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RESERVE

FEDERAL
statistical
H.15"

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending May 20, 1967

May
15

May
17

May
16

May
18

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

May
19

3i 628
3.802

Weekly Averages
Last Year
This
ago*
week
week

3.628
3.802

3.671
3.831

3; 626
4.823

.
3; 60
3; 80
3.86

3; 61
3.81
3.88

3; 63
3; 81
3 a 88

3.55
3. 75
3. 86

3.54
3.75
3.86

3.59
3.78
3.87

3. 65
3.83
3.89

4; 63
4; 83
4.86

4,13

4c 14

4.14

4.13

4.14

4.14

4.03

4.84

4.65

4.70

4.70

4.69

4,71

4. 69

4.67

4.90

4.80

4.79

4.75

4.54

77.02

77.11

77.52

79.86

'

4.78

4.80

4.79

4.79

•

•

77.24

77.13

77.02

77.13

Yields are averages of those computed by t le 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 May 21, 1966.
1/

2/

cent note of February 15, 1968, thru May 15, and
G t t S T c r r t l y "includes the 5-5/8 per
of May 15, 1968, and the 4-3/4 per cent
beginning May 16 the 3'•7/8 per cent bond
note of May 15, 1968.
Currently includes the following notes and bonds:
3-7/8 per cent bond of 11/15/71
4
per cent bond of 8/01/70
1
5-3/8 per cent note of 11/15/71
5
per cent note of 11715/70
j
4
per cent bond of 2/15/72
5-1/4 per cent note of 5/1,5/7|
4
per cent bond o: 8/15/71^)
j
4-3/4 per cent note of 2/15/72
—
(
4-3/4 per cent note of 5/15/72
beginning May 16th.
' -

Ti

,

H

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

y

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

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 cent of 1988-93
cent of 1980
4-1/8 per cent of 1989-94
cent of 1980
cent of 1985
3
per cent of 1995
3—1/2 per cent of 1998
cent of 1990

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

May 22, 1967