US Treasury Databases
Data
You can read the sections below online by clicking the HTML link. Alternately, PDFs are available below to download a printable document.
| Background An overview of the development history of CRSP's data files. Also included are descriptions of the CRSP stock data universe, CRSP calendars, and CRSP data sources. |
| Data File Layouts CRSP Treasury Database file contents and organization |
| Data Definitions CRSP Treasury Database variables by category. Includes Item IDs, descriptions, and headers. |
| Reference Information Includes a legacy item cross reference table and a list of CRSPSift Treasnox files. |
| Special Issues Includes issues with special provisions, stripped notes and bonds, and foreign targeted securities. |
PDFS
Download CRSP US Treasury Guide
Contains: Overview, file layout, data descriptions, and access to the CRSP Daily and Monthly US Treasuries.
Updated: 1/11
Format: Adobe PDF
Legacy Guides
Download CRSP Legacy Daily US Treasury Guide
Contains: Overview, array layout, data descriptions, utility software access, and programming access to the CRSP Daily US Treasury Database.
Updated: 1/10
Format: Adobe PDF
Download CRSP Legacy Monthly US Treasury Guide
Contains: Overview, array layout, data descriptions, utility software access, and programming access to the CRSP Monthly US Treasury Database.
Updated: 1/10
Format: Adobe PDF
Access
Windows subscribers receive a CRSPAccess database (TRZyyyymm folder when installed) for use with CRSPSift. The data are organized in categories and groups for easy access. The CRSPSift User Guide provides full information for access through Sift.
New Treasuries Files (TFZyyyymm folder when installed) are available in SAS, Excel2007, and ASCII formats. See the Data File Layouts and Data Definitions above for more information.
Legacy Treasuries Files (TLZyyyymm folder when installed) are available in SAS, Excel 2003, and ASCII formats and include existing Sample Programs in Fortran and C. Legacy Daily and Legacy Monthly Treasury User Guides provides the documentation for these files.