Discussion in 'Index Futures' started by futures_shark, May 18, 2005.
Anyone know if there is a Bund version of TNX quote? (the cash yield of the bund)
I do not know of any symbol offered by e.g. eSignal.
You may view and download the data here
Or view a chart here
Perfect thanks, I always forget to check the German Central bank site.
Those links are great but I'm unsure why the values differ between the chart and the table.
The chart appears to be correct showing 2.88% as of today. The table data seems to be about 20 basis points higher. yestersday dat was 3.13 vs. 2.93 on the chart.
I did try translating some of the german text but couldn't figure out the discrepancy.
There are several different time series for the Umlaufrendite, depending upon which underlying you use.
Here you will find an <a href="http://www.bundesbank.de/statistik/statistik_zeitreihen.php">overview</a>.
The yield for Eurex deliverable products are then selected via "Renditen und Indizes deutscher Wertpapiere", and "WX3950".
Looks like I picked the wrong underlying in the first post.
Do you know how to find the data for charting the 2 yr and 10 yr rates of german government debt since 1985? I find the 10 yr on (http://www.bundesbank.de/statistik/statistik_zeitreihen.en.php?func=row&tr=wx3950), but not the 2yr. TIA
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