The Mergent Municipal Bond Securities database provides information on U.S. domestic municipal bonds beginning in 1996. It covers municipal issues from all 50 states including bonds issued by states, counties, and cities as well as other municipal entities such as hospitals, community colleges, schools, water districts, and other similar entities. Data is at issue level for all individual bonds including the underwriter, bond yield, offering price, offering date, maturity, and other bond characteristics (e.g., taxable, security, use of proceeds, sale type, refunding). It also includes information on credit ratings at issuance and throughout the life of the bond from S&P, Moody’s, and Fitch. Each bond has a maturity_id and issue_id that allows for matching across tables within the Mergent dataset. The full 9-digit CUSIP for each bond is also provided. There is some coverage for geographic areas outside of the 50 states (e.g., Puerto Rico and the Virgin Islands). It also includes some bonds issued prior to 1996, and some debt instruments other than public bonds (e.g., collateralized notes, certificates of obligation, construction loan notes). However, the extent of coverage for these additional geographic areas, offering dates, and debt instruments is unknown, suggesting that researchers exercise caution before using these data. Data is current to December 2024.

ESG debt instruments, including green bonds, social bonds, sustainability bonds, and sustainability-linked bonds, are fixed-income securities designed to sustain or improve the condition of the environment or society or governance practices. Green Bonds are fixed income instruments where the proceeds will be exclusively directed to finance or re-finance, in part or in full, new and/or existing green projects. Social bonds have use of proceeds that are dedicated to projects with positive social outcomes. Sustainability bonds have a mix of green and social use of proceeds. Sustainability linked bonds (SLB) are financial instruments where financial and structural characteristics are linked to achieving performance objectives that improve the condition of the environment or society. SLBs are not use-of proceed bonds. They typically include key performance indicators which are structurally connected to the issuer’s goal achievement. Sources: LSEG. Accessed on 2025-02-24; IMF staff calculations. Category: Climate Finance Data series:  The following data series are available by debt instruments: ESG Bond Issuances ESG Bond Outstanding ESG Bond Issuances by Type of Issuers ESG Bond Issuances by Country Cumulative ESG Bond Issuances by Type of Currency Cumulative Green Bond Issuances by Use of Proceeds Cumulative Social Bond Issuances by Use of Proceeds Cumulative Sustainability Bond Issuances by Use of Proceeds Sovereign Green Bond Issuances Metadata:  The source dataset is based on LSEG (formerly Refinitiv), which contain bond-by-bond issuances for Green Bonds, Social Bonds, Sustainability Bonds, and Sustainability-Linked Bonds starting from 2006 to 2024. Bonds by type encompass investment grade, high-yield, and not-rated bonds, commercial papers, certificates of deposit, and sukuks. By issuer type, bonds encompass government, corporate, agency, non-US munis, and other gov/supra bonds. Methodology:  The data are aggregated by country of incorporations, use of proceeds, type of currency and type of issuers (nonfinancial corporations, other financial corporations, banks, state owned entities, sovereign, state and local governments and international organizations). Sovereign green bonds are green bonds issued by central governments and central banks. Compilation of the indicator is based on the methodology used by London Stock Exchange Group, and divergences may be observed when compared to data from other providers.

A proprietary IFC dataset containing data on the total value of IFC-approved green, social, sustainability and sustainability-linked bond issuance value compiled from many sources, including Bloomberg, Environmental Finance, Climate Bond Initiative (CBI), and third-party sources. Visit the 2024 Emerging Markets Green Bond Report here: https://www.ifc.org/en/insights-reports/2025/emerging-market-green-bonds-2024

Get Bond Analytics from LSEG to better analyze government and corporate bonds, preferred shares, inflation-linked bonds and municipal bonds. Find out more.

Sourcing accurate reference data for corporate and government bonds is complex and time-consuming. The Corporate and Government Bond Reference Data package from SIX Flex simplifies this with high-quality data collected from primary sources, covering global markets - including emerging, high yield, preferred, and convertible bonds. Choose on-demand or bulk delivery through a user-friendly platform that streamlines data integration and boosts efficiency. Easily maintain your security master or power your website with timely updates and new issues. Access detailed bond data, including Issuer information, Debt Instrument Type, Coupon Rate, Instrument Status, and Maturity.

This dataset describes current year issuance for NYW. Amounts are in billions and are updated in each Preliminary and Executive Budget.

Bond Depository: Financial Bond: Policy Bank Bond: 3-5 Year data was reported at 3,568,730.000 RMB mn in Feb 2021. This records a decrease from the previous number of 3,581,500.000 RMB mn for Jan 2021. Bond Depository: Financial Bond: Policy Bank Bond: 3-5 Year data is updated monthly, averaging 919,277.000 RMB mn from Jun 1997 (Median) to Feb 2021, with 284 observations. The data reached an all-time high of 3,593,630.000 RMB mn in Dec 2020 and a record low of 0.000 RMB mn in Oct 1998. Bond Depository: Financial Bond: Policy Bank Bond: 3-5 Year data remains active status in CEIC and is reported by China Central Depository & Clearing Co., Ltd. The data is categorized under China Premium Database’s Financial Market – Table CN.ZD: CCDC: Bond Depository.

