Column name

Data type

Definition

yymmdd

date

quotation date (YYYY-MM-DD)

B30ret

float

The Return on 30-Day Bills is the return during the calendar period of the selected 30-Day Bills. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. The scarcity of available issues prior to 1937 resulted in the use of some very long nominal one month issues. The range of maturities after 1937 is within a few days of the 30-day target, and users may wish to restrict their usage of Return on 30-Day Bills and Index Level Associated with Return on 30-Day Bills to this period. Values prior to this date are set to -99.

B30ind

float

Index Level Associated with Return on 30 Year Bonds is the index level for 30 year bonds on the selected Calendar Trading Date. (INDNO 1000700)

B20ret

float

The Return on 2-Year Bonds is the return during the calendar period of the selected 2-Year Bond.

Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning January 31, 1941. Values prior to this date are set to -99.

B20ind

float

Index Level Associated with Return on 20 Year Bonds is the index level for 20 year bonds on the selected Calendar Trading Date. (INDNO 1000701)

B10ret

float

The Return on 10-Year Bonds is the return during the calendar period of the selected 10-Year Bond. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning May 31, 1941. Values prior to this date are set to -99.

B10ind

float

Index Level Associated with Return on 10-Year Bonds is the index level for 10-year bonds on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000702)

B7ret

float

The Return on 7-Year Bonds is the return during the calendar period of the selected 7-Year Bond. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning April 30, 1941. Values prior to this date are set to -99.

B7ind

float

Index Level Associated with Return on 7-Year Bonds is the index level for 7-year bonds on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000703)

B5ret

float

The Return on 5-Year Bonds is the return during the calendar period of the selected 5-Year Bond. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning April 30, 1941. Values prior to this date are set to -99.

B5ind

float

Index Level Associated with Return on 5-Year Bonds is the index level for 5-year bonds on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000704)

B2ret

float

The Return on 2-Year Bonds is the return during the calendar period of the selected 2-Year Bond. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning January 31, 1941. Values prior to this date are set to -99.

B2ind

float

Index Level Associated with Return on 2-Year Bonds is the index level for 2-year bonds on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000705)

B1ret

float

The Return on 1-Year Bonds is the return during the calendar period of the selected 1-Year Bond. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. This data is available beginning January 31, 1941. Values prior to this date are set to -99.

B1ind

float

Index Level Associated with Return on 1-Year Bonds is the index level for 1-year bonds on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000706)

T90ret

float

Return on Portfolio is the total monthly holding period return of a CRSP Cap-Based portfolio.

T90ind

float

Index Level Associated with Return on 90-Day Bills is the index level for 90-day bills on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000707)

T30ret

float

The Return on 30-Day Bills is the return during the calendar period of the selected 30-Day Bills. Valid returns require a price the previous period and current period and are calculated by dividing the current price plus interest payments by the previous price. The scarcity of available issues prior to 1937 resulted in the use of some very long nominal one month issues. The range of maturities after 1937 is within a few days of the 30-day target, and users may wish to restrict their usage of Return on 30-Day Bills and Index Level Associated with Return on 30-Day Bills to this period. Values prior to this date are set to -99.

T30ind

float

Index Level Associated with Return on 30-Day Bills is the index level for 30-day bills on the selected Calendar Trading Date. Index levels are set based on an initial investment of $100.00 on December 29, 1972. (INDNO 1000708)

CPIret

float

The Consumer Price Index Rate of Change for all urban consumers, not seasonally adjusted (CPI-U NSA), measures inflation, which is the rate of change of prices of consumer goods. The inflation measures are constructed by the US Department of Labor, Bureau of Labor Statistics.

CPIind

float

Index level Associated with the Rate of Change of Consumer Price Index is the Consumer Price Index for all urban consumers, not seasonally adjusted (CPI-U NSA). It is used to measure inflation as the rate of change of prices of consumer goods. The inflation measures are constructed by the US Department of Labor, Bureau of Labor Statistics. (INDNO 1000709)