View original document

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

ERAL

tj-

uJc

/l

•

>.

/C}

<>£

RESERVE

se

0
H.

EOT SECURITY YIELDS AND PRICES
iek ending March 26, 1966
Mar.
21

Mar.
22

Mar.
23

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

Mar.
24

Mar.
25

4.576
4.776

Weekly Averages
Last Year
This
week
week ago*

4.576
4.776

4.718
4.915

3.922
3.984

4.52
4.73
4.74

4.51
4.71
4.73

4.49
4.70
4.68

4.46
4.66
4.68

4.53
4.72
4.78

4.50
4.70
4.72

4.64
4.82
4.82

3.91
3.98
3.99

4.92

4.90

4. 86

4.86

4.92

4. 89

5.01

4.01

4.86 < 4.86

4.82

4.89

4.96

4.88

4.93

4.10

4.58

4.57

4.54

4.56

4.59

4.57

4. 63

4.14

79.45

79.56

79.90

79.68

79.33

79.58

78.89

84.65

u
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 March 27, 1965.
1/

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

2/

Currently includes the following note and bonds:
4 per cent bond of 10/1/69
4 per cent bond of 8/15/70
4 per cent bond of 2/15/70
5 per cent note of 11/15/70

3/

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

March 29, 1966