Full text of H.15 Selected Interest Rates : October 17, 1966

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FEDERAL

RESERVE

statistica

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND P
Calendar week ending October 15, 196
Oct.
10

Oct.
11

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

Oct,
12

C

Oct.
13

Oct.
14

5.471
5.750

Weekly averages
Last
This
Year
ago*
week
week

5.471
5.750

5.408
5.67°

4.006
4.180

L
5,48
5.74
5.58

5.44
5,70
5.56

5.44
5.71
5.56

5.36
5.65
5.63

4.00
4.18
4.14

5.59

5.60

5.59

5.61

4.14

5.41

5.42

5.42

5.42

5.39

4.30

4.76

4.76

4.76

4.75

4.76

4.75

4.26

Price
Bonds, due or callable
in 10 years or more 4/ 77.46

77.46

77.46

77.57

77.49

77.53

83.21

Note:

*

5.40
5.71
5.57

5.43
5.69
5.54

5.59

5.57

5.41

0

s
E
D

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 October 16, 1965.

1/

Currently includes the 3-3/4 per cent note of August 15, 1967, the 4-7/8per cent
note of August 15, 1967, and the 5-1/4 per cent certificate of August 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

'+/

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

the following note and bonds:
2/15/70
5-1/4 per cent note of 5/15/71
8/15/70
4 per cent bond of 8/15/71
11/15/70

includes the following bonds due or callable in 10-jb ars 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 o f 1990
3-1/2 per cent of 1998

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 17, 1966