CRSP U.S. Treasury (JHU faculty and graduate students for academic research only)
The CRSP US Treasury database includes over 1.6 million end-of-day price observations for 3,350 US Treasury bills, notes, and bonds and over 101,500 prices for 5,300 month-end issues. Coverage begins in 1925 for month-end data and in 1961 for daily data. The CRSP US Treasury and Inflation Series contain returns and index levels on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File. The Wharton Research Data Service is a tool that provides web-based access to this database. WRDS is only available to JHU faculty and graduate students who have approved WRDS accounts for their academic research. Faculty may request a shared “class” account for a course.
- Only available to registered users.