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RESERVE

FEDERAL
statistical

release

U. S. GOVERNMENT SECURITY YIELDS AND PRICES

H. 15

Calendar week ending June 1, 1968

I

—

May
27

May
28

May
29

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

May
30

C

May
31

Weekjkfy averages
Last
Year
This
ago*
week
week

5.696
5.869

5. 696 5.847
5.869 5.995

5. 70
5.86
5.90

5. 82
5.99
5.98

3.43
3. 74
3.84

3.477
3.733

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

5.67
5.87
5.93

5.72
5.90
5.94

5.73
5. 89
5. 93

0
s

5. 68
5.79
5.81

6.20

6.24

6.24

E

6.11

6.20

6.33

4.12

5.90

5.94

5.96

D

5.84

5.91

6.09

4. 66

5.44

5.45

5.46

5.38

5.43

5.52

4. 74

70.48

70.38

70.28

71.06

70.56

69.73

77.73

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

Yields on Treasury bills are

As of June 3, 1967.

1/

Currently includes the 5-5/8 per

1/

Currently
4
per
3-7/8 per
5-3/8 per

includes the
cent bond of
cent bond of
cent note of

2/

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:
8/15/71
4
11/15/71
4-3/4
11/15/71
4-3/4
4

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per

cent
cent
cent
cent

bond
bond
note
bond

of
of
of
of

June 3, 1968

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