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FEDERAL
statistical

H.15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRTrn-"
Calendar week ending June 10, 1967

June
5

June
6

June
7

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

Note:

*

June
9

3.386
3.758

Market vield:
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 _3/
Price
Bonds, due or callable in
10 years or more 4/

June
8

Week" .V Averages
Last Year
This
week ago*
week

3.386
3.758

3.477
3.733

4.57:
4.74 C

•

3.37
3.76
3.85

3.39
3.76
3.86

3;41
3; 76
3.88

3;43
3.78
3.94

3.45
3.80
3.97

3.41
3.77
3.90

3.43
3.74
3.84

4.57
4.7?
4.84

4.15

4.15

4.16

4.17

4.21

4.17

4.12

4.98

4.71

4.71

4.72

4.75

4.79

4.74

4^66

5.02

4.76

4.75

4.75

4.77

4.78

4.76

4.74

4.63

77.46

77.57

77.57

77.35

77.24

77.44

77.73

78.85

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 June 11, 1966.

1/

Currently includes the 3-7/8 per cent bond 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
cent 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
3per 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

June 12, 1967