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FEDERAL
statistical

H. 15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 25, 19
Feb.
20

Feb.
21

Feb.
22

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

Feb.
23

Feb.
24

4.621
4.694

Weekly Averages
This
Last
Year
week
week
ago*

4.621
4.694

4.577
4.581

4.696
4.892

C
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/
Price
Bonds, due or callable in
10 years or more 4/
Note:

-*

4.60
4.71
4.72

4.62
4.69
4.68

L
0

4.64
4.71
4.69

4.59
4.64
4.61

4.61
4.69
4.68

4.61
4.66
4.66

4.66
4.87
4.86

s
4.76

4.76

E

4.78

4.73

4.76

4.67

4.98

4.79

4.80

D

4.82

4.78

4.80

4.76

5.04

4.52

4.55

4.57

4.56

4.55

4.49

4.66

80.13

79.79

79.56

79.68

79.79

80.47

78.50

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 February 26, 1966.

1/

Currently includes the 3-5/8 per cent bond of November 15, 1967, the 4-7/8
per cent note of November 15, 1967, and the 5-5/8 per cent note of February 15,
1968.

2/

Currently includes the following notes and bonds:
4 per cent bond of 8/15/70
3-7/8 per cent bond
5 per cent note of 11/15/70
5-3/8 per cent note
5-1/4 per cent note of 5/15/71
4
per cent bond
4
per cent bond of 8/15/71
4-3/4 per cent note

of
of
of
of

11/15/71
11/15/71
2/15/72
2/15/72

3/

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

includes the following bonds due or callable in 10-years or more:
cent of 1978-83
4-1/4 per cent of 1987-92
cent of 1980
4
per cent of 1988-93
cent of 1980
4-1/8 per cent of 1989-94
cent of 1985
3
per cent of 1995
cent of 1990
3-1/2 per cent of 1998

4/

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

February 27, 1967