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