Financial Markets

Financial Markets

Go to next section

This section covers data on financial market data prices such interest rates, yields, asset prices and exchange rates.  Various data on financial market quantities are also available, in particular recent historical work done by the Bank of England and ONS on sector financial accounts and balance sheets.   These data are supported by digitised publications such as the editions of Financial Statistics from 1962 which are available here for every other year.

General Financial Market Data
Users should first consult the Bank of England's Millennium of Macroeconomic Data spreadsheet. This contains a range of data on interest rates, yields, asset prices and exchange rates some at a monthly frequency stretching back to the C18th. There is also data on financial accounts and balance sheets.Interest Rates
For a range of short-term interest rates and exchange rates at a weekly frequency during the late C19th, covering the UK and other Gold Standard countries, users should consult The Neal-Weidenmier Gold Standard Database. Spreadsheet links are below:Long-term interest rates and Share Prices
Several datasets with more granular data on long term rates and share prices are available online.Financial Accounts and Balance Sheets
Data on sector financial accounts and balances sheets back to 1920 have been collated by the ONS and Bank of England and is available on the ONS website.Financial accounts at the industry level were compiled by Goudie and Meeks for the period 1948-1982
Financial Statistics explanatory handbooks
The Notes and Definitions series and later Explanatory Handbooks for the CSO/ONS Financial Statistics publication are available for various years listed below

19641966196919701972 1976 1978 1980 1982 1984 1986 1988 1990 1991 1992 1993 1994 1996 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011

Historical datasets on the flow of funds and balance sheets
Various pieces of work have been undertaken recently to try and reconstruct the financial accounts and balance sheets of key sectors of the UK economy.  The historical data are summarised in the paper Some of the important historical publications are provided below  
The key periodical here is Financial Statistics. Every month has been digitised for every other year. Each month's edition has specific supplementary tables.
Article NameExcel FilePDF File
Financial Statistics May 1962 No Excel File
Financial Statistics Jun 1962 No Excel File
Financial Statistics Jul 1962 No Excel File
Financial Statistics Aug 1962 No Excel File
Financial Statistics Sep 1962 No Excel File
Financial Statistics Oct 1962 No Excel File
Financial Statistics Nov 1962 No Excel File
Financial Statistics Dec 1962 No Excel File
Financial Statistics Jan 1964 No Excel File
Financial Statistics Feb 1964 No Excel File
Financial Statistics Mar 1964 No Excel File
Financial Statistics Apr 1964 No Excel File
Financial Statistics May 1964 No Excel File
Financial Statistics Jun 1964 No Excel File
Financial Statistics Jul 1964 No Excel File
Financial Statistics Aug 1964 No Excel File
Financial Statistics Sep 1964 No Excel File
Financial Statistics Oct 1964 No Excel File
Financial Statistics Nov 1964 No Excel File
Financial Statistics Dec 1964 No Excel File
Financial Statistics Jan 1966 No Excel File
Financial Statistics Feb 1966 No Excel File
Financial Statistics Mar 1966 No Excel File
Financial Statistics Apr 1966 No Excel File
Financial Statistics May 1966 No Excel File
Financial Statistics Jun 1966 No Excel File
Financial Statistics Jul 1966 No Excel File
Financial Statistics Aug 1966 No Excel File
Financial Statistics Sep 1966 No Excel File
