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almost steadily throughout the year. Corporate new issue yields moved up from 5.05 to 6 to 6.90%. The magic 6% defense was broken wide open. Seasoned prime corporate bond yields rose from 5.03 to 6.19%. Long government yields rose from 4.47 to 5.64%. Prime long municipal yields rose from 3.35 to 4.30%. These represented price declines of 15 to 20% in one year. This upsurge in long yields in 1967 was not caused by or accompanied by a corresponding rise in short-term interest rates; indeed, during 1967, the discount rate was temporarily lowered from 41 2 to 4%, the federal funds rate declined over 100 basis points, and the Treasury bill rate declined and recovered, closing 1967 about unchanged. The problem was largely psychological. At this time a new market force made itself felt: Private investors began to withdraw money from institutions and buy high-yielding bonds. They were destined to be a basic market force in the years to come. At the time, this disintermediation, as the bypassing of financial institutions came to be called, was a counterforce to the panic psychology of many institutions. Later and on a larger scale, disintermediation would cause many problems for these institutions and their regulators. The year 1968 was one of zigzag in the long-term taxable markets. Yields declined again, rose, declined and rose again, closing somewhat higher than at the close of 1967. Long municipal yields rose more than did those of taxable bonds, and short-term interest rates soared. The year 1969 saw all yields rise steeply in some cases to the largest annual rise in basis points on the record. New issue prime utility yields rose from around 7 to around 9%, a then unprecedented level in the history of the American long-term bond market. Seasoned prime long corporate bond yields rose from 6.59 to 7.72%, lagging new issues by a large amount. Long governments, in the absence of new issues, also lagged, their yield rising from 6.05 to 6.83%, while prime municipal yields soared from 4.90 to 6.60%. Federal funds rose from 6 to over 9%, and the discount rate was pegged at 6%. The backdrop for this market turbulence was a dangerous business boom, widespread speculation, and a sharp rise in inflation and, especially, inflationary expectations. The small recession of 1969 1970, brought about a general decline in short-term interest rates. The three-month Treasury bill rate dropped from 8 to about 5%. This decline began at the start of 1970 and ran almost continuously throughout, and all short-term rates behaved similarly. The long-term bond market in 1970, however, followed a very different pattern: Long bond yields continued to rise during the first half-year, peaked in June 1970, and then declined, closing the year well below the opening. The Penn Central bankruptcy was quickly effective in cooling the inflationary boom psychology. Seasoned prime long corporate bond yields opened the year at 7.91%, rose to a peak of 8.48%, and closed the year at 7.64%.
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Yields declined a little bit further in 1971, stabilized in 1972, and started going up again in 1973. These were years of force-fed business recovery and wage/price controls, which masked a continuing high and rising inflation rate. Short-term rates again followed a different course from long-term ones. They declined further in 1971 and started going up again in late 1972, some time before long yields started going up. The year 1973 witnessed the crest of the great boom but by no means the crest of bond yields or of the rate of inflation. The recession that started in November 1973 was based on scarcities in supply, not lack of demand. That came in 1974. Inventory-building of panic proportions in 1973 created a vast demand for credit the beginning of one more big upsurge in all interest rates. In 1973, three-month Treasury bills rose from 5.12% to a high of 9.05%, declined briefly to 7%, and then rose in 1974 to a historic peak of 9.74%. The federal funds rate rose in 1973 from 5.44 to 11% and in mid-1974 crested at 133 4%. The discount rate rose in 1973 from 41 2 to 71 2% and crested in 1974 at 8%. In the long-term market, seasoned prime long corporate yields rose in 1973 from 7.15 to 7.68% and then crested in October 1974 at 9.27%, not long after President Nixon resigned amid scandal. The rates on highgrade new long corporate issues rose in 1973 from 7.35 to 8.50% and crested in late 1974 at 10.50%. Long government yields rose in 1973 from 5.95 to 7.97% and then crested in 1974 at 8.75%. On the other hand, prime long municipals remained relatively firm in 1973, close to 51 4%, and in 1974 rose to 6.80%, peaking in 1975 at around 7.00%. Thus the peak of yields occurred not in a boom, but in the midst of a very serious recession a recession that for a while was accompanied by a record rate of inflation. It was not until the inflation rate came down sharply in 1975 that bonds did better. In 1975 the recession grew more severe and then in April bottomed out, and the recovery began. Short-term interest rates, which had declined in late 1974, came down sharply in 1975. Treasury bill rates sank to close to 5% in 1975 and 1976. The short market was again well within its traditional range but by no means close to levels typical during previous recessions. The long-term market again behaved differently: Yields remained very high throughout 1975 in spite of the recession and sharply lower short rates. The yields on prime long seasoned corporate bonds declined modestly from their then all-time peak of 9.27% in October 1974 to average 8.83% in 1975 before commencing a gradual retreat to a low of 7.92% in September 1977. It is at this point, the mid-1970 s, that the bond market began to be dominated by a new and dynamic force. The budget deficit of the federal government leapt to a record level of $69.4 billion in 1975 (calendar year, national income and product accounts measure). Although the deficit, in the typical pattern of recovery and expansion after a
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