How to Get Historical Bond Prices and Yields Data?

While we know that there are many sources to get the historical prices for stocks and mutual funds such as Yahoo Finance and Google Finance, getting the historical bond prices and yield data is more complicated. Here we will highlight some of the methods you can use to get such data.

FINRA Site

On the FINRA site, you can get the historical prices and yields on municipal bonds and corporate securities.  Here’s the link: FINRA’s Market Data Center. You’ll notice that this is hosted on MorningStar.

Yahoo! Bond Center

The Yahoo Bond Center also offers data and tools for investors to research bond. Here you can find the US Treasury Bond rates, and yield curve. You can also use their bond screener to research specific bonds to meet your investment needs. Here’s the link: Yahoo! Bond Center.

Federal Reserve

Federal Reserve’s site provides access to a lot of historical data for US Treasuries. For example, you can get the market yield of 1-year US Treasury right from 1959 from this link on their website. The historical data is also available through their Data Download Program.

Investing.com

This website also provides historical data for Government bonds, such as the US 10-year bond yield. You can also get the yields for world government bonds. For example, this link provides historical yields for Canada 1-year bonds.

Bloomberg

Bloomberg provides bond prices and yields for all bonds including Government bonds. It also has in interesting bond spread calculator that can be used to compare the yield spreads of various bonds.

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Data Science in Finance: 9-Book Bundle

Data Science in Finance Book Bundle

Master R and Python for financial data science with our comprehensive bundle of 9 ebooks.

What's Included:

  • Getting Started with R
  • R Programming for Data Science
  • Data Visualization with R
  • Financial Time Series Analysis with R
  • Quantitative Trading Strategies with R
  • Derivatives with R
  • Credit Risk Modelling With R
  • Python for Data Science
  • Machine Learning in Finance using Python

Each book comes with PDFs, detailed explanations, step-by-step instructions, data files, and complete downloadable R code for all examples.