View original document

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 SECURITIES YIELDS AND PRICES
Calendar week ending August 19, 1967
Aug.
14

Aug.
15

Aug.
16

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

Note:

*

Aug.
18

4.193
4.791

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 2j
Bonds, due or callable
in 10 years or more 3/
Price
Bonds, due or callable in
10 years or more 4/

Aug.
17

Weekly Averages
Year
This Last
ago*
week week

4.193
4.791

4.174
4.757

5.04!
5.31!

4,16
4.77
5.04

4.18
4.77
4.99

4.21
4; 81
4.99

4.21
4; 79
4.97

4.25
4.86
4.99

4.20
4.80
5.00

4.17
4.79
5.10

5.06
5.37
5.35

5.06

5.01

5.10

5.10

5.10

5.07

5.12

5,57

5.27

5.26

5.27

5.28

5.32

5.28

5.25

5.60

4.96

4.97

4.96

4.96

4.96

4.96

4.95

4.81

75.32

75.21

75.32

75.32

75.32

75.30

75.42

76.96

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 August 20, 1966.

1/

Includes the 3-7/8 per cent bond of May 15, 1968, and the 4-3/4 per cent note
of May 15, 1968, thru August 15th. Beginning August 16th 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
4
per
5
per
5-1/4 per
4
per

includes the
cent bond of
cent note of
cent note 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:
cent of 1978-83
4-1/4 per cent of 1987-92
cent of 1980
4
per cent of 1988-93
cent of 1980
4-1/8 per cent of 1989-94
cent of 1985
3
per cent of 1995
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:
8/15/70 thru Aug. 15th
3-7/8 per
11/15/70
5-3/8 per
5/15/71
4
per
8/15/71
4-3/4 per
4-3/4 per
4
per
beginning

GOVERNMENT FINANCE SECTION. FEDERAL RESERVE ROARD

cent bond of 11/15/71
cent note of 11/15/71
cent bond of 2/15/72
cent note of 2/15/72
cent note of 5/15/72
cent bond of 8/15/72
August 16, 1968.

AuPtiRt 21 . 1967