Full text of H.15 Selected Interest Rates : September 25, 1967

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F E D*E R A L
statistical
H. 15

RESERVE

release

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES
Calendar week ending September 23, 1967
Sept.
18

Sept.
19

Sept,
20

Sept.
21

Yields (per cent per annum1)
Auction average:
3-month bills
6-month bills
Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-21 months 1/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/

,

4.490
4.998

4.490
4.998

4.360
4.951

5.586
6,039

4.47
4.98
5.12

4.50
5.00
5.14

4.57
5.06
5.15

4.58
5.07
5.16

4. 60
5.10
5.19

4.54
5.04
5.15

4.37
4.93
5.06

5.52
5.92
5.90

5.22

5.25

5.26

5.30

5.30

5.27

5.16

5.91

5.41

5.45

5.43

5.44

5.45

5.44

5.39

5.69

4.98

5.01

5.00

5.03

5.03

5.01

4.96

4. 82

74.59

74.59

74.80

75.30

76.76

i

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

75.11

74.80

on the basis of closiftg bid prices,
a bank discount basis.
*

1 Weekly Averages
Sept. j
Year
Last
This
22
1
1 week
ago*
week
1

74.90

Yields on Treasury bills are computed on

As of September 24, 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

II

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:
cent of 1978--83
4-1/4 per cent of 1987-92
cent of 1980
per cent of 1988-93
4
cent of 1980
4-1/8 per cent of 1989-94
cent of 1985
per cent of 1995
3
cent of 1990
3-1/2 per cent of 1998

4/

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

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

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

September 25, 1967