U.S. Securities Prices

Prices as of 4 p.m. EDT. Source: GovPX Inc.'s Prophesy Treasury Pricing Treasury Bills

Yesterday's Prev. Day's Yesterday's Total (in percent of discount) Bid/Offer Bid/Offer Bid Yield Volume 3M -- 1/6/1999 4.710/705 4.695/690 4.846 1,139 6M -- 4/6/2000 4.905/900 4.810/795 5.108 1,749 1Y -- 9/14/2000 5.035/030 4.970/955 5.306 1,253 Treasury Notes and Bonds

Yesterday's Prev. Day's Yesterday's Total (in points and 32ds) Bid/Offer Bid/Offer Bid Yield Volume 2Y -- 5 due 9/01 99.232/23+ 99.290/292 5.768 5,866 5Y -- 5 1/4 due 8/04 100.080/090 100.232/23+ 5.932 3,479 10Y -- 5 1/2 due 8/09 99.240/25+ 100.150/160 6.031 1,927 30Y -- 5 1/4 due 8/29 99.100/11+ 100.140/ 6.173 228 TOTAL VOLUME $44,872 Plus signs indicate an additional one-64th. Total volume represents the portion of dealer trades executed through GovPX Broker Contributors, in millions of dollars. If no bid is available, the yield shown represents the yield at the last trade. Lehman Brothers Long Treasury Bond Index Price Index Yield Index Total

Yesterday Prev. Day Change Yesterday Prev. Day Change Return Close 1507.82 1519.11 11.29 6.53 6.46 +0.07 7989.92 High 1521.23 -- -- -- -- -- 8060.90 Low 1507.82 -- -- -- -- -- 7989.92 The Lehman Brothers Long Treasury Bond Index represents the weighted average of all publicly held issues with maturities between 10 and 30 years (Dec. 31, 1980 = 1000).

For reprint and licensing requests for this article, click here.
MORE FROM BOND BUYER