Full text of H.15 Selected Interest Rates : January 22, 1968

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FEDERAL
Urn
H. 15

statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 20, 1968

Jan.
15

Jan.
16

Jan.
17

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

Jan.
19

Weekly averages
Year
This
Last
ago*
week
week

5.072
5.238

5.080
5.376

4.716
4.686

5.02
5. 5. x8

5.00
5.21
5.21

5.01
4.99
5.27
5.22
5.19 • 5.20

5.07
5.35
5.31

5.02
5.25
5.22

5.06
5.30
5.28

4.71
4.70
4.56

5.32

5.30

5.27

5.34

5.37

5.32

5.44

4.64

5.48

5.52

5.47

5.55

5.59

5.52

5.48

4.6 5

5.14

5.17 q

5.14

5.22

5.24

5.18

5.12

4.37

73.45

72 „65

72.44

73.03

73.70

81.90

Price
Bonds, due or callable
in 10 years or more 4/ 73.45

"

Jan.
18

5.072
5.238

Market yield:
3-month bills
6-month hi!:
1-year •
Other i s & , due in
9-12 months 1/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/

Note:

RESERVE

73.15

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 21, 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
,-7/8 per

includes the
cent note of
cent note of
cent bond of
rent 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 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:
2/15/71
5-3/8 per cent note
5/15/71
4
per cent bond
8/15/71
4-3/4 per cent note
11/15/71
4-3/4 per cent note
4
per cent bond

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of
of

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

January 22, 1968