UK Government Debt Portfolio Returns (net nominal, month-on-month), constructed from bond-level data
This series provides value-weighted holding-period returns (HPRs) for the UK government debt portfolio, constructed from microdata from ESCoE and the Bank of England, following the methodology in Hall, Payne, Sargent and Szoke (2021), and Ellison and Scott (2020). It is regularly updated using the latest available data from both sources. A novel feature is the returns series for debt held net of Bank of England holdings (QE/QT-adjusted). If you use this series, please cite our paper Measuring Fiscal Risk, Utso Pal Mustafi and Andrew Preston, Working paper, 2026.  For a comparison with a corresponding US series, please see George Hall’s website.  
-  Data

Value of UK Government debt outstanding, constructed from bond-level data
This series provides face and market value for total UK government debt outstanding, constructed from microdata from ESCoE and the Bank of England. It is regularly updated using the latest available data from both sources. A novel feature is the debt series measured net of Bank of England holdings (QE/QT-adjusted). 
-  Data

Debt supply shocks.
Shocks to the level and maturity of US public debt supply.  Positive level shocks are exogenous increases in the total debt level, distributed uniformly across maturities. Positive maturity shocks capture an exogenous shift in issuance from short-term to long-term bonds, conditional on the total debt level. Methodology based on Mustafi (2025).  
-  Daily data
- Monthly data