Fixed income


Databases

  • Bloomberg
    Available in the Watson Library of Business and Economics and the Digital Social Science Center in Lehman Library.
    Use the <CORP> market sector key to display the menu of corporate issue analytics; use <GOVT> for government bonds. For more specific help see our Bloomberg Help Guide.
  • Datastream
    Available in the Watson Library of Business and Economics and the Digital Social Science Center in Lehman Library. 
    A large database of statistical time series covering stocks, bonds, commodities and economic data for numerous countries, along with company financials.
  • Global Financial Data
    Global Financial Data contains historical financial and economic data on 200 countries. Data includes:long-term historical indices on stock markets; total return data on stocks, bonds, and bills; interest rates; exchange rates; inflation rates; bond indices; commodity indices and prices.
  • Global Insight [click on Datainsight from the menu on the left hand side]
    Global Insight contains time series, economic, and business data for the United States and international economies. Data is available for downloading into a spreadsheet.
  • Ratings Direct (Standard and Poor’s Corporation)
    Real-time database for global credit ratings, research and risk analysis. Provides historical ratings, research articles and breaking news.

WRDS datasets

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
    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.

Print resources

  • Bond Guide (Standard and Poor's)
    Current issues in the periodical stacks [slot S-686]
    Earlier volumes in HG4651.S8
    Pertinent comparative and statistical data on corporate and government bonds are presented in tabular form in this monthly publication.
  • Mergent Bond Record (formerly Moody’s Bond Record).
    Current issues in the reference stacks HG4905. M78
    1999 – last year in the stacks at HG4905 .M78
    lastest year in Reference stacks at HG4905 .M78
    A monthly publication that includes financial data on corporate, convertible, and municipal bonds and commercial paper; and preferred stock ratings.
  • Mergent Industrial Manual  (formerly Moody’s Industrial Manual).
    2001 – current in the stacks at HG4961.M67
    1955 – 2000 in the stacks at HG4961.M669
    1929 - 1954 in the stacks at HG4961. M64
    Provides in-depth text descriptions and “as-reported” financials on 2,000 top industrial corporations listed on the New York Stock Exchange, the American Stock Exchange, and regional U.S. exchanges. Includes an in-depth section on long-term debt with summary of indenture information including Moody’s rating.
  • Mergent Municipal and Government Manual (formerly Moody’s Municipal and Government Manual)
    2000 – present in the stacks at HG4931 .M6
    1955 – 1999 in the stacks at HG4931 .M58
    An annual publication providing detailed statistical information on bond issues from the U.S. government, states, state agencies, municipalities, pollution control, industrial development, housing and redevelopment agencies.  Updated by the weekly Mergent Municipal News Report
  • The National Quotation Bureau Semi-Annual Bond Summary 
    1994 – 2004 in the stacks at HG4905 .N3
    1954 – 1994 in Serials N
    Alphabetical listing and description of publicly-traded, fixed income securities issued by corporations, limited partnerships, banks, utilities, railroads and foreign fixed income securities sold in the United States.  No longer published after 2004.
  • Standard & Poor's Creditweek
    Current issues in periodical stacks [slot S-687]
    1981 - 2011 in stacks at HG4501 .S7662
    The credit quality of corporate, municipal, agency, and international bonds, including changes in ratings, is covered in this publication. 
  • Stocks, Bonds, Bills and Inflation Yearbook
    Last volume in reference stacks at HG4028.V3 S76
    1999 to present in the stacks HG4028. V3 S76
    The Yearbook provides a comprehensive, historical view of the performance of capital markets dating back to 1926. It provides total returns and index values for large and small company stocks, long-term corporate bonds, long- and intermediate-term government bonds, Treasury bills and inflation.
  • Treasury Bulletin
    1996 to present available online
    1939 - 1986 are also available online
    1945 - 2006 in the Business Collection in Lehman Library at HJ10 .A11
    This quarterly publication provides a profile of the economy, reports on financial operations, Federal and public debt and data on US Savings Bonds.  It also provides international financial statistics on capital movements and currency.

Research help contacts

The Watson Library of Business and Economics provides assistance with research, databases, and general questions.

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