Help Needed Urgently !

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atif.iq...@gmail.com

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Jan 2, 2006, 7:08:48 AM1/2/06
to Bonds & Fixed Income
Hello !
I am a graduate student (MBA) at king fahd university of petroleum &
minerals, KSA. Actually, i am working on one portfolio project which
includes 5 US Stocks and 4 US Corporate Bonds. Can anyone of you tell
me that from where I can get the historic data on the daily Bond
Prices. I have checked many site e.g www.investinginbonds.com,
www.bloomberg.com, www.bondsonline.com but couldn't find daily prices
(Historic) of my US bonds. Also, do I need to use Merryll Lynch Index
for calculating the returns on my Bonds. Because for my US stocks I am
using S&P 500 index so can I use S&P Index for the bonds also. But it
doesn't make any sense to me. Also, I will be glad If anyone can tell
me from where I can download the daily data (Historic) of Merryll Lynch
Index.
I have searched a lot but couldn't find it.

Waiting for any response.
Atif Iqbal

Bond Guru

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Jan 6, 2006, 4:47:15 PM1/6/06
to Bonds & Fixed Income
The National Association of Securities Dealers (NASD) publishes most
corporate bond transactions through the Transaction Reporting and
Compliance Engine (TRACE) feed. Check the NASD TRACE data listings on
http://nasdbondinfo.com . The most accurate way to search is using the
CUSIP numbers for the specific bond issues. The search will return any
recent transactions in those securities. If you want prices on
specific dates, the public web site won't help you. You'll have to
look to a source that makes the historical TRACE data available rather
than just the current. If you can locate a Bloomberg workstation or a
Reuters terminal, you should be able to find it there.

The information you need in order to calculate the return on the bonds
depends on what type of return you want to find. Take a look at the
online bond calculator at http://www.tipsinc.com . If you enter the
description and pricing of the bonds, you can set the defaults to
calculate quite a few different yield and return measurements.

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