Full text of H.15 Selected Interest Rates : January 23, 1967

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RESERVE

FEDERAL
s t a t i s t ! col

H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 21, 1967

Jan.
16

Jan.
17

Jan.
18

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 callable in
10 years or more 4/

Jan.
19

Jan.
20

4.716
4.686

Weekly Averages
Year
Last
This
ago*
week
week

4.716
4.686

4.818 4.673
.4;890 4.770

4.72
4.69
4.55

4.70
4.69
4.54

4.70
4.69
4.54

4.72
4.71
4.57

4.71
4.70
4.59

4.71
4.70
4.56

4.81
4.84
4.67

4.61
4.73
4.70

4.64

4.62

4.62

4,65

4.65

4,64

4.76

4.83

4.61

4.61

4.64

4.70

4.71

4.65

4.76

4.86

4.34

4.35

4.36

4.38

4.40

4.37

4.40

4.42

82.21

82.09

81.97

81.74

81.51

81.90

81.46 81.32

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

As of

Yields on Treasury bills are computed on

January 22, 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 23, 1967