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FEDERAL

RESERVE

statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 2, 1972

Aug.
28

Aug.
29

Aug.
30

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

4.332
4.818

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months \!
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:

=v~~
Weekly averages
Sept.
This
Last
Year
1
we.pk
week
a on*

Aug.
31

4.332
4.818

4.058
4.623

4.549
4.771

4.26
4.77
5.24

4.40
4.85
5.27

4.55
4.97
5.30

4.55
4.97
5.30

4.54
4.95
5.29

4.46
4.90
5.28

4.11
4.68
5.00

4.47
4.79
5.13

5.30

5.35

5.44

5.41

5.41

5.38

5.05

5.20

6.08

6 .09

6 .13

6.12

6.11

6.11

5.94

5.89

5.59

5.60

5.64

5.63

5.63

5.62

5.56

5.58

69.05

68.96

68.58

68.68

68.68

68.79

69.32

69.13

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 4, 1971.
/>

'

1/

Currently includes the 4 per cent bond of Aug. 15, 1973, and the 8-1/8 per cent
note of Aug. 15, 1973.

2/

Currently
7
per
6-1/4 per
5-7/8 per
6-1/2 per

includes
cent of
cent of
cent of
cent of

the following notes:
11/15/75
2/15/76
2/15/76
5/15/76

cent
cent
cent
cent.
cent

of
of
of
of
of

5/15/76
8/15/76
11/15/76
2/15/77
8/15/77

3/

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

includes
cent of
cent of
cent of
cent of
cent of

the following bonds due or callable in
per cent
4
1984
4- 1/8 per cent
1985
per cent
3
1986
3- 1/2 per cent
1990
1987-92

10
of
of
of
of

years or more
1988-93
1989-94
1995
1998

4/

Prices derived
20-year bond.

5-3/4
7- 1/2
6- 1/4
8
7- 3/4

per
per
per
per
per

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

September 5, 1972