Recent content by Meidav

Hi everybody Is it possible to download time series of traded volume of bonds from datastream? If yes, would that be only exchange traded volume or OTC volume as well? I thank you very much for help! Kind regards Dave

Hi everybody. I am not quite sure if this thread fits in the chosen sub forum. Since I am not that experienced in trading, I figured my question would fit best here. As far as I know, one can synthetically create an inflation linked bond of a certain issuer by simply buying the bond of the...

Hi everybody! I am a student of economics and do not have experience with trading. I was wondering: is short-selling in the corporate bond market possible? Are there any restrictions? I thank you for your valuable time. Regards Dave

Hi! Does anyone know where I can find a list of the members of the current Lehman Brothers Euro Aggregate Corporate Bond Index? Thank you very much! Dave

Hi everybody! Unfortunately, Bloomberg ceases to provide historical yields of a bond when it matures. Does anyone know where this data can be accessed? (datastream for example?) Kind regards Dave

Thanks very much! will try it. Helped me a lot! Dave

Thanks! But do you think that it's possible that Bloomberg shows this kind of information? I think that the time series exist. The specifics of the bond can at the worst be checked in the annual report of the respective company.

Hi everybody! Does anyone know how I can get information on bonds that are past maturity? Say company AAA had a bond which matured in 2005/9. I am interested in time series of the yield of this bond and interested in the characteristics of this bond e.g. if it was callable/puttable, floating...

Hi everybody! I have a question concerning credit default swap indices, like iTraxx. Say on the 9th of April, the "Markit iTraxx Europe 5 Y" index has a bid spread of 101.36 and an ask spread of 102.86. What does that mean? How can I read out of this index how expensive it is to insure myself...