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

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 27, 1969

Sept.
22

Sept.
23

Sept.
24

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

Note:

*

Weekly averages
This
Last
Year
wopkagnft
weak

Sept,
26

7.161
7.362

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months l_/
Issues, due in 3-5
years, 2_/
Bonds, due or callable
in 10 years or more ~i_l
Prices
Bonds, due or callable
in 10 years or more

Sept.
25

7.161
7 -362

7.156
7.329

5.151
5.230

7.14
7.32
7 .38

7.10
7.28
7.36

7.10
7.31
7.36

7.09
7.30
7.36

7.06
7 .33
7.39

7.10
7.31
7.37

7.12
7.34
7.33

5.13
5.24
5.19

7.77

7.78

7.78

7 .81

7.88

7.80

7.76

5.36

7.71

7 . 68

7.70

7.74

7.87

7.74

7.63

5.28

6.35

6.36

6.39

6.42

6.52

6.41

6.31

5.09

62.36

62.28

62.02

61.78

60.98

61.88

62.68

73.96

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 September 28, 1968.

1/

Currently includes the 4 per cent bond of August 15, 1970, and the 6-3/8
per cent note of August 15, 1970.

2/

Currently includes the following notes and bonds:
4
per cent bond of 8/15/73
4-1/8 per cent bond of 2/15/74
4-1/8 per cent bond of 11/15/73
4-1/4 per cent bond of 5/15/74
5-5/8 per cent note of 8/15/74

3/

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

4/

Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

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

September 29, 1969