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The Center for Research in Security Prices (CRSP) maintains
the most comprehensive collection of standard and derived security
data available for the NYSE, AMEX and Nasdaq Stock Markets. CRSP is
a research center at the University of Chicago Graduate School of
Business, and maintains historical data spanning from December 1925
to the present. CRSP's trademark of unique issue identifiers tracks
a continuous history of securities, providing a seamless time-series
examination of the issue's history.
The CRSP US Government Bond File is available in two
frequencies: daily and monthly. The daily product contains data
for about 3,100 marketable US Government securities traded in the
secondary market and during the issued trading period from June 14,
1961 to the present. The monthly product contains data for
approximately 5,000 bonds, notes, and bills since 1925. Additional
CRSP files contain information on stock summaries (indices),
treasury bills, maturity portfolios, fama-bliss discount bonds,
Risk Free rates, cap based portfolios, S&P 500, and bonds, bills,
and inflation.
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