TREASNO Properties

Name Item ID Description Header
Amount of First Coupon Per $100 Face Value tvalfc Amount paid on the First-Coupon Date (tfcpdt) FPmtVal
Bank Eligibility Date at Time of Issue tbankdt Bank eligibility date at the time of issue. Contractual earliest date security was to become bank eligible. A security is bank eligible if a bank may own it. Some 2½%’s and 2¼%’s issued during and immediately after WWII had limited negotiability because of prohibitions and restrictions on bank ownership. tbankdt set to missing if no restrictions apply.

All remaining restrictions were removed on January 1, 1955. The last bank eligible CRSPID in the file is dated November 15, 1945 and matured on December 15, 1972.

Coupon Rate tcouprt Annual rate of interest stated on the face of a note, bond, or other fixed income issue expressed as a percent. CoupRate
CRSP-Assigned Unique ID
CRSPID is the CRSP Issue Identification Number. It is in format YYYYMMDD.TCCCCE where:
YYYYMMDD = Maturity Year, Month, and Day (tmatdt)
T = Type of Issue (itype)
CCCC = Integer part of Coupon Rate (tcouprt) * 100
E = Uniqueness Number (iuniq)
For example, 19850515.504250 identifies a 4¼% callable bond which matures on May 15, 1985.

CRSPID is a composite variable stored as a character string and maintained for a user convenience and backward compatibility. CRSP recommends using the underlying variables (tmatdt, itype, tcouprt,and iuniq) rather than extracting the component parts directly from the CRSPID.
Date Dated by Treasury tdatdt Coupon issues accrue interest beginning on the dated date. This may result in a modified first coupon payment if the dated date is not a regular interest payment date.

tdatdt is set to missing if not available or applicable.
First Coupon Payment Date tfcpdt The first coupon payment date. Its flag, ifcpdtf, indicate where the date is estimated or has been verified.
tfcpdt is set to missing for non-coupon issues.
First Coupon Payment Date Flag ifcpdtf Valid values are:
-1 = Estimated Date
0 = Not Applicable
1 = Verified from the Treasury Offering Circular
First Eligible Call Date tfcaldt First eligible call date at time of issue. All interest payment dates beginning with the tfcaldt are possible call dates.
tfcapdt is set to missing if the issue is not callable
Foreign Target Equivalent Flag tfrgntgt Reserved for future use FgnTgt
Maturity Date at Time of Issue tmatdt The maturity date at the time of issue for all securities except for the consol bond, which is set to 20990401. Maturity
Notice Required on Callable Issues tnotice 0 = No notice required or not callable
3 = 3 months notice
4 = 4 months notice
6 = 6 months notice
Number of Interest Payments Per Year tnippy 0 = Treasury bill or certificate paying interest only at maturity
2 = Semi-annual interest
4 = Quarterly interest
All interest-bearing negotiable Treasury securities issued since the beginning of WWI have paid interest semi-annually. The last outstanding issue that paid interest quarterly was the Panama Canal Loan 3%’s due June 1, 1961.
Payment of Estate Tax Code iflwr 1 = No special status.
2 = Acceptable at par and accrued interest if owned by decedent at time of death: a flower bond.
3 = Acceptable at par and accrued interest if owned by decedent during entire 6 month period preceding death: a flower bond.
Reason for End of Data iwhy 0 = Still quoted on last update of file.
1 = Matured
2 = Called for redemption
3 = All exchanged
4 = Sources no longer quote issue
Strip Eligibility tstripelig tstripelig denotes if the issue is eligible to be broken into component cash flows, that can be traded separately. This item is reserved for future use. StpElg
Taxability of Interest itax 1 = Fully taxable for federal income tax purposes.
2 = Partially tax exempt, i.e. interest of first $3000 of bonds of this class, at par value, exempt from tax subject to surtax but not to normal tax.
3 = Wholly tax exempt.
Treasury CUSIP tcusip The Committee on Uniform Security Identification Procedures began assigning CUSIP identification numbers in 1968. Issues that matured prior to 1968 are assigned the value OXX. The earliest maturity on the file with a CUSIP is February 15, 1969. CUSIP
Type of Issue itype
1 = Noncallable bond
2 = Noncallable note
3 = Certificate of indebtedness
4 = Treasury Bill
5 = Callable bond
6 = Callable note
7 = Tax Anticipation Certificate of Indebtedness
8 = Tax Anticipation Bill
9 = Other, flags issues with unusual provisions
10= Reserved for future use
11= Inflation-Adjusted Bonds
12= Inflation-Adjusted Notes
Uniqueness Number iuniq Uniqueness number assigned to CRSPID if maturity date, coupon rate and type are not sufficient to distinguish between two securities; zero otherwise. Uniq
Year and Month of First Call Notice iymcn iymcn is the month and year of the first call notice, stored as a YYYYMM number. iymcn is set to missing if the issue is not callable or has not been called. FCNotice