version of 2014.04.02 Miscellaneous collections of daily closing quotes for major gilts, obtained either from The Times or the Economist: Periods covered: 1842.10.08 - 1842.11.04 1854.11.05 - 1854.12.20 1870.02.07 - 1870.02.26 1878.08.29 - 1878.09.13 1878.10.01 - 1878.10.08 Major gilts: CA = Consols, Consolidated 3% Annuities CAm = Consols "for money" only in these sets CAa = Consols "for account" RA = Reduced 3% Annuities NR = annuities paying 3.25% per year from 1844.10 to 1854.10, and 3% afterwards CAm*-RA* = computed by adding or subtracting 0.75 from CAm-RA, depending on where falls between dividend dates, a good approximation to the difference in price between CAm and RA after accrued interest is subtracted Quotes listed below are all bid prices. The bid-ask spread was almost always 0.125. When it differed, this was noted using the letters x, y, z, and w for CAm, CAa, NR, and RA, respectively (when data for all 4 was available and was collected), so that a spread of 0.375 for NR is denoted by z3. Sometimes just a single figure is given for the closing quote, which is indicated by x0, y0, z0, or w0, as appropriate. -------------------------------------------------------------------------------- Times: CAm RA CAm*-RA* 1842.10.08 93.125 - - 1842.10.10 93.125 - - 1842.10.11 93 92 0.25 y0 1842.10.12 93 92.125 0.125 1842.10.13 93.125 92.125 0.25 1842.10.14 93.25 92.375 0.125 1842.10.15 93.375 92.5 0.125 y2 n1842.10.15 1842.10.17 93.375 92.5 0.125 y0 1842.10.18 93.375 92.625 0 1842.10.19 93.5 92.625 0.125 y2 1842.10.20 93.625 92.875 0 1842.10.21 93.75 93 0 1842.10.22 93.625 93 -0.125 y0 1842.10.24 93.625 92.75 0.125 1842.10.25 93.75 93 0 y0 1842.10.26 93.75 93 0 1842.10.27 93.75 93 0 1842.10.28 93.75 93 0 1842.10.29 93.625 92.875 0 1842.10.31 93.625 92.75 0.125 x0y0 1842.11.02 93.75 93 0 x0y0 1842.11.03 93.75 93 0 y0 1842.11.04 93.75 93 0 n1842.10.15 gives as CAm "sellers" at 93.375, so likely 93.375 x1 --------------------------------------------------------------------------------- Times: first, quotes as printed in the "City article": date CAm CAa RA NR 1854.11.05 94.75 94.875 93.375 93.625 x0w0 1854.11.06 - 94.75 93.25 93.5 z2 n1854.11.06 1854.11.07 94.5 94.625 93.25 93.375 z0 1854.11.08 94.375 - 93 93 w2 1854.11.09 94.125 94.25 92.75 92.875 z2w2 1854.11.10 93.625 93.75 92.25 92.375 y0 1854.11.11 93.125 93.125 91.75 91.875 x0 1854.11.13 93 93.125 91.625 91.75 y0z2 1854.11.14 92.25 92.5 90.875 91 z2w2 1854.11.15 92 92.25 90.625 90.75 z2w2 1854.11.16 - 92.125 90.375 90.5 z2w2 CAmn1854.11.16 1854.11.17 91.5 - 89.75 90 x0z2w0 1854.11.18 91.125 91.375 89.75 89.875 z0w0 1854.11.20 91.5 91.625 89.875 90 1854.11.21 91.5 91.625 89.875 90 z2w2 1854.11.22 91.75 - 90.25 90.375 1854.11.23 91.875 92 90.25 90.375 w2 1854.11.24 92 92.125 90.375 90.5 z2w2 1854.11.25 92.125 92.25 90.5 90.625 y0 1854.11.27 91.875 92.125 90.25 90.375 y2z2w2 1854.11.28 91.375 91.625 89.625 89.75 z2w2 1854.11.29 91.375 91.625 89.625 89.75 x0y0 1854.11.30 91.625 91.875 89.875 90 z2w2 1854.12.01 91.75 - 89.875 90.125 z2w2 1854.12.02 91.875 92.125 90.125 90.25 z2w2 1854.12.04 92.375 92.625 90.625 90.75 z2 1854.12.05 92.5 92.875 90.625 90.875 z2 1854.12.06 93 93.375 91.125 91.375 z2w2 1854.12.07 92.875 93.25 90.125 91.25 z2w2 n1854.12.07 1854.12.08 92.875 93.375 91.375 91.375 w2 1854.12.09 - 92.125 91.5 91.625 1854.12.11 - 91.875 91.25 91.375 y2z2w2 1854.12.12 - 91.875 91.25 91.375 z2w2 1854.12.13 - 91.25 90.75 91 z2w2 1854.12.14 - 91.625 91.125 91.375 z2w2 1854.12.15 - - 91.375 91.625 z2w2 n1854.12.15 1854.12.16 - 91.875 91.625 91.75 z2w2 1854.12.18 - - 91.25 91.5 z2 n1854.12.18 1854.12.19 - 91.75 91.375 91.75 1854.12.20 - 91.5 91.125 91.5 z2 n1854.11.06 CAm=94.625 "buyers" n1854.11.16 CAm=92 "buyers" n1854.12.07 RA entry must be a typo, given other prices and CoE transaction prices n1854.12.15 