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Global Financial Data Adds New Proprietary Bond Indices to the GFDatabase

Global Financial Data is excited to announce the addition of new Bond Price Indices to complement its existing yield data and Total Return indices on 10-year government bonds from 50 countries. Global Financial Data’s Bond data extends back to 1700s for the United States and a number of European countries and back to the 1800s for others.

The metadata for these files has been updated so the individual securities used in the 10-year Government Bond series along with their tickers is provided in the metadata for the 10-year government bond. GFD has also extended the data for several of the countries by more than a century. Austrian data now begins in 1788 rather than 1923, and Portugal data begins in 1823 rather than 1975.

The table below provides a full list of the tickers for the government bond indices for the United States:

Bond
Starts
Yield
Price Index
Return Index
USA 1-year Government Notes
1940
IGUSA1D
PRUSG1M
TRUSG1M
USA 2-year Government Notes
1940
IGUSA2D
PRUSG2M
TRUSG2M
USA 3-year Government Notes
1940
IGUSA3D
PRUSG3M
TRUSG3M
USA 5-year Government Notes
1919
IGUSA5D
PRUSG5M
TRUSG5M
USA 10-year Government Bonds
1786
IGUSA10D
PRUSG10M
TRUSG10M
USA 30-year Government Bonds
1919
IGUSA30D
PRUSG30M
TRUSG30M
USA AAA Corporate Bonds
1857
MOCAAAD
PRUSACOM
TRUSACOM
USA Municipal AAA Bonds
1857
MOMTAAAW
PRUSAMUM
TRUSAMUM

GFD has also extensively updated foreign bond indices as well. The table below provides tickers for the government bond indices:

Country
Begins
Bond Yield
Price Index
Return Index
Australia
1857
IGAUS10D
PRAUSGVM
TRAUSGVM
Austria
1788
IGAUT10D
PRAUTGVM
TRAUTGVM
Belgium
1834
IGBEL10D
PRBELGVM
TRBELGVM
Bulgaria
1993
IGBGR10D
PRBGRGVM
TRBGRGVM
Brazil
2008
IGBRA10D
PRBRAGVM
TRBRAGVM
Botswana
2003
IGBWA10D
PRBWAGVM
TRBWAGVM
Canada
1853
IGCAN10D
PRCANGVM
TRCANGVM
Switzerland
1893
IGCHE10D
PRCHEGVM
_SDGTD
Chile
2004
IGCHL10D
PRCHLGVM
TRCHLGVM
China
2007
IGCHN10D
PRCHNGVM
TRCHNGVM
Czech Republic
2000
IGCZE10D
PRCZEGVM
TRCZEGVM
Germany
1788
IGDEU10D
PRDEUGVM
TRDEUGVM
Denmark
1788
IGDNK10D
PRDNKGVM
TRDNKGVM
Spain
1788
IGESP10D
PRESPGVM
TRESPGVD
Euro Area
1950
IGEUR10D
PREUROGM
TREUROGM
Finland
1896
IGFIN10D
PRFINGVM
TRFINGVM
France
1747
IGFRA10D
PRFRAGVM
TRFRAGVM
United Kingdom
1700
IGGBR10D
PRGBRGVM
TRGBRGVM
Greece
1981
IGGRC10D
PRGRCGVM
TRGRCGVM
Hong Kong
1993
IGHKG10D
PRHKGGVM
TRHKGGVM
Croatia
2008
IGHRV10D
PRHRVGVM
TRHRVGVM
Hungary
1999
IGHUN10D
PRHUNGVM
TRHUNGVM
India
1722
IGIND10D
PRINDGVM
TRINDGVD
Ireland
1897
IGIRL10D
PRIRLGVM
TRIRLGVM
Italy
1807
IGITA10D
PRITAGVM
TRITAGVM
Japan
1870
IGJPN10D
PRJPNGVM
TRJPNGVM
Kenya
2008
IGKEN10D
PRKENGVM
TRKENGVM
Korea
1957
IGKOR10D
PRKORGVM
TRKORGVM
Lithuania
1997
IGLTU10D
PRLTUGVM
TRLTUGVM
Latvia
1998
IGLVA10D
PRLVAGVM
TRLVAGVM
Mexico
2001
IGMEX10D
PRMEXGVM
TRMEXGVM
Malaysia
1964
IGMYS10D
PRMYSGVM
TRMYSGVM
Netherlands
1788
IGNLD10D
PRNLDGVM
TRNLDGVM
Norway
1822
IGNOR10D
PRNORGVM
TRNORGVM
New Zealand
1861
IGNZL10D
PRNZLGVM
TRNZLGVD
Pakistan
1948
IGPAK10D
PRPAKGVM
TRPAKGVM
Philippines
1996
IGPHL10D
PRPHLGVM
TRPHLGVM
Poland
1999
IGPOL10D
PRPOLGVM
TRPOLGVM
Portugal
1806
IGPRT10D
PRPRTGVM
TRPRTGVM
Romania
2001
IGROU10D
PRROUGVM
TRROUGVM
Russia
1996
IGRUS10D
PRRUSGVM
TRRUSGVM
Singapore
1987
IGSGP10D
PRSGPGVM
TRSGPGVM
Slovakia
1994
IGSVK10D
PRSVKGVM
TRSVKGVM
Slovenia
2002
IGSVN10D
PRSVNGVM
TRSVNGVM
Sweden
1788
IGSWE10D
PRSWEGVM
_RXTBD
Thailand
1979
IGTHA10D
PRTHAGVM
TRTHAGVM
Turkey
1998
IGTUR10D
PRTURGVM
TRTURGVM
Taiwan
1995
IGTWN10D
PRTWNGVM
TRTWNGVM
Venezuela
1983
IGVEN10D
PRVENGVM
TRVENGVM
Vietnam
2009
IGVNM10D
PRVNMGVM
TRVNMGVM
South Africa
1860
IGZAF10D
PRZAFGVM
TRZAFGVM

These indices are available with a subscription to the GFDatabase.

Global Financial Data will soon be releasing external bond indices that extend coverage of many countries not covered by the domestic bond indices. These indices will cover shares traded in London and in New York for countries that listed their securities on those two exchanges. The series will include indices for yields, bond prices and total returns.

The US Stocks Database, UK Stocks Database and the Fixed Income Database provide access to the original market data for the underlying securities, as well as several hundred federal, state and municipal bonds traded in the United States and in London between 1786 and 1940.

If you would like more information on the indices and the GFDatabase, US Stocks Database, UK Stocks Database, or the Fixed Income Database, please feel free to contact one of our sales representatives at 877-DATA-999 or 949-542-4200.

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