, 20-year bond.
GOVERNMENT FINANCE SECTION




October 3, 1961