Full text of H.15 Selected Interest Rates : January 9, 1968

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FEDERAL
statistical

H.15

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending January 6, 1968
Jan.
1

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

Jan.
2

Jan,
3

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

*

Jan.
4

Jan.
5

5.103 :
5.593

C

T
L
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/

Note:

RESERVE

Weekly averages
This
Last
Year
acrn*
wp.fik
week

5.103
5.593

4.989
5.515

4.822
4.911

5.04
5.47
5.56

4.99
5.38
5.45

4.96
5.26
5.38

4.59

S

4.96
5.45
5,59

5.39
5.50

4.99
5.49
5.56

4.80
4.88
4.76

E

5.72

5.69

5.57

5.52

5.62

5.73

4.90

D

5.70

5.69

5.55

5.50

5.61

5.75

4.82

5.31

5.29

5.18

5.14

5.23

5

4.46

71.75

71.95

0

'J.5

73.05 73.45 72.55 71.38 80.76
_ _ _
• .. -——L
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 7, 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 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 9, 1968