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Dataset Information

This dataset includes daily rates data for various bonds.

Instruments Included

Austria

  • AT10Y: Austria Government Bond 10Y

Australia (AU)

  • AU10Y: Australia Government Bond 10Y
  • AU1Y: Australia Government Bond 1Y
  • AU20Y: Australia Government Bond 20Y
  • AU2Y: Australia Government Bond 2Y
  • AU30Y: Australia Government Bond 30Y
  • AU3Y: Australia Government Bond 3Y
  • AU5Y: Australia Government Bond 5Y
  • AU7Y: Australia Government Bond 7Y

Belgium

  • BE10Y: Belgium Government Bond 10Y

Brazil

  • BG10Y: Brazil Government Bond 10Y
  • BR10Y: Brazil Government Bond 10Y
  • BR1Y: Brazil Government Bond 1Y
  • BR2Y: Brazil Government Bond 2Y
  • BR3M: Brazil Government Bond 3M
  • BR3Y: Brazil Government Bond 3Y
  • BR5Y: Brazil Government Bond 5Y
  • BR6M: Brazil Government Bond 6M

Canada

  • CA10Y: Canada Government Bond 10Y
  • CA1M: Canada Government Bond 1M
  • CA1Y: Canada Government Bond 1Y
  • CA20Y: Canada Government Bond 20Y
  • CA2Y: Canada Government Bond 2Y
  • CA30Y: Canada Government Bond 30Y
  • CA3M: Canada Government Bond 3M
  • CA3Y: Canada Government Bond 3Y
  • CA5Y: Canada Government Bond 5Y
  • CA6M: Canada Government Bond 6M
  • CA7Y: Canada Government Bond 7Y

Switzerland

  • CH10Y: Switzerland Government Bond 10Y

Chile

  • CL10Y: Chile Government Bond 10Y

China

  • CN10Y: China Government Bond 10Y
  • CN1Y: China Government Bond 1Y
  • CN20Y: China Government Bond 20Y
  • CN2Y: China Government Bond 2Y
  • CN30Y: China Government Bond 30Y
  • CN3Y: China Government Bond 3Y
  • CN5Y: China Government Bond 5Y
  • CN7Y: China Government Bond 7Y

Colombia

  • CO10Y: Colombia Government Bond 10Y

Czech Republic

  • CZ10Y: Czech Republic Government Bond 10Y

Germany

  • DE10Y: Germany Government Bond 10Y
  • DE1M: Germany Government Bond 1M
  • DE1Y: Germany Government Bond 1Y
  • DE2Y: Germany Government Bond 2Y
  • DE30Y: Germany Government Bond 30Y
  • DE3M: Germany Government Bond 3M
  • DE3Y: Germany Government Bond 3Y
  • DE5Y: Germany Government Bond 5Y
  • DE6M: Germany Government Bond 6M
  • DE7Y: Germany Government Bond 7Y

Denmark

  • DK10Y: Denmark Government Bond 10Y

Spain

  • ES10Y: Spain Government Bond 10Y
  • ES1Y: Spain Government Bond 1Y
  • ES3M: Spain Government Bond 3M
  • ES3Y: Spain Government Bond 3Y
  • ES5Y: Spain Government Bond 5Y
  • ES6M: Spain Government Bond 6M
  • ESDE2Y: Spain Government Bond 2Y

European Union

  • EU10Y: European Union Government Bond 10Y

Finland

  • FI10Y: Finland Government Bond 10Y

France

  • FR10Y: France Government Bond 10Y
  • FR1M: France Government Bond 1M
  • FR1Y: France Government Bond 1Y
  • FR20Y: France Government Bond 20Y
  • FR2Y: France Government Bond 2Y
  • FR30Y: France Government Bond 30Y
  • FR3M: France Government Bond 3M
  • FR3Y: France Government Bond 3Y
  • FR5Y: France Government Bond 5Y
  • FR6M: France Government Bond 6M
  • FR7Y: France Government Bond 7Y

