Full text of H.15 Selected Interest Rates : July 5, 1967

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H.15

'

U. S. GOVERNMENT SECURITY YIELDS AND.JUICES
Calendar week ending July 1, 196zl
June
26

June
27

June
28

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

*

3.462
3.950

3.572
3.841

4.435
4.610

3.64
4.07
4.60

3.76
4.16
4.64

3.88
4.26
4.75

4.00
4.41
4.82

3.74
4.17
4.63

3.47
3.82
4.35

4.47
4.68
4.86

•

Issues, due in 3~5
years 2/
Bonds, due or callable
in 10 years or more 3/

Note:

Wkek:.y Averages
Year
Last
This
ago*
week
week

•

3 ;44
3.94
4.32

1/

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

June
30

3.462
3.950

Market vield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9«12 monthG

June
29

4.51

4.66

4,73

4.82

4.90

4.72

4.46

4.93

5.12

5.19

5. 18

5.21

5.27

5.19

5.08

5.11

4.95

4.96

4.94

4.94

4.95

4.95

4.93

4.69

75.42

75.32

75.53

75.53

75.42

75.44

75.59

78.27

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 July 2, 1966.

1/

Currently includes the 3-7/8 per cent bond of May 15, 1968, and the 4-3/4 per
cent note of Hay 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

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/

4/

following notes and bonds:
8/15/70
3-7/8
11/15/70
5-3/8
5/15/71
4
8/15/71
4-3/4
4-3/4

per
per
per
per
per

cent
cent
cent
cent
cent

bond
note
bond
note
note

of
of
of
of
of

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

Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD
July 5, 1967