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  1.  
  2.  
  3.  
  4.     YIELDS ON U.S. GOV. BONDS & NOTES -- ADJUSTED FOR CONSTANT MATURITIES*
  5.  
  6.                               FOR 1,2,3 & 5 YEARS
  7.  
  8.  
  9. SOURCE: FEDERAL RESERVE STATISTICAL RELEASE G.13
  10. DATA AVAILABLE IN KIMBERELY: MONTHLY, JAN. 1980 TO AUG. 1989
  11. LAST UPDATE: SEPTEMBER 25, 1989
  12.  
  13. *YIELDS ON TREASURY SECURITIES AT A "CONSTANT MATURITY" ARE ESTIMATED FROM THE
  14. TREASURY'S DAILY YIELD CURVE.  THIS CURVE, WHICH RELATES THE YIELD ON A
  15. SECURITY TO ITS TIME TO MATURITY, IS BASED ON THE CLOSING MARKET BID YIELDS ON
  16. ACTIVELY TRADED TREASURY SECURITIES IN THE OVER-THE-COUNTER MARKET.  THESE
  17. MARKET YIELDS ARE CALCULATUED FROM COMPOSITIES OF QUOTATIONS REPORTED BY FIVE
  18. LEADING U.S. GOVERNMENT SECURITIES DEALERS TO THE FEDERAL RESERVE BANK OF NEW
  19. YORK.  THE CONSTANT YIELD VALUES ARE READ FROM THE YIELD CURVE AT FIXED
  20. MATURITIES, CURRENTLY 1,2,3,4,7,10 AND 30 YEARS.  THIS METHOD PERMITS
  21. ESTIMATION OF THE YIELD FOR A 10-YEAR MATURITY, FOR EXAMPLE, EVEN IF NO
  22. OUTSTANDING SECURITY HAS EXACTLY 10 YEARS REMAINING TO MATURITY.
  23.  
  24.  
  25.                       U.S.GOV. BONDS & NOTES-CONSTANT
  26. MATURITIES
  27.  
  28.                          1-YEAR   2-YEAR   3-YEAR   5-YEAR
  29.     LATEST 3 MONTHES
  30.     6/89                  8.44     8.41     8.37     8.29
  31.     7/89                  7.89     7.82     7.83     7.83
  32.     8/89                  8.19     8.14     8.13     8.09
  33.  
  34.     HISTORICAL DATA
  35.     01/80                12.06    11.50    10.88    10.74
  36.     02/80                13.92    13.42    12.84    12.60
  37.     03/80                15.82    14.88    14.05    13.47
  38.     04/80                13.30    12.50    12.02    11.84
  39.     05/80                 9.39     9.45     9.44     9.95
  40.     06/80                 8.16     8.73     8.91     9.21
  41.     07/80                 8.65     9.03     9.27     9.53
  42.     08/80                10.24    10.53    10.63    10.84
  43.     09/80                11.52    11.57    11.57    11.62
  44.     10/80                12.49    12.09    12.01    11.86
  45.     11/80                14.15    13.51    13.31    12.83
  46.     12/80                14.88    14.08    13.65    13.25
  47.     01/81                14.08    13.26    13.01    12.77
  48.     02/81                14.57    13.92    13.65    13.41
  49.     03/81                13.71    13.57    13.51    13.41
  50.     04/81                14.32    14.15    14.09    13.99
  51.     05/81                16.20    15.46    15.08    14.63
  52.     06/81                14.86    14.51    14.29    13.95
  53.     07/81                15.72    15.35    15.15    14.79
  54.     08/81                16.72    16.28    16.00    15.56
  55.     09/81                16.52    16.46    16.22    15.93
  56.     10/81                15.38    15.54    15.50    15.41
  57.     11/81                12.41    12.88    13.11    13.38
  58.     12/81                12.85    13.29    13.66    13.60
  59.     01/82                14.32    14.57    14.63    14.65
  60.     02/82                14.73    14.82    14.73    14.54
  61.     03/82                13.95    14.19    14.13    13.98
  62.     04/82                13.98    14.20    14.18    14.00
  63.     05/82                13.34    13.78    13.77    13.75
  64.     06/82                14.06    14.47    14.48    14.43
  65.     07/82                13.24    13.80    14.00    14.07
  66.     08/82                11.43    12.32    12.62    13.00
  67.     09/82                10.85    11.78    12.03    12.25
  68.     10/82                 9.32    10.19    10.62    10.80
  69.     11/82                 9.16     9.80     9.98    10.38
  70.     12/82                 8.91     9.66     9.88    10.22
  71.     01/83                 8.62     9.33     9.64    10.03
  72.     02/83                 8.92     9.64     9.91    10.26
  73.     03/83                 9.04     9.66     9.84    10.08
  74.     04/83                 8.98     9.57     9.76    10.02
  75.     05/83                 8.90     9.49     9.66    10.03
  76.     06/83                 9.66    10.18    10.32    10.63
  77.     07/83                10.20    10.69    10.90    11.21
  78.     08/83                10.53    11.07    11.30    11.63
  79.     09/83                10.16    10.79    11.07    11.43
  80.     10/83                 9.80    10.57    10.87    11.28
