The following table provides a cross-reference of item identifiers for CRSP treasury products.
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
Identifiers
CRSPID
CRSPID
bmquotes, bxquotes, bmyield, bxyield
CRSPID
MBM Data Record, MBX
CRSP-Assigned Unique ID
RDCRSPID
CRSPID
bxdlyind
Daily Series of Related CRSPIDs
RDTREASNO
NEW
N/A
Daily Series of Related TREASNOs
RMCRSPID
CRSPID
bxmthind
Monthly Series of Related CRSPIDs
RMTREASNO
NEW
N/A
Monthly Series of Related TREASNOs
TNAME
NAME
bmheader
NAME
MBM -header record
Name of Government Security
TREASNO
NEW
N/A
NEW
N/A
Treasury Record Identifier
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
Descriptors & Event Data
IFCPDTF
FCPDTF
bmheader.dat
NEW
MBM -header record
First Coupon Payment Date Flag
IFLWR
FLOWER
bmheader.dat
IFLWR
MBM -header record, MBX
Payment of Estate Tax Code
ITAX
TAX
bmheader.dat
ITAX
MBM -header record, MBX
Taxability of Interest
ITYPE
TYPE
bmheader.dat
ITYPE
MBM -header record
Type of Issue
IUNIQ
UNIQ
bmheader.dat
IUNIQ
MBM -header record
Uniqueness Number
IWHY
WHY
bmheader.dat
IWHY
MBM -header record
Reason for End of Data
IYMCN
YMCNOT
bmheader.dat
IYMCN
MBM -header record
Year and Month of First Call Notice
PDINT
PDINT
bmheader.dat
PDINT(I)
MBM -header record
Coupon Interest Payments
TBANKDT
BANKDT
bmheader.dat
IDTBNK
MBM -header record
Bank Eligibility Date at Time of Issue
TCOUPRT
COUPRT
bmheader.dat
COUPRT
MBM -header record
Coupon Rate
TCUSIP
CUSIP
bmheader.dat
CUSIP
MBM -header record
Treasury CUSIP
TDATDT
DATDT
bmheader.dat
IDTDTD
MBM -header record
Date Dated by Treasury
TFCALDT
FCALDT
bmheader.dat
IDTCP
MBM -header record
First Eligible Call Date
TFCPDT
FCPDT
bmheader.dat
IDTFC
MBM -header record
First Coupon Payment Date
TMATDT
MATDT
bmheader.dat
IDTMAT
MBM -header record
Maturity Date at Time of Issue
TMFSTDAT
QDATE(FSTQUO)
N/A
QDATE(MSTART)
MBM -header record
Date of First Monthly Data
TMLSTDAT
QDATE(LSTQUO)
N/A
QDATE(MFINIS)
MBM -header record
Date of Last Monthly Data
TNIPPY
NIPPY
bmheader.dat
NIPPY
MBM -header record
Number of Interest Payments Per Year
TNOTICE
NOTICE
bmheader.dat
NOTICE
MBM -header record
Notice Required on Callable Issues
TPQDATE
PQDATE
bmpaymnts
NEW
N/A
Interest Payment Date
TREASNOTYPE
NEW
N/A
NEW
N/A
Treasury Record Type
TVALFC
VALFC
bmheader.dat
VALFC
MBM -header record
Amount of First Coupon per $100 Face Value
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
Daily Time Series Items
TDACCINT
ACCINT
bmyield, bxyield
Daily Series of Total Accrued Interest
TDASK
ASK
bmquotes, bxquotes
Daily Ask
TDBID
BID
bmquotes, bxquotes
Daily Bid
TDDURATN
DURATN
bmyield, bxyield
Daily Series of Macaulay’s Duration
TDNOMPRC
NEW
N/A
Daily Nominal Price
TDNOMPRC_FLG
NEW
N/A
Daily Nominal Price Flag
TDPDINT
PDINT
bmpaymts
Daily Series of Paid Interest
TDPUBOUT
PUBOUT
bmdebt
Daily Series of Publicly Held Outstanding
TDRATE
Multiple
bxcalind
Daily Published Rates
TDRETADJ
RETADJ
bxdlyind
Daily Adjusted Return
TDRETNUA
RETNUA
bmyield, bxyield
Daily Unadjusted Return
TDSOURCR
SOURCR
bmquotes, bxquotes
Daily Price Data Source Flag
TDTOTOUT
TOTOUT
bmdebt
Daily Series of Total Amount Outstanding
TDYLD
YLD
bmyield, bxyield
