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Financial markets data

Bonds and fixed income

Bloomberg is famous for its fixed income data and analysis. Use the <SRCH> function to screen for bonds, enter <WB> for World Bond Markets which monitors global government bond yields. Enter the company ticker symbol, and <CORP> <GO> for all bonds issued by the company or YC for yield curves.

Bond Returns - US - via WRDS
Access cleaned datasets of corporate bond transactions, sourced from TRACE Standard and TRACE Enhanced Datasets, along with a separate dataset for monthly price, return coupon, and yield information for all corporate bonds traded since July 2002. Bond Returns by WRDS include a unique and essential mapping table that links all bond and equity issues for every firm and at each point, time using the information in TRACE and CRSP databases. It incorporates two feeds FINRA's TRACE for transactions and Mergent FISD for bond issue and issuer characteristics.

CRSP -  via WRDS
The CRSP US Treasury and Inflation Series is comprised of 1.7 million end-of-day price observations for roughly 7000 US Treasury bills, notes, and bonds, plus supplemental files including fixed-term indexes, maturity portfolios, discount bonds, term structure and CPI files. The database begins in 1925 for month-end data, and in 1961 for daily data. The database is updated monthly.

S&P Capital IQ Pro
Go to the Fixed income menu  to get current S&P credit ratings, a maturity schedule and debt summary. It lists lastet and upcoming securities. Click throuh to view details and by going to the chart you can download the data: price and YTW (yield to worst.) The fixed income menu also links to Credit default swap page.  CIQ supplies fixed income security data from Mergent.

Datastream- via Ekon
Using the Time series look-up you can search by issuer name or filter by market, issuer type (corporate, sovereign, agency), source, alive/dead etc then use your selection and pick datatype, frequency, time period for downloading.

Go to the Deb Structure page to view bonds, CDs etc for an equity. From here you can select a bond or a selection of bonds and download the details. Select one to download the price. Use the Advanced bond search app to filter for bonds matching a range of criteria. You can select further criteria to view and download the data. Top right of the page there are options:export, add fields, add to a monitor or view as a scatter plot.

Go to the Credit Analysis section> DCS overview to get a broad picture of their debt including CDs spreads. Go to the DCS Detail page to view individual bond issues, some with documents. Copy the bond identifier and paste into the search box for more detail.

Global Financial Data
GFD includes very long-term bond data for a range of countries. For example, US 10 year bonds back to 1786.

Mergent Bond Viewer - US
You can search US corporate or municipal bonds using a range of criteria and save them to a portfolio. But you can only view the details for each one individually.

Mergent FISD - US -  via WRDS
Provides issue detail on over 140,000 Corporate, Corporate MTN (Medium Term Note), Investment Securities Database from Mergent Supranational, U.S. Agency and U.S. Treasury debt securities since 1995. Does not include municipals.

MSRB - US - via WRDS
Municipal Security Transaction Data covers historical municipal securities price trends, trade frequency and other characteristics of municipal bond transactions. The trades represent transactions by investors and dealers in the over-the-counter market for municipal securities issued by municipal entities, including states, counties, cities and special tax districts. Starts: 2005-01-05.

Reuters DealScan - Global - via WRDS
WRDS-Reuters' DealScan, also known as Loan Pricing Corporation Deal Scan, is “the world pre-eminent source for extensive and reliable information on the global commercial loan market.” provides detailed information on corporate loans including information on lenders, borrowers, loan types, size, etc. Loan information is collected from public and proprietary sources such as regulatory filings and Refinitiv League tables.