Full text of H.15 Selected Interest Rates : January 3, 1967

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RESERVE

FEDERAL
statistical

H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 31, 196&v"
Dec.
26

Dec.
27

Dec.
28

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

Dec.
30

Dec.
29

4.747
4.856

Weekly Averages
Year
This
Last
week
week ago*

4.747
4.856

4.842
4.939

4.457
4.655

n

Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1/
Issues, due in 3-5
ysars 2/
Bonds, due or callable
in 10 years or more 3V
Price
Bonds, due or callable
in 10 years or more 4/
Note:

*

0

4.78
4.92
4. 79

4.80
4.92
4.84

4.82
4.92
4.85

4.81
4.92
4.83

4.80
4.92
4.83

4.81
4.93
4.78

4.47
4. 66
4.70

s

4.93

4.91

4.92

4.92

4.92

4.93

4.83

E

4.93

4.83

4.85

4.85

4.86

4.90

4.90

D

4.59

4.54

4.53

4,49

4.54

4.58

4.44

79.90 80.01

80,47

79.93

79.43

81.07

L

i
1
I
i

79.33

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 January 1, 1966.

1/

Currently includes the 3-5/8 per cent bond of November 15, 1967 and the 4-7/8
per cent note of November 15, 1967.

2/

Currently includes
4 per cent bond of
4 per cent bond of
5 per cent note of

the following notes and bonds:
2/15/70
5-1/4 per cent
8/15/70
4
per cent
11/15/70
3-7/8 per cent
5-3/8 per cent

note
bond
bond
note

of
of
of
of

5/15/71
8/15/71
11/15/71
11/15/71

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

4V

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 3, 1967