Full text of H.15 Selected Interest Rates : November 20, 1967

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FEDERAL

SS^e/>

statistical

H. 15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS A N D PRICEfc
Calendar week ending November 18, 1967

t
Nov.
13

Nov.
14

Nov.
15

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

Note:

*

Nov.
17

4.648
5.155

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/

Nov.
16

4.62
5.10

Weekly averages
Year
Last
This
ago*
week
week

4.648
5.155

4.672
5.180

5.459
5.695

5. 29

4. 62
5.11
5.29

4.63
5.15
5.27

4.60
5.09
5.23

4.67
5.13
5.27

4.63
5.12
5.27

4.64
5.13
5.31

5.38
5.63
5.53

5.59

5.55

5.56

5.55

5.54

5.56

5.53

5.51

5.89

5.80

5.76

5.66

5.70

5.76

5.80

' 5.47

5.55

5.51

5.50

5.44

5.46

5.49

5.44

4.77

69.43

69.81

39.90

70.48

70.28

69.98

70.48

77.39

Y i e l d s are averages of those computed by the Federal Reserve Bank of New Y o r k
on the basis of closing bid prices.
Yields on Treasury bills are computed on
a bank discount basis.

As of November 19, 1966.

_1/

Cwfgaitfcly ^includes the 3 - 3 / 4 per cent bond of August 15, 1968, and the 4 - 1 / 4
per cent note of August 15, 1968 thru Nov. 15.
Beginning Nov. 16, 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
per
5 - 3 / 8 per
5-1/4 per
4
per
3-7/8 per

includes the
cent note of
cent note of
cent note of
cent bond of
cent bond of

Zj

Currently
3-1/4 per
4
per
3-1/2 per
3-1/4 per
3-1/2 per

includes
cent of
cent of
cent of
cent of
cent of

4/

Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.

following notes and bonds:
11/15/70 thru 11/15/67
5-3/8
2/15/71
4
5/15/71
4-3/4
8/15/71
4-3/4
11/15/71
4

per
per
per
per
per

cent
cent
cent
cent
cent

note
bond
note
note
bond

of
of
of
of
of

11/15/71
2/15/72
2/15/72
5/15/72
8/15/72

the following bonds due or callable in 10 years or more:
1978-83
4 - 1 / 4 per cent of 1987-92
1980
4
per cent of 1988-93
1980
4 - 1 / 8 per cent of 1989-94
1985
3
per cent of 1995
1990
3-1/2 per cent of 1998

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

November 20, 1967