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FEDERAL
statistical

H. 15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 17, 1966
i
Sept.
12

Sept.
13

Sept.
15

Sept.
14

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market yield:
5.29
3-month bills
6-month bills
5.91
5.85
1-year bills
Other issues, due in
5.84
9-12 months 1J
Issues, due in 3-5
years 2/
5.61
Bonds, due or callable
in 10 years or more 3/ '4.76
Price
Bonds, due or callable
in 10 years or more 4/'77.46
Note:

*

RESERVE

Sept.
16

5.447
5.926

Wee kly ave rages
Year
This
Last
ago*
week
week

5.447
5.926

5.155
5.657

3.887
4.031

5.36
5.85
5.81

5.45
5.89
5.84

5«46
5.93
5.82

5.46
5.95
5.85

5.40
5.91
5.83

5.18
5.70
5.72

3.88
4.04
4.03

5.82

5.85

5.91

5.90

5.86

5.71

4.08

5. 60

5, 66

5.69

5.68

5.65

5.63

4.22

4.76

4.79

4.82

4.82

4.79

4.76

4.25

77.46

77.13

76.80

76.80

77.13

77.40

83.32

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 September 18, 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.

2/

Currently includes
4 per cent bond of
4 per cent bond of
4 per cent bond of

3/

Currently
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 yelds on the basis of an assumed 3 per cent,
20-year bond.

the following note and bonds:
5 per cent note of 11/15/70
10/1/69
5-1/4 per cent note of 5/15/71
2/15/70
4
per cent bond of 8/15/71
8/15/70

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

September 19, 1966