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FEDERAL
statistical

H.15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending August 3, 1968

July
29

July
30

July
31

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

Aug.
1

Aug.
2

5.190
5.287

Market vieId:
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/

Weekly averages
Year
Last
This
ago*
week
week

5.190
5.287

5.293
5.366

4.182
4.638

5.19
5.32
5.20

5.19
5.33
5.22

5.17
5. 30
5.21

4.97
5.19
5.05

4.90
5.12
5.02

5.08
5.25
5.14

5.24
5.36
5.27

4.15
4.67
4.97

5.54

5.54

5.54

5.33

5.33

5.46

5.57

5.05

5.33

5.33

5.31

5.22

5.20

5.28

5.27

5.16

5.02

5.03

5.00

4.97

4.95

4.99

5.03

4.91

74.69

74.59

74.90

75.21

75.42

74.96

74.57

75.84

Price
Bonds, due or callable

in 10 years or more 4/
Note:

*

Yields are averages of those computed by the Federal Reserve Bank of New Y o r k
on the basis of closing bid prices.
Yields on Treasury bills are c o m p u t e d on
a bank discount basis.

As of August 5, 1967.

JV

Currently includes the 5-5/8 per cent note of May 15, 1969.

2/

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

includes the
cent bond of
cent bond of
cent note 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

4/

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

following notes and bonds:
8/15/71
4
per cent bond
11/15/71
4-3/4 per cent bond
11/15/71
4-3/4 per cent note
4
per cent bond

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of

August 5, 1968

2/15/72
2/15/72
5/15/72
8/15/72