Full text of H.15 Selected Interest Rates : July 18, 1966

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

FEDERAL
statistica

H.15

s e

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending July 16, 1966
July

11

July
12

July
13

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/
Note:

*

RESERVE

July
14

July
15

4.876
4.999

Weekly averages
Last
This
Year
week
week
ago*

4.876
4.999

4.731
4.915

3.883
3.933

4.74
4.94
4.95

4.80
4.96
4.96

4.88
4.99
4.94

4.92
5.03
5.00

4.93
5.06
5.04

4.85
5.00
4.98

4.67
4. 82
4.88

3.86
3.92
3.91

5.17

5.17

5.21

5.23

5.27

5.21

5.06

3.95

5.23

5.22

5. 23

5.25

5.25

5.24

5.14

4.10

4.77

4.78

4.79

4.79

4.79

4.78

4. 72

4.15

77.35

77.24

77.13

77.13

77.13

77.20

77.84

84.50

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 July 17, 1965.

1/

Currently includes the 4-1/4 per cent note of May 15, 1967.

2/

Currently includes the following note and bonds:
4 per cent bond of 10/1/69
4 per cent bond of 8/15/70
4 per cent bond of 2/15/70
5 per cent note of 11/15/70

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 feasis of an assumed 3 per cent,
20-year bond.

includes
cent of
cent of
cent of
cent of
cent of

the following bonds due or callable in 10-years or more;
1978-83
4-1/4 per cent of 1987-92
1980
4
per cent of 1988-93
1980
4-1/8 per cent of 1989-94
1985
3
per cent of 1995
1990
3-1/2 per cent of 1998

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

July 18, 1966.