The yield on US 30 Year Bond Yield eased to 4.95% on September 2, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has edged up by 0.16 points and is 0.83 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on September of 2025.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States (IRLTLT01USM156N) from Apr 1953 to Jun 2025 about long-term, 10-year, bonds, yield, government, interest rate, interest, rate, and USA.

BondCliQ is a central market system for the OTC corporate bond market that establishes price integrity and facilitates market modernization.

USA Sovereign Bond Reference data Reference data on more than 2500 Sovereign USA bonds. Historical data from 2000 onwards. Pay only for the parameters you need. Flexible in customizing our product to the customer's needs. Free test access as long as you need for integration. Reliable sources: issues' documents, disclosure website, global depositories data and other open sources. The cost depends on the amount of required parameters and re-distribution right.

Comprehensive dataset of corporate bond trading information including prices, yields, and market trends.

Our collection of data is multi-sourced and go through a rigorous scrubbing, cleaning and validation process before it is normalized and distributed on to our clients. By using the most recent technology we are able to automate much of our processes to make sure to meet our clients’ deadlines.

The experienced Stamdata team of analysts, with long history of working with Nordic issuers, can help support our clients in detailed queries if the need arises.

​Ensure you have an automated and streamlined process in place fed with the highest quality corporate actions data for Nordic fixed income securities. Come speak to us at Stamdata to learn more about how we can help you.

​Examples of the data we provide:

​Instrument reference data ​Daily validated and updated instrument reference data like ISIN, ticker, region/sector/industry class, security type, risk type, interest type, reference rate, calculated interest, coupon, day-count conventions, program type, oustanding/face/principal amounts, and more.

​Corporate actions data ​Corporate actions are complex to manage and often require manual interventions which can increase your operational costs, risks, and cause you reputational damage. We can help you get on top of corporate action events occuring in the Nordic fixed income market:

Sign up to receive intra or end-of-day updated corporate actions data for Nordic fixed income securities. We source our data from multiple sources, preferrably directly from the issuing banks, which we have a history of long and close relationships with.

Our analyst team consisting of Nordic fixed income market experts make sure the data is cleansed, validated and normalized before provided on to our clients.

Corporate action events can have many downstream effects, such as impact on trading limits and regulatory compliance reporting. A few examples of key events we can help provide you data for are:

• Outstanding amount changes
• Name changes
• Taps / redemptions
• Calls
• Defaults
• Amendments to bond terms ​- ESG data

Analyze and research the Nordic market for sustainable bonds using our green bond indicator and statistics database. Make easy and quick adhoc filtered searches using our website login at stamdata.com, or subscribe to our direct feed or API-delivery to automate your workflow.

​Documentation ​Review and download a bond loan’s full terms & conditions documentation, available on each instrument, in our database. Find out which covenant types are most frequently used, which key metrics issuers have to report on and how frequently, security package structures for secured bonds, if there are inter-creditor agreements in place, and much more.

Delivery options:

Stamdata web Stamdata.com is our most flexible and easy to use portal service for individual use. Use it to dig deeper into our broad database containing reference data on over 45,000 instruments.

Use the Statistics module to analyze the market based on your own parameters or our pre-defined parameters with easy exportable-to-Excel functionality.

Use our Deal Monitor to stay updated with the most recently announced bond issues in the Nordic market.

Track arrangers and leading banks activity and performance in the different types of market segments, sectors, currencies, etc.

Feed or API We provide multiple options for download automation, such as:

• Feed (sftp): daily file delivery, intra- or at end-of-day, delta or full universe update. Custom delivery times can be setup if required.
• REST-API: easy to use and connect to for instant download of data. Custom setups: Our team of analysts sit on many years of experience working with market data and consultancy. The team can help tailor files and file deliveries to suit you specific requirements, independent on your profile (client or partner).

Lucror Analytics: Proprietary Bond Data Data for Credit Quality & Bond Valuation

At Lucror Analytics, we provide cutting-edge corporate data solutions tailored to fixed income professionals and organizations in the financial sector. Our datasets encompass issuer and issue-level credit quality, bond fair value metrics, and proprietary scores designed to offer nuanced, actionable insights into global bond markets that help you stay ahead of the curve. Covering over 3,300 global issuers and over 80,000 bonds, we empower our clients to make data-driven decisions with confidence and precision.

By leveraging our proprietary C-Score, V-Score , and V-Score I models, which utilize CDS and OAS data, we provide unparalleled granularity in credit analysis and valuation. Whether you are a portfolio manager, credit analyst, or institutional investor, Lucror’s data solutions deliver actionable insights to enhance strategies, identify mispricing opportunities, and assess market trends.

What Makes Lucror’s Bond Data Unique?

