Index-linked Gilt dirty price
Posted: May 16th, 2024, 6:56 pm
Can anyone tell where I can find the dirty price of an index-linked Gilt ?
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https://www.lemonfool.co.uk/
GeoffF100 wrote:Tradeweb is the official source used by the BoE:
https://reports.tradeweb.com/account/login/
You can set up a free account.
mc2fool wrote:More convenient is https://www.yieldgimp.com/index-linked-gilt-yields. Net price is the indexed + accrued price.
GeoffF100 wrote:mc2fool wrote:More convenient is https://www.yieldgimp.com/index-linked-gilt-yields. Net price is the indexed + accrued price.
Have you checked the prices against Tradeweb?
mc2fool wrote:GeoffF100 wrote:Have you checked the prices against Tradeweb?
Yes. In the past at least, and for the ones I've been interested in, and they've always been very very close. Of course, as the Tradeweb prices are always at least 17 hours out of date and the yieldgimp ones "live" (which I think means 15 minutes delayed) that's going to be reflected in them.
GeoffF100 wrote:mc2fool wrote:Yes. In the past at least, and for the ones I've been interested in, and they've always been very very close. Of course, as the Tradeweb prices are always at least 17 hours out of date and the yieldgimp ones "live" (which I think means 15 minutes delayed) that's going to be reflected in them.
Clearly, you would need to record Yieldgimp's closing price and compare that with the corresponding Tradeweb closing price, when it is posted, to make a comparison. I have not done that comparison. Yieldgimp's prices are often greyed out without a reason being given, or any indication of when those prices were accurate, if indeed they were accurate. I have always been wary of accepting Yieldgimp's numbers.
I am a long term passive investor. I do not need a bang up to date valuation. A valuation based on the last closing price is good enough for me.