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Data on bond spreads?

  • 31-01-2009 3:19pm
    #1
    [Deleted User]
    Posts: 5,589 ✭✭✭


    I am looking for data on Tbill and other government bond spreads.

    I have access to Datastream but I can't find any spreads on it. Anyone know where I can get this or where it is on Datastream?

    Cheers,


Comments

  • #2
    pocketdooz
    Registered Users, Registered Users 2 Posts: 1,559 ✭✭✭pocketdooz


    Ye, it should be on Datastream alright. Not sure where but I'm 99% sure it's on there. I can't imagine it's that hard to find.


  • #3
    Mikel
    Closed Accounts Posts: 863 ✭✭✭Mikel


    Definitely on Datastream, search for 'Benchmark spread'


  • #4
    [Deleted User]
    Posts: 5,589 ✭✭✭ [Deleted User]


    Many thanks.


  • #5
    [Deleted User]
    Posts: 5,589 ✭✭✭ [Deleted User]


    Anyone got a datastream code for these? I would be interested in US, Japanese, New Zealand, UK and Canadian gov bonds.

    Datastream is not picking up any spreads.


  • #6
    [Deleted User]
    Posts: 5,589 ✭✭✭ [Deleted User]


    Code the TED Spread would be great as well - I know its on it somewhere, I just suck at using datastream (college is too cheap to get a bloomberg terminal :( )

    I estimated from t-bill and eurodollar rates, would just like to know I have the correct ones!!


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  • #7
    pocketdooz
    Registered Users, Registered Users 2 Posts: 1,559 ✭✭✭pocketdooz


    Deleted User wrote: »
    Code the TED Spread would be great as well - I know its on it somewhere, I just suck at using datastream (college is too cheap to get a bloomberg terminal :( )

    I estimated from t-bill and eurodollar rates, would just like to know I have the correct ones!!

    Ye - you'd think with all the money in Smurfit that they'd get a feckin Bllomberg, ridiculous really.

    What 'exactly' do you want to know and I'll find out for you here on BB


    .


  • #8
    Time Magazine
    Registered Users, Registered Users 2 Posts: 8,452 ✭✭✭Time Magazine


    pocketdooz wrote: »
    Ye - you'd think with all the money in Smurfit that they'd get a feckin Bllomberg, ridiculous really.

    Zaraba ain't in UCD. He decided to emmigrate.... to Coventry :pac:


  • #9
    pocketdooz
    Registered Users, Registered Users 2 Posts: 1,559 ✭✭✭pocketdooz


    The Economist wrote: »
    Zaraba ain't in UCD. He decided to emmigrate.... to Coventry :pac:

    Jesus - they cheap over there too !?!


    terrible imo

    anyway - offer still stands

    .


  • #10
    [Deleted User]
    Posts: 5,589 ✭✭✭ [Deleted User]


    Cheers - am in Warwick, they def have the money for a bloomy, but can't be spending mone on students!

    A couple of things would be great, no hassle at all if you can't get them.

    Implied Volatility on Yen Forwards (1m and/or 3mth) for US, AUD and NZD from 1988 if possible
    Spread of govt. bonds for the same countries and time periods.

    I got the TED spread verified so thats ok!

    I'm trying to do a project on carry trades.

    No hassle if you don't have time or can't get it!


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