Heriot-Watt University and Institute and Faculty of Actuaries

British Government Securities Database

Gilt Indices, Gilts Prices and Technical Data

Database constructed and maintained by David Wilkie and Andrew Cairns.

Site maintained by

Last revised 3 August 2017

Note that from time to time we notice misprints in data for earlier dates.  These are usually corrected without comment.

Note that the Debt Management Office stopped providing closing prices for gilts on its web site after 21 July 2017.  The work has been taken over by TradeWeb & FTSE Russell, who have provided closing prices as from 24 July 2017.  The precise method of determining closing prices has changed, and one evident change is that prices of gilts up to 10 years maturity are given to three decimal places instead of two, as we show in the prices for end July 2017 and thereafter.


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 3 August 2017 contains:

            BGSAmounts20170803.xls

            BGSDetails20170803.xls

            BGSIndices20170803.xls

BGSPrices20170803.xls

            BGSFilesReadme.doc

            BGSFilesReadme.html

            BGSFilesReadme.txt

 

The latest BGScsv.zip, dated 3 August 2017 contains:

            BGSAmounts20170803.csv

            BGSDetails20170803.csv

            BGSIndices20170803.csv

            BGSPrices20170803.csv

            BGSFilesReadme.doc

            BGSFilesReadme.html

            BGSFilesReadme.txt