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In the monthly tables, therefore, the February basic yields have been adjusted for monthly fluctuations by interpolation from Macaulay s adjusted average for years until 1930, and for years thereafter from the monthly fluctuations of Aaa and Aa utility averages The Moody s Aaa series is available monthly Most attempts at constructing bond yield averages encounter certain difficulties, the chief of which are described here 1 Changes in the number of outstanding bond issues An average of the ten best railroad bonds, for example, might at one time represent one-tenth of the suitable active issues; and at another time it might represent half of all suitable active issues and hence lose something in relative quality 2 Quality standards if specific issues are averaged Several railroad bonds that in the 1920 s received the highest agency ratings and were included in the highest grade averages defaulted in the 1930 s.

Many others indeed, most lost status without default It was evidently impossible to eliminate such issues sufficiently far in advance of their deterioration to prevent the averages themselves from losing status Thus, many averages in the early 1930 s drifted far above the true going market for prime corporate bond yields 3 Maturity Most averages used to contain a variety of maturities and discarded only truly short bonds In the early part of this century and in the mid-1920 s, when there was little or no yield difference between, say, fifteen-year and forty-year bonds, this was not a handicap However, in 1920, when medium-term bonds sold to yield much more than longs, the presence of a few ten- to twenty-year maturities in an average would raise its yield above the going yields of truly long-term bonds.

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Conversely, when in the 1930 s the yield curve became sharply positive, the presence of shorter maturities depressed the average yield The same problem persisted through the 1950 s Later, in periods when high rates brought negative yield curves, the presence in an average of medium-term bonds served to exaggerate its fluctuations In general, however, yield spreads.

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have not typically been large for ten- to thirty-year issues in the homogeneous US government market 4 Call prices In the high bond markets of the 1930 s and 1940 s, there were times when most prime corporate bonds sold up near call price or above call price Averages based on such issues would then stand at yields above the going rate 5 Quotation Many seasoned corporate bonds become very inactive Stock Exchange quotations used by some averages, based on a unit of one bond, gave a poor clue to the true level of the market 6 Sinking funds In the lower bond markets of recent decades, when the bond market included a large number of high-quality industrial issues with big sinking funds selling at large discounts, industrial bond yield averages would sometimes be depressed far below the going yields that investors were willing to accept.

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DebugPrint ObjPtr(pUnk1) = ObjPtr(pUnk2) 'False [UAdd | UDif | UDiv](ByVal x As Long, ByVal y As Long) Returns the result of adding (UAdd), subtracting (UDif), or dividing (UDiv) the x and y values using unsigned integer arithmetic The UAdd and UDif functions are used primarily for safe pointer arithmetic, while UDiv is rarely used but is included for the sake of completion UAdd and UDif do not do overflow checking A multiplication function is not provided: Any multiplication operation (other than multiplying by 1 against an unsigned value above &H7FFFFFFF) results in an overflow, meaning that the function would never be useful 'Add 1 to the maximum positive signed long value DebugPrint Hex$(VBoostUAdd(&H7FFFFFFF, 1) '80000000 [UGT| UGTE](ByVal x As Long, ByVal y As Long) As Boolean Compares the x and y values as unsigned longs using greater-than (UGT) or greater-than-or-equal (UGTE) comparison operators ULT and ULTE are not provided; just switch the parameter order

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