  81.     11/83                 9.94    10.66    10.96    11.41
  82.     12/83                10.11    10.84    11.13    11.54
  83.     01/84                 9.90    10.64    10.93    11.37
  84.     02/84                10.04    10.79    11.05    11.54
  85.     03/84                10.59    11.31    11.59    12.02
  86.     04/84                10.90    11.69    11.98    12.37
  87.     05/84                11.66    12.47    12.75    13.17
  88.     06/84                12.08    12.91    13.18    13.48
  89.     07/84                12.03    12.88    13.08    13.27
  90.     08/84                11.82    12.43    12.50    12.68
  91.     09/84                11.58    12.20    12.34    12.53
  92.     10/84                10.90    11.60    11.85    12.06
  93.     11/84                 9.82    10.65    10.90    11.33
  94.     12/84                 9.33    10.18    10.56    11.07
  95.     01/85                 9.02     9.93    10.43    10.93
  96.     02/85                 9.29    10.17    10.55    11.13
  97.     03/85                 9.86    10.71    11.05    11.52
  98.     04/85                 9.14    10.09    10.49    11.01
  99.     05/85                 8.46     9.39     9.75    10.34
  100.     06/85                 7.80     8.69     9.05     9.60
  101.     07/85                 7.86     8.77     9.18     9.70
  102.     08/85                 8.05     8.94     9.31     9.81
  103.     09/85                 8.07     8.98     9.37     9.81
  104.     10/85                 8.01     8.86     9.25     9.69
  105.     11/85                 7.88     8.58     8.88     9.28
  106.     12/85                 7.67     8.15     8.40     8.73
  107.     01/86                 7.73     8.14     8.41     8.68
  108.     02/86                 7.61     7.97     8.10     8.34
  109.     03/86                 7.03     7.21     7.30     7.46
  110.     04/86                 6.44     6.70     6.86     7.05
  111.     05/86                 6.65     7.07     7.27     7.52
  112.     06/86                 6.73     7.18     7.41     7.64
  113.     07/86                 6.27     6.67     6.86     7.06
  114.     08/86                 5.93     6.33     6.49     6.80
  115.     09/86                 5.77     6.35     6.62     6.92
  116.     10/86                 5.72     6.28     6.56     6.83
  117.     11/86                 5.80     6.28     6.46     6.75
  118.     12/86                 5.87     6.27     6.43     6.67
  119.     01/87                 5.78     6.23     6.41     6.63
  120.     02/87                 5.96     6.40     6.56     6.79
  121.     03/87                 6.03     6.42     6.58     6.79
  122.     04/87                 6.50     7.02     7.32     7.57
  123.     05/87                 7.00     7.76     8.02     8.26
  124.     06/87                 6.80     7.57     7.82     8.02
  125.     07/87                 6.68     7.44     7.74     8.01
  126.     08/87                 7.03     7.75     8.03     8.32
  127.     09/87                 7.67     8.34     8.67     8.94
  128.     10/87                 7.59     8.40     8.75     9.08
  129.     11/87                 6.96     7.69     7.99     8.35
  130.     12/87                 7.17     7.86     8.13     8.45
  131.     01/88                 6.99     7.63     7.87     8.18
  132.     02/88                 6.64     7.18     7.38     7.71
  133.     03/88                 6.71     7.27     7.50     7.83
  134.     04/88                 7.01     7.59     7.83     8.19
  135.     05/88                 7.40     8.00     8.24     8.58
  136.     06/88                 7.49     8.03     8.22     8.49
  137.     07/88                 7.75     8.28     8.44     8.65
  138.     08/88                 8.17     8.63     8.77     8.94
  139.     09/88                 8.09     8.46     8.57     8.69
  140.     10/88                 8.11     8.35     8.43     8.51
  141.     11/88                 8.48     8.67     8.72     8.79
  142.     12/88                 8.99     9.09     9.11     9.09
  143.     1/89                  9.05     9.18     9.20     9.15
  144.     2/89                  9.25     9.37     9.32     9.27
  145.     3/89                  9.57     9.68     9.61     9.51
  146.     4/89                  9.36     9.45     9.40     9.30
  147.     5/89                  8.98     9.02     8.98     8.91
  148.     6/89                  8.44     8.41     8.37     8.29
  149.     7/89                  7.89     7.82     7.83     7.83
  150.     8/89                  8.19     8.14     8.13     8.09
  151.     9/89
  152.     10/89
  153.     11/89
  154.     12/89
  155.  
  156.