Full text of H.15 Selected Interest Rates : January 16, 1967

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FEDERAL
lllfl
' • • f*<AL

RESERVE

statistica
'

H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 14, 1967
Jan.
9

Jan.
10

Jan.
11

Yields (per cent per annum) !
Auction average:
1
3-month bills
!
6-month bills
Market yield:
3-month bills
4.79
6-month bills
4.88
1-year bills
4.72
Other issues, due in
9-12 months 1/
4.86
Issues, due in 3-5
i
years 2/
i 4.84
Bonds, due or callable in
10 year® or -more 3/
| 4.47

Jan.
12

Jan.
13

4.818
4.890

4.83
4.90
4.74

4.79
4.82
4,64

4.83
4.83
4.64

4.79
4.78
4.60

Weekly Averages
This
Last
Year
ago*
week
week

4.818
4.890

4.822
4*911

4.585
4.737

4.81
4.84
4.67

4.80
4.88
4.76

4.59
4.73
4.70

•

4.85

4.71

4.70

4.68

4.76

4.90

4.83

4.84

4.71

4.72

4.67

4.76

4.82

4.86

4.46

4.36

4.38

4.35

4.40

4.46

4.42

80.81

81.97

81.74

82.09

81.46

80.76

81.32

!

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

*

80.70

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 15, 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 note
8/15/70
4
per cent bond
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
4
per
3-1/2 per
3-1/4 per
3-1/2 per

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

4/

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 16, 1967