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Bonds: data

Where do I find data on bonds?
Last Updated: Dec 10, 2013  |  483 Views
Topics: Bonds, WRDS

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  • Use the GOVT or CORP yellow keys
  • For yield curves, type FMCI, then hit GO (Registration is required and some information is fee-based.)


  • Select CRSP for Monthly Treasury Bonds  
  • Select GovPX for historical tick by tick treasury prices.

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