Global Financial Data Adds New Proprietary Bond Indices to the GFDatabase

Posted by Bryan Taylor in Additions to Database with no response yet

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 877-328-2999.

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