United Kingdom

  • GB10Y: United Kingdom Government Bond 10Y
  • GB1M: United Kingdom Government Bond 1M
  • GB1Y: United Kingdom Government Bond 1Y
  • GB20Y: United Kingdom Government Bond 20Y
  • GB30Y: United Kingdom Government Bond 30Y
  • GB3M: United Kingdom Government Bond 3M
  • GB3Y: United Kingdom Government Bond 3Y
  • GB5Y: United Kingdom Government Bond 5Y
  • GB6M: United Kingdom Government Bond 6M
  • GB7Y: United Kingdom Government Bond 7Y

Greece

  • GR10Y: Greece Government Bond 10Y
  • GR1M: Greece Government Bond 1M
  • GR20Y: Greece Government Bond 20Y
  • GR2Y: Greece Government Bond 2Y
  • GR3M: Greece Government Bond 3M
  • GR6M: Greece Government Bond 6M

Hong Kong

  • HK10Y: Hong Kong Government Bond 10Y

Croatia

  • HR10Y: Croatia Government Bond 10Y

Hungary

  • HU10Y: Hungary Government Bond 10Y

Indonesia

  • ID10Y: Indonesia Government Bond 10Y
  • ID1M: Indonesia Government Bond 1M
  • ID1Y: Indonesia Government Bond 1Y
  • ID20Y: Indonesia Government Bond 20Y
  • ID30Y: Indonesia Government Bond 30Y
  • ID3M: Indonesia Government Bond 3M
  • ID3Y: Indonesia Government Bond 3Y
  • ID5Y: Indonesia Government Bond 5Y
  • ID6M: Indonesia Government Bond 6M

Ireland

  • IE10Y: Ireland Government Bond 10Y

Israel

  • IL10Y: Israel Government Bond 10Y

India

  • IN10Y: India Government Bond 10Y
  • IN1Y: India Government Bond 1Y
  • IN2Y: India Government Bond 2Y
  • IN30Y: India Government Bond 30Y
  • IN3M: India Government Bond 3M
  • IN3Y: India Government Bond 3Y
  • IN5Y: India Government Bond 5Y
  • IN6M: India Government Bond 6M
  • IN7Y: India Government Bond 7Y

Iceland

  • IS10Y: Iceland Government Bond 10Y

Italy

  • IT10Y: Italy Government Bond 10Y
  • IT1M: Italy Government Bond 1M
  • IT1Y: Italy Government Bond 1Y
  • IT20Y: Italy Government Bond 20Y
  • IT2Y: Italy Government Bond 2Y
  • IT30Y: Italy Government Bond 30Y
  • IT3M: Italy Government Bond 3M
  • IT3Y: Italy Government Bond 3Y
  • IT5Y: Italy Government Bond 5Y
  • IT6M: Italy Government Bond 6M
  • IT7Y: Italy Government Bond 7Y

Japan

  • JP10Y: Japan Government Bond 10Y
  • JP1M: Japan Government Bond 1M
  • JP1Y: Japan Government Bond 1Y
  • JP20Y: Japan Government Bond 20Y
  • JP2Y: Japan Government Bond 2Y
  • JP30Y: Japan Government Bond 30Y
  • JP3M: Japan Government Bond 3M
  • JP3Y: Japan Government Bond 3Y
  • JP5Y: Japan Government Bond 5Y
  • JP6M: Japan Government Bond 6M
  • JP7Y: Japan Government Bond 7Y

Kenya

  • KE10Y: Kenya Government Bond 10Y

South Korea

  • KR10Y: South Korea Government Bond 10Y
  • KR1Y: South Korea Government Bond 1Y
  • KR20Y: South Korea Government Bond 20Y
  • KR2Y: South Korea Government Bond 2Y
  • KR30Y: South Korea Government Bond 30Y
  • KR3Y: South Korea Government Bond 3Y
  • KR5Y: South Korea Government Bond 5Y