Financial Statistics Oct 1966 No Excel File
Financial Statistics Nov 1966 No Excel File
Financial Statistics Dec 1966 No Excel File
Financial Statistics Jan 1968 No Excel File
Financial Statistics Feb 1968 No Excel File
Financial Statistics Mar 1968 No Excel File
Financial Statistics Apr 1968 No Excel File
Financial Statistics May 1968 No Excel File
Financial Statistics Jun 1968 No Excel File
Financial Statistics Jul 1968 No Excel File
Financial Statistics Aug 1968 No Excel File
Financial Statistics Sep 1968 No Excel File
Financial Statistics Oct 1968 No Excel File
Financial Statistics Nov 1968 No Excel File
Financial Statistics Dec 1968 No Excel File
Financial Statistics Jan 1970 No Excel File
Financial Statistics Feb 1970 No Excel File
Financial Statistics Mar 1970 No Excel File
Financial Statistics Apr 1970 No Excel File
Financial Statistics May 1970 No Excel File
Financial Statistics Jun 1970 No Excel File
Financial Statistics Jul 1970 No Excel File
Financial Statistics Aug 1970 No Excel File
Financial Statistics Sep 1970 No Excel File
Financial Statistics Oct 1970 No Excel File
Financial Statistics Nov 1970 No Excel File
Financial Statistics Dec 1970 No Excel File
Financial Statistics Jan 1972 No Excel File
Financial Statistics Feb 1972 No Excel File
Financial Statistics Mar 1972 No Excel File
Financial Statistics Apr 1972 No Excel File
Financial Statistics May 1972 No Excel File
Financial Statistics Jun 1972 No Excel File
Financial Statistics Jul 1972 No Excel File
Financial Statistics Aug 1972 No Excel File
Financial Statistics Sep 1972 No Excel File
Financial Statistics Oct 1972 No Excel File
Financial Statistics Nov 1972 No Excel File
Financial Statistics Dec 1972 No Excel File
Financial Statistics Jan 1974 No Excel File
Financial Statistics Feb 1974 No Excel File
Financial Statistics Mar 1974 No Excel File
Financial Statistics Apr 1974 No Excel File
Financial Statistics May 1974 No Excel File
Financial Statistics Jun 1974 No Excel File
Financial Statistics Jul 1974 No Excel File
Financial Statistics Aug 1974 No Excel File
Financial Statistics Sep 1974 No Excel File
Financial Statistics Oct 1974 No Excel File
Financial Statistics Nov 1974 No Excel File
Financial Statistics Dec 1974 No Excel File
Financial Statistics Jan 1976 No Excel File
Financial Statistics Feb 1976 No Excel File
Financial Statistics Mar 1976 No Excel File
Financial Statistics Apr 1976 No Excel File
Financial Statistics May 1976 No Excel File
Financial Statistics June 1976 No Excel File
Financial Statistics Jul 1976 No Excel File
Financial Statistics Aug 1976 No Excel File
Financial Statistics Sep 1976 No Excel File
Financial Statistics Oct 1976 No Excel File
Financial Statistics Nov 1976 No Excel File
Financial Statistics Dec 1976 No Excel File
Financial Statistics Jan 1978 No Excel File
Financial Statistics Feb 1978 No Excel File
Financial Statistics Mar 1978 No Excel File
Financial Statistics Apr 1978 No Excel File
Financial Statistics May 1978 No Excel File
Financial Statistics Jun 1978 No Excel File
Financial Statistics Jul 1978 No Excel File
Financial Statistics Aug 1978 No Excel File
Financial Statistics Sep 1978 No Excel File
Financial Statistics Oct 1978 No Excel File
Financial Statistics Nov 1978 No Excel File
Financial Statistics Dec 1978 No Excel File
Financial Statistics Jan 1980 No Excel File
Financial Statistics Feb 1980 No Excel File
Financial Statistics Mar 1980 No Excel File
Financial Statistics Apr 1980 No Excel File
Financial Statistics May 1980 No Excel File
Financial Statistics Jun 1980 No Excel File
Financial Statistics Jul 1980 No Excel File
Financial Statistics Aug 1980 No Excel File
Financial Statistics Sep 1980 No Excel File
Financial Statistics Oct 1980 No Excel File
