You need to agree to share your contact information to access this dataset

This repository is publicly accessible, but you have to accept the conditions to access its files and content.

To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe.

Log in or Sign Up to review the conditions and access this dataset content.

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.

Downloads last month
131