Full text of H.15 Selected Interest Rates : September 18, 1967

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F E D E R A L
statistical

R E S E R V E

release

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES

H. 15

Calendar week ending September 16, 1967

Sept. Sept.
11
12

Sept,
13

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

Sept.
15

Week .y Averages
Year
Last
This
.. wpolr week __agn*..
i

4.360
4.951

Market Yield:
3-month bills
4.34
6-month bills
4.93
1-year bills
'5.09
Other issues, due in
9-12 months 1/
5.16
Issues, due in 3-5
years 2/
5.38
Jkmds, due or callable
in 10 years or more 3j 4.96
Price
Bonds, due or callable in
10 years or more 4/
75,32
Note:

Sept,
14

4.360
4,951

5.447
5.926

4.324
4.765

4.34
4.93
5.06

4.36
4; 91
5.02

4.39
4.93
5.05

4.40
4.94
5.07

4.37 - 4.31
4,82
4.93
5.05
5.06

5.40
5.91
5.83

5.18

5.16

5.18

5.14

5.16

5,13

5.86

5.40

5.38

5,39

5.40

5.39

5.32

5ยป65

4.96

4.95

4.96

4.98

4.96

4.93

4. 79

[75.32

75.42

75.32

75.11

75.30

75.66

77.13

Yields are averages of those computed by
York on the basis of closing bid prices,
computed on a bank discount basis.

Yields on Treasury bills are

As of September 17, 1966.

1/

Currently includes the 3-3/4 per cent bond of August 15, 1968, and the 4-1/4
per cent note of August 15, 1968.

2/

Currently
5
per
5-3/8 per
5-1/4 per
4
per
3-7/8 per

3/

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

Currently includes
3-1/4 per cent of
per cent of
3-1/2 per cent of
3-1/4 per cent of
3-1/2 per cent of

following notes and bonds:
11/15/70
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
3-1/2
per cent of 1998
1990

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

September 18, 1967