Financial Statistics Nov 1980 No Excel File
Financial Statistics Dec 1980 No Excel File
Financial Statistics Jan 1982 No Excel File
Financial Statistics Feb 1982 No Excel File
Financial Statistics Mar 1982 No Excel File
Financial Statistics Apr 1982 No Excel File
Financial Statistics May 1982 No Excel File
Financial Statistics Jun 1982 No Excel File
Financial Statistics Jul 1982 No Excel File
Financial Statistics Aug 1982 No Excel File
Financial Statistics Sep 1982 No Excel File
Financial Statistics Oct 1982 No Excel File
Financial Statistics Nov 1982 No Excel File
Financial Statistics Dec 1982 No Excel File
Financial Statistics Jan 1984 No Excel File
Financial Statistics Feb 1984 No Excel File
Financial Statistics Mar 1984 No Excel File
Financial Statistics Apr 1984 No Excel File
Financial Statistics May 1984 No Excel File
Financial Statistics Jun 1984 No Excel File
Financial Statistics July 1984 No Excel File
Financial Statistics Aug 1984 No Excel File
Financial Statistics Sep 1984 No Excel File
Financial Statistics Oct 1984 No Excel File
Financial Statistics Nov 1984 No Excel File
Financial Statistics Dec 1984 No Excel File
Financial Statistics Jan 1986 No Excel File
Financial Statistics Feb 1986 No Excel File
Financial Statistics Mar 1986 No Excel File
Financial Statistics Apr 1986 No Excel File
Financial Statistics May 1986 No Excel File
Financial Statistics Jun 1986 No Excel File
Financial Statistics Jul 1986 No Excel File
Financial Statistics Aug 1986 No Excel File
Financial Statistics Sep 1986 No Excel File
Financial Statistics Oct 1986 No Excel File
Financial Statistics Nov 1986 No Excel File
Financial Statistics Dec 1986 No Excel File
Financial Statistics Jan 1988 No Excel File
Financial Statistics Feb 1988 No Excel File
Financial Statistics Mar 1988 No Excel File
Financial Statistics Apr 1988 No Excel File
Financial Statistics May 1988 No Excel File
Financial Statistics Jun 1988 No Excel File
Financial Statistics Jul 1988 No Excel File
Financial Statistics Aug 1988 No Excel File
Financial Statistics Oct 1988 No Excel File
Financial Statistics Nov 1988 No Excel File
Financial Statistics Dec 1988 No Excel File
Financial Statistics Jan 1990 No Excel File
Financial Statistics Feb 1990 No Excel File
Financial Statistics Apr 1990 No Excel File
Financial Statistics May 1990 No Excel File
Financial Statistics Jun 1990 No Excel File
Financial Statistics Jul 1990 No Excel File
Financial Statistics Aug 1990 No Excel File
Financial Statistics Sep 1990 No Excel File
Financial Statistics Oct 1990 No Excel File
Financial Statistics Nov 1990 No Excel File
Financial Statistics Dec 1990 No Excel File
Financial Statistics Jan 1992 No Excel File
Financial Statistics Feb 1992 No Excel File
Financial Statistics Mar 1992 No Excel File
Financial Statistics Apr 1992 No Excel File
Financial Statistics May 1992 No Excel File
Financial Statistics Jun 1992 No Excel File
Financial Statistics Jul 1992 No Excel File
Financial Statistics Aug 1992 No Excel File
Financial Statistics Sep 1992 No Excel File
Financial Statistics Oct 1992 No Excel File
Financial Statistics Nov 1992 No Excel File
Financial Statistics Dec 1992 No Excel File
Financial Statistics Jan 1994 No Excel File
Financial Statistics Feb 1994 No Excel File
Financial Statistics Mar 1994 No Excel File
Financial Statistics Apr 1994 No Excel File
Financial Statistics May 1994 No Excel File
Financial Statistics Jun 1994 No Excel File
Financial Statistics Jul 1994 No Excel File
Financial Statistics Aug 1994 No Excel File
Financial Statistics Sep 1994 No Excel File
Financial Statistics Oct 1994 No Excel File
Financial Statistics Nov 1994 No Excel File
Financial Statistics Dec 1994 No Excel File
