Full text of H.15 Selected Interest Rates : November 14, 1966

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FEDERAL
statistica

H.15

RESERVE

se

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 12, 1966
f

Nov.
7

Nov.
n
L>

Nov.
9

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/

Nov,
10

I
5.432
5.705

5.37
5.68
5.59

c

5.42
5.65
5.56

5; 45
5.70
5.59

5.55

5.58

5.43

5.47

S
4.70

4.045
4.221

5.41
5.68
5.58

5.29
5.57
5.53

4.06
4.23
4.24

5.56

5.48

4.28

5.45

5.39

4.48

4.73

4.67

4.35

77.82

78.47

82.09

S
4.72

4.76
E
D

D
70.11

5.234
5.513

0

0
5.44

C

5.432
5.705

L

L
5.55

.

77.89 77.46
.-J

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

Weekly Averages
This
Last
Year
week
week
ago*
!

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

Nov.
11

Yields on Treasury bills are computed on

As of November 13, 1965.

1/

Currently includes the 3-3/4 per cent note of August 15, 1967, the 4-7/8 per
cent note of August 15, 1967, and the 5-1/4 per cent certificate of August 15,
1967.

2J

Currently includes
4 per cent bond of
4 per cent bond of
5 per cent note of

3/

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

>
N

4/

the following notes and bonds:
2/15/70
5-1/4 per cent note of 5/15/71
8/15/70
4 per cent bond of 8/15/71
11/15/70

includes the folkraing 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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

November 14, 1966