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FEDERAL

RESERVE

statistical
H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 10, 1970

Jan.
5

Jan.
6

Jan.
-ยป
/

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

7 .960
7.991

8.096
8.101

6.227
6.365

7.91
7 .99
7 .57

7 .92
7.96
7 .57

7 .90
7.907.57..

7.91
7.91
7 .58

7.89
7 .89
7.59

7.91
7.93
7.58

8.02
8.03
7 .75

6.17
6.35
6.11

8.48

8.41

8.38

8.33

8.18

8.36

8.56

6.37

8.20

8.24

8.27

8.20

8.14

8.21

8.26

6.18

6.91

6.97

6.98

6.93

6.83

6.92

7.00

5.78

57.96

57 .51

57.44

57.81

58.56

57 .86

57 .33

67 .30

on the basis of closing bid prices,
a bank discount basis.
*

Weekly averages
This
Last
Year
ago*
week
week

Jan.
9

7.960
7.991

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months l_/
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 4/

Jan.
8

Yields on Treasury bills are computed on

As of January 11, 1969.

_1/

Currently includes the 5 per cent note of November 15, 1970.

2_/

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

includes the
cent note of
cent bond 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
4
per cent
cent of 1980
4-1/8 per cent
cent of 1980
3
per cent
cent of 1985
3-1/2 per cent
cent of 1990
cent of 1987-92

4/

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

following notes and bonds:
5/15/73
4-1/4 per cent bond
8/15/73
5-5/8 per cent note
11/15/73
3-7/8 per cent bond
2/15/74
5-3/4 per cent note

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

of
of
of
of

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

years or more
1988-93
1989-94
1995
1998

January 12, 1970