Financial Statistics Jan 1996 No Excel File
Financial Statistics Feb 1996 No Excel File
Financial Statistics Mar 1996 No Excel File
Financial Statistics Apr 1996 No Excel File
Financial Statistics May 1996 No Excel File
Financial Statistics Jun 1996 No Excel File
Financial Statistics Jul 1996 No Excel File
Financial Statistics Aug 1996 No Excel File
Financial Statistics Sep 1996 No Excel File
Financial Statistics Oct 1996 No Excel File
Financial Statistics Nov 1996 No Excel File
Financial Statistics Jan 1998 No Excel File
Financial Statistics Feb 1998 No Excel File
Financial Statistics Mar 1998 No Excel File
Financial Statistics Apr 1998 No Excel File
Financial Statistics May 1998 No Excel File
Financial Statistics Jun 1998 No Excel File
Financial Statistics Jul 1998 No Excel File
Financial Statistics Aug 1998 No Excel File
Financial Statistics Sep 1988 No Excel File
Financial Statistics Sep 1998 No Excel File
Financial Statistics Oct 1998 No Excel File
Financial Statistics Nov 1998 No Excel File
Financial Statistics Jan 2000 No Excel File
Financial Statistics Feb 2000 No Excel File
Financial Statistics Mar 2000 No Excel File
Financial Statistics Apr 2000 No Excel File
Financial Statistics May 2000 No Excel File
Financial Statistics Jun 2000 No Excel File
Financial Statistics Jul 2000 No Excel File
Financial Statistics Aug 2000 No Excel File
Financial Statistics Sep 2000 No Excel File
Financial Statistics Oct 2000 No Excel File
Financial Statistics Nov 2000 No Excel File
Financial Statistics Dec 2000 No Excel File
Financial Statistics Jan 2002 No Excel File
Financial Statistics Feb 2002 No Excel File
Financial Statistics Mar 2002 No Excel File
Financial Statistics Apr 2002 No Excel File
Financial Statistics May 2002 No Excel File
Financial Statistics Jun 2002 No Excel File
Financial Statistics Jul 2002 No Excel File
Financial Statistics Aug 2002 No Excel File
Financial Statistics Sep 2002 No Excel File
Financial Statistics Oct 2002 No Excel File
Financial Statistics Nov 2002 No Excel File
Financial Statistics Dec 2002 No Excel File
Financial Statistics Jun 2006 No Excel File
Financial Statistics Jul 2006 No Excel File
Financial Statistics Aug 2006 No Excel File
Financial Statistics Sep 2006 No Excel File
Financial Statistics Oct 2006 No Excel File
Financial Statistics Nov 2006 No Excel File
Financial Statistics Dec 2006 No Excel File
Financial Statistics Jan 2008 No Excel File
Financial Statistics Feb 2008 No Excel File
Financial Statistics Mar 2008 No Excel File
Financial Statistics Apr 2008 No Excel File
Financial Statistics May 2008 No Excel File
Financial Statistics Jun 2008 No Excel File
Financial Statistics Jul 2008 No Excel File
Financial Statistics Aug 2008 No Excel File
Financial Statistics Sep 2008 No Excel File
Financial Statistics Oct 2008 No Excel File
Financial Statistics Nov 2008 No Excel File
Financial Statistics Dec 2008 No Excel File
Financial Statistics Jan 2010 No Excel File
Financial Statistics Feb 2010 No Excel File
Financial Statistics Mar 2010 No Excel File
Financial Statistics Apr 2010 No Excel File
Financial Statistics May 2010 No Excel File
Financial Statistics Jun 2010 No Excel File
Financial Statistics Jul 2010 No Excel File
Financial Statistics Aug 2010 No Excel File
Financial Statistics Sep 2010 No Excel File
Financial Statistics Oct 2010 No Excel File
Financial Statistics Nov 2010 No Excel File
Financial Statistics Dec 2010 No Excel File
Financial Statistics Jan 2011 No Excel File
Financial Statistics Feb 2011 No Excel File
Financial Statistics Mar 2011 No Excel File
Financial Statistics Apr 2011 No Excel File
Financial Statistics Jun 2011 No Excel File
Financial Statistics Jul 2011 No Excel File