Full text of H.15 Selected Interest Rates : August 8, 1967

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RESERVE

FEDERAL
III
H. 15

statistical

release

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES
Calendar week ending August 5, 1967

July
31

Aug.
1

Aug,
2

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

Note:

*

Aug.
4

4.182
4.638

Market vieId:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/
Price
Bonds, due or callable in
10 years or more 4/

Aug.
3

tfeek Avera ?es
Last
Year
This
ago*
week
week

4.182
4.638

4^423
5.044

4J834
49 69

4.12
4.60
4.87

4.12
4.62
4.94

4;18
4.69
4.98

4.15
4.68
4.99

4.19
4.75
5.05

4.15
4.67
4.97

4;24
4i82
5.00

4.81
4.99
5.04

5.01

5.06

5.06

5.06

5.07

5.05

5.06

5.27

5.09

5.15

5.19

5.15

5.21

5.16

5.18

5,32

4.90

4.90

4.92

4.90

4.93

4.91

4.90

4.73

75.95

75.95

75.74

75.95

75.63

75.84

75.91

77.77

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 August 6, 1966,

JL/

Currently includes the 3-7/8 per cent bond of May 15, 1968, and the 4-3/4 per
cent note of May 15, 1968,

2/

Currently
4
per
5
per
5-1/4 per
4
per

includes the
cent bond of
cent note of
cent note of
cent bond of

3/

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

includes the following bonds due or callable in 10 years or more:
cent of 1978-83
4-1/4 per cent of 1987-92
cent of 1980
4
per cent of 1988-93
cent of 1980
4-1/8 per cent of 1989-94
cent of 1985
3
per cent of 1995
cent of 1990
3-1/2 per cent of 1998

4/

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

following notes and bonds:
8/15/70
3-7/8 per cent bond
11/15/70
5-3/8 per cent note
5/15/71
4
per cent bond
8/15/71
4-3/4 per cent note
4-3/4 per cent note

GOVERNMENT FINANCE SECT KIN, FEDERAL RESERVE BOARD

of
of
of
of
of

11/15/71
11/15/71
2/15/72
2/15/72
5/15/72

August 8, 1967