Full text of H.15 Selected Interest Rates : December 23, 1968

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RESERVE

FEDERAL
statistical

release

.ML Rfc'.
U. S. GOVERNMENT SECURITY YIELDS AND PRICES

H.15

Calendar week ending December 21, 1968 ^

Dec.
16

Dec.
17

Dec.
18

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

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

*

5.94

5.966
6.017

5.788;
5.906

5.127
5.659

6.19 i 6.03
6.35 ! 6.11
6.23
5.97

5.84
5.94
5.82

4.96
5.44
5.51

5.86

5.93 i 6.00
6.00 6.03
5.89
5.84

5.81

5.86

5.90 ' 6.01
i

6 .46

6.01

5.80

5 = 68

5.96

5.97 j 6.06 | 6.12

6.14

6.05

5.91

5.68

5.58

5.60

5.77 i 5.66

5.55

5.34

6.00

6.08
6.15,

6.01

5.63 ! 5.70
l

69.15 ;68.96 168.68 (68.02

67.39 i 68.44 |69„39

71.49

Yields are averages of those computed by the Federal Reserve Bank of ffew York
on the basis of closing bid prices. Yields on Treasury bills are computed or)
a bank discount basis.

As of December 23, 196 7.

1/

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

2/

Currently
4
per
4-3/4 per
4-3/4 per

3/

Currently includes the following bonds due or callable in
4
per cent of 1980
4
per cent
3-1/2 per cent of 1980
4-1/8 per cent
3-1/4 per cent of 1985
3
per cent
3-1/2 per cent of 1990
3-1/2 per cent
4-1/4 per cent of 1987-92
Prices derived from average market yields on the basis of
20-year bond.

4/

'Weekly averages
Last
Year
This
ago*
week
week

Dec.
20

5.966
6.017

Market yield:
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/

Note:

Dec,
19

includes the
cent bond of
cent bond of
cent note of

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

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

an assumed 3 per cent,

December 23, 1968