Full text of H.15 Selected Interest Rates : May 22, 1967
The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
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