bond price data

viking66 · April 13th, 2011, 7:36 pm

I am looking for a source to provide daily data on bonds (corporates & governments): prices & contractual features of each. Any ideas (other than Bloomberg)?Thanks

Martinghoul · April 13th, 2011, 7:46 pm

For govt bonds, some of the issuers offer this info. For example, the UK DMO publishes the info you're looking for on its website.

csa · April 15th, 2011, 1:24 am

If the bonds you are interested in are TRACE-eligible, you can get TRACE data through WRDS or Market Axess. Market Axess also reports some characteristics of the bonds.

daleholborow · April 15th, 2011, 4:47 am

I'm pretty sure yahoo finance actually includes daily data for various bonds, not just the widely acknowledged equity stuff. Presumably, when you say "other than bbg", you mean something free/readily available, not on a subscription basis? CompuStat and Thomson Datastream both have various bits of bond data, but they are competitor products to bbg, so you possibly don't have access to them either at your work/uni?

daleholborow · April 15th, 2011, 4:49 am

http://finance.yahoo.com/bonds/composite_bond_rates

viking66 · April 15th, 2011, 12:34 pm

Thanks for the replys. I'm willing to pay for data. Reliability, quality, timelyness, coverage are most important.

jdp101 · April 16th, 2011, 11:41 pm

are you looking for US govies/corp or global? if only US than a combo of bbg and idc should cover - if looking for other markets, please elaborate and i'll share what im familiar with

viking66 · April 18th, 2011, 1:23 pm

I am looking global govies & corporates (including but not limited to the US). Bloomberg is not an option, nor is IDC an option. I am looking for a daily feed of values & also need contractual details of each (ie, coupon type, reset index, coupon frequency, maturity, embedded optionality, convertible, ....)

donal · April 19th, 2011, 6:44 pm

Markit Partners offer EOD bond prices for corporate and govt bonds. They also provide many of the key contractual features e.g. Coupon, maturity etc. They don't (at least not in their daily feeds) provide data such as optionality clauses. For those types of deal, you are often better getting the pricing supplement/ offering circular for the bonds to ensure you are capturing all features.Cheers,Donal

bostongeorge81 · April 19th, 2011, 7:40 pm

Thomson Reuters DataScope, Reuters 3000 (legacy product, not sure if it's available to new customers), FactSet, and Telekurs are all other options.

bostongeorge81 · April 19th, 2011, 7:40 pm

Thomson Reuters DataScope, Reuters 3000 (legacy product, not sure if it's available to new customers), FactSet, and Telekurs are all other options.

same · April 20th, 2011, 1:17 pm

FTID, S&P, Advantage data - other options not yet mentioned

HTFB · April 26th, 2011, 11:59 pm

for corporate bonds, you can get trade data (price, volume, time and type of trade) from FINRA. go to finra.orgBond descriptive info is also on their websitefor Munis you can go to MSRBboth are free