View original document

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

F ED ERA L
statistical

R ESERVE

release

f*AL RE^ •

H.15

Uc S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending March 16, 1968
i
Mar.
11

Mar.
12

Mar.
13

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
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 4J
Note:

*

Mar.
14

Mar.
15

5.107
5.321

Weekly averages
Last
Year
This
ago*
week
week

5.107
5.321

5.000
5.173

4.308
4.265

5.09
5.30
5.41

5.11
5.33
5.41

5.25
5.45
5.47

5.45
5. 63
5.56

5.37
5.46
5.47

5.25
5.43
5.46

5.04
5. 23
5.36

4.28
4.21
4.16

5.52

5.53

5.60

5. 70

5.66

5. 60

5.45

4.30

5.79

5.83

5.92

6.00

5.89

5.89

5. 68

4.50

5.40

5.43

5.51

5. 60

5.50

5.49

5.28

4.42

68.96 69.90 70.02 72.09 81.32
i
1
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.
70.87

70.58

69.81

As of March 18, 1967.

1/

Currently includes the 4 per cent bond of Feb. 15, 1969 and the 5-5/8 per cent
note of Feb. 15, 1969.

2/

Currently
5-1/4 per
4
per
3-7/8 per
5-3/8 per

includes the
cent note of
cent bond of
cent bond of
cent note 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
p e r 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

jV

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

following notes and bonds:
5/15/71
4
8/15/71
4-3/4
11/15/71
4-3/4
11/15/71
4

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

per
per
per
per

cent
cent
cent
cent

bond
bond
note
bond

of
of
of
of

March 18, 1968

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