Last
revised 1 May 2012
Note
that from time to time we notice misprints in data for earlier dates. These are usually corrected without comment. However, on this occasion we have
compared the Amounts for Conventionals with the DMO
data and included the corrected fractions of one million for many past years
for some cases.
Note
1: We have altered the Excel files from Excel 5/1995 format to Excel 2003
format. They are still .xls files, not .xlsx. If this causes difficulties for anyone,
please let us know.
Note
2: For
both conventionals and index-linked all the
calculations of yield and duration omitted stocks with less than one year to
maturity prior to 3 May 2011, but after that date these stocks have been
included. Note that this change
makes only a small difference to the yields for the “Under 5 years”
and “All stocks” sectors, but makes a quite large difference to the
duration, especially for the index-linked.
This is also noted in the BGSReadme file.
The files with data for British Government Securities are listed below. Each is available in more than one format. The BGSFilesReadMe file gives a description of each of the files and the data therein. It can either be read as an html file or downloaded as a text file. It should be studied before use is made of any of the data. The data files are available in Excel 5.0 format (.xls), or as comma separated variable (.csv) files. The Excel files have several distinct worksheets; the csv files put all the worksheets together, but they give a way of getting the data for those who cannot read Excel files.
The files for Amounts, Prices and Indices give monthly data, as at the end of each month. They are updated from time to time. We do not guarantee that the latest month-end data will be available immediately. This is intended as a research resource, and not as a way of getting current information.
Clicking on any of the links below usually calls up the Excel or csv file, which can then be saved using "Save As". Your browser may give you the options of either opening or saving the file.
Note that the accuracy of any of the data is not warranted, though all of it is accurate to the best of our knowledge and belief. The reasons for possible inaccuracies are explained in the BGSFilesReadMe file. We cannot accept any responsibility for any use that may be made of the data. If you use the data for any publication, we would ask that the source of the data be acknowledged, in the form "data from the Heriot-Watt/ Institute and Faculty of Actuaries Gilt Database". Downloading any of the files means that you accept these conditions.
Excel files:
CSV files:
Note that each CSV file contains a number of blocks - one block for each Excel worksheet contained within a workbook.
Zip files:
The files are also available in two zipped files:
Each of these contains all the Excel or csv files together with the BGSFilesReadMe file in both text and html format and as a Word document. This may be the most convenient way to download all the files. Note that in these .zip files the file names have the date on which they were last revised included in the file name, in ddmmyyyy format, as e.g.: “BGSPrices20020424.xls”, whereas these dates are not included in the names of the individual files that can be downloaded.
The latest BGSExcel.zip, dated 1 May 2012, contains:
BGSAmounts20120501.xls
BGSDetails20120501.xls
BGSIndices20120501.xls
BGSPrices20120501.xls
BGSFilesReadMe.doc
BGSFilesReadMe.html
BGSFilesReadMe.txt
The latest BGScsv.zip, dated 1 May 2012, contains:
BGSAmounts20120501.csv
BGSDetails20120501.csv
BGSIndices20120501.csv
BGSPrices20120501.csv
BGSFilesReadMe.doc
BGSFilesReadMe.html
BGSFilesReadMe.txt