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FEDERAL
statistical

RESERVE

release

U. S. G O V E R N M E N T SECURITY YIELDS A N D PRTrrc
C a l e n d a r w e e k ending March 4, 1 9 6 7 /

Feb,

Feb.

Mar,

Mar.

Mar.

11

28

1

2

3

Yields (per cent per annum)
A u c t i o n average:
3 - m o n t h bills
6 - m o n t h bills

4.538
4.534

Weekly Averages
This
Last
Year
, week
week
ago*

4.583
4.534

4.621
4.694

4.661
4.861

Market y i e l d :

3-raonth bills
6 - m o n t h bills
1-year bills
Other issues, due in
9 - 1 2 months JL/
Issues, due in 3-5
years 2/
Bonds, due or c a l l a b l e
in 10 years or more 3/
Pr ice
Bonds, due or callable
10 years or m o r e 4/
Note:

*

4.54
4.55
4.53

4.56
4.57
4.54

4.45
4.45
4.44

4.41
4.42
4.40

4.37
4.38
4.35

4.47
4.47
4.45

4.61
4.69
4. 68

4.62
4.81
4.91

4.72

4.70

4.71

4.64

4.63

4.68

4.76

5.00

4.77

4.77

4.68

4.64

4.62

4.70

4.80

5.03

4.56

4.56

4.52

4.50

4.49

4.53

4.55

4.71

79.79

79.79

80.13

80.35

8 0 47

80,11

79.79

77.96

in

Yields are averages of those computed by tHe Federal Reserve Bank of New Y o r k
o n the basis of closing bid p r i c e s . Yields on Treasury bills are computed on
a b a n k discount b a s i s .

A s of M a r c h 5, 1966.

_1/

Currently includes the 3 - 5 / 8 per cent bond of N o v e m b e r 15, 1967, the 4 - 7 / 8 per
cent note of N o v e m b e r 15, 1967 thru February 28, and the 5 - 5 / 8 per cent note of
February 15, 1968,

2/

Currently
4
per
5
per
5 - 1 / 4 per
4
per

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

3/

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

includes
cent of
cent of
cent of
cent of
cent of

4/

Prices derived
20-year bond.

following notes and bonds:
8/15/70
3-7/8 per cent bond
11/15/70
5 - 3 / 8 per cent note
5/15/71
4
per cent bond
8/15/71
4-3/4 per cent note

the following bonds due or callable in
1978-83
4 - 1 / 4 per cent
1980
4
per cent
1980
4 - 1 / 8 per cent
1985
3
per cent
1990
3-1/2 per cent

of
of
of
of

11/15/71
11/15/71
2/15/72
2/15/72

10-years or more:
of 1987-92
of 1988-93
of 1989-94
of 1995
of 1998

from average market fields on the basis of an assumed 3 per cent,

G O V E R N M E N T F I N ANCE SECTION, F E D E R A L R E S E R V E BOARD

March 6, 1967