Gilt yield time series?

ChilliBob

Hey guys, 

I frequent this website:
https://www.dividenddata.co.uk/uk-gilts-prices-yields.py

To see the yield of a given gilt, and how it's changed, however, if love it if the graph was more interactive - eg over 1 month, 3 months etc.

Does anyone know anywhere I could see this? Or a quick way I could work this out in Excel? I could probably get prices over time easily enough, like you could for stock, but yields I'm less certain on. 

Any thoughts much appreciated   Thanks. 

ChilliBob

Cheers, yeah not quite but I remember looking at that site a while ago as I was getting my head around Gilts. 

masonic

Tradeweb has historic data available, though I don't know how accessible it is with a free account. It is always a challenge to get well curated data without paying a subscription. Obviously for an individual gilt, a price chart will give you a guide to the yield over time, since the two are related by the fixed coupon.

Johnjdc

You mean sort of like this?

https://www.marketwatch.com/investing/Bond/TMBMKGB-02Y?countryCode=BX

OldScientist

ChilliBob said:

Hey guys, 

I frequent this website:
https://www.dividenddata.co.uk/uk-gilts-prices-yields.py

To see the yield of a given gilt, and how it's changed, however, if love it if the graph was more interactive - eg over 1 month, 3 months etc.

Does anyone know anywhere I could see this? Or a quick way I could work this out in Excel? I could probably get prices over time easily enough, like you could for stock, but yields I'm less certain on. 

Any thoughts much appreciated   Thanks. 

Tradeweb does allow single gilt data (including yield) to be downloaded (csv format which can be loaded into a spreadsheet and plotted). It does seem to take quite a while to download more than a few months worth of data though.

An alternative is the yield curve data at the BoE ( https://www.bankofengland.co.uk/statistics/yield-curves ), which is not for individual gilts but does provide spot yields (i.e., zero coupon yields)  over a wide range of maturities.