Daily Series of Promised Daily Yield
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
Monthly Time Series Items
TMACCINT
ACCINT
MBM Data Record, MBX
Monthly Series of Total Accrued Interest
TMASK
PRIC2R
MBM Data Record, MBX
Monthly Ask
TMBID
PRIC1R(I)
MBM Data Record, MBX
Monthly Bid
TMDURATN
DURATN(I)
MBM Data Record, MBX
Monthly Series of Macaulay’s Duration
TMNOMPRC
NEW
N/A
Monthly Nominal Price
TMNOMPRC_FLG
NEW
N/A
Monthly Nominal Price Flag
TMPCYLD
PCYLD
MBM Data Record
Monthly Series of Semi-Annual Yield
TMPDINT
PDINT
MBM Data Record, MBX
Interest Payable During Month
TMPUBOUT
IOUT2R
MBM Data Record, MBX
Monthly Series of Publicly Held Outstanding
TMRETADJ
RETADJ
bxmthind
Monthly Adjusted Return
TMRETNUA
RETNUA
MBM Data Record, MBX
Monthly Unadjusted Return
TMRETNXS
RETNXS
MBM Data Record
Monthly Excess Return
TMSOURCR
SOURCR
MBM Data Record
Monthly Price Data Source
TMTOTOUT
IOUT1R
MBM Data Record, MBX
Total Amount Outstanding
TMYLD
YIELD
MBM Data Record, MBX
Monthly Series of Promised Daily Yield
TMYTM
YTM
famablisyld.dat
Monthly Series of Annualized Yield to Maturity
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
TREASNOX
TDYEARSTM
YEARSTM
bxdlyind
Daily Series of Years to Maturity
TDYTM
YTM
bxdlyind
Daily Series of Annualized Yield to Maturity
TIDXFAM
Treasury Index Family
TMASKFWD
ffwdask6.dat
ffwdask12.dat
Month-Adjusted Ask Forward Rate
TMASKRET
fhldask6.dat
fhldask12.dat
Month-Adjusted Ask Hold Return
TMASKYLD
fyldask6.dat
fyldask12.dat
Month-Adjusted Ask Yield
TMASKYTM
riskfree.dat
Monthly Series of Annualized Yield to Maturity
TMAVEFWD
ffwdave6.dat
ffwdave12.dat
Month-Adjusted Average Forward Rate
TMAVERET
fhldave6.dat
fhldave12.dat
Month-Adjusted Average Hold Return
TMAVEYLD
fyldave6.dat
fyldave12.dat
Month-Adjusted Average Yield
TMBIDFWD
ffwdbid6.dat
ffwdbid12.dat
Month-Adjusted Bid Forward Rate
TMBIDRET
fhldbid6.dat
fhldbid12.dat
Month-Adjusted Bid Hold Return
TMBIDYLD
fyldbid6.dat
fyldbid12.dat
Month-Adjusted Bid Yield
TMBIDYTM
riskfree.dat
Bid Yield
TMEWRETD
bondport6.dat
bondport12.dat
Monthly Equal Weighted Portfolio Return
TMYEARSTM
YEARSTM
bxmthind
Monthly Series of Years Until Maturity
TTERMTYPE
TERMTYPE
TERMTYPE
Term Type
Category
New Mnemonic (TRZ)
Legacy Daily (BD)
Legacy Daily File Name
Legacy Monthly (BM)
Legacy Monthly
File Name
Item Name
Reserved for Future Use
TELIGDESC
Eligibility Description
TFRGNTGT
Foreign Target Equivalent Flag
TIDXFAM
Treasury Index Family
TREASSYM
Treasury Symbol
TSELDESC
Selection Description
TSTRIPEELIG
Strip Eligibility
TTERMLBL
Maturity and Rebalancing Label
TTERMMAX
Max Days to Maturity to be Eligible
TTERMMIN
Min Days to Maturity to be Eligible
CRSPSift TREASNOX Files
Text files for the full list of TREASNOXs for each supplemental series, that can be used as input files in Sift, are available online at www.crsp.chicagobooth.edu/documentation/treasnox.html. For example, treasnox_termstructure.txt contains the eighteen TREASNOXs that are valid for the Monthly Treasury Term Structure data group. A single TREASNOX can be retrieved using the “Find” button, but the new text files provide a convenient way to access all the related TREASNOXs at once as an input file for TRS_Query.
