View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

FEDERAL
statistical

RESERVE

release
CORRECTED COPY

U. S. GOVERNMENT SECURITIES YIELDS AND"PRICES

H. 15

Calendar week ending October 14, 1967

Oct.
9

Oct.
10

Oct.
11

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

Oct,I Oct.
13
12
I
1

Weekly averages
This i Last
Year
week
week : ago*

t

4.564
5.022

4.564
5.022

4.514 5.471c
5.089 5.750c

4.61
5.08
5.20

4.57
5.03
5.19

4.47
5.04
5.16

5.44 c
5.71 c
5.56 c

5.30

5.28

5.27

5.59 c

5.50

5.48

5.44

5.42 c

5.14

5.10

5.04

4.76 c

c
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/

4.52
4.99
5.18

4.54
5.02
5.19

4.60
5.05
5.20

5.26

5.27

5.30

5.45

5.48

5.49

L

]

0
S

5.09

5.07

5.11

i

E

JJ

T\

Price
Bonds, due or callable in
10 years or more 4/
Note:

*

74.17

1.

j

73.96

73.75

1

i

!73.44

73.83

74.46 77.49 c

i

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 October 15, 1966, c-corrected.

1/

Currently includes the 3-3/4 per cent bond of August 15, 1968, and the 4-1/4
per cent note of August 15, 1968.

2/

Currently
5
per
5-3/8 per
5-1/4 per
4
per
3-7/8 per

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

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

4/

following notes and bonds:
5-3/8 per cent note of 11/15/71
11/15/70
per cent bond of 2/15/72
4
2/15/71
5/15/71
4-3/4 per cent note of 2/15/72
8/15/71
4-•3/4 per cent note of 5/15/72
per cent bond of 8/15/72
4
11/15/71

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 19, 196 7