Full text of H.15 Selected Interest Rates : September 30, 1968

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

RESERVE

FEDERAL
statistical

H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending September 28,
Sept.
23

Sept.
24

Sept.
25

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

Sept.
26

Weekly averages
This
Last
Year
week
week
ago*

Sept.
27

5.151
5.230

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/

5.151
5.230

5.218
5.248

4.629
5.143

5.17
5.24
5.19

5.16
5.25
5.18

5.11
5.23
5.18

5.09
5.22
5.18

5.12
5.26
5.21

5.13
5,24
5.19

5.18
5.25
5.17

4.47
5.05
5.14

5.38

5.34

5.34

5.37

5.37

5.36

5.39

5.30

5.28

5.26

5.27

5.29

5.30

5.28

5.27

5.45

5.08

5.08

5.08

5.10

5.11

5.09

5.08

5.04

74.07

74.07

74.07

73.86
. ,

73.75

73.96

74.05

74.46

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

1968

Yields on Treasury bills are computed on

As of September 30, 1967.

1/

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

It

Currently
3-7/8 per
3/8 per
per
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
4
per cent
cent of 1980
4-1/8 per cent
cent of 1980
3
per cent
cent of 1985
3-1/2 per cent
cent of 1990
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:
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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

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

September 30, 1968