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Actual symbol depends on the datafeed but these are readily available from
CBOE feed
tyx 30 yr bond
tnx 10 yr note
fvx 5 yr note
irx 91 day tbill
Some eod providers have corp bond rates. I get dial data because they have
Moodys Aaa, Baa, etc for various corp bond categories, from which you can
calc credit spreads
Not aware of a good reasonably priced source for non US rates.
Chris
----- Original Message -----
From: "Mike Steckel" <steckel@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, November 18, 2002 4:25 PM
Subject: interest rate indices ?
> Appreciate any help identifying and indices which reflect interest
rates --- the rates that affect equities.
>
> I'm familar with TYO30, TYO10, etc, but those are the yield of the bonds.
>
> I'm clueless as to which indices earmark interest rates, as in bank money
loaned to corporations (stocks).
>
>
> thanks,
>
>
> Mike
>
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