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
H. 15

l\ S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 22, 1973

Sept
17

Sept

Sept
19

18

Market Yields:
3 - m o n t h bills
6 - m o n t h bills
1-year bills
Other issues, due in
9 - 1 2 months _1 /
Issues, due in 3 - 5
years 2/
B o n d s , due or callable
in 10 years or more 3/
~
Prices
B o n d s , due or callable
in 10 years or more 4/
Note:

Sept
21

Sept
20

Yields (per cent per annum)
Auction Average:
3 - m o n t h bills
6 - m o n t h bills
j

*

release

8.786
8.832 :

8.70
8.79
; 8.27

' 8.68
: 8.58
8.16

8.55
8.57

( 8.81
j
j 7.20
I
'
, 6.49
I
i
j
!
61.22

8.28

8.786
8.832

8.16

8.50
7.99

7.69
8.15
7.90

8.60

8,60

8.52

' 7.11

7.15

!

6.44

6.44

I
I
!
'61.62

W e e k l y average
This
Las t
Year
week
week
ago*

016
921

8.38
8.52

4.633
5.097

8.10

.94
.97
.45

4.66
5.14
5.46

8.41

8.59

.79

5.48

i 7.07

6.99

7.10

.45

6.15

; 6.42

6.36

6.43

.52

5.70

'62.28

161.70
I

61.00

68.01

i

61.62

161.78
!

Yields are a v e r a g e s of those computed by the Federal Reserve Bank of New York
on the basis of c l o s i n g bid prices.
Yields on Treasury b i l l s are computed on
a bank d i s c o u n t b a s i s .

A s of September 23, 1972.

1/

Currently

includes only

2/

Currently includes the following notes:
6 - 1 / 4 per cent of 11/15/76
8
per cent of 2/15/77

3/

Currently
6 - 3 / 8 per
3-1/4 per
6 - 1 / 8 per
3-1/2 per
4 - 1 / 4 per
4
per

includes
cent of
cent of
cent of
cent of
cent of
cent of

4/

Prices derived

the 5-5/8 per cent note of August

15,

1974.

7-3/4 per cent of 8/15/77
6 - 1 / 4 per cent of 2/15/78

the following bonds due or callable
1984
6 - 3 / 4 per
1985
7-1/2 per
1986
4 - 1 / 8 per
1990
3
per
1987-92
7
per
1988-93
3-1/2 per

in 10 years or more:
cent of 1993
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 1993-98
cent of 1998

from average market yields on the basis of an assumed

3 per cent

20-year bond .
GOVERNMENT F I N A N C E S E C T I O N , FEDERAL RESERVE BOARD

September 24, 1973