CAa=91.875 "buyers" n1854.12.18 CAa=91.625 "buyers" after some reasonable corrections, interpolations, extrapolations, etc.: date CAm' CAa' RA NR CAm'*-RA* NR-RA CAm'*-NR* 1854.11.05 94.75 94.875 93.375 93.625 0.625 0.25 0.375 1854.11.06 94.625 94.75 93.25 93.5 0.625 0.25 0.375 1854.11.07 94.5 94.625 93.25 93.375 0.5 0.125 0.375 1854.11.08 94.375 94.5 93 93 0.625 0 0.625 1854.11.09 94.125 94.25 92.75 92.875 0.625 0.125 0.5 1854.11.10 93.625 93.75 92.25 92.375 0.625 0.125 0.5 1854.11.11 93.125 93.125 91.75 91.875 0.625 0.125 0.5 1854.11.13 93 93.125 91.625 91.75 0.625 0.125 0.5 1854.11.14 92.25 92.5 90.875 91 0.625 0.125 0.5 1854.11.15 92 92.25 90.625 90.75 0.625 0.125 0.5 1854.11.16 92 92.125 90.375 90.5 0.875 0.125 0.75 1854.11.17 91.5 91.625 89.75 90 1 0.25 0.75 1854.11.18 91.125 91.375 89.75 89.875 0.625 0.125 0.5 1854.11.20 91.5 91.625 89.875 90 0.875 0.125 0.75 1854.11.21 91.5 91.625 89.875 90 0.875 0.125 0.75 1854.11.22 91.75 91.875 90.25 90.375 0.75 0.125 0.625 1854.11.23 91.875 92 90.25 90.375 0.875 0.125 0.75 1854.11.24 92 92.125 90.375 90.5 0.875 0.125 0.75 1854.11.25 92.125 92.25 90.5 90.625 0.875 0.125 0.75 1854.11.27 91.875 92.125 90.25 90.375 0.875 0.125 0.75 1854.11.28 91.375 91.625 89.625 89.75 1 0.125 0.875 1854.11.29 91.375 91.625 89.625 89.75 1 0.125 0.875 1854.11.30 91.625 91.875 89.875 90 1 0.125 0.875 1854.12.01 91.75 92 89.875 90.125 1.125 0.25 0.875 1854.12.02 91.875 92.125 90.125 90.25 1 0.125 0.875 1854.12.04 92.375 92.625 90.625 90.75 1 0.125 0.875 1854.12.05 92.5 92.875 90.625 90.875 1.125 0.25 0.875 1854.12.06 93 93.375 91.125 91.375 1.125 0.25 0.875 1854.12.07 92.875 93.25 91.125 91.25 1 0.125 0.875 1854.12.08 92.875 93.375 91.375 91.375 0.75 0 0.75 1854.12.09 91.75 92.125 91.5 91.625 1 0.125 0.875 1854.12.11 91.5 91.875 91.25 91.375 1 0.125 0.875 1854.12.12 91.5 91.875 91.25 91.375 1 0.125 0.875 1854.12.13 90.875 91.25 90.75 91 0.875 0.25 0.625 1854.12.14 91.25 91.625 91.125 91.375 0.875 0.25 0.625 1854.12.15 91.5 91.875 91.375 91.625 0.875 0.25 0.625 1854.12.16 91.5 91.875 91.625 91.75 0.625 0.125 0.5 1854.12.18 91.25 91.625 91.25 91.5 0.75 0.25 0.5 1854.12.19 91.375 91.75 91.375 91.75 0.75 0.375 0.375 1854.12.20 91.125 91.5 91.125 91.5 0.75 0.375 0.375 --------------------------------------------------------------------------------- Times: CAm NR=RA CAm*-RA* 1870.02.07 92.375 92.625 0.5 1870.02.08 92.375 92.625 0.5 1870.02.09 92.375 92.625 0.5 1870.02.10 92.5 92.875 0.375 1870.02.11 92.5 92.875 0.375 1870.02.12 92.5 92.875 0.375 1870.02.14 92.5 92.875 0.375 1870.02.15 92.5 92.875 0.375 1870.02.16 92.5 93 0.25 1870.02.17 92.5 93 0.25 y0 1870.02.18 92.375 92.875 0.25 1870.02.19 92.375 92.75 0.375 1870.02.21 92.375 92.75 0.375 1870.02.22 92.25 92.625 0.375 1870.02.23 92.375 92.75 0.375 1870.02.24 92.5 92.875 0.375 1870.02.25 92.5 92.875 0.375 1870.02.26 92.5 92.875 0.375 ------------------------------------------------------------------------------- Times (RA quoted identically to NR): CAm RA=NR CAm*-RA* 1878.08.29 94.875 95.25 0.375 y2 1878.08.22 94.75 95.25 0.25 x2 1878.08.22 94.75 95.125 0.375 1878.08.23 94.625 95 0.375 y2 1878.08.24 94.625 95 0.375 1878.08.26 94.625 94.875 0.5 y2 1878.08.27 94.625 95 0.375 x0 1878.08.28 94.5 94.875 0.375 1878.08.29 94.5 94.875 0.375 1878.08.30 94.5 94.875 0.375 1878.08.31 94.5 94.875 0.375 1878.09.02 94.625 93.25 0.625 y2 1878.09.03 94.625 93.25 0.625 1878.09.04 94.5 93.125 0.625 x0y0 1878.09.05 94.5 93 0.75 1878.09.06 94.5 92.875 0.875 1878.09.07 94.625 93.125 0.75 1878.09.09 94.625 93.125 0.75 1878.09.10 94.625 93.125 0.75 1878.09.11 94.875 93.25 0.875 y2 1878.09.12 94.75 93.25 0.75 1878.09.13 94.875 93.25 0.875 y2 1878.10.01 94.75 93 1 y2 1878.10.02 94.5 92.75 1 1878.10.03 93.75 92 1 x2y2 1878.10.04 94 92.125 1.125 x0y2 1878.10.05 94 92.25 1 y2 1878.10.07 94.25 92.5 1 1878.10.08 94.375 92.75 0.875