Key Features
Analyze over 100 years of US Treasury Market Behavior
With daily data since 1961 and month-end data since 1925, this database is designed to support macroeconomic modelling, risk analysis, and yield curve research through reliable maturity-specific returns and risk-free rates.
It includes treasury bills, notes, and bonds, as well as supplemental files including fixed-term indexes, maturity portfolios, discount bonds, term structure, and CPI files.
Key Data Items
Data Series
Supplemental Series
The Treasury Bill Term Structure Files
CPI
Delivery & Format
Knowledge Base
Permanent Identifiers. Proven Precision.
PERMNO® is a proprietary, permanent identifier used to track US-listed equities over time. Fixed for the life of a security, it allows researchers and analysts to follow securities with historical continuity and accuracy.
Documents and Resources
Learn about CRSP Research Data
Find out what CRSP research data can do for your organization.