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The data which is used for calculating bond yields comes from a few established bond trading platforms. Those platforms are typically dealer platforms, so it is not exactly a business that focuses on retail customers. Some of the dealer platforms are linked via cross-matching systems. You could try these:
What do you need the fixed income data for? Is there anything you cannot conclude from the futures price?
Lornz
Oslo, Norway
Experience: Advanced
Platform: CQG, Excel
Trading: CL
Posts: 1,193 since Apr 2010
Bloomberg is the de facto platform for fixed income trading. Reuters offers products ā la carte, so that should be cheaper.
You also have platforms likte Factset and Capital IQ, but they're priced in the same range as a Bloomberg terminal. The latter even had a minimum of three subscriptions last time I checked.
If you just want the data, have you tried Morningstar?
billyfoereal
stockholm
Posts: 3 since Jul 2011
Thanks Given: 0
Thanks Received: 1
Fattails and Lornz, than you for your reply.
I basically need to see the live bond yields so I can watch when the yields reach critical leves, especially in Europe.
I will look up the information which you guys posted.
Depends what you want, do you want the cash yield? if so your stuck with signing on to somekind of professional software.
Method 1) you can figure it out based on CTD. There is not real bond yield there is only a cheapest to deliver against the futures within the ranges specified in the contract. This is posted on Eurex CBot etc...with conversion factors. You can work backwards to figure out yields if you REALLY need them.
Mathod 2) CTS T4 displays a yield view on the ladder.
However the yields are not so important, Schatz at 0 and the instrument prices can continue higher if there is someone there too buy it. If your trying to hedge/spread and set up exact ratios it may be more important to you. Good luck.
