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 W K&?.'
H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending March 28, 1970

Mar .
23

Mar .
24

Mar .
25

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

6.262
6.183

Market yield:
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,
Prices
Bonds, due or callable
in 10 years or more 4/
Note:

*
l!

Mar .
26

Mar .
27

C
L
0
S
E
D

This
week

Last
week

6.262
6.183

6 .836 5.946
6 . 707 6 .096

6 .16
6.26
6.32

6 . 71
6.60
6.57

5.94
6.06
6.10

Year
aeo*

6. 15
6 .18
6.26

6 .08
6.18
6 .26

6 .15
6 .26
6 . 32

6 .26
6.40
6.42

6 .64

6.58

6 . 56

6.68

6.62

6.88

6. 18

7.15

7.04

7.01

7.10

7.08

7.30

6 .30

6 .38

6 . 36

6 . 30

6.29

6 . 33

6.51

6 .07

61.05

64.75

62 .11

62 .28

62.77

62.85

62.50

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 29, 1969.
Currently includes the 5-3/8 per cent note of February 15, 1971, and the 7-3/4
per cent note of February 15, 1971.

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

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

3/

includes
cent of
cent of
cent of
cent of

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

following notes and bonds:
5/15/73
4-1/4 per cent bond of
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

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

10
of
of
of
of

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

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

t ?' *. -•

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 30, 1970