Corporate Bonds vs Government Bonds

Discussion in 'Trading' started by nitro, Mar 3, 2002.

  1. nitro


    Are there indexes that track the "value" of each of these, e.g., like a vix.x or a prem.x, etc?

    I am interested in these to measure the shifts in the yield curve, and to test the sensitivity of certain strategies to term-structure.

  2. trdrmac


    Nitro, I know this is not exactly what you are looking for, but it is a place to start. Barrons has a Weekly Bond Statistics column in it's market week section. Their website may have some symbols for graphing :)confused: ), if not the hard copy might suit your needs in spreadsheet format.

    Here is a sample:

    Confidence index (high grade/intermediate grade)
    Lehman Brothers T Bond
    LB Credit index
    Ryan Labs Treasury index
    Bond Buyer 20 Index
    Stock/Bond yield Gap.

    I would also guess that you could create some synthetic indexes using closed end bond funds. WWW.ETFCONNECT.COM is a good source for these.