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RE S E R V E

FEDERAL
statistical
1

'' • ft-u

release

•'

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND^BJjCES
Calendar week ending May 13, 1967C

May
8

May
9

May
10

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

Note:

*

May
12

/ Weekly Averages
Last Year
This
week ago*
week

•

3 i 770 f4.63
3.907 4.81

3.671
3.831

3; 671
3.831

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 3/
Price
Bonds, due or callable in
10 years or more 4/

May
11

,

•

3.65
3.83
3.88

3; 65
3.32
3. 88

3; 67
3.84
3.90

3; 65
3.84
3.89

3.65
3.83
3. 88

3.65
3.83
3.89

3.72
3. 86
3.91

4; 60
4. 79
4. 82

4.04

4.04

4.03

4.01

4. 05

4.03

4.03

4.90

4.71

4.72

4.69

4.64

4.61

4.67

4.62

4.88

4.72

4.76

4. 77

4.76

4.76

4. 75

4.67

4.54

77.52 78.49 79.86
i
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.
77.89

77.46

77.35

77.46

77.46

As of May 14, 1966,

1/

Currently includes the 5-5/8 per cent note of February 15, 1968.

2,/

Currently
4
per
5
per
5-1/4 per
4
per

includes the
cent bond of
cent note of
cent note o£
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
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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of

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

May 15, 1967