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

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F

D E R A L

R E S E R

V E

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U. S. GOVERNMENT SECURITY YIELDS A N D PRICES
(Yields in per cent per annum)

1

U. S. Government security yields
Dank discount rate*
Other icfiues Ir;fiUf;y, due
3-month
6,-month\
1 year
due in 9-12
in 3 to 5
bills
bills \
bills
months 1/
years 2/

Auction average
3-month
6-month
bills
bills
Closed

3
4
5

6

3.488

3.588

7

8

3. 510

3. 611

.
3.511

3.634

21

22

26
27
29

3.50
3.50
3.51
3.51
3.51

3.60
3. 61
3.62
3.62
3.63

3.66
3.67
3.66
3.66
3.67

3.50
3.49
3.50
3.50
3.50

3.63
3.62
3.62
3.63
3.63

3.50
3.50
3.51
3.49
3.49
3.50

3.67
3.67
3 69
3.69
3.69

3.98
3.98
3.98
3.98
3.98

3. 71
3.71
3. 71
3. 70
3. 70

3. 67
3.66
3.67
3. 67
3. 67

3.63
3.63
3. 62
3.61
3.62
3.63

14
14
14
13
13

84.60
84.60
84. 60
84.72
84.72

3.99
4.00
3,99
\3.99
3.98

4.14
4.14
4. 14
4.14
4.14

84. 60
84. 60
84. 60
84. 60
84.60

3.75
3. 74
3. 74
3. 78
3. 78

3.99
3.98
3.99
3.99
3.99

4. 14
4. 14
4.14
4. 14
4.14

84.60
84. 60
84.60
84.60
84.60

3. 68
3.67
3.63
3.67
3.67

3.78
3.78
3. 78
3.77
3. 77

4.00
4.00
4.00
4.01
4.01

4.14
4.14
4.14
4.15
4.15

84. 60
84. 60
84. 60
84.48
84.48

3.70

3.79

4,02

4.15

:

Closed

24
25

28

3. 61
3.66
3. 66
3. 65
3.66

Closed

17
18
19

20

3.57
3.57
3. 59
3.59
3.59

Closed

10
11
12
13
14
15

3.47
3.47
3. 50
3.49
3.49

3.513

3.639

Closed

31




Price,
longterm
bonds 4/

Long*
terra
bonds 3/
4.
4.
4.
4.
4,

.

84.48

3i3
G.14

-

2

-

U. S. GOVERNMENT SECURITY YIELDS A N D PRICES
(Yields in per cent per annum)

Auction averag
3-month
6-month
bills
bills

Period
Weekly average:
1964 - August

Monthly average:
1964 - August
1963 - August
Note:
*

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

Price,
longterm
bonds 4/

3.475
3.488
3.510
3.511
3.513

3.591
3.588
3.611
3.634
3.639

3.46
3.48
3.51
3.50
3.50

3.57
3.58
3. 62
3.63
3.62

3.61
3.65
3.66
3.67
3.67

3.67
3.68
3.71
3.76
3,78

3.99
3.98
3.99
3.99
4.00

4.14
4.14
4.14
4.14
4.14

84. 60
84.65
84.60
84.60
84.55

3.506
3.320

3. 618
3.437

3.50
3.32

3.61
3.44

3.67
3.50

3.73
3.41

3.99
3.81

4.14
3.99

84.59
86.45

Yields are averages of those computed by the Federal Reserve Bank of New York on the basis of closing bid prices

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

Longterm
bonds 3/

n t l y

Formerly shown as "Market yield."

i n c l u d e s

? ^
Che 3-7/8 per cent note of May 15, 1965 thru August 15, 1964, and beginning August 17, 1964 the
3-7/8 per cent note of August 13, 1965.
2J

Currently includes the following notes and bonds:
3-3/4 per cent note of
8/15/67 thru August 15, 1964
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
3-7/8 per cent bond of 11/15/68
4
jper cent bond of
2/15/69

3/ Currently includes the following bonds due or c a l l a b l e i n ten years or more:
3-7/8 per cent of 1974
3-1/2 per cent of 1990
4-1/4 per cent of 1975-85
.
4-1/4 per cent of 1987-92
3-1/4 per cent of 1978-83
4
per cent of 1988-93
4
per cent of 1980
'
4-1/8 per cent of 1989-94
3-1/2 per cent of 1980
3
per cent of 1995
3-1/4 per cent of 1985
3-1/2 per cent of 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




September 2, 1964