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At least one new issue came to market to yield as low as 3%, and governments (which enjoyed the privilege of backing national bank note circulation) often sold to yield less than 2% The best municipal issues carried 3% coupons In 1920, in sharp contrast, the best corporate bonds sold to yield 556%, the highest yields since the 1870s High-grade municipals yielded as much as 525%, and governments of medium maturity, which no longer enjoyed the circulation privilege but were partially tax-exempt, sold to yield on average as high as 567% In 1946 the lowest bond yields in history were reached Prime corporate bonds averaged a yield as low as 237%; one issue of long taxable government bonds sold to yield as little as 193%; the best long municipal bonds sold to yield less than 1%.

string allocations for operations that could be numeric This section looks at treating a VB String as an array of Integer values, allowing you to apply string algorithms that operate on numbers instead of normal string variables I will rely heavily on the SafeArray techniques discussed in 2 and the ArrayOwner lightweight techniques from 8 Visual Basic officially exposes the number of a string with the Asc and AscW functions These functions read the numerical value of the first character in a String; AscW returns the UNICODE number, and Asc returns the ANSI number AscW can be very useful for determining the first character in a string during an optimized Select Case statement The following snippets are functionally equivalent, but the code generated is radically different

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Now that you know some of the key data points to look for when you are viewing source, it s time to consider some of the questions viewing source can help you to answer.

By 1959 yields were again very high, although not so high as they were in 1920 or during the Civil War Seasoned corporate bonds of best quality sold to yield a monthly average of 465%, and new issues, as much as 562% Long governments sold to yield as much as 450% and mediumterm governments to yield above 5% Prime municipals sold to yield 365%, which, if allowance is made for the value of tax exemption, equated to yields of 6 7% or more for taxable bonds During only a very few years since the 1870 s had prime long American bonds sold to yield as much And yet at these 1959 peak yields, the great bear bond market, which began in 1946, was less than halfway in both time and scope to its 1981 low prices and high yields.

This is a fairly common situation. The key things to look at when trying to diagnose this are: Erroneous use of meta robots Use of Flash Use of frames robots.txt (not on the same page) As HTML matures, the on-page giveaways of Flash (sounds and animation) will become less obvious. The surest way to see what is going on is to view source. When trying to answer this question, you simply need to look for an <embed> tag or <object> tag with an attribute that points to either adobe.com or macromedia.com. If you find this, the Flash-based piece of content is not being parsed by the search engines as easily as it could be if it was written in HTML.

The latter part of the great bear bond market, which ran from the mid-1960 s through 1981, was barely longer than the first part, as illustrated in Chart 34, but it was much more spectacular and newsworthy because its yields were unprecedented in modern experience One after the other, each bear phase made new history At their 1981 peaks, seasoned prime long corporate bonds were selling to yield 1550% Commercial paper yields reached 1666%, three-month Treasury bills sold to yield about 1630%, and the Federal Reserve s discount rate was raised to 14% The annual average of the prime rate in 1981 was 1887%..

'Snippet1 Select Case Left$(TestString, 1)

of that century The long history of the British 3% consols from 1751 through 1888 provides an ideal medium for reviewing those changes in capital values which accompany changes in long-term interest rates Modern interest rate history will give many other opportunities for reporting actual price histories of long-term bonds and also the history of bond price indices Bond market analysts frequently chart bond yields along inverted yield scales so that their curves rise when bond prices rise and yields decline, and fall when bond prices fall and yields rise Such charts give a good picture of market price trends, while the reader is invited to look in the margin and see that yields are lowest at the top of the chart and highest at the bottom.

This is very important to avoid and easy to diagnose. Simply search the source code of the page for the <frameset>, <frame>, or <iframe> tags. Frames can be useful for some situations (as in Gmail and checkout processes), but they are almost never a good implementation for pages that depend on search engine referred traffic.

Case "!" 'etc Case Else 'etc End Select ' Snippet2 Select Case AscW(TestString)

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