[R-SIG-Finance] bonds/fixed income indices

[davidr at rhotrading.com]

The Federal Reserve has some data that may serve your needs:
https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H.15


David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
ryan.sheftel at malbecpartners.com
Sent: Wednesday, October 22, 2008 10:03 AM
To: Bastian Offermann
Cc: r-sig-finance at stat.math.ethz.ch;
r-sig-finance-bounces at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] bonds/fixed income indices

Your best bet are looking at the iShares ETFs, like LQD and TIP, I
believe 
they also have MBS for mortgages. The most well regarded indexes (Lehman

Aggregate, and Salomon BIG) are available only for a fee.




Bastian Offermann <bastian2507hk at yahoo.co.uk> 
Sent by: r-sig-finance-bounces at stat.math.ethz.ch
10/22/2008 10:58 AM

To
r-sig-finance at stat.math.ethz.ch
cc

Subject
[R-SIG-Finance] bonds/fixed income indices





Dear list,

does anybody know where to get bond/fixed income indices for free? i 
could not find anything on Yahoo! and bloomberg/reuters is out of reach 
for me. thanks in advance.

regards

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