Full text of H.15 Selected Interest Rates : January 29, 1968

View original document

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

FEDERAL
statistical

RESERVE

release

' • f-W Rfc^;.'
H. 15

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 27, 1968

Jan.
22

Jan.
23

Jan.
24

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

Jan.
25

Jan.
26

5.068
5.335

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/

Weekly averages
Last
Year
This
week
week
a so*

5.068
5.335

5.072
5.238

4.680
4 .662

5.03
5; 27
5.30

5.01
5.24
5.28

5.01
5.21
5.30

4.91
5.10
5.20

4.88
4.98
5.20

4.97
5.16
5.26

5.02
5.25
5.22

4.66
4.6 5
4.54

5.38

5.34

5.32

5.30

5.30

5.33

5.32

4.63

5.61

5.54

5.56

5.51

5.52

5.55

5.52

4.68

5.25

5.21

5.20

5.17

5.17

5.20

5.18

4.39

Price
Bonds, due or callable
in 10 years or more 4/ 72.34

72.75

72.85

73.15

73.15

72.85

73.03

81.67

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 28, 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

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/

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

of
of
of
of
of

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

January 29, 1968