The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
/ F E D E R A L G. 14 C d ^ X"6C 6( RE S E R V E statistical release U. S. GOVERNMENT SECURITY YIELDS AND PRICES ( Y i e l d s i n per c e n t per annum) \ \ Auction average 6-month 3-mo nth bills bills . Period 1971 - Aug. 2 3 4 5 6 7 9 10 1.1 12 13 14 16 17 18 19 20 21 23 24 - 25 26 27 28 30 31 5.273 5.618 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 3-month 6-month 1-year due in 9 - 1 2 bills bills bills months 1/ 5.24 5.62 5.84 5.95 5.26 5.87 6.04 5.64 6.04 5.33 5.71 5.92 5.30 5.70 5.93 6.03 5.68 5.93 6.04 • 5.28 I s s u e s , due i n 3 to 5 y e a r s 2/ 6.81 6.89 6.86 6.84 6.84 Longterm bonds 3/ 5.93 5.95 5.94 5.93 5.92 v Price of longterm bonds 4 / 65.95 65.77 65.86 65.95 66.03 CLOSED 5.372 5.770 5.32 5.31 5.22 5.21 5.15 5.72 5.73 5.67 5.65 5.51 5.98 5.96 5.91 5.91 5.85 6.07 6.11 6.10 6.05 5.95 6.88 6.90 6.88 ; 6.77 ' 6.62 5.94 5.95 5.92 5.87 5.82 65.86 ^65.77 66.03 66.48 66.93 4.83 4.77 4.78 ,4.54 4.65 5.25 5.04 4.84 4.62 4.72 5.50 5.28 5.22 5.03 5.15 5.63 5.41 5.37 5.29 5.35 6.22 5.99 6.05 5.94 6.04 5.65 ,5.61 5.63 5.65 5.66 68.49 68.87 ' 68.68 . 68.49 68.40 4.75 4.66 4.73 4.68 4.63 4.85 4.82 4.95 4.90 4.85 5.27 5.15, 5.20 5.17 5.14 5.55 5.39 5.36 5.33 5.33 6.21 6.05 6.07 6.02 5.96 5.73 5.70 5.71 5.69 5.66 67.75 68.02 67.93 68.11 68.40 4.75 4.69 5.11 5.11 5.2.4 5.12 5.93 5.87 5.63 5.61 68.68 68.87 CLOSED 4.921 * 5.202 CLOSED 4.747 CLOSED 4.860 > 4*44 4.35 ' Hftl G. 14 c o n t i n u e d - 2 II .• S. GOVERNMENT SECURITY YIELDS AND PRICES ( Y i e l d s i n p e r cent: per annum) Auction Average 6-month 3-month bills bills Period Week e n d i n g : 1971 • - Aug. 7 14 ' 21 28 Month e n d i n g : 1971 - Aug. 1970 - Aug. U. S . Sovernment 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 r I s s u e s , due due i n 9-12 t 6-month 1-year i n 3 to 3-month months 1/ \ bills bills 5 y e a r s 2/ bills 5.273 5.372 4.921 4.747 5.618 5.770 5.202 4.860 5.28 5.24 4.71 4.69 5.67 5.66 4.89 4.87 5.90 5.92 5.24 5.19 6.02 6.06 <• 5 . 4 1 5.39 . 5.078 6.412 5.363 6.526 4.93 6.41 5.22 6.56 5.52 6.55 5.67 6.92 . Long bonds 3/ P r i c e of Longterm bonds 4 / 6.85 6.81 6.05 6.06 5.93 5.90 5.64 5.70 65.91 66.21 68.59 68.04 6.39 7.56 5.78 6.75 67,33 59.20 N o t e : Y i e l d s a r e a v e r a g e s of t h o s e computed by t h e F e d e r a l R e s e r v e Bank of New York on t h e b a s i s of c l o s i n g b i d prices. 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/ ~~ I n c l u d e s t h e 4 - 3 / 4 p e r c e n t n o t e of May 15, 1972, t h e 6 - 3 / 4 per c e n t n o t e of May 15, 1972 t h r u Aug. 15, and the 2 - 1 / 2 p e r c e n t bond of June 15, 1967-72 and b e g i n n i n g Aug. 16, the 4 p e r c e n t bond of Aug. 15, 1972, and t h e 5 p e r c e n t n o t e of Aug. 15, 1972. 2/ ~~ Currently 5 - 5 / 8 per 3 - 7 / 8 per 5 - 3 / 4 per 5 - 3 / 4 per 6 per includes the c e n t n o t e of c e n t bond of 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 3/ Currently 3 - 1 / 4 per 3 - 1 / 2 per 4 - 1 / 4 per includes c e n t of c e n t of c e n t of 4/ P r i c e s d e r i v e d f r o m a v e r a g e m a r k e t y i e l d s on t h e b a s i s of an assumed 3 p e r c e n t , 2 0 - y e a r b o n d . f o l l o w i n g n o t e s and b o n d s : 8 / 1 5 / 7 4 t h r u Aug. 15 11/15/74 11/15/74 2/15/75 5/15/75 t h e f o l l o w i n g ' b o n d s due or c a l l a b l e 1985 1990 1987-92 GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD 5-7/8 7 6-1/4 6-1/2 7-1/2 in 10 y e a r s or m o r e : 4 4-1/8 3 3-1/2 per per per per per cent cent cent pent cent note note note note note of of of of of 8/15/75 1 1 / 1 5 / 7 5 b e g i n n i n g Aug. 16 2/15/76 5/15/76 8 / 1 5 / 7 6 b e g i n n i n g Aug. 16 per per per per cent cent cent cent of 1988-93 of 1989-94 of 1995 of 1998 S e p t e m b e r 2V 19 71
@FedFRASER