Fixed Income Database
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GFD provides complete yield curve coverage with data on Interbank Rates, Swap Rates, Treasury-Bill Yields and Long-term Government Bond Yields. The Fixed Income Database enables you to follow changes in yields over different maturities going back several decades using yields at 3 months and 10 years, as well as maturities between and beyond these benchmarks.
GFD provides data from both the public sector and the private sector. This will allow you to analyze not only changes in the yield curve over time, but the impact of default risk on yields. You can see how the spread between Treasury Bills and Interbank Rates change as a recession sets in, and how the spread between government bonds, corporate bonds, developing and emerging market bonds, and swap rates change as the economy recovers. Government bond yield data go back to the 1800s for all major economies. GFD also provides data on corporate bond yields so corporate-government spreads can be analyzed in detail. Central Bank interest rates are provided since these series are available back to the 1800s and are the best indicators of short-term interest rates before World War II.
In addition to market interest rates, GFD also provides data on retail interest rates, providing the average rate for both deposits and loans. Deposit rates are provided for both long-term and short-term deposits, demand deposits and savings deposits for both households and corporations. Data on Prime Lending Rates, Mortgage Rates, and Corporate Lending Rates are also provided.
Global Financial Data allows you to analyze interest rates spreads in all their variations over decades and even centuries. You can see how inflation affected interest rates in the 1910s and the 1970s, how recession affected interest rates in the 1930s and the 1970s, how stable interest rates affected financial markets in the 1800s, the 1950s and today. The Fixed Income Database offers opportunities for the analysis of interest rates unavailable anywhere else.
Contents of Summary
- Government Bond Yields going back to the 1800s
- Treasury Bill Yields for all major economies
- Deposit Rates for households and for enterprises
- Lending Rates for households and for enterprises
- Interbank Interest Rates from one month to one year
- Interest Rate Swaps from one year to thirty years
- Overnight and Call Money Rates
- Corporate Bond Yields
- Central Bank Interest Rates including discount rates and repo rates back to the 1800s
- Commercial Paper Yields
- Bond Indicies for developed and emerging markets
Are There Seasonal Patterns in Interest Rates? – this article examines at how interest rates go up or down and more in some months than in others. This pattern has important implications both for the stock and bond markets as well as consumer and business borrowing.