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FEDERAL
immk
H.15

statistical

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending October 26, 1968v
Oct.
21

Oct.
22

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

Oct.
23

Oct.
24

tf&^kly averages
Last
Year
This
ago*
week
week

Oct.
25

5.396
5.457

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

5.396
5.457

5.345
5.428

4.597
5.125

5.36
5.43
5.35

5.42
5.44
5.30

5.40
5.42
5.39

5.40
5.42
5.41

5.42
5.43
5,42

5.40
5.43
5. 37

5.34
5.43
5.34

4.56
5.07
5.24

5.47

5.44

5.45

5.49

5.49

5.47

5.45

5.37

5.43

5.44

5.42

5.46

5.42

5.43

5.43

5.57

5.23

5.24

5.23

5. 25

5.25

5. 24

5. 28

5. 29

72.54

72.44

72.54

72.44

72.34

72.46

72.03

71.97

!
Note:

*
JL/

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 oti
a bank discount basis.

As of October 28, 1967.
Currently includes the 6 per cent note of August 15, 1969, and the 4 per cent
bond of October 1969, beginning October 2, 1969.
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

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
cent of 1980
per cent
4
cent of 1980
4-1/8 per cent
cent of 1985
3
per cent
cent of 1990
3-1/2 per cent
cent of 1987-92

following notes and bonds:
11/15/71
4-3/4 per cent note of 5/15/72
11/15/71
per cent bond of 8/15/72
4
2/15/72
per cent bond of 8/15/73
4
2/15/72
10
of
of
of
of

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

Prices derived from average market yields on the basis of an assumed 3 per cent,
20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

October 28, 1968