The CRSP US Government Bond Files

The CRSP US Government Bond Files were developed by the Center for Research in Security Prices at the Graduate School of Business, University of Chicago. The original monthly CRSP US Government Bond Master Flle was originally built by Lawrence Fisher, currently at Rutgers University, who originated the basic design and content of the Master Files.

• The monthly US Government Bond Master Flle tracks 5,275 securities and contains over 101,000 price observations, beginning in December 1925. Web-based access to the:
  • Monthly Bond Quotes

  • Monthly Bond Indices

  • Monthly Riskfree Rates

  • Fama-Bliss Discount Bond prices and yields

  is provided by mySQL on econ.bc.edu. The December 2000 updates have been applied (July 2001).

• The daily US Government Bond file tracks securities on a daily basis since June, 1961. Web-based access to the Daily Bond Indices data (but not at this time to the full quotes) is provided by mySQL on econ.bc.edu. The December 2000 updates have been applied (July 2001).