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RESERVE

FEDERAL
statistical

Hi 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 28, 1967

Oct.
23

Oct.
24

Oct.
25

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

Note:

*

Oct.
27

4.597
5.125

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 callable
in 10 years or more 4/

Oct.
26

Weekly averages
Last
Year
This
ago*
week
week

4.597
5.125

4. 676
5. 165

5. 246
5.536

4.58
5.09
5.24

4.57
5. 09
5. 25

4.58
5. 10
5.26

4.54
5.05
5.23

4.53
5.04
5.23

4.56
5.07
5.24

4.61
5.11
5.24

5. 22
5.53
5.44

5.36

5.36

5.37

5.38

5.36

5.37

5.35

5.53

5.56

5.57

5.57

5.58

5.57

5.57

5.55

5.36

5.30

5.30

5.29

5. 28

5.27

5. 29

5.24

4.62

78.96
72.41
.
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.
71.85

71.85

71.95

72.05

72.14

71.97

As of October 29, 1966.

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

_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 cent 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 yields on the basis of an assumed 3 percent,
20-year bond.

following note:: and bonds:
5-3/8
11/15/70
4
2/15/71
4-3/4
5/15/71
4-3/4
8/15/71
4
11/15/71

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per
per

cent
cent
cent
cent
cent

note
bond
note
note
bond

of
of
of
of
of

11/15/71
2/15/72
2/15/72
5/15/72
8/15/72

October 30 , 1967