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Somewhere in the past I read that interest rates tend to make a seasonal
low in the first quarter of the year, thus a bond peak. Does anyone have
the data to run the statistics on this first quarter low history? Seems
like mortgage rates hit their low in Feb, March. Is this my imagination or
is it statistically true?
BobR
At 06:56 AM 10/29/97 -0700, R.Griess wrote:
>
>The following table is Moody's Aaa weekly bond rate. The Dow peaked in
>March of 1937. Historical perspective only. No conclusions intended.
>
>
>
>1/4/35 3.80
>1/11/35 3.79
>1/18/35 3.80
>1/25/35 3.78
>2/1/35 3.76
>2/8/35 3.75
>2/15/35 3.73
>2/22/35 3.71
>3/1/35 3.69
>3/8/35 3.70
>3/15/35 3.73
>3/22/35 3.72
>3/29/35 3.73
>4/5/35 3.74
>4/12/35 3.72
>4/19/35 3.72
>4/26/35 3.74
>5/3/35 3.73
>5/10/35 3.74
>5/17/35 3.76
>5/24/35 3.75
>5/31/35 3.75
>6/7/35 3.75
>6/14/35 3.73
>6/21/35 3.71
>6/28/35 3.70
>7/5/35 3.69
>7/12/35 3.69
>7/19/35 3.71
>7/26/35 3.72
>8/2/35 3.73
>8/9/35 3.75
>8/16/35 3.78
>8/23/35 3.78
>8/30/35 3.81
>9/6/35 3.81
>9/13/35 3.80
>9/20/35 3.82
>9/27/35 3.82
>10/4/35 3.82
>10/11/35 3.80
>10/18/35 3.80
>10/25/35 3.78
>11/1/35 3.77
>11/8/35 3.76
>11/15/35 3.75
>11/22/35 3.75
>11/29/35 3.74
>12/6/35 3.74
>12/13/35 3.73
>12/20/35 3.74
>12/27/35 3.72
>1/3/36 3.71
>1/10/36 3.68
>1/17/36 3.66
>1/24/36 3.65
>1/31/36 3.64
>2/7/36 3.64
>2/14/36 3.62
>2/21/36 3.62
>2/28/36 3.64
>3/6/36 3.63
>3/13/36 3.63
>3/20/36 3.63
>3/27/36 3.61
>4/3/36 3.61
>4/10/36 3.60
>4/17/36 3.61
>4/24/36 3.61
>5/1/36 3.60
>5/8/36 3.59
>5/15/36 3.59
>5/22/36 3.57
>5/29/36 3.56
>6/5/36 3.56
>6/12/36 3.56
>6/19/36 3.56
>6/26/36 3.55
>7/3/36 3.55
>7/10/36 3.52
>7/17/36 3.51
>7/24/36 3.51
>7/31/36 3.50
>8/7/36 3.48
>8/14/36 3.46
>8/21/36 3.45
>8/28/36 3.43
>9/4/36 3.41
>9/11/36 3.38
>9/18/36 3.36
>9/25/36 3.33
>10/2/36 3.20
>10/9/36 3.19
>10/16/36 3.19
>10/23/36 3.18
>10/30/36 3.19
>11/6/36 3.17
>11/13/36 3.16
>11/20/36 3.15
>11/27/36 3.14
>12/4/36 3.12
>12/11/36 3.10
>12/18/36 3.10
>12/25/36 3.11
>1/1/37 3.11
>1/8/37 3.08
>1/15/37 3.08
>1/22/37 3.10
>1/29/37 3.16
>2/5/37 3.18
>2/12/37 3.25
>2/19/37 3.28
>2/26/37 3.24
>3/5/37 3.26
>3/12/37 3.33
>3/19/37 3.38
>3/26/37 3.39
>4/2/37 3.43
>4/9/37 3.48
>4/16/37 3.47
>4/23/37 3.41
>4/30/37 3.41
>5/7/37 3.38
>5/14/37 3.35
>5/21/37 3.34
>5/28/37 3.31
>6/4/37 3.31
>6/11/37 3.27
>6/18/37 3.28
>6/25/37 3.30
>7/2/37 3.30
>7/9/37 3.28
>7/16/37 3.27
>7/23/37 3.27
>7/30/37 3.24
>8/6/37 3.24
>8/13/37 3.23
>8/20/37 3.27
>8/27/37 3.28
>9/3/37 3.28
>9/10/37 3.31
>9/17/37 3.31
>9/24/37 3.31
>10/1/37 3.31
>10/8/37 3.30
>10/15/37 3.30
>10/22/37 3.32
>10/29/37 3.29
>11/5/37 3.25
>11/12/37 3.27
>11/19/37 3.26
>11/26/37 3.27
>12/3/37 3.27
>12/10/37 3.25
>12/17/37 3.24
>12/24/37 3.24
>12/31/37 3.22
>1/7/38 3.20
>1/14/38 3.18
>1/21/38 3.21
>1/28/38 3.26
>2/4/38 3.27
>2/11/38 3.26
>2/18/38 3.23
>2/25/38 3.22
>3/4/38 3.22
>3/11/38 3.24
>3/18/38 3.27
>3/25/38 3.31
>4/1/38 3.38
>4/8/38 3.37
>4/15/38 3.38
>4/22/38 3.36
>4/29/38 3.31
>5/6/38 3.31
>5/13/38 3.28
>5/20/38 3.26
>5/27/38 3.29
>6/3/38 3.29
>6/10/38 3.29
>6/17/38 3.37
>6/24/38 3.37
>7/1/38 3.34
>7/8/38 3.31
>7/15/38 3.30
>7/22/38 3.22
>7/29/38 3.21
>8/5/38 3.18
>8/12/38 3.18
>8/19/38 3.19
>8/26/38 3.18
>9/2/38 3.19
>9/9/38 3.19
>9/16/38 3.23
>9/23/38 3.23
>9/30/38 3.26
>10/7/38 3.18
>10/14/38 3.15
>10/21/38 3.15
>10/28/38 3.14
>11/4/38 3.12
>11/11/38 3.10
>11/18/38 3.09
>11/25/38 3.11
>12/2/38 3.11
>12/9/38 3.10
>12/16/38 3.10
>12/23/38 3.09
>12/30/38 3.08
>
>Ron Griess
>
>
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