Home > Business Databases, FAQ updates > Historical rates for UK Government bonds (gilts, treasury bills)

Historical rates for UK Government bonds (gilts, treasury bills)

For UK Treasury Bills (3 Months):
From Bank of England website, select Statistics, Interest and Exchange Rates Data, Wholesale interest and discount rates, Treasury Bills (3 month) Sterling, End month – IUMAJNB – Monthly.

Use Datastream

  • Under Economics there is 3 Months Treasury Bills Yield (UKGBILL3) and Gross Redemption Yield on 20 Year Gilts (UKGBOND.)
  • Under Interest rates there is UK Treasury Bill Tender 1M (UKTBT1M) and UK Treasury Bill Tender 3M (UKTBTND)
  • Under Bonds and convertibles search using gilt in name
  • Under Bond Indices and CDS there are DS-TR benchmark indices – search for “Datastream Mnemonic starts TRUK” for benchmarks in the UK list LTRUKBMK, or using gilt in name or gilts as market.

Use Bloomberg function BTMM and select UK, or search for a specific rate.

Use Global Financial Database GFDatabase – GFD Filter Search: Country – United Kingdom and Series Type – Treasury Bill Yields or Government Bond Yields

The UK Debt Management Office also provides Gilt Market – Prices and Yields from 1996 and additional Gilt Market Data and Money Market / Treasury Bills Data

See also those posts tagged with risk free rate.

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