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> Hi Lee,
>
> Look at csidata.com's futures list. Basically you want bunds, UK gilts,
> jgbs, etc. Also I believe there are aussi bonds, swiss bond
contracts...prob
> more. I believe these are all 6% coupon 10 yr (not positive of the coupon
> on JGB) . I am not aware of a good source of free rate data other than
FED.
> I don't believe they have non-us stuff though. You can buy rate history
from
> http://www.globalfindata.com/ going way back...1700s. Maybe the
countries'
> central bank web sites. I believe I recall seeing cool stuff on Japan's.
>
> If you find a good source of intl. rates I'd love to hear.
>
> Best,
> Chris
> ----- Original Message -----
> From: "Lee Goldberg" <best-revenge@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Tuesday, August 10, 2004 11:03 PM
> Subject: interest rates data, domestic and foreign
>
>
> > Hello List,
> >
> > Can anyone suggest an index (or indices) that will enable me to compare
> > interest rates among the G7 countries (especially US,UK,EU,Japan)?
> >
> > If no index exists, can anyone recommend the futures contracts/exchanges
> > that are "best" for that purpose?
> >
> > I am trying to find historical data (daily bars) for back-testing.
> >
> > Thanks for any help,
> > Lee
> >
>
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