Wharton Research Data Services (WRDS) is a web-based business data research service from The Wharton School at the University of Pennsylvania. WRDS provides access to COMPUSTAT, CRSP, IBES/First Call, NYSE-TAQ, Global Insight, OptionMetrics and other important business research databases.
- Faculty, PhD candidates, full-time Master's students and RAs are eligible for WRDS accounts. For more information see: account types
- Register for a WRDS account.
- WRDS is also available on seven terminals in the Watson Library of Business and Economics. Please ask at the service desk for more information.
WRDS datasets relating to fixed income:
- CRSP Monthly Treasuries
The files include complete historical descriptive information and market data including prices, returns, accrued interest, yields, and durations since 1925.
- Reuters Dealscan
DealScan is a comprehensive and reliable database for global loan, high-yield bond and private placement data terms and conditions on over 100,000 transactions dating back to 1986. Approximately 250 new transactions are added weekly to the database.
- Federal Reserve Bank Reports: Interest Rates (Federal Reserve Board’s H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board’s H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted.
- Mergent Fixed Income Securities Database (FISD)
FISD is database of publicly-offered U.S. bonds. FISD contains issue details on over 140,000 corporate, corporate MTN (medium term note), supranational, U.S. Agency, and U.S. Treasury debt securities and includes more than 550 data items. FISD provides details on debt issues and the issuers, as well as transactions by insurance companies.
TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.