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FEDERAL
Hill

H. 15

RESERVE

s t a t i s t ! ca

U. S. GOVERNMENT SECURITY YIELDS AND PRICES
Calendar week ending November 16, 1968

Nov.
11

Nov.
12

Nov.
13

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

Nov.
14

NOV •

15

Weekly averages
Year
Last
This
ago*
week
week

5.483
5.602

5.483
5.602

5.554
5.616

4.648
5.155

C
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 37
Price
Bonds, due or callable
in 10 years or more 4/
Note:

*

0

5.46
5.62
5.49

5.41
5.58
5.46

5.40
5.60
5.48

5.42
5.64
5.52

5.42
5.61
5.49

5.48
5.59
5.46

4.63
5.12
5.27

S

5.64

5.62

5.60

5.64

5.62

5.59

5.56

E

5.50

5.46

5.45

5.47

5.47

5.44

5.76

D

5.34

5.32

5.32

5.34

5.33

5.28

5.49

71.45

71.65

71.65

71.45

71.55

72.00

69.98

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 November 18, 1967.

1/

Currently includes the 6 per cent note of August 15, 1969, and the 4 per cent
bond of October 1969, beginning October 2, 1969.

2j

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

includes the
cent bond of
cent note of
cent bond of
cent bond 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
4
per cent
cent of 1980
4-1/8 per cent
cent of 1980
3
per cent
cent of 1985
3-1/2 per cent
cent of 1990
cent of 1987-92

4/

Prices derived from average market yields
20 year-bond.

following notes and bonds:
4-3/4 per cent note of 5/15/72
11/15/71
4
per cent bond of 8/15/72
11/15/71
4
per cent bond of 8/15/73
2/15/72
2/15/72

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

years or more:
1988-93
1989-94
1995
1998

the basis of an assumed 3 per cent,

November 18, 1968