Full text of H.15 Selected Interest Rates : January 10, 1967

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FEDERAL

RESERVE

statistical
*'

RE^ •'

H,15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 7, 1967
Jan.
2

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,
9-12 months
Issue, due in
years 2/
Bonds, due or
in 10 years

*

Jan.
4

Jan.
5

Jan.
6

Weekly Averages
Year
Last
This
ago*
week
week

•

-

4.822
4.911

C

4.822
4.911

4.747
4.856

4.532
4.718

L

0
c
b
due in
1/
3-5
callable
or more 3/

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

Jan.
3

4.82
4.92
4.84

4.81
4.90
4.77

4.78
4.86
4.71

4.78
4.86
4.71

4.80
4.88
4.76

4.80
4.92
4.83

4.53
4.70
4.69

4.94

4.93

4.88

4.84

4.90

4.92

4.84

4.89

4.84

4.78

4.78

4.82

4.86

4.93

4.51

4.47

4.44

4.44

4.46

4.54

4.44

80.24

80.70

81.05

81.05

80.76

79.93

81.07

E
T\
U

_________
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 January 8, 1966.

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
3-7/6 per cent
5-3/8 per cent

note
bo&d
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
- .. of
- 1987-92
4-1/4 per cent
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

January 10, 1967