Full text of H.15 Selected Interest Rates : October 3, 1966

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FEDERAL
statistical

H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 1, 1966
Sept.
26

Sept.
27

Sept.
28

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/

Note:

Sept.
29

Sept.
30

5.503
5.804

Wee kly ave rages
Year
This
Last
ago*
week
•week

5.503
5.804

5.586
6.039

3.983
4.133

5.45
5.75
5.83

5.43
5.74
5.80

5.41
5.70
5.80

5.34
5.63
5.75

5.34
5.64
5.76

5.39
5.69
5.79

5.52
5.92
5.90

4.01
4.17
4.19

5.87

5.81

5.75

5.62

5.66

5.74

5.91

4.23

5.59

5.55

5.50

5.36

5.43

5.49

5.69

4.31

4.80

4.78

4.76

4.72

4.74

4.76

4.82

4.29

77.68 77.46

76.76

82.80

Price
Bonds, due or callable
in 10 years or more 4/ 77.02
1

77.24

77.46 77.89

i

Y i e l d s are averages of those computed by the Federal Reserve B a n k of New Y o r k

on the basis of closing bid prices.
a bank discount basis.
*

RESERVE

Yields on Treasury bills are computed on

As of October 2, 1965.

1/

Currently includes the 3-3/4 per cent note of August 15, 1967, the 4-7/8 per
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
4 per cent bond 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 an assumed 3 per cent,
20-year bond.

the following note and bonds:
10/1/69
5 per cent note of 11/15/70
2/15/70
5-1/4 per cent note of 5/15/71
8/15/70
4 per cent bond of 8/15/71

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 3, 1966