View original document

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

RESERVE

FEDERAL
statistical

H. 15

release

U. S, GOVERNMENT SECURITY YIELDS AND PRICES.
Calendar week ending January 28, 1967

Jan.
23

Jan.
24

Jan.
25

Yields (per cent per annum)
Aucticn average:
3-month bills
6-month bills
Market vield:
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:

*

Jan.
26

Jan.
27

Week! .y averages
Last
Year
This
ago*
week
week
i

4.680
4.662

4.680
4.662

4.716
4.686

4,596
4.69 9

4,68
4,67
4.55

4.69
4.68
4.57

4,70
4,70
4,59

4.64
4.62
4.51

4.59
4.56
4.46

4.66

4.71

4.65
4.54

4.70
4.56

A.57
4,68
4,67

4,65

4.67

4.67

4.60

4.58

4.63

4.64

4,83

4,69

4.74

4.73

4.62

4.60

4.68

4.65

4.92

4,40

4.43

4.42

4.34

4,34

4.39

4.37

4,44

81,16 81,28 82.21 82,21 81,67 81,90 81,05
1
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.
81,51

As of January 29, 1966,

1/

Currently includes the 3-5/8 per cent bond of November 15, 1967 and the 4-7/8
per cent note of November 15, 196 7.

2/

Currently includes the following notes and bonds:
4 per cent of 2/15/70
5-1/4 per cent note
4 per cent tond of 8/15/70
4
per cent bond
5 per cent note of 11/15/70
3-7/8 per cent bond
5-3/8 per cent note

of
of
of
of

5/15/71
8/15/71
11/15/71
11/15/71

3/

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

4/

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 30, 1967