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

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FEDERAL
statistical

H.15

RESERVE

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 13, 1968

Jan,
8
Yields (per cent per annum)
Auction average:
3-month bills
6-month bills

•

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/

Jan.
9

Jan.
10

Jan.
11

Jan.
12

Weekly averages
Last |' Year
This
week
week ; ago*

5.080
5.376

•

5.080
5.376

5.10: 4.818
5.593 4.890

5.02
5*35
5.40

5.03
5.33
5.34

5.08
5.32
5.23

5.07
5.25
5.20

5.08
5.25
5.23

5.06
5.30
5.28

4.99
5.39
5.50

4.81
4.84
4.67

5.52

5.52

5.42

5.36

5.36

5.44

5.62

4.76

5.53

5.54

5.46

5.44

5.43

5.48

5.61

4.76

5.14

5.15

i 5.11

5.10

5.08

5.12

5.23

4.40

i

Price
t
Bonds, due or callable
|
in 10 years or more 4/ 73.45 73 i 35 73.76
73.86 74.07 73.70 172.55 81.46
•>t
...—.
i
!
u.
i
.i
l1
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 January 14, 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.

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:
cent of 1978-83
4-1/4 per
>;nt of 1987-92
cent of 1980
4
,* t • -:ent 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,

following notes and bonds:
2/15/71
5-3/8 per
5/15/71
4
per
8/15/71
4-3/4 per
11/15/71
4-3/4 per
4
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

20-year bond,
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 15, 1968