Full text of H.15 Selected Interest Rates : December 18, 1967

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RESERVE

FEDERAL

15S3hfe-.i

statistical

release

U.S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 16, 1967

H. 15

Dec.
11

Dec.
12

Dec.
13

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

Dec.
14

Dec.
15

4.941
5.493

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 2/

Weekly averages
Last
This
Year
week
week
ago*

4.941
5.493

4.989
5.580

5.048
5.12?

4.90
5.46
5. 62

4.91
5.45
5.56

4.96
5.50
5.55

4.98
5.50
5.56

5.07
5.57
5.59

4.96
5.50
5.58

4.92
5.49
5.64

4.97
5.06
5.01

5.69

5.69

5.66

5.67

5.69

5.68

5. 68

5.10

5.75

5.76

5.70

5.73

5.76

5.74

5.70

5.06

5.38

5.40

5.37

5.36

5.37

5.38

5.38

4.65

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

*

71.06 70.87 71.16 71.25 (71.16 71.10 71.10 78.67
i
1 ,
1
1
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 December 17, 1966.

1/

Currently includes the 3-7/8 per cent bond of Nov, 15, 1968 and the 5-1/4 per
cent note of Nov. 15, 1968.

2/

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

includes the
cent note of
cent note of
cent bono of
cent bone 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
20-year bond.

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

of
of
of
of

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

in the basis of an assumed 3 per cent,

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

December 18, 1967