Full text of H.15 Selected Interest Rates : July 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. 

RESERVE

FEDERAL
11

H.15

statistical

release

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

July
22

July
23

196(C

July
25

July
24

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

Week! y averages
Last
Year
This
week
week
aeo*

26

5.293
5.366

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 If
Bonds, due or callable
in 10-years or more 3/

5.293
5.366

5.467
5.554

4.423
5.044

5.27
5.39
5.36

5.27
5.38
5.29

5.24
5.36
5.26

5.20
5.32
5.20

5.20
5.33
5.22

5.24
5.36
5.27

5.38
5.46
5.47

4.24
4.82
5.00

5.59

5.58

5.59

5.54

5.54

5.57

5.70

5.06

5.28

5.23

5.28

5.26

5.30

5.27

5.51

5.18

5.11

| 5.03

5.03

5.00

4.99

5.03

5.14

4.90

74.90

75.00

74.57

73.43

75.91

i
l

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

|
i

73,75

174.59

74.59
i

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 July 29, 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
cent of
cent of
cent of
cent of
cent of

4/

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

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

of
of
of
of

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

the following bonds due or callable in 10 years or more:
1980
4
per cent of 1988-93
1980
4-1/8 per cent of 1989-94
1985
3
per cent of 1995
1990
3-1/2 per cent of 1998
1987-92

GOVERNMENT FIW.UCF. SECTION, FEB F.PAT. RESERVE BOARD

July 29, 1968