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FEDERAL

RESERVE

statistica

H.15

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES
Calendar week ending
July
A
3

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

July
4

July 8, 1967

July
5

July
7

4.280
4.716

C

Market vieId:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months JL/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/

July
6

Weekly Averages
Year
Last
This
ago*
week
week

4.280
4.716

3.462
3.950

4.731
4.915

L
4.10
4.50
4.92

4.29
4.69
4.83

4.21
4.62
4.77

4.21
4.65
4.85

4.20
4.62
4.84

3.74
4.17
4.63

4.67
4.82
4.88

5.01

4.95

4. 99

4.99

4.72

5.06

5.22

5.17

5.22

5.22

5.19

5.14

4.93

4.89

4.86

4.88

4.89

4.95

4.72

75.63

76.06

76.37

76.16

76.06

75.44

77.84

0
S

5.00
•

E

5.29
D

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

Mote:

*

Yields are averages of those computed by the Federal Reserve Bank of New York
on the basis of closifig bid prices. Yields on Treasury bills are computed on
a bank discount basis.

As of

July 9, 1966.

1/

Currently includes the 3-7/8 per cent bend of May 15, 1968, and the 4-3/4 per
cent note of May 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
ccnt 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
3-7/8 per cent bond
11/15/70
5-3/8 per cent note
5/15/71
4
per cent bond
8/15/71
4-3/4 per cent note
4-3/4 per cent note

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of
of

11/15/71
11/15/71
2/15/72
2/15/72
5/15/72

July 10, 1967