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FEDERAL
statistical
H.15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending February 17, 1968
Feb.
12

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

Feb.
13

Feb.
14

Feb.
15

Feb.
16

5.040
5,275

C

Weekly averages
Year
Last
This
ago*
week
week

5.040
5.275

4.957
5.119

4.577
4.581

7
Li

Market yield:
3-rconth 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/
Note:

*

S

4.99
5.15
5.19

5.00
5.15
5.17

4.96
5.14
5.16

4.92
5.13
5.15

4.97
5.14
5.17

5.00
5.22
5.28

4.61
4.66
4.66

E

5.32

5.30

5.42

5.35

5.35

5.36

4.67

D

5.59

5.58

5.55

5.51

5.56

5.61

4.76

5.15

5.14

5.12

5.11

5.13

5.17

4.49

0

1
j
73.76 ! 7 3.56 73.13 j80.47
1
Yields are averages of those computed by the Federfal Reserve Bank, cf New
York on the basis of closing bid prices. Yields on Treasury bills are ^
computed on a bank discount basis.
i
73.35 j 73.45 ',73.66

As of February 18, 1967«

1/

Currently includes the 3-7/8 per cent bond of Nov. 15, 1968 and the 5-1/4 per
cent note of Nov. 15, 1968 thru Feb. 15 and beginning Feb. 16 the 4 per cent
bond of Feb. 15, 1969 and the 5-5/8 per cent note of Feb. 15, 1969.

2/

Currently
5-3/8 per
5-1/4 per
4
per
3-7/8 per

includes the
cent note of
cent note of
cent bond of
cent bond of

3/

Currently
3-1/4 per
4
per
3-1/2 per
3-1/4 per
3-1/2 per

includes the following bonds due or callable in 10 years or more:
treat of 1978«83
4-1/4 per cent of 1987-92
cent of 1980
4
per cent of 1988-93
cent of 1980
4-1/8 per cent of 1989-94
cent of 1985
3
per cent of 1995
cent of 1990
3-1/2 per cent of 1998

4/

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

following notes and bonds:
5-3/8
2/15/71 thru Feb. 15
4
5/15/71
4-3/4
8/15/71
4-3/4
11/15/71
4

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per
per

cent
cent
cent
cent
cent

note
bond
note
note
bond

of
of
of
of
of

11/15/71
2/15/72
2/15/72
5/15/72
8/15/72

February 19, 1968