Full text of H.15 Selected Interest Rates : February 6, 1967

View original document

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies. 

FEDERAL
u<.\::::

iH.

H. 15

statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 4, 1967
Jan.
30

Jan.
31

Feb.
1

Yields (per cent per annum)
Auction averaee:
3-inonth 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 callable in
10 years or more 4/

Feb.
2

Feb.
3

4*486
4.460

Weekly Averages
Year
Last
This
ago*
week
week

4.486
4.460

4.680
4.662

4.638
4.740

4.51
4;50
4.42

4.53
4.53
4.46

4.50
4.50
4.48

4.47
4.47
4.45

4.46
4.47
4.45

4.49.
4.49
4.45

4.66
4.65
4.54

4.63
4.75
4.75

4.54

4.54

4.56

4.56

4.54

4.55

4.63

4.86

4.60

4.66

4.67

4.64

4.65

4.64

4.68

4.96

4.34

4.36

4.38

4.37

4.38

4.37

4.39

4.52

82.21

81.97

81.74 81.90

81.67

80.17

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

RESERVE

81.74 81.86

Yields on Treasury bills are computed

As of February 5, 1966.

If

Currently includes the.3-5/8 per cent bond of November 15, 1967 and the 4-7/8
percent note of November 15, 1967.

21

Currently includes the following notes and bonds:
4 per cent bond 2/15/70
5-1/4 per cent note
4 per cmt bond of 8/15/70
4
p e r cent bond
5 per cent note of 11/15/70
3-7/8 per cent bond
5-3/8 per cent note

of
of
of
of

5/15/71
8/15/71
11/15/71
11/15/71

3/

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

y

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
/ 1//
^ e mo-i no
c ,non
4-1/4 per cent of 1987-92
cent of 1980
/
.. * , n „ 0
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

February 6, 1967