View original document

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

FEDERAL
statistical

H.15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AMD PRICE&Calendar week ending March 29, 1969
Mar.
24

Mar.
25

Mar.
26

Yields (per cent per annum)
Auction average:
2-month bills
6-month bills

Note:

Wee'd y ave ages
Last
This
Year
ago*
week
week

Mar.
28

•

5.946
6.096

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/
P rice
Bonds, due or callable
in 10 years or more 4/

Mar.
27

5.946
6.096

6.108
6.221

5.186
5.301

5.91
6.04
6.11

5.91
6.04
6.03

5. 94
6.07
6.07

5.94
6.07
6. 10

5. 99
6.10
6. 16

5.94
6.06
6. 10

6.00
6.16
6. 17

5. 14
5. 32
5.41

6.20

6.16

6.17

6.19

6. 19

6.18

6.19,

5.55

6.28

6.32

6.31

6.31

6.28

6.30

6. 34

5.77

6.03

6. 06

6.09

6.09

6.06

6.07

6.11

5.42

65.07

64.80

64.55

64.55

64.80

64.75

64.34

70.67

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.

As of March 30, 1968.
JL/

Currently includes the 4 per cent bond of February 15, 1970.

2/

Currently
4-3/4 per
4
per
4
per

includes the
cent note of
cent bond of
cent bond of

_3/

Currently
4
per
3-1/2 per
3-1/4 per
3-1/2 per
4-1/4 per

includes the following bonds due or callable in
cent of 1980
4
per cent
cent of 1980
4-1/8 per cent
cent of 1985
3
per cent
cent of 1990
3-1/2 per cent
cent of 1987-92

/

following notes and bonds:
5/15/72
4-1/8 per cent bond of 11/15/73
8/15/72
4-1/8 per cent bond of 2/15/74
8/15/73
10
of
of
of
of

years or mo.:e:
1988-93
1989-94
1995
1998

Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

April 1, 1969