Fixed Income Data

Investments in fixed-income assets have exploded over the last two decades. Global Financial Data has responded by providing comprehensive public sector and private sector data, including 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 using yields from 3 months to 30 years, as well as maturities between these benchmarks.

Because we include data from both public sector and the private sector, you are able to analyze changes in the yield curve over time and the impact of default risk on yields. GFD provides data on corporate bond yields so corporate-government spreads can be studied in detail. Central Bank interest rates are available from the 1800s and are the best indicators of short-term interest rates before World War II.

Our fixed income data includes topics on the following categories:

  • Bond Indices
  • Central Bank Interest Rates
  • Commercial Paper Yields
  • Corporate Bond Yields
  • Deposit Rates
  • Government Bond Yields
  • Interbank Interest Rates
  • Interest Rate Swaps
  • Lending Rates
  • Overnight Interest Rates
  • Treasury Bill Yields