Full text of H.15 Selected Interest Rates : December 26, 1966

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H. 15

U. S. GOVERNMENT SECURITIES YIELDS AND PRICES
Calendar week ending December 24, 1966
Dec,
19

Dec.
20

Dec.
21

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/
Price
Bonds,.due or callaUe in
10 years or more 4/
Note:

*

Dec.
22

Dec.
23

4.842
4.939

Weetcly aver ages
This
Last Year
week
week ago*

4.842
4.939

5.048
5.129

4.505
4.692

4.84
4.96
4.82

4.80
4.93
4.77

4.82
4.93
4.78

4.81
4.92
4.77

4.78
4.91
4.76

4.81
4.93
4.78

4.97
5.06
5.01

4.46
4.65
4.65

4.98

4.94

4.90

4.90

4.91

4.93

5.10

4. 76

4.91

4.90

4.89

4.91

4.90

4.90

5.06

4.82

4. 60

4.57

4.58

4.58

4.58

4.58

4.65

4.43

79.22

79.56

79.45

79.45

79.45

79.43

78.67

81.14

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 December 25, 1965.

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

4/

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

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

December 26, 1966