time variable: date, 04jan1954 to 07jul2002, but with gaps
Contains data from h15.dta
obs: 17,667
vars: 57 23 Jul 2002 12:17
size: 4,063,410 (96.1% of memory free)
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storage display value
variable name type format label variable label
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aaa float %9.0g Corporate bonds Moody's
seasoned Aaa
date int %td Date
ba3m float %9.0g 3-month Bankers acceptances
(top rated)
ba6m float %9.0g 6-month Bankers acceptances
(top rated)
baa float %9.0g Corporate bonds Moody's
seasoned Baa
cd1m float %9.0g 1-month Bank CDs (dealer
offered rates, secondary
market)
cd3m float %9.0g 3-month Bank CDs (dealer
offered rates, secondary
market)
cd6m float %9.0g 6-month Bank CDs (dealer
offered rates, secondary
market)
cp1m float %9.0g 1-month Commercial paper
nonfinancial
cp2m float %9.0g 2-month Commercial paper
nonfinancial
cp3m float %9.0g 3-month Commercial paper
nonfinancial
cp6m float %9.0g 6-month Commercial paper
nonfinancial
dwb float %9.0g Discount window borrowing (FRB
New York rate)
ed1m float %9.0g 1-month Eurodollar deposits
(London 11 AM GMT bid rates)
ed3m float %9.0g 3-month Eurodollar deposits
(London 11 AM GMT bid rates)
ed6m float %9.0g 6-month Eurodollar deposits
(London 11 AM GMT bid rates)
fedfund float %9.0g Federal funds (effective
360-day basis)
fp1m float %9.0g 1-month Commercial paper
financial
fp2m float %9.0g 2-month Commercial paper
financial
fp3m float %9.0g 3-month Commercial paper
financial
fp6m float %9.0g 6-month Commercial paper
financial
hcm20y float %9.0g Treasury constant maturities
(historical)
hcp1m float %9.0g 1-month Commercial paper
(historical)
hcp3m float %9.0g 3-month Commercial paper
(historical)
hcp6m float %9.0g 6-month Commercial paper
(historical)
hfp1m float %9.0g 1-month Finance paper placed
directly (historical)
hfp3m float %9.0g 3-month Finance paper placed
directly (historical)
hfp6m float %9.0g 6-month Finance paper placed
directly (historical)
prime float %9.0g Bank prime loan rate (360-day
basis)
swp10y float %9.0g 10-year Interest rate swaps
swp1y float %9.0g 1-year Interest rate swaps
swp2y float %9.0g 2-year Interest rate swaps
swp30y float %9.0g 30-year Interest rate swaps
swp3y float %9.0g 3-year Interest rate swaps
swp4y float %9.0g 4-year Interest rate swaps
swp5y float %9.0g 5-year Interest rate swaps
swp7y float %9.0g 7-year Interest rate swaps
tbaa1y float %9.0g 1-year Treasury bills Auction
high (historical)
tbaa3m float %9.0g 3-month Treasury bills Auction
high (historical)
tbaa6m float %9.0g 6-month Treasury bills Auction
high (historical)
tbsm1y float %9.0g 1-year Treasury bills Secondary
market, bankers' discount
tbsm3m float %9.0g 3-month Treasury bills
Secondary market, bankers'
discount
tbsm4w float %9.0g 4-week Treasury bills Secondary
market, bankers' discount
tbsm6m float %9.0g 6-month Treasury bills
Secondary market, bankers'
discount
tcm10p float %9.0g Over 10 years (long-term)
Treasury unweighted average
tcm10y float %9.0g 10-year Treasury constant
maturities
tcm1m float %9.0g 1-month Treasury constant
maturities
tcm1y float %9.0g 1-year Treasury constant
maturities
tcm20y float %9.0g 20-year Treasury constant
maturities
tcm2y float %9.0g 2-year Treasury constant
maturities
tcm30y float %9.0g 30-year Treasury constant
maturities
tcm3m float %9.0g 3-month Treasury constant
maturities
tcm3y float %9.0g 3-year Treasury constant
maturities
tcm5y float %9.0g 5-year Treasury constant
maturities
tcm6m float %9.0g 6-month Treasury constant
maturities
tcm7y float %9.0g 7-year Treasury constant
maturities
tlb float %9.0g Treasury long-term average (25
years and above)
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Sorted by: date