Full text of H.15 Selected Interest Rates : November 21, 1966

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FEDERAL

££Kf«'

(1

RESERVE

statistica

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 19, 1966

H.15

Nov.
14'

Nov.
15

Nov.
16

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

Nov.
17

Nov.
18

5.459!
5.695;

Week Ly Averages
Year
This
Last
ago*
week
week

5.459
5.695

5.432
5.705

4.097
4.259

1

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/
Note:

*

5;41
5; 69
5.57

5; 41
5.65
5.55

5.44
5.65
5.54

5.58

5.44

•

5.59

5.29
5.55
5.50

5.38
5.63
5.53

5;41
5.68
5.58

4.09
4.25
4. 23

5.48

5.46

5.51

5.56

4,28

5.47

5.46

5.47

5.45

4.46

4.77

4.77

4.77

4.73

4.34

•

•

5.48

5; 36
5.61
5.51

5.47

•

5.46
•

4.77

4.76

4.76

•

77.35

77.46

77.46

77.35

•

77.35

77.39

77.82

82. 21

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 November 20, 1965.

1/

Includes the 3-3/4 per cent note of August 15, 1957, the 4-7/8 per cent note of
August 15, 1967, and the 5-1/4 per cent certificate of August 15, 1967 through
November 15. Beginning November 16, 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

3/

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

4/

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

the following
2/15/70
8/15/70
11/15/70

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

and bonds:
per cent note of 5/15/71
cent bond of 8/15/71
per cent bond of 11/15/71 beginning 11/16
per cent note of 11/15/71 beginning 11/16

includes the following
cent of 1978-83
cent of 1980
cent of 1980
cent of 1985
cent of 1990

bonds
4-1/4
4
4-1/8
3
3-1/2

due
per
per
per
per
per

or callable in 10-years or more:
cent of 1987-92
cent of 1988-93
cent of 1989-94
cent of 1995
cent of 1998

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

November 21, 1966