Full text of H.15 Selected Interest Rates : December 16, 1968

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H.15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending December 14, 1968^
Dec.
9

Dec.
10

Dec.
11

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

Weekly^averages
Year
Last
This
ago*
week
week

Dec.
13

5.788
5.906

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/
rice
Bonds, due or callable
in 10 years or more 4/

Dec.
12

5.788
5.906

5.633
5.730

4.941
5.493

5. 73
5.89
5, 79

5.82
5.94
5.82

5.88
5.97
5.85

5.89
5.96
5.83

5.88
5.93
5.81

5.84
5.94
5.82

5,66
5.77
5. 69

4.96
5.50
5.58

5. 76

5.81

5.81

5.82

5. 78

5.80

5. 73

5.68

5.86

5.91

5.92

5.94

5.92

5.91

5.79

5.74

5.54

5.54

5.55

5.57

5.57

5.55

5.56

5.38

69.52

69.52

69.43

69.24

69.24

69.39

69.34

71.10

,

Note:

*

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 December 16 } 1967.

\f

Currently includes the 4 per cent bond of October 1, 1969.

2/

Currently
4
per
4-3/4 per
4-3/4 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 dur or callable in
4
per cent
cent of 1980
cent of 1980
4-1/8 per cent
cent of 1985
3
per cent
3-1/2 per cent
cent of 1990
cent of 1987-92

't

Prices derived from average market yie
20-year bond.

following notes and bonds:
4
per cent bond of 8/15/72
2/15/72
4
per cent bond of 8/15/73
2/15/72
4-1/8 per cent bond of 11/15/73
5/15/72
10
of
of
of
of

years or more;
1988-93
1989-94
1995
1998

s on the basis of an assumed 3 per cent,

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

December 16, 1968