Full text of H.15 Selected Interest Rates : December 26, 1967

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FEDERAL
statistical

release

U. S..GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 23, 1967,

H. 15
.

RESERVE

-

—
Dec.
18

Dec.
19

Dec.
20

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

Dec.
22

Weekly averages
Last
Year
This
ago*
week
week

4.84;
4. 93'

5. 127 4. 941
5. 659 5.493

5. 127
5. 659

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1J
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/

Dec.
21

4.98
.5.44
5.53

4. 96
5.42
5.50

4.97
5.44
5.50

4.91
5.43
5.48

4.96
5.49
5.53

4.96
5.44
5.51

4.96
5.50
5.58

4. 81
4,93
4.78

5.68

5. 66

5.66

5. 68

5.72

5. 68

5. 68

4.93

5.70

5.66

5.64

5. 69

5.73

5.68

5.74

4. 90

5.34

5.33

5.32

5.33

5.36

5.34

5.38

4.58

71.45

71.55

71.65

71.55

71.25

71.49

71.10

79.43
i

Note:

*

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 24, 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 bond of
cent bond of

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

3/

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

of
of
of
of

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

4/ Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

December 26, 1967