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RESERVE

FEDERAL

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U. S. GOVERNMENT SECURITY YIELDS AND PRI£ES

H. 15

Calendar week ending October 5, 1968v_

Sept.
30

Oct.
1

Oct.
2

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

Note:

*

Wee cly averages
Last
Year
This
week
week

Oct.
4

5.182
5.283

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/

Oct.
3

5.182
5. 283

5.151
5.230

4.51'
5.08

5. 16
5.28
5.24

5.21
5.32
5.20

5.22
5.32
5.19

5.21
5.31
5.19

5.23
5.33
5.22

5.21
5.31
5.21

5.13
5.'24
5.19

4.47
5.04
5. 16

5.37

5.37

5.32

5.31

5.31

5. 34

5. 36

5.27

5.32

5.33

5.35

5.35

5.36

5.34

5.28

5.44

5.14

5.14

5.14

5. 15

5.18

5.15

5.09

5.04

73.45

73.45

73.45

73.35 73.05

73.35

73.96

74.46

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 October 7, 1967.

1/

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

2/

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
cent of 1980
4
per cent
cent of 1980
4-1/8 per cent
cent of 1985
3
per cent
cent of 1990
3-1/2 per cent
cent of 1987-92

4/

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

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

GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

10
of
of
of
of

years or ;nore:
1988-93
1989-94
1995
1998

October 7, 1968