Full text of H.15 Selected Interest Rates : October 24, 1966

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FEDERAL
statistical

H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 22, 1966
Oct.
17

Oct.
18

Oct,
19

Yields (per cent per annum)
Auction averaee:
3-month bills
6-month bills
Market vield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months If
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

Oct.
20

Oct.
21

5.424
5.651

Weekly Averages
Year
Last
This
week
aep*
week

5.424
5.651

5.471
5.750

4.034
4.214

5;36
5.60
5.48

5.44
5.71
5.56

4.03
4.20
4.16

•

5;39
5.61
5.53

5.38
5;58
5.49

5i40
5; 63
5,48

5;38
5; 62
5.48

5.27
5.57
• 5.42

•

5.60
•

5.38

5.58

5.59

5.58

5.56

5.58

5.59

4.17

5.37

5.40

5.33

5.37

5.42

4.34

4.64

4.71

4.76

4.27

•

5.36

•

•

4.74

4.72

4.72

4.72

.

•

•

78.78 78.03 77.49 83.03
—~_—j
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.
77.68

77.89

77c 89 77.89

As of October 23, 1966

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.

2/

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

4/

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

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 24, 1966