Long Term Historic Bond Market Data

 

FORMAT OF BOND DATA ON CD-ROM

Most of the bond data is saved in ASCII format. They are *.PRN files. Use a spreadsheet or CycleTimer software to read these. The files are:

Data Disks

Bond 1727-1994

Long Term Yields 1727-1993; From the British Counsel

US Government Yields 1919-1994; Monthly average to 12/1989 then close.

Commercial Yields 1831-1990; Monthly commercial paper yields

Railroad 1859-1988; Monthly

Fed Funds 1954-1990; