Return to US Data index.
Municipal Bonds
1. www.InvestingInBonds.com

Recent
www.investinginbonds.com/MunicipalBonds/Muniticker_data.htm

Examples by CUSIP
http://www.investinginbonds.com/municipalbonds/cusip.aspx?action=y&cusip=988644FS4
http://www.investinginbonds.com/MunicipalBonds/cusip.aspx?cusip=098590EG3
   Web site of the Bond Market Association. Municipal bond prices at brief delay became available on January 31, 2005, Monday.


2. www.MunicipalBonds.com
   Excellent site for Municipal bond data.

3. Municipal Securities Rulemaking Board (MSRB)
   www.msrb.org

Soveriegn Bonds
   1. Gilts, United Kingdom bond data.
    HM Treasury http://www.hm-treasury.gov.uk/

Agency Bonds
  
1. Federal Home Loan Mortgage Corporation (FHLMC)
   "Freddie Mac"    www.freddiemac.com    archives


2. Federal National Mortgage Association (FNMA)
     "Fannie Mae"    www.fanniemae.com    New issues

Corporate Bond Data

http://www.nasdbondinfo.com/asp/bond_search.asp
http://www.nasdbondinfo.com/asp/download.asp 

This list expanded from 4,500 to 17,000 bonds on October 1, 2004.
Also on October 1, 2004, transactions reporting will occur 
within 30 minutes of trade, down from 45 minutes.
In July 2005 reporting time is due to drop to 15 minutes.
TRACE data ASCII text, fixed delimited ASCII text, pipe (|) delimited
TRACE-Eligible Securities List   www.nasdbondinfo.com/download/ListFixed.txt
Symbol 14 NASD Bond Symbol
Company Name 50 Issuer Name
Bond Detail 30 Short description (e.g. Sr. Subordinated Notes)
Coupon Rate 9 Coupon Rate (e.g. 7.500)
Maturity Date 10 Maturity Date (e.g. 01/30/2002)
PortalFlg 1 Signifies a portal bond ('Y' or blank)
DisseminateFlg 1 'Y' Indicates trade report may be disseminated
 www.nasdbondinfo.com/download/ListPipe.txt
Symbol | Issuer Name | Bond Detail | Coupon Rate | Maturity Date | Portal Flag | Dissemination Flag |
TRACE Participant List  www.nasdbondinfo.com/download/ParticipantFixed.txt
Firm ID 4 MPID
filler 2 Not used
Firm Name 40 Participant Firm Name
 www.nasdbondinfo.com/download/ParticipantPipe.txt
MPID | FirmName |
TRACE Closing Prices List  www.nasdbondinfo.com/download/clpfixed.txt
Symbol 14 NASD Bond Symbol
WI 1 When Issue Y or N
HighPrc 11 Todays high price (nnnn.nnnnnn)
HighYld 14 Todays high price yield ([-]nnnnnn.nnnnnn)
LowPrc 11 Today's low price(nnnn.nnnnnn)
LowYld 14 Today's low price yield ([-]nnnnnn.nnnnnn)
ClosePrc 11 Closing price (nnnn.nnnnnn)
CloseYld 14 Closing price yield ([-]nnnnnn.nnnnnn)
TradeDate 10 Closing price date mm/dd/yyyy
 www.nasdbondinfo.com/download/clppipe.txt
Symbol| WI| HighPrc| HighYld| LowPrc| LowYld| ClosePrc| CloseYld| TradeDate|



Bond Markets Defined
Source of these definitions is the web site of
the Bond Market Association (BMA) at : 
http://www.investinginbonds.com/MarketAtAGlance.asp?catid=31&id=78
from February 9, 2005.

Municipal Securities Market
Municipal securities are debt obligations issued by states, cities, counties, and other governmental entities to raise money to build schools, highways, hospitals, and sewer systems, as well as many other projects for the public good. Municipal securities are the most important way that U.S. state and local governments borrow money to finance their capital investment and cash flow needs. An important distinguishing characteristic of the municipal securities market is the exemption of interest on municipal bonds from federal income taxes. The implicit subsidy provided by the federal government permits municipal issuers to compete effectively for capital in the domestic securities market. There is currently in excess of $1.8 trillion in outstanding municipal debt, comprising obligations of approximately 50,000 issuers.
Treasury Securities Market
The U.S. Treasury securities market is the largest and most liquid market in the world. There is currently $3.1 trillion in outstanding marketable Treasury debt. The U.S. Treasury issues three types of securities: bills, which have a maturity of less than 1 year; notes, which have a maturity of 2 to 10 years; and bonds, which have a maturity of greater than 10 years.
Federal Agency Securities Market
Federal agency debt is issued by various government-sponsored enterprises (GSEs) which were created by Congress to fund loans to borrowers such as homeowners, farmers and students. Through the creation of GSEs, the government addressed various public policy concerns about the ability of members of these groups to borrow sufficient funds at affordable rates. Most GSEs rely primarily on debt financing for their day-to-day operations. Among the most active issuers of agency debt securities are: Federal Farm Credit System Banks, Federal Home Loan Banks, Federal Home Loan Mortgage Corporation (Freddie Mac), Federal National Mortgage Association (Fannie Mae), Student Loan Marketing Association (Sallie Mae) and Tennessee Valley Authority (TVA). There is an estimated $2.3 trillion in agency debt currently outstanding.
Corporate Bond Market
Corporate debt securities are obligations issued by corporations for capital and operating cash flow purposes. Corporate debt is issued by a wide variety of corporations involved in the financial, industrial, and service-related industries. There is approximately $4.0 trillion in corporate debt currently outstanding.
Money Market Instruments
Money market instruments include bankers acceptances, certificates of deposit, and commercial paper. Together these three instruments account for an estimated $2.5 trillion in outstanding instruments. Bankers acceptances are typically used to finance international transactions in goods and services, and currently represent an estimated $5.2 billion market. Certificates of deposit (CDs) are large denomination negotiable time deposits issued by commercial banks and thrift institutions, representing about $1.2 trillion. Commercial paper, which is short term unsecured promissory notes issued by both financial and non-financial corporations, is currently a $1.3 trillion market.
Mortgage Securities Market
Mortgage securities represent an ownership interest in mortgage loans made by financial institutions (savings and loans, commercial banks, or mortgage companies) to finance the borrower's purchase of a home or other real estate. Mortgage securities are created when these loans are packaged, or "pooled", by issuers or servicers for sale to investors. As the underlying mortgage loans are paid off by the homeowners, the investors receive payments of interest and principal. The majority of mortgage securities are issued and/or guaranteed by an agency of the U.S. Government, the Government National Mortgage Association (Ginnie Mae), or by government-sponsored enterprises such as the Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac). Some private institutions, such as subsidiaries of investment banks, financial institutions, and home builders, also package various types of mortgage loans and mortgage pools. The securities they issue are known as "private-label" mortgage securities, in contrast to "agency" mortgage securities issued and/or guaranteed by Ginnie Mae, Fannie Mae, or Freddie Mac. There is an estimated $4.0 trillion in outstanding agency mortgage securities, with an additional $584 billion in outstanding private label mortgage securities debt.
Asset-Backed Securities
Asset-backed securities (ABS) are certificates which represent an interest in a pool of assets such as credit card receivables, auto loans and leases, or home equity loans. The interest and principal payments on the pool of assets are passed through to investors, typically institutional, who invest in highly rated, short-term liquid assets. The ABS market has expanded rapidly in the past several years and there is approximately $1.5 trillion in debt currently outstanding.