Global Yield Curve Spreads

B

BasketTrader

For those of us who don't have a Bloomberg on our desk, where on the web can I pull up a user defined chart of any yield curve spread in the world?

Yes, I have searched for this on Google to no avail. If I want to know what the current spread is between 3mo. and 5 year Brazilian paper, shouldn't there be a website available for such queries? And would a historical chart be asking too much?

My next call is to my data provider to see how much it's gonna cost me to build all of these myself which is sort of ridiculous in 2013.

Thanks, BT.
 
are you taking paper paper? anyhow... BBG will be the only way to build global yield curves that I know off as well, specially for OTC, but you could try CQG with RTD Excel... I can try to pull them up tonight when I get home to test, but you can see all electronically traded bonds for a large number of countries with them and them build your own dashboard, which takes little to no time...

http://news.cqg.com/workspaces/main/cqg-trader-dashboards/
 
Quote from ofthomas:

are you taking paper paper? anyhow... BBG will be the only way to build global yield curves that I know off as well, specially for OTC, but you could try CQG with RTD Excel... I can try to pull them up tonight when I get home to test, but you can see all electronically traded bonds for a large number of countries with them and them build your own dashboard, which takes little to no time...

http://news.cqg.com/workspaces/main/cqg-trader-dashboards/
More...

Thanks for the reply. I'm simply referencing govt. bond yields which forecasted the entire meltdown in EM this summer. I don't currently use CQG, and if my data vendor has the data I may just have to build it myself which is nothing new.

I guess I just assumed public investors would eventually "catch on" with the advent of global information and demand for such a site would arise out of necessity. Evidently the investing crowd must still be in the dark. :-)
 
For what it's worth, looks like Investing.com provides the 5 year yield on most global bonds including Brazil per my example. I have no idea where they get their data, and it appears they are out of Cyprus.
 
It's a tough thing to do, especially for EM currencies and especially for free on the web. You can get free sources for some DM economies on various websites, but unless data is published by the domestic central bank, you're out of luck.
 
You could browse the FT and Economist sites -- I haven't looked. Better yet, contact your sales coverage. All the big banks have those data.
 
You must log in or register to reply here.
Back
Top