View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

%x,o;
X

j

f

'

E

D

E

R

A

L

R

a .lit

E

u . s .

E

R

V

E

s t a t i s t i c a l

r e l e a s e

o a r p M - E M T s e c u r i t y y i e l d s Aim p r i c e s
( Y i e l d s i n p e r c e n t p e r annum)

|
"I

'
•
U,, S . G o v e r n m e n t s e c u r i t y ;\n\elH.q
Auction,average
t
I-larket y i e l d
Other i s s u e s I s s u e s , duel Long6-month
3-month
3-month
6 - m o n t h 9 - 1 2 month due i n 9 - 1 2
in 3 to 5
term
bills
bills
bills
bills
bills
months 1 /
y e a r s 2 / 1 bonds 3 /
2.25
' 2.L8
2.83
2.8b
3.70
3.92
2.30
2.50
2.85
2.85
3.75
3.9b
2.300
2.#7
2.29
2.50
2.85^
2.86
3.77
3.97
2.29
2.55
2.87
2.88
3.77
3.98
Closed

Period
1961 - August

S

1
2
3
b
5

—

Price
~
longterm
b o n d s k/
87.33
87.08
86.70
86.57

•

7
8
9
10
11
12

2.366
,
'

.

C?.osed

III
15
16
17
18
19

|

!
2.519

2.765

Closed

21
22
23
2k
25
26
28
29
30
j i

2.617

2.503

2.793

Closed

•

..




„.2t6lJ_,

'

2.31
2.311
2.39
2.1,2
2 . Ill

2.58
2.62
2.6b
2.63
2.70

2.88
2.93
2.92
2.9b
2.96

2.1,8
2.1,9
2.51l
2.50
2,47

2.75
2.75
2.82
2.80
2.76

2.97
2.95
2.98
2.9b
2.91

2.1,6
2=1,6
2.1:9
2.39
2.3li

2,75
2.7k
2,72
2.68
2.6b

2.90
2.90
2.90
2.88
2.88

2.30
2,36
2,j6

2.62
1 2.66
2.67
1 2.66

2.88
2.90
2r91
2.90

^

.

1

2.99
3.00
3.00
3.0b
3.06

"

'

3.82
3.06
3.88
3.87
3.86

lw 02
I1.03
I4.03
It.03
It.02

86.07
85.95
85.95
85.95
86.07

3.05
3.13 .
3.13
3.12
3.10

3.87
3.86
3.8b
3.81
3.78

It.02
It.02
It.01
lt.00
3.99

86.07
86.07
86,20
86.32
8611,5

3.10
3.10
3.10
3.08
3.08

3.78
3.77
3.78
3.76
3.76

It.01
It. 0 1
It.Ol
It.02
It.02

86.20
86.20
86.20
86.07
86.07

3.07
3.06
3*06

3.75
3.75
3,76
:V!L

ll„01
ll.Ol
ll.Ol
It.01

86.20
86.20
86,20
86.20

'

|
,

.

•

-

G.ll*
U.S.

Auct i o n average
6-month
3-month
bills
bills

Period.

Weekly a v e r a g e
5
•v 1 9 6 1 - ;
12
19

2.300

2.366
2.519
2.503

26

2.321

Sept , 2
Ilonthly average:

2.1,02
2.286

I960 - August
Kot.es

IT. S . Government s e c u r i t y y i e l d s
Other i s s u e s I s s u e s , due
llarket yield
in 3 to 5
6 - m o n t h 9 - 1 2 month d u e i n 9 - 1 2
3-month
years 2/
months 1 /
bills
bills
bills

2.537
2.617
2.765
2,793
2.617

2.20

2.670

2.39
2.30

2.571*

2 -

GCVER1L52IT SECURITY YIELDS AED PRICES
( Y i e l d s i n p e r c e n t p e r annum)

2.38
2.50
2.1*3
2.3b

2.51
2.61*
2.78
2.71
2.65

2.85
2.93'
2.95
2.09
2.90

2.85
3.02
3.11
3.09

3.7l|

3.06

3.83
3.77
3.77

2.66

2.91

3.03
2.89

3.80
3.50

2.59.

2.82

3,86

Longterm
bonds 3 /
1

Price,
longterm
bonds li/

87.00

3.95
li.03
14.01

86.00
86.22
86.15

1*.01
I.01

86.20

li.00
3.79

86.27
88.93

Y i e l d s a r e a v e r a g e s of t h o s e computed b y t h e F e d e r a l R e s e r v e Bank of New Y o r k ; o n t h e b a s i s of c l o s i n g b i d , p r i c e s .

1 / I n c l u d e s t h e 3 p e r c e n t c e r t i f i c a t e <£ l i a y - l 5 , 1 9 6 2 , a n d t h e 1» p e r c e n t n o t e of u a y 1 5 , 1 9 6 2 t h r o u g h Atigjffit l i t , a n d
b e - i n n i n s A u g u s t 1 5 , t h e !i p e r c e n t n o t e <K A u g u s t 1 5 , 1 9 6 2 , a n d t h e 3 - l A p e r c e n t n o t e of A u g u s t 1 5 , 1 9 6 2 .
2 / I n c l u d e s t h e f o i l o w i n g n o t e s and b o n d s :
5
p e r c e n t n o t e of 8/15/61* t h r o u g h A u g u s t H i
I 4 - 7 / 8 p e r c e n t n o t e of 11/15/61*

3/ Currently includes
3"7/8 per cent
U-l/lt p e r cent
3-1/1* p e r c e n t
1*
per, cent
3-1/2 per cent

2-5/8
It-5/8
3-3A
3

per
per
per
per

cent
cent
cent
cent

bond
note
bond
bond

t h e f o l l o w i n g b o n d s cue or c a l l a b l e i n t e n y e a r s or more:
of 197U
3 ~ l A t P e r c e n t of
of 1 9 7 5 - 8 5
' 3 - 1 / 2 p e r c e n t of
of. 1 9 7 6 - 8 3
3
p e r c e n t of
1
of 1 9 8 0
•
3 - 1 / 2 p e r c e n t of
of 1 ? 8 0

of
of
of
of

2/15/65
5/15/65
5/15/66
8 / 1 5 / 6 6 b e g i n n i n g August 15

1985
1990
1995
1998

h / 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 b a s i s of a n a s s u m e d 3 P ^ r c e j ^ t 3 2 0 - y e a r b o n d .
GOVHilRMIEHT- FDTAIICE SECTION




I

September 8, 1961