Last Updated: 02 Jan 2020 Views: 589 (After reading, tell us below if this answer was helpful)

Where can I find historical rates for UK Government bonds (gilts, treasury bills)?


In Datastream, when choosing the ‘Data Category’, select ‘Economics’. Type ‘treasury bills yield - 3 months’ or ‘gross redemption yield on 20 year gilts’ in the search box. The results will show ‘UKGBILL3’ or ‘UKGBOND’ respectively for the series. You could use a time series request on the ‘Bonds and Convertibles’ data category, searching under ‘Bond Indices’ or ‘CDS’ with the name of the gilt. You can also use the ‘Explore’ feature with ‘Economics > National Sources > United Kingdom > Bank of England > Interest and Exchange Rates > Wholesale interest and discount rates’.

 

In Bloomberg, press the ‘F2 GOVT’ key on the keyboard, type ‘TK’ then press Enter to find ticker symbols of securities issued by governments and government agencies from countries around the world.

 

Consider the following website:

  • The  UK Debt Management Office also provides ‘Gilt Market - Prices and Yields’ from 1996 and additional ‘Gilt Market Data’.

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