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How do I build charts of spread change on bonds for a period of time?

To build a chart of spread change, go to the section of price, yield, spread change charts via the menu item “Comparing issues” or from the page of a chosen issue: by the link “Bond chart analysis”



In the last case you go to the section of chart analysis of prices, yields and spreads on a chosen bond. To analyze spreads’ dynamics, choose one of the icons:



G-spread is calculated as the difference between the issue yield and a point on the yield curve (G-curve) with the same time to maturity. G-spread can only be calculated for Russian ruble-denominated bonds. The archive of spreads is calculated starting from 2003.
T-spread is calculated as the difference between the issue yield and the yield on government securities of the USA, Great Britain and Germany in the corresponding issue currency and with comparable modified duration (the calculations are based on the effective yields only). The value is computed only for issues in USD, EUR, GBP. The archive of spreads for issues in USD is calculated starting from 2013, for issues in EUR, GBP – from September 2013.
More details on spread calculation is provided in Calculator manual.

To add issues to the chart for comparing, use the line of quick search. The section functionality also allows choosing trading floor, which prices will be used for building of a chart:



More information on charts is provided Training video on the section “Comparing issues”.
In case of any questions on the website section, please contact Cbonds managers or ask Cbonds online consultant directly from the section.
Go to Bond Chart Analysis

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Cbonds is a global fixed income data platform
  • Cbonds is a global data platform on bond market
  • Coverage: more than 170 countries and 250,000 domestic and international bonds
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