Dataset
Bond Yields: 1970 to 2006
The Statistical Abstract files are distributed by the US Census Department as Microsoft Excel files. These files have data mixed with notes and references, multiple tables per sheet, and, worst of all, the table headers are not easily matched to their rows and columns.
A few files had extraneous characters in the title. These were corrected to be consistent. A few files have a sheet of crufty gibberish in the first slot. The sheet order was shuffled but no data were changed.
The tables that were changed (this is table 1167):
0166 0257 0362 0429 0445 0446 0459 0461 0462 0464 0465 0466 0467 0469 0479 0480 0481 0482 0483 0484 0485 0486 0487 0559 0628 0629 1144 1227 1231
This dataset consists of a table of 20 rows and 40 columns.
Percent per year. Annual averages of daily figures, except as indicated.
Footnotes
- Yields on actively traded non-inflation-indexed issues adjusted to constant
maturities. Data from U.S. Treasury. - Through September 1996, yields are based on closing bid prices quoted by at least five
dealers. Beginning October 1996, yields are based on closing indicative prices
quoted by secondary market participants. - Data from Moody’s Investors Service, New York, NY.
- Source: U.S. Council of Economic Advisors, Economic Indicators, monthly.
- Moody’s Aaa rates through December 6, 2001 are average of Aaa utility and Aaa industrial bond rates. As of December 7, 2001 these rates are
averages of Aaa industrial bonds only. - For 1970 to 1988 includes railroad bonds which were discontinued as
part of composite in 1989. - The Aaa public utility average was suspended on Jan. 17, 1984
because of a lack of appropriate issues. The average corporate does
not include Aaa utilities from Jan. 17 to Oct. 12. The Aaa utility
average was reinstated on Oct. 12. Thirty public utility bonds were
used during the period Jan. 17-Oct. 12, 1984.
License
Public Domain (Government Work)
This dataset was prepared by the government and is therefore in the public domain. There are no restrictions upon its use.