View original document

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

FEDERAL

RESERVE

statistical

release

f*AL

H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 20, 1969

Dec.

Dec.

Dec.

Dec .

Dfec .

15

16

17

18

19

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

7.920
7.992

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/
Prices
Bonds, due or callable
in 10 years or more 2/
Note:

*

7.702
7.803

5.966
6 .017

7.91
7.92
7.59

7.92
7.93
7.62

7.88
7.87
7.64

7.79
7. 79
7.62

7.88
7.89
7.61

7.81
7.92
7.61

6 .03
6.11
5.97

8.34

8.35

8.36

8.42

8.40

8.37

8.32

6.01

8.01

8.07

8.09

8.10

8.04

8.06

7.95

6.05

6.77

6 .83

6.86

6.89

6 .87

6.84

6 .73

5.66

59.02

58.56

58.33

58.11

58.26

58.46

59.35

68.44

Yields are averages of those computed by the Federal Reserve Bank of New York
on the basis of closing bid pricep. Yields on Treasury bills are computed on
a bank discount basis.

As of December 21, 1968.
Currently includes the 5 per cent note of November 15, 1970.

2/

Currently
7-3/4 per
4
per
4-1/8 per

4/

7.920
7.992

7.92
7.93
7.60

1/

3/

Weekly averages
This
Last
Year
week
week
ago*

includes the
cent note of
cent bond of
cent bond of

following notes and bonds:
5/15/73
4-1/8 per cent
8/15/73
4-1/4 per cent
11/15/73
5-5/8 per cent
3-7/8 per cent
5-3/4 per cent

Currently includes the following bonds due
4
per cent of 1980
3-1/2 per cent, of 1980
3-1/4 per cent of 1985
3-1/2 per cent of 1990
4-1/4 per cent of 1987-92
Prices derived from average market yields
cent, 20-year bond.

or callable in
4
per cent
4-1/8 per cent
3
per cent
3-1/2 per cent

bond
bond
note
bond
note
10
of
of
of
of

of
of
of
of
of

2/15/74
5/15/74
8/15/74
11/15/74
11/15/74

years or more:
1988-93
1989-94
1995
1998

on the basis of an assumed 3 per

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

December 22, 1969