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