| Name: | BMHEADER | ||||
| Description: | Daily Bonds - Master - Header | ||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| CUSIP | CUSIP Number | ||||
| NAME | Name of Government Security | ||||
| MATDT | Maturity Date at time of Issue | ||||
| TYPE | Type of Issue | ||||
| COUPRT | Coupon Rate (percent per annum) | ||||
| UNIQ | Uniqueness Number | ||||
| WHY | Reason for End of Data on File | ||||
| DATDT | Date Dated by Treasury | ||||
| BANKDT | Bank Eligibility Date at Time of Issue | ||||
| FCALDT | First Call Date at Time of Issue | ||||
| YMCNOT | Year and Month of First Call Notice | ||||
| NOTICE | Notice Required on Callable Issues | ||||
| TAX | Taxability of Interest | ||||
| FLOWER | Payment of Estate Tax Code | ||||
| NIPPY | Number of Interest Payments per Year | ||||
| FCPDT | Date of First Coupon Payment | ||||
| FCPDTF | Flag for Date of First Coupon | ||||
| VALFC | Amount of First Coupon Payment | ||||
| NUMDBT | Number Amount Outstanding Observations | ||||
| NUMPAY | Number of Interest Payments | ||||
| FSTQUO | Day Number of Issues First Quote on File | ||||
| LSTQUO | Day Number of Issues Last Quote on File | ||||
| FSTYLD | Day Number of Issues First Yield on File | ||||
| LSTYLD | Day Number of Issues Last Yield on File | ||||
| Name: | BMPAYMTS | ||||
| Description: | Daily Bonds - Master - Coupon Payments | ||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| PQDATE | Interest Payment Date | ||||
| PDINT | Interest Paid | ||||
| Name: | BMQUOTES | ||||
| Description: | Daily Bonds - Master - Quotes | ||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| QDATE | Quote Date | ||||
| BID | Bid Price | ||||
| ASK | Ask Price | ||||
| SOURCE | Primary Data Source | ||||
| Name: | BMYIELD | ||||
| Description: | Daily Bonds - Master - Yield | ||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| QDATE | Quote Date | ||||
| ACCINT | Total Accrued Interest at End of Day | ||||
| YIELD | Promised Daily Yield | ||||
| RETNUA | Unadjusted Return | ||||
| DURATN | Duration (Macaulay Duration) | ||||
| Name: | BNDPRT06 | ||||
| Description: | Monthly Bonds - Portfolio Returns - 6 mon. Intervals | ||||
| Column Name | Label | ||||
| NMON | Month Number of the observation | ||||
| QDATE | Date of the observation | ||||
| LE_6 | Return maturities from 1-6 months | ||||
| LE_12 | Return maturities from 7-12 months | ||||
| LE_18 | Return maturities from 13-18 months | ||||
| LE_24 | Return maturities from 19-24 months | ||||
| LE_30 | Return maturities from 25-30 months | ||||
| LE_36 | Return maturities from 31-36 months | ||||
| LE_42 | Return maturities from 37-42 months | ||||
| LE_48 | Return maturities from 43-48 months | ||||
| LE_54 | Return maturities from 49-54 months | ||||
| LE_60 | Return maturities from 55-60 months | ||||
| LE_120 | Return maturities from 61-120 months | ||||
| GT_120 | Return maturities greater than 120 | ||||
| Name: | BNDPRT12 | ||||
| Description: | Monthly Bonds - Portfolio Returns - 12 mon. Intervals | ||||
| Column Name | Label | ||||
| NMON | Month Number of the observation | ||||
| QDATE | Date of the observation | ||||
| LE_12 | Return maturities from 1-12 months | ||||
| LE_24 | Return maturities from 13-24 months | ||||
| LE_36 | Return maturities from 25-36 months | ||||
| LE_48 | Return maturities from 37-48 months | ||||
| LE_60 | Return maturities from 49-60 months | ||||
| LE_120 | Return maturities from 61-120 months | ||||
| GT_120 | Return maturities greater than 120 | ||||
| BXCALIND | |||||
| Column Name | Label | ||||
| QDATE | Date of Quotation | ||||
| DELDAT | Delivery Date | ||||
| CD1M | One-Month Certificate of Deposit Rate | ||||
| CD3M | Three-Month Certificate of Deposit Rate | ||||
| CD6M | Six-Month Certificate of Deposit Rate | ||||
| CP30D | 30-Day Commerical Paper Rate | ||||
| CP60D | 60-Day Commerical Paper Rate | ||||
| CP90D | 90-Day Commerical Paper Rate | ||||
| FFEFRT | Federal Funds Effective Rate | ||||
| FFMINR | Federal Funds Minimum Trading Range | ||||
| FFMAXR | Federal Funds Maximum Trading Range | ||||
| NUMACT | Number of Active Issues | ||||
| BXDLYIND | |||||
| Column Name | Label | ||||
| TERMTYPE | Index Identification Number | ||||
| QDATE | Quotation date of observation | ||||
| CRSPID | CRSP issue identification number | ||||
| YEARSTM | Number of year left to maturity | ||||
| RETADJ | One month holding period return | ||||
| YTM | Annualized yield to maturity | ||||
| ACCINT | Accrued interest as on month end | ||||
| DURATN | Duration | ||||
| PRIC1R | Bid Price | ||||
| PRIC2R | Ask Price | ||||
| BXMTHIND | |||||
| Column Name | Label | ||||
| TERMTYPE | Index Identification Number | ||||
| QDATE | Quotation date of observation | ||||
| CRSPID | CRSP issue identification number | ||||
| YEARSTM | Number of year left to maturity | ||||
| RETADJ | One month holding period return | ||||
| YTM | Annualized yield to maturity | ||||
| ACCINT | Accrued interest as on month end | ||||
| DURATN | Duration | ||||
| PRIC1R | Bid Price | ||||
| PRIC2R | Ask Price | ||||
| BXQUOTES | |||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| QDATE | Quote Date | ||||
| BID | Bid Price | ||||
| ASK | Ask Price | ||||
| SOURCE | Primary Data Source | ||||
| BXYIELD | |||||
| Column Name | Label | ||||
| CRSPID | CRSP Issue Identification Number | ||||
| QDATE | Quote Date | ||||
| ACCINT | Total Accrued Interest at End of Day | ||||
| YIELD | Promised Daily Yield | ||||
| RETNUA | Unadjusted Return | ||||
| DURATN | Duration (Macaulay Duration) | ||||
| RISKFREE | |||||
| Column Name | Label | ||||
| QDATE | Quotation date of observation | ||||
| BID_1 | Yield based on 1 month bid | ||||
| AVE_1 | Yield based on 1 month average | ||||
| ASK_1 | Yield based on 1 month ask | ||||
| DUR_1 | Number of days to maturity for 1 month | ||||
| CRSPID_1 | CRSPID for the 1 month issue used | ||||
| BID_3 | Yield based on 3 month bid | ||||
| AVE_3 | Yield based on 3 month average | ||||
| ASK_3 | Yield based on 3 month ask | ||||
| DUR_3 | Number of days to maturity for 3 month | ||||
| CRSPID_3 | CRSPID for the 3 month issue used | ||||