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FEDERAL

RESERVE

statistical
H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 3y 1970

Dec.
29

Dec.
30

Dec.
31

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

Jan.
1

C

Weekly • w e rages
Las t
This
Year
uv.ek
week
-S£2*_

Jan.
2

,096
, 101

.096

. 101

7 .804
7 .815

6.199
6.332

L
Market yield:
3-month bil's
6-month bills
1 -year bills
Other issues, due in
9-12 months _1 /
Issues, due in 3-r>
years 2_/
Bonds, due or callable
in 10 years or r r . o r e 3/
Prices
Bonds, due or callable
in 10 years or more 4/
Note:

*

8.08

S

7 .92
7 .96
7 .58

8.02
8.03
7.75

7 .82
7 .82
7.67

6.15
6.32
6.2 4

(3.5 7

E

8.51

8.56

8.44

6.34

8.26

3.23

D

8. 19

8.26

8.10

6.12

7 .03

6.93

6.89

7 .00

6.92

5.74

57 .07 57 .81

58.11

57.33

57 .92

6? . 6 1

8.01

8.09
7 .84

8.05
8 .06
7.79

8.01.

7.78

8.59

8.58

8.36
7 .13

56.34

0

Yields are averages of those computed by the Federal Reserve Bank of New York
on the basis ol closing bid prices. Yields on Treasury bills are computed on
a bank d:.scoun'; basis.

As of January 4, 136 9.

_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

include;; the
cent noire 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
cent of
cent of
cent of
cent of
cent of

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
8/15/73
5-5/8 per
11/15/73
3-7/8 per
2/15/74
5-3/4 per

cent
cent
cent
cent

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

bond
note
bond
note
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 5, 1.970