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*4L RES**H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Ca .endar week ending Ju"Lv 18, 1970
July
13

July
14'

July
15

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

July
16

July
17

6.547
6.644

Wee cly averages
This
Last
Year
week
ago*
week

6 .547 6.642'
6 .6441 6 .656
!

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due i n
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 4/

7.105
7.400

•

6.50
6 .64
6 .64

6.48
6 .59
6 .65

6.49
6.54
6 .66

6.38
6.42
6.57

6.40
6.47
6.60

6 .45
6.53
6.62

6.61
6 .66
6.77

7.00
7.34
7.08

7.00

6 .94

6.92

6.90

6 .94

6 .94

7.14

7.52

7.59

7.57

7.54

7.48

7.55

7.55

7.60

6.95

6 .64

6.62

6.60

6.59

6.58

6.61

6 .56

6 .05

60.03

60.18

60.34

60.42

60.50

60.29

60.69

64.91

Note: 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 July 19, 1969.

1/ Currently includes the 5-1/4 per cent note of May 15, 1971, and the 8 per cent
note of May 15, 1971.
2/ Currently
4
per
8-1/8 per
4-1/8 per
4-1/8 per
4-1/4 per

includes the
cent bond of
cent note of
cent bond of
cent bond of
cent bond of

following notes and bonds:
8/15/73
5-5/8 per cent note of
8/15/73
3-7/8 per cent bond of
11/15/73
5-3/4 per cent note of
2/15/74
5-3/4 per cent note of
5/15/74
6
per cent note of

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

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

10
of
of
of
of

8/15/74
11/15/74
11/15/74
2/15/75
5/15/75

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

'•! Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

July 20, 1970