Full text of H.15 Selected Interest Rates : July 24, 1967

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FEDERAL

RESERVE

statistical

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES

H. 15

Calendar week ending

July
17

July

18

July 22, 1967

July
19

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

Note:

*

July

21

4.245
4.745

Market yield:
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 callaUs in
10 year or more 4/

July
20

Weekly Averages
This
Last
Year
ago*
week
week

4.245
4.745

4.285
4.688

4.996
5.095

4.17
4.70
4.84

4.16
4.69
4.82

4.19
4.74
4.85

4.21
4.81
4.92

4.22
4.85
5.03

4.19
4.76
4.89

4.17
4.67
4.84

4.89
4-99
4.96

4.90

4.92

4.94

4.98

5.03

4.95

4.90

5.23

5.10

5.15

5.17

5.19

5.20

5.16

5.14

5.22

4.78

4.82

4.85

4.86

4.87

4.84

4.80

4.75

76.26

76.63

177.00

77.59

77.24

76.80 ! 76.48

76.37

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

July 23, 1966.

1/

Currently includes the 3-7/8 per cent bond of May 15, 1968, and the 4-3/4 per
cent note of May IS, 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:
4-1/4 per cent of 1987-92
cent of 1978-83
4
per ceit of 1988-93
cent of 1980
4-1/8
per cent of 1989-94
cent of 1980
3
per cent of 1995
cent of 1985
3-1/2
per
cent of 1998
cent of 1990

4/

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of
of

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

July 24, 1967