I'm looking for either free or low-cost daily yield data on German 10-year government bonds. Not for a specific bond, but rather a curve-derived yield for a hypothetical 10-year bond, much like the US Treasury publishes every day. I need to find the yield data going back 10 years. I was able to locate a subset of what I need at investing.com, and their price was right (free), but their data only goes back to about 2008. Anyone have any other suggestions as to where to look?
It's tough... The ECB and the Bundesbank have some historical data, but it's not exactly what you need.
Hello guys! I still can't find continuous yields for 10 year German bonds (bund). There only for each maturity. For example, from 1992 to 2002 or 2004 to 2014. I need continuous Daily Yield Curve Rates like here Daily Treasury Yield Curve Rates http://www.treasury.gov/resource-ce.../Pages/TextView.aspx?data=yieldYear&year=2014
Martin, thank you for your reply. I saw this link and didn't find there continuous data. Please help me.
Click on "Term structure of interest rates in the debt securities market - estimated values", then "Listed Federal securities". In there, you will find tables that should give you what you're looking for.
Can anybody explain briefly why this yield curve are built by Svenson model and not just real closes? As I understand it's better to use closes prices of bonds than yield curves, is it?