Full text of H.15 Selected Interest Rates : August 28, 1967

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FEDERAL

RESERVE

statistical

H.15

U . S . GOVERNMENT SECURITIES YIELDS A N D PRICES
Calendar w e e k ending A u g u s t 26, 1967

Aug.
21

Aug.
22

Aug.
23

Yields (per cent per annum)
Auction Average:
3-month bills
" 6 - m o n t h bills

Week" .y A v e r a g e s
Year
Last
This
ago*
week
week

4.336
4.922

4.193
4.791

5JD20
5.410

•

4.29
4.91
5.00

4.31
4.91
5.02

4.39
4.97
5.04

4.37
4.95
5.02

4.40
4.96
5.07

4.35
4.94
5.03

4.20
4.80
5.00

5.01
5.40
5.58

5.10

5.09

5.11

5,14

5.14

5.12

5.07

5.71

5.34

5.35

5.37

5.35

5.35

5.35

5.28

5.79

4.96

4.96

4.98

4.98

4.98

4.97

4.96

4.87

75.32

75.32

75.11

75.11

75.11

75.19

75.30

76,29

on the basis of closing bid p r i c e s .
a b a n k discount b a s i s .
*

Aug.
25

4.336
4.922

Market y i e l d :
3 - m o n t h bills
6 - m o n t h bills
1-year bills
Other issues, due in
9*12 months 1/
Issues, d u e in 3-5
years 2/
Bonis, due or callable
in 10 years or more 3-/
Price
Bonds, due or callable in
10 years or more 4/

Aug.
24

1

Yields o n Treasury bills are computed o n

A s of A u g u s t 27, 1966.

1/

Currently includes the 3 - 3 / 4 per cent bond of A u g u s t 15, 1968, and the 4 - 1 / 4
per cent note of A u g u s t 15, 1968.

2/

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

includes the
cent note of
cent note of
cent bond o f
cent bond of

following notes and b o n d s :
11/15/70
4
5/15/71
4-3/4
8/15/71
4-3/4
11/15/71
4

per
per
per
per

cent
cent
cent
cent

bond
note
note
bond

of
of
of
of

2/15/72
2/15/72
5/15/72
8/15/72

5 - 3 / 8 per cent note of 11/15/71
3/

Currently
3 - 1 / 4 per
4
per
3 - 1 / 2 per
3 - 1 / 4 per
3 - 1 / 2 per

includes the following b o n d s d u e or c a l l a b l e in 10 years or m o r e :
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 a v e r a g e m a r k e t yields on the b a s i s of an assumed 3 per cent,

20-year b o n d .
G O V E R N M E N T F I N A N C E S E C T I O N , FEDERAL R E S E R V E BOARD

August 28; 1967