View original document

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

H. 15

U. S. GOVERNMENT SECURETY YIELDS AND PRICES
Calendar week ending July 20, 1968
July
15

July
16

July
17

Yields (per cent Der annum)
Auction average:
3-cionth bills
6-month bills
Market vield:
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/
Price
Bonds, due or callable
in 10 years or more 4/

July
18

July
19

5.467
5.554

Wee!cly ave rages
Year
Last
This
ago*
week
week

5.467
5.554

5.368
5.410

4.245
4.745

5.42
5.53
5.50

5.45 5. 39
5.54 j 5.43
5.51 5.47

5. 34
5.42
5.45

5.29
5.40
5.40

5. 38
5.46
5.47

5. 37
5.43
5.44

4.19
4. 76
4. 89

5.74

5.74

5. 70

5. 66

5. 67

5.70

5. 71

4.95

5.58

5.57

5.51

5.47

5.40

5.51

5.51

5. 16

5.12

5.14

5.13

5. 16

5.16

5. 14

5. 10

4.84

73. 66 73.45 j 73.55

73.25

73.25

73.43

73.82

76. 63

Note:
on the basis of closing bid prices,
a bank discount basis.
*

Yields on Treasury bills are computed on

As of July 22, 1967.

1/

Currently includes the 5-5/8 per cent note of May 15, 1969.

2/

Currently
4
per
3°"7/8 per
5-3/8 per

includes the
cent bond of
cent bond of
cent note of

3/

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

includes the following bonds due or callable in 10 years or more:
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
cent of 1987-92

J

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

following notes and bonds:
8/15/71
4
per cent bond
11/15/71
4-3/4 per cent bond
11/15/71
4-3/4 per cent note
4
per cent bond

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

of
of
of
of

July 22, 1968

2/15/72
2/15/72
5/15/72
8/15/72