Full text of H.15 Selected Interest Rates : September 26, 1966

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FEDERAL
statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 24, 1966

H.15

Sept.
19

Sept.
20

Sept.
21

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
year8 2/
Bonds, due or callable
in 10 years or mcr e 3/
Price
Bonds, due or callable
in 10 years or more 4/
Note:

*

RESERVE

Sept.
22

Sept.
23

5.586
6.039

Week .y averages
Last
This
Year
week
ago*
week

5.586
6.039

5; 547 3.905
5.926 4.C69

•

5.47
5.98
5.89

5.46
5 i 95
5.89

5;59
5.96
5.94

5.55
5.90
5.91

5.51
5.82
5.86

5.52
5.92
5.90

5.40
5 i 91
5.83

5.94

5.91

5.88

5.90

5.90

5.91.

5.86 - 4.12

5.79

5.75

5.68

5.63

5.62

5.69 «- 5.65 -' 4.24

4.86

4.85

4.82

4. 79

4.80

4.82

76.48

76.80

77.13

77.02

76.76

3.94
4.10
4.12

4. 79 / 4.25

•

73.37

77.13

83.22

Yield9 are averages of those computed by the Federal Resewe 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 25, 1965,

1/

Currently includes the 3-3/4 per cent note of August 15, 1967, the 4-7/3 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

1/

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

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

September 26, 1966