Full text of H.15 Selected Interest Rates : August 26, 1968

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FEDERAL

RESERVE

statistic

H. 15

U. S. GOVERNMENT SECURITY Y I E L D S AND PRICES
Calendar week ending August 24, 1968
Aug.
19

Aug.
20

Aug.
21

Aug.
22

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market vield;
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months JL/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/
ice
Bonds, due or callable
in 10 years or more 4/

Aug.
23

5.123
5.220

Weekly averages
Year
Last
This
ago*
week
weelc

5.123
5.220

5.084
5.273

4.336
4.922

5.11
5.22
5.13

5.13
5.21
5.14

5.17
5.26
5.17

5.17
5.26
5.17

5.15
5.24
5.16

5.15
5.24
5.15

5.11
5.29
5.21

4.35
4.94
5.03

5.37

5.37

5.40

5.43

5.40

5.39

5.47

5.12

5.34

5.34

5.37

5.40

5.37

5.36

5.35

5.35

5.07

5.08

5.10

5.12

5.10

5.09

5.06

4.97

74.17

74.07

73.86

73. 66

73.86

73.92

74. 30

75.19

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

Yields on Treasury bills are computed on

As of August 26, 1967.

1/

Currently includes the 6 per cent note of August 15, 1969.

2/

Currently
3-7/8 per
5-3/8 per
4
per
4-3/4 per

includes the
cent bond of
cent note of
cent bond of
cent bond of

3/

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

includes the following bonds due or callable in 10 years or more:
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
cent of 1987-92

following notes and bonds:
11/15/71
4-3/4 per cent note of 5/15/72
11/15/71
4
per cent bond of 8/15/72
2/15/72
4
per cent bond of 8/15/73
2/15/72

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE SYSTEM

August 26, 1968