Full text of H.15 Selected Interest Rates : October 23, 1967

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FEDERAL

RESERVE

s f a fis fica

H. 15

U. S. Government Securities Y i e l d s and/prices
Calendar w e e k ending October 21, 1967

Oct.
17

Oct.
16

Oct.
18

Y i e l d s (per cent per a n n u m )
A u c t i o n average:
3-month bills
6-month bills

Weel-H y a v e r a g e s
This
Last
Year
week
week
ago*

Oct.
20

4.676
5.165

M a r k e t yield:
3-month bills
6-month bills
l~7ear bills
Other issues, due in
9 - 1 2 months iy
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 /

Oct.
19

4.676
5.165

4.564
5.022

5.424
5.651
i
'

,

4.64
5.13
5.24

4.64
5.13
5.24

4.62
5.13
5.23

4.59
5.09
5.23

4.58
5.09
5.24

4.61
5.11
5.24

4.57
5.03
5.19

5.36
5.60
5.48

5.31

5o 36

5.36

5.37

5.36

5.35

5.28

5.58

5.54

5.56

5.55

5.55

5.53

5.55

5.48

5.37

5.29

5,24

5.10

4.71

I

i •

5.17

5.21

5.26

5.29

1

72.41
73.83
78.03
i
!
i
i
1
i
Yields 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 cn a bank discount basis.
73.15

72.75

72.24

71.95

71.95

i

Note:

*

As of October 22, 1966.>

1/

Currently includes the 3 - 3 / 4 per cent bond of August 15, 1968, and
per cent note of A u g u s t 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

3/

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
2 0 - y e a r bond.

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

the following bonds due or callable in 10
1978-83
4 - 1 / 4 per cent
1980
4
per cent
1980
4 - 1 / 8 per cent
1985
3
per cent
1990
3-1/2 per cent

note
bond
note
note
bond

the 4 - 1 / 4

of
of
of
of
of

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

years or more:
of 1987-92
of 1988-93
of 1989-94
of 1995
of 1998

from average m a r k e t y i e l d s on the basis of an assumed 3 per cent,

G O V E R N M E N T F I N A N C E SECTION, F E D E R A L R E S E R V E B O A R D

October 23, 1967