Bonds

[this guide was prepared at a particular point in time. New material relating to bonds will be available. Ask staff in the Johnston Library for assistance]

Books
You can search for more books in the Western Libraries' catalogue by performing a subject search for “Bond Markets” or a keyword search for “Bonds” or “Bond Markets”. For a quick start see: AAA Rated: Unscrambling the Bond Market; An Introduction to Bond Markets and The Reuter's Guide to World Bond Markets. For those interested in the Canadian fixed income market see: In Your Best Interest: The Ultimate Guide to the Canadian Bond Market by Hank Cunningham. Additional books are listed below in chronological order.

FP Bonds - Canadian Prices.
HG4651.C35 2006
HG4651.C35 1999-2000, 2002, 2004-2005
This book provides "a comprehensive record of 12 monthly closing bid prices and yields on over 1000 public and private Canadian bonds". It includes data on convertibles, extendibles, exchangeables, perpetuals and retractables, and also notes the floating rate. Bonds are listed alphabetically by company name.

Strumeyer, Gary. Investing in Fixed Income Securities: Understanding the Bond Market.
HG4650.S77 2005

Financial Post. FP Bonds - Corporate
HG4091.A1B652 2006
HG4091.A1B652 1998-2005

Financial Post. FP Bonds-Government.
HJ8513.B654 2007
HJ8513.B654 1998-2006
This book covers public offerings and private placements with details on coupon rate and maturity date; year of issue; original and outstanding amount; call dates and prices; retraction privleges; sinking fund information; principal and interest currency; Canada Savings Bonds; Treasury Bills; Eurobonds and CUSIP number.

Mergent FIS. Mergent Bond Record.
BUSPER HG4905.M78 2000-2007
The former title was Moody's Bond Record and these are major sources for information about corporates, convertibles, governments and municipals.

Ramaswamy, Srichander. Managing Credit Risk in Corporate Bond Portfolios: A Practitioner's Guide.
HG4651.R26 2004

Choudhry, Moorad. Bond Market Securities.
HG4651.C685 2001

Fabozzi, Frank. Ed. Bond Credit Analysis: Framework and Case Studies.
HG4651.B66 2001

Faerber, Esmé. Fundamentals of the Bond Market.
HG4910.F26 2001

Dominion Bond Rating Service. DBRS. Bond, Long Term Debt and Preferred Share Ratings.
HG5151.D656 1997-2000

Fabozzi, Frank. Bond Markets, Analysis, and Strategies.
HG4651.F28 2000

Livingston, Miles. Bonds and Bond Derivatives
HG4651.L58 1999

Moody's Investors Service, Inc. Moody's Bond Record.
BUSPER HG4905.M78 1984-1999
Moody's provides a monthly review of fixed-income issues including corporate bonds, convertibles, government, municipal, and international bonds.

CGB/CGF: Five-year and Ten-year Government of Canada Bond Futures: Reference Manual.
HG6024.9.C2C48 1994

Articles
The following articles are from ProQuest. For more articles using this database, perform a subject search for “Bond Markets”.

Aris, Ben. "High-Yield Temptation." The Banker 155.951 (2005): 106.

Gutner, Toddi. "When to Jump Back into Bonds;" Business week.3889 (2004): 110.

Hunter, Delroy M., and David P. Simon. "A Conditional Assessment of the Relationships between the Major World Bond Markets." European Financial Management 11.4 (2005): 463.

Scherreik, Susan. "Discover the Beauty of Bonds." Money 27.12 (1998): 51.

"Securities Markets." Monthly Report of the Deutsche Bundesbank 54.10 (2002): 9.

Short, Larry. "Enduring Bonds." CGA Magazine 37.1 (2003): 50.

Verburg, Peter. "Bonds Away." Canadian Business 76.10 (2003): 23.

Factiva is another helpful article database, where you can search the following subjects for bonds:

• Debt/Bond Markets (ns=M12)
• Derivative Securities (ns=M15)
• Corporate Debt/Bond Markets (ns=MCPDBT)
• Government Debt/Bond Markets (ns=MGVDBT)
• Municipal Bond/Debt Markets (ns=MMUNI)
• National Government Debt/Bond Markets (ns=MNTDBT)

Example: search "ns=MCPDBT AND thomson" will find corporate bond information on Thomson Corporation.

Databases

Bloomberg (In library use only)
Bloomberg is the main source for locating bonds. For information on how to use the Bloomberg bond functions, click here.

Datastream (In library use only)
Datastream provides daily pricing and volume information on over 37,000 equities from 57 countries, 12,000 market stock and bond indices, 87,000 macroeconomic series from the International Financial Statistics of the World Bank, OECD and other central statistical offices, over 2,000 daily foreign exchange rates, 1,000 daily and weekly interest rate series, 68,000 fixed income instruments from 23 countries and more than 260 financial and commodity futures and options contracts.
For information on how to use Datastream for locating bonds, click here.

Dominion Bond Rating Service (DBRS)
DBRS is a bond rating system where one can search for rating scales and reports, commerical paper reports, industry studies, Peer comparisons and more.
For a description, click here. For access, click here.

TRACE - Trade Reporting and Compliance Engine (available through WRDS. Registration is required.)
"TRACE is NASD's over-thecounter (OTC) corporate bond market real-time price dissemination service. TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume."
For a user guide, click here. For access, click here and choose TRACE under datasets.

Internet
Below are some useful sites related to Bonds.

Bank of Canada
Selected bond yields

NASD

Bonds Online
Search results include Moody and S&P bond ratings as well as prices. News and commentary are also available.

Bond Markets

Investing in Bonds
"Investinginbonds.com is a unique source of bond price information and includes a wide variety of market data, news, commentary and information about bonds."

Canada Savings Bonds

Bloomberg Rates and Bonds
Includes key rates, mortgage rates, U.S. treasuries, municipal bonds, and related news.

Canadian Business Online
Canadian Business Online is "the business news and information portal for Canada's current and up-and-coming business leaders. It is their source for engaging business information and opinion online." Bond information includes current news, banker's acceptance, commercial baper, treasury bill, US bond & notes, US swaps, and US other.

Yahoo Finance Bonds Center
See Bonds 101

Treasury Direct

Federal Reserve Bank
Savings Bonds Redemption Calculator