Bond Data

YCharts offers comprehensive bond market coverage, with millions of GSAC and municipal bonds plus ratings from top providers.

Available Data

Our platform delivers data on 3.37 million Government, Sovereign, Agency, and Corporate (GSAC) bonds alongside 2.98 million municipal bonds, empowering you with unmatched breadth and depth. Sourced from S&P and Moody’s, delivered through Quodd, and seamlessly integrated into YCharts, our bond data and ratings ensure you have the reliable, comprehensive insights needed to make informed decisions.

Standard Calculations

Our calculations cover all of the following concepts:

Bond Financial Metrics

Price: Bid, Mid, Ask /Dirty Bid, Dirty Mid, Dirty Ask
Yields: Bid, Mid, Ask Yield to Worst, Yield to Maturity
Duration: Bid, Mid, Ask Effective, Macaulay, Modified
Convexity: Bid, Mid, Ask / Bid Effective, Mid Effective, Ask Effective
Discount Margin: Bid, Mid, Ask
Liquidity Score
Accrued Interest

Bond Information

Classification & Sub-Type
Coupon Rate & Frequency
Callable/Puttable/Convertible Flags
Issuer Details (Name, LEI, Country, Type, Sub-Type)
Maturity
Moody’s Rating (available with Moody’s subscription)
Tax Status & Alternative Minimum Tax, State Tax Applicable
Use of Proceeds
Sector (Level 1, Level 2)
Payment Category & Sub Type
Tier
Is 144A

Performance

Total Return Level
Total Return (Daily, Monthly, Quarterly, Yearly, Annualized)
· Price Return (Daily, Monthly, Quarterly, Yearly, Annualized)
· Distribution Yield

Portfolio Metrics

Effective/ Nominal/ Average Maturity
Effective Duration
Average Coupon
Distribution Yield
Yield to Maturity, Yield to Worst
Bond Holdings Count
Credit Quality (Moody's subscription required)
Sector, Maturity, and Region Exposures
Asset Allocation Bond

Speed of Updates

Our bond data will update on a daily basis during our overnight data reset.

Frequently Asked Questions

Do you have credit ratings data available?

Yes, provided by Moody's for an additional fee. You can reach out to your account manager for more information.

Can I add bonds to a portfolio?

Yes, bonds can be added to portfolios. To learn more about how bonds affect portfolio calculations, click here.

Can I use Bond Data with the Excel Add-in?

Bond data metrics are not yet supported in the Excel Add-in. We’re working on an update that will enable this functionality in a future release. In the meantime, you can export bond data from YCharts as a CSV file for use in Excel.