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 2 November 2018

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

Note that we have changed the format of all the xls files to xlsx.  This means that for the Prices and Amounts files we can put all the months side by side on one worksheet, rather than having only 20 years on each worksheet.  It makes no difference to the layout of the Indices and Details files.  If this does not suit you, please contact Andrew Cairns at A.J.G.Cairns@hw.ac.uk.


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 2 November 2018 contains:

            BGSAmounts20181102.xlsx

            BGSDetails20181102.xlsx

            BGSIndices20181102.xlsx

BGSPrices20181102.xlsx

            BGSFilesReadme.doc

            BGSFilesReadme.html

            BGSFilesReadme.txt

 

The latest BGScsv.zip, dated 2 November 2018 contains:

            BGSAmounts20181102.csv

            BGSDetails20181102.csv

            BGSIndices20181102.csv

            BGSPrices20181102.csv

            BGSFilesReadme.doc

            BGSFilesReadme.html

            BGSFilesReadme.txt


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