View original document

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

.v-obfcoij,-..
5s /
SvV_

FEDERAL

RESERVE

statistical
• • f«AL

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending May 16, 1970

H. 15

May
11

May
12

May
13

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

Prices
Bonds, due or callable
in 10 years or more 3/
*

M

*• W

W

V 1M* A- u ^ W L-*

Weekly averages
This
Last
Year
week
week
ago*

May
15

V 4.

6.994
7.202

7.184
7.493

6.08<
6.19

6.74
7.00
7.18

6.83
6.99
7.10

6.82
7.02
7.09

6.76
7.01
7.13

6.76
6.97
7.14

6.78
7.00
7.13

6.80
6.93
7.06

6.07
6.19
6.13

7 .62

7.64

7.64

7.65

7.62

7.63

7.65

6.23

7.98

7.98

7.98

8.01

7.96

7.98

7.96

6.30

6.80

6.84

6.84

6.85

6.82

6.83

6.85r

5.77

58.79

58.49

58.49

58.41

58.64

58.56

W M W

V W I U p V* W V- \-4

on the basis of closing bid prices.
a bank discount basis.
*

May
14

6.994
7.202

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/

Note:

release

•

J

^ ^

^ U ^

i V \w- kj

^ V V*

1

58.41r 67.41

-* U i & AX

W A.

4.1 ^ W

^ ^

^

Yields on Treasury bills are computed on

As of May 17, 1969.

1/

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/

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 10 years or more:
cent of 1980
4
per cent of 1988-93
cent of 1985
4-1/8 per cent of 1989-94
cent of 1990
3
per cent of 1995
cent of 1987-92
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.

following notes and
5/15/73
8/15/73
8/15/73
11/15/73
-A'
2/15/74

bonds:
4-1/4 per
5-5/8 per
3-7/8 per
5-3/8 per
5-3/4 per

cent
cent
cent
cent
cent

bond
note
bond
note
note

of
of
of
of
of

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

r--revised
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

May 19, 1970