TREASNOX
Term Type Description
Index Family: RISKFREE
2000001
Risk-Free Rates – 1 Month
2000002
Risk-Free Rates – 3 Month
RISKFREE2
2000061
Risk Free 4-Week
2000062
Risk Free 13-Week
2000063
Risk Free 26-Week
Index Family: FIXEDTERM
Fixed Term
2000003
1 Year Bonds, Start Date 1/31/1941
2000004
2 Year Bonds, Start Date 1/31/1941
2000005
5 Year Bonds, Start Date 4/30/1941
2000006
7 Year Bonds, Start Date 4/30/1941
2000007
10 Year Bonds, Start Date 5/31/1941
2000008
20 Year Bonds, Start Date 1/31/1942
2000009
30 Year Bonds, Start Date 11/29/1941
Index Family: TERMSTRUCT
Fama Term Structure
2000010
Fama 12 Month T-Bills – 1 Month
2000011
Fama 12 Month T-Bills – 2 Month
2000012
Fama 12 Month T-Bills – 3 Month
2000013
Fama 12 Month T-Bills – 4 Month
2000014
Fama 12 Month T-Bills – 5 Month
2000015
Fama 12 Month T-Bills – 6 Month
2000016
Fama 12 Month T-Bills – 7 Month
2000017
Fama 12 Month T-Bills – 8 Month
2000018
Fama 12 Month T-Bills – 9 Month
2000019
Fama 12 Month T-Bills – 10 Month
2000020
Fama 12 Month T-Bills – 11 Month
2000021
Fama 12 Month T-Bills – 12 Month
2000022
Fama 6 Month T-Bills – 1 Month
2000023
Fama 6 Month T-Bills – 2 Month
2000024
Fama 6 Month T-Bills – 3 Month
2000025
Fama 6 Month T-Bills – 4 Month
2000026
Fama 6 Month T-Bills – 5 Month
2000027
Fama 6 Month T-Bills – 6 Month
INDEX FAMILY: BONDMAPORT
Fama Bond Portfolio Return
2000028
Fama BondPort Return – 6Mo Range <=6Month
2000029
Fama BondPort Return -6Mo Range <=12Month
2000030
Fama BondPort Return -6Mo Range <=18Month
2000031
Fama BondPort Return -6Mo Range <=24Month
2000032
Fama BondPort Return -6Mo Range <=30Month
2000033
Fama BondPort Return -6Mo Range <=36Month
2000034
Fama BondPort Return -6Mo Range <=42Month
2000035
Fama BondPort Return -6Mo Range <=48Month
2000036
Fama BondPort Return -6Mo Range <=54Month
2000037
Fama BondPort Return -6Mo Range <=60Month
2000038
Fama BondPort Return > 60 <= 120 Month
2000039
Fama BondPort Return > 120 Month
2000040
Fama BondPort Return -12Mo Range <=12Month
2000041
Fama BondPort Return -12Mo Range <=24Month
2000042
Fama BondPort Return -12Mo Range <= 36Month
2000043
Fama BondPort Return -12Mo Range <= 48Month
2000044
Fama BondPort Return -12Mo Range <= 60Month
2000045
Reserved for future use – Duplicate of 2000038
2000046
Reserved for future use – Duplicate of 2000039
Index Family: DISCBOND
Fama-Bliss Discount Bonds
2000047
Fama Bilss Discount Bonds 1 Year
2000048
Fama Bilss Discount Bonds 2 Year
2000049
Fama Bilss Discount Bonds 3 Year
2000050
Fama Bilss Discount Bonds 4 Year
2000051
Fama Bilss Discount Bonds 5 Year
Index Family: RATES
Rates
2000052
1-Month Certificate of Deposit Rate
2000053
3-Month Certificate of Deposit Rate
2000054
6-Month Certificate of Deposit Rate
2000055
30-Day Commercial Paper Rate
2000056
60-Day Commercial Paper Rate
2000057
90-Day Commercial Paper Rate
2000058
Federal Funds Effective Rate
2000059
Federal Funds Minimum Trading Range
2000060
Federal Funds Maximum Trading Range
Index Family: TERMSTRUCT
26-week daily/monthly Term Structure
Click here to see the CRSPSift TREASNOX Files ->
Legacy Item Cross Reference
The following table provides a cross-reference of item identifiers for CRSP treasury products.
File Name
File Name
File Name
File Name
File Name
ffwdask12.dat
fhldask12.dat
fyldask12.dat
ffwdave12.dat
fhldave12.dat
fyldave12.dat
ffwdbid12.dat
fhldbid12.dat
fyldbid12.dat
bondport12.dat
File Name
CRSPSift TREASNOX Files
Text files for the full list of TREASNOXs for each supplemental series, that can be used as input files in Sift, are available online at www.crsp.chicagobooth.edu/documentation/treasnox.html. For example, treasnox_termstructure.txt contains the eighteen TREASNOXs that are valid for the Monthly Treasury Term Structure data group. A single TREASNOX can be retrieved using the “Find” button, but the new text files provide a convenient way to access all the related TREASNOXs at once as an input file for TRS_Query.
Fixed Term
Fama Term Structure
Fama Bond Portfolio Return
Fama-Bliss Discount Bonds
Rates
26-week daily/monthly Term Structure