=================================================================================================================
Data Set Name: BOND.CAL Observations: 1201
Member Type: DATA Variables: 11
Engine: V609 Indexes: 0
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
IQDAY Num DAY OF MONTH OF QUOTATION
JAHRMO Num YEAR AND MONTH OF QUOTATION (YYYYMM)
JDDATE Num DELIVERY DAY (YYYYMMDD)
JQDATE Num QUOTATION DAY (YYYYMMDD)
NDDATE Num DAY OF DELIVERY DATE
NDHFYR Num LINEAR NUMBER OF DAYS IN HALF YEAR
NDZERO Num DAY NUMBER OF ZERO'TH DAY OF MONTH
NQDATE Num DAY NUMBER OF QUOTATION DATE
NQTOQD Num NUMBER OF DAYS FROM LAST QUOTATION DATE
NUMDAT Num NUMBER OF DATA RECORDS
QDATE Num QUOTATION DATE (YYMMDD)
=================================================================================================================
Data Set Name: BOND.HEADER Observations: 4699
Member Type: DATA Variables: 18
Engine: V609 Indexes: 0
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
COUPRT Num COUPON RATE (PER CENT PER ANNUM)
CRSPID Num CRSP ISSUE ID NUMBER
CUSIP Char CUSIP NUMBER
IDTBNK Num BANK ELIGIBILITY DATE AT TIME OF ISSUE
IDTCP Num FIRST CALL DATE AT TIME OF ISSUE
IDTDTD Num DATE DATED BY TREASURY
IDTFC Num DATE OF FIRST COUPON PAYMENT
IDTMAT Num MATURITY DATE AT TIME OF ISSUE
IFLWR Num PAYMENT OF ESTATE TAXES
ITAX Num TAXABILITY OF INTEREST
ITYPE Num TYPE OF ISSUE
IUNIQ Num UNIQUENESS NUMBER
IWHY Num REASON FOR END OF DATA ON FILE
IYMCN Num YEAR AND MONTH OF FIRST CALL NOTICE
NAME Char NAME OF GOVERNMENT SECURITY
NIPPY Num NUMBER OF INTEREST PAYMENTS PER YEAR
NOTICE Num NOTICE REQUIRED ON CALLABLE ISSUES
VALFC Num AMOUNT OF FIRST COUPON PAYMENT
=================================================================================================================
Data Set Name: BOND.MBM Observations: 82335
Member Type: DATA Variables: 14
Engine: V609 Indexes: 0
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
ACCINT Num ACCRUED INTEREST AS OF MONTH END
CRSPID Num CRSP ISSUE ID NUMBER
DURATN Num DURATION
IOUT1R Num PAR VALUE OUTSTANDING
IOUT2R Num PAR VALUE PUBLICLY HELD
NMON Num MONTH NUMBER OF OBSERVATION
PCYLD Num YIELD COMPOUNDED SEMIANNUALLY
PDINT Num INTEREST PAYABLE DURING MONTH
PRIC1R Num MONTH-END BID PRICE WHERE AVAILABLE
PRIC2R Num MONTH-END ASK PRICE WHERE AVAILABLE
RETNUA Num UNADJUSTED RETURN
RETNXS Num ADJUSTED EXCESS RETURN
SOURCR Char PRIMARY DATA SOURCE
YIELD Num PROMISED DAILY YIELD
=================================================================================================================
Data Set Name: BOND.MBX Observations: 82335
Member Type: DATA Variables: 13
Engine: V609 Indexes: 0
Variable Type Format Description
-----------------------------------------------------------------------------------------------------------
ACCINT Num ACCRUED INTEREST AS OF MONTH END
CRSPID Num CRSP ISSUE ID NUMBER
DURATN Num DURATION
IFLWR Num PAYMENT OF ESTATE TAXES CODE
IOUT1R Num PAR VALUE OF OUTSTANDING
IOUT2R Num PAR VALUE OF PUBLICLY HELD
ITAX Num TAXABILITY OF INTEREST
JDATE Num QUOTATION DATE (YYMMDD)
PDINT Num INTEREST PAYABLE DURING MONTH
PRIC1R Num MONTH-END BID PRICE WHERE AVAILABLE
PRIC2R Num MONTH-END ASK PRICE WHERE AVAILABLE
RETADJ Num 1-MONTH HOLDING PERIOD RETURN
YTM Num ANNUALIZED YIELD TO MATURITY