Full text of H.15 Selected Interest Rates : February 20, 1967

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H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICESCalendar week ending February 18, 1967

Feb.
13

Feb.
14

Feb.
15

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/
Issuey, 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:

*

Feb.
16

Feb.
17

4.577
4.581
C
L
0

s
E

Weekly Averages
Year
This, Last
ago*
week
week

4.577
4.581

4.530
4.524

4.695
4,876

4.61
4.66
4.66

4.54
4.54
4.51

4.66
4.90
4.84

4.60
4.61
4.62

4.62
4.65
4.65

4.61
4.67

4.66

4.62
4.71
4.71

4.60

4. 64

4.71

4.74

4.67

4.55

4.94

4.73

4.77

4.76

4.78

4.76

4.67

5,04

4,47

4.50

4.49

4.50

4.49

4.41

4.65

80.70

80.35

80.47

80.35

80.47

81.44

78.69

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 February 19, 1966,

1/

Currently includes the 3-5/8 per cent bond of November 15, 1967, the 4-7/8
per cent note of November 15, 196 7, and the 5-5/8 per cent note of February 15,
1968 beginning February 16th.

y

Currently includes the following notes and(bonds:
4 per cent bond of 2/15/70 thru Feb, 15th
%
4 per cent bond of 8/15/70
3-7/8
5 per cent note of 11/15/70
5-3/8
5-1/4 per cent note of 5/15/71
beginning,^. (4
Feb. 16,(196J/(4-3/4
Currently
3-1/4 per
per
3-1/2 per
3-1/4 per
3-1/2 per

4/

per
per
per
per
per

cent
cent
cent
cent
cent

bond
bond
note
bond
note

of
of
of
of
of

8/15/71
11/15/71
11/15/71
2/15/72)
2/15/72)

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
4-1/8 per cent of 1989-94
cent of 1980
3
per cent of 1995
cent of 1985
cent of 1990
3-1/2 per cent of 1998

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

February 20, 1967