Does anyone know where I can find historical quotes for corporate bonds? I need closing prices from March 03 for a Tyco bond. Thanks.
Are you referring to the Bloomberg terminal? Unfortunately, I don't have access to one. Any other suggestions? Thanks.
It is an over the counter market so you're going to have trouble finding historical data for it. It is not a transparent market, the basic corporate bond trader's day consists of calling those banks with which he trades and asking them for a run. I'd say your best bet is, if you have an account (read: big) with an i-bank, calling your sales person to see if they have any historical data that they'd share.