Proprietary Credit and Valuation Models Our proprietary C-Score, V-Score, and V-Score I are designed to provide a deeper understanding of credit quality and bond valuation:

C-Score: A composite score (0-100) reflecting an issuer's credit quality based on market pricing signals such as CDS spreads. Responsive to near-real-time market changes, the C-Score offers granular differentiation within and across credit rating categories, helping investors identify mispricing opportunities.

V-Score: Measures the deviation of an issue’s option-adjusted spread (OAS) from the market fair value, indicating whether a bond is overvalued or undervalued relative to the market.

V-Score I: Similar to the V-Score but benchmarked against industry-specific fair value OAS, offering insights into relative valuation within an industry context.

Comprehensive Global Coverage Our datasets cover over 3,300 issuers and 80,000 bonds across global markets, ensuring 90%+ overlap with prominent IG and HY benchmark indices. This extensive coverage provides valuable insights into issuers across sectors and geographies, enabling users to analyze issuer and market dynamics comprehensively.

Data Customization and Flexibility We recognize that different users have unique requirements. Lucror Analytics offers tailored datasets delivered in customizable formats, frequencies, and levels of granularity, ensuring that our data integrates seamlessly into your workflows.

High-Frequency, High-Quality Data Our C-Score, V-Score, and V-Score I models and metrics are updated daily using end-of-day (EOD) data from S&P. This ensures that users have access to current and accurate information, empowering timely and informed decision-making.

How Is the Data Sourced? Lucror Analytics employs a rigorous methodology to source, structure, transform and process data, ensuring reliability and actionable insights:

Proprietary Bond Data Models: Our scores are derived from proprietary quant algorithms based on CDS spreads, OAS, and other issuer and bond data.

Global Data Partnerships: Our collaborations with S&P and other reputable data providers ensure comprehensive and accurate datasets.

Data Cleaning and Structuring: Advanced processes ensure data integrity, transforming raw inputs into actionable insights.

Primary Use Cases

1. Portfolio Construction & Rebalancing Lucror’s C-Score provides a granular view of issuer credit quality, allowing portfolio managers to evaluate risks and identify mispricing opportunities. With CDS-driven insights and daily updates, clients can incorporate near-real-time issuer/bond movements into their credit assessments.

2. Portfolio Optimization The V-Score and V-Score I allow portfolio managers to identify undervalued or overvalued bonds, supporting strategies that optimize returns relative to credit risk. By benchmarking valuations against market and industry standards, users can uncover potential mean-reversion opportunities and enhance portfolio performance.

3. Risk Management With data updated daily, Lucror’s models provide dynamic insights into market risks. Organizations can use this data to monitor shifts in credit quality, assess valuation anomalies, and adjust exposure proactively.

4. Strategic Decision-Making Our comprehensive datasets enable financial institutions to make informed strategic decisions. Whether it’s assessing the fair value of bonds, analyzing industry-specific credit spreads, or understanding broader market trends, Lucror’s data delivers the depth and accuracy required for success.

Why Choose Lucror Analytics? Lucror Analytics is committed to providing high-quality, actionable data solutions tailored to the evolving needs of the financial sector. Our unique combination of proprietary models, rigorous sourcing of high-quality data, and customizable delivery ensures that users have the insights they need to make smarter decisions.

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Bond Depository: Govt Bond: Local Government: 1-3 Year data was reported at 6,556,853.200 RMB mn in Feb 2021. This records an increase from the previous number of 6,423,410.120 RMB mn for Jan 2021. Bond Depository: Govt Bond: Local Government: 1-3 Year data is updated monthly, averaging 484,450.000 RMB mn from Mar 2009 (Median) to Feb 2021, with 144 observations. The data reached an all-time high of 6,556,853.200 RMB mn in Feb 2021 and a record low of 0.000 RMB mn in Mar 2009. Bond Depository: Govt Bond: Local Government: 1-3 Year data remains active status in CEIC and is reported by China Central Depository & Clearing Co., Ltd. The data is categorized under China Premium Database’s Financial Market – Table CN.ZD: CCDC: Bond Depository.

USA Corporate bond Reference data Reference data on more than 150K Corporate USA bonds. Historical data from 2000 onwards. Pay only for the parameters you need. Flexible in customizing our product to the customer's needs. Free test access as long as you need for integration. Reliable sources: issues' documents, disclosure website, global depositories data and other open sources. The cost depends on the amount of required parameters and re-distribution right.

Graph and download economic data for 100-Year High Quality Market (HQM) Corporate Bond Spot Rate (HQMCB100YR) from Jan 1984 to Jul 2025 about bonds, corporate, interest rate, interest, rate, and USA.

Graph and download economic data for Moody's Seasoned Baa Corporate Bond Yield (BAA) from Jan 1919 to Jul 2025 about Baa, bonds, yield, corporate, interest rate, interest, rate, and USA.

View the average monthly yields of prime, investment-grade bonds with maturities over 20 years, which can indicate interest rates.

This is the replication package for the paper "The samurai bond: credit supply, market access, and structural transformation in pre-war Japan" published in the Journal of Economic History. It contains the dataset (Stata format), do-file (Stata format), and documentation (PDF).