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

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FEDERAL
IflH
• f*Al

RESERVE

statistical
•

H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES.
Calendar week endirtg December 23, 1968
Dec.
23
.

Dec.
24

Dec.
26

Dec.
25

Weekly average
Year
This | Last
ago*
week
j
week
1

Dec.
27

.

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

I

6.278
6.401

6.278
6.401

5.966
6.017

4.989
5.515

C
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/

0

6.19
6.32
6.35

6. 12
6.31
6.36

6. 20
6.35
6.38

6.03
6. 11
5.97

4.99
5.49
5.56

6.44

S

6.23

6.29

6.41

6. 01

5. 73

6.24

6.22

E

6.09

6. 14

6. 17

6.05

5.75

5.84

5.90

D

5.78

5. 79

5.82

5. 66

5.35

68. 44

71.38

6.23
6.37
6.37

6.26
6.39
6.45

L

6. 68

•
r
j

66. 75

66.21

!67.29

\

67. 20 j&6. 86

!

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 30, 1967.

1/

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 due or callable in
cent of 1980
4
per cent
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

4/

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

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

December 30, 1968