Lithuania

  • LT10Y: Lithuania Government Bond 10Y

Latvia

  • LV10Y: Latvia Government Bond 10Y

Mexico

  • MX10Y: Mexico Government Bond 10Y

Malaysia

  • MY10Y: Malaysia Government Bond 10Y

Nigeria

  • NG10Y: Nigeria Government Bond 10Y

Netherlands

  • NL10Y: Netherlands Government Bond 10Y
  • NL3M: Netherlands Government Bond 3M
  • NL6M: Netherlands Government Bond 6M

Norway

  • NO10Y: Norway Government Bond 10Y

New Zealand

  • NZ10Y: New Zealand Government Bond 10Y

Peru

  • PE9Y: Peru Government Bond 9Y

Philippines

  • PH10Y: Philippines Government Bond 10Y

Pakistan

  • PK10Y: Pakistan Government Bond 10Y

Poland

  • PL10Y: Poland Government Bond 10Y

Portugal

  • PT10Y: Portugal Government Bond 10Y
  • PT1M: Portugal Government Bond 1M
  • PT1Y: Portugal Government Bond 1Y
  • PT20Y: Portugal Government Bond 20Y
  • PT2Y: Portugal Government Bond 2Y
  • PT30Y: Portugal Government Bond 30Y
  • PT3M: Portugal Government Bond 3M
  • PT3Y: Portugal Government Bond 3Y
  • PT5Y: Portugal Government Bond 5Y
  • PT6M: Portugal Government Bond 6M
  • PT7Y: Portugal Government Bond 7Y

Qatar

  • QA10Y: Qatar Government Bond 10Y

Romania

  • RO10Y: Romania Government Bond 10Y

Russia

  • RU10Y: Russia Government Bond 10Y
  • RU1M: Russia Government Bond 1M
  • RU1Y: Russia Government Bond 1Y
  • RU20Y: Russia Government Bond 20Y
  • RU2Y: Russia Government Bond 2Y
  • RU3M: Russia Government Bond 3M
  • RU3Y: Russia Government Bond 3Y
  • RU5Y: Russia Government Bond 5Y
  • RU6M: Russia Government Bond 6M
  • RU7Y: Russia Government Bond 7Y

Sweden

  • SE10Y: Sweden Government Bond 10Y

Singapore

  • SG10Y: Singapore Government Bond 10Y

Slovenia

  • SI10Y: Slovenia Government Bond 10Y

Slovakia

  • SK10Y: Slovakia Government Bond 10Y

Thailand

  • TH10Y: Thailand Government Bond 10Y

Turkey

  • TR10Y: Turkey Government Bond 10Y

Taiwan

  • TW10Y: Taiwan Government Bond 10Y

United States

  • US10Y: United States Government Bond 10Y
  • US10YT: United States Treasury Bond 10Y
  • US1M: United States Government Bond 1M
  • US1Y: United States Government Bond 1Y
  • US20Y: United States Government Bond 20Y
  • US2Y: United States Government Bond 2Y
  • US30Y: United States Government Bond 30Y
  • US30YT: United States Treasury Bond 30Y
  • US3M: United States Government Bond 3M
  • US3Y: United States Government Bond 3Y
  • US5Y: United States Government Bond 5Y
  • US5YT: United States Treasury Bond 5Y
  • US6M: United States Government Bond 6M
  • US7Y: United States Government Bond 7Y

Venezuela

  • VE10Y: Venezuela Government Bond 10Y

Vietnam

  • VN10Y: Vietnam Government Bond 10Y

South Africa

  • ZA10Y: South Africa Government Bond 10Y
  • ZA20Y: South Africa Government Bond 20Y
  • ZA2Y: South Africa Government Bond 2Y
  • ZA30Y: South Africa Government Bond 30Y
  • ZA3M: South Africa Government Bond 3M
  • ZA3Y: South Africa Government Bond 3Y
  • ZA5Y: South Africa Government Bond 5Y

Dataset Columns

  • symbol: The symbol of the bond.
  • date: The date of the data.
  • open: The opening price of the bond.
  • high: The highest price of the bond.
  • low: The lowest price of the bond.
  • close: The closing price of the bond.
  • volume: The volume of the bond.

Data Splits

The data is split into a training set.

Dataset Maintenance

The dataset is updated on a monthly basis by Papers With Backtest.

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