Anyway, I find it interesting that Yahoo has an excellent bond finder page, which has some small correlation with E*Trade's bond finder page. So if there's no regular open market for bonds, then what's Yahoo tapping into for it's data? Are they going to a specific broker and getting data from them?"Quotes" for bonds can be obtained from tracking inter-dealer trading. There are a few large bond trading networks which are used by dealers, and the necessary data can be collected relatively easily from these. Note that such quotes are different than stock quotes: your broker may choose to mark up the price of bonds before you can purchase them, for instance.
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