Use Datastream - available at Barcelona and Madrid Libraries through LSEG Workspace (formerly Refinitiv Workspace):
- Under Economics there is 3 Months Treasury Bills Yield (UKGBILL3) and Gross Redemption Yield on 20 Year Gilts (UKGBOND.).
- Under Bonds and convertibles search using gilt in name.
- Under Bond Indices and CDS search using gilt in name or gilts as market.
For UK Treasury Bills (3 Months):
The UK Debt Management Office also provides Gilt Market - Prices and Yields from 1996. And additional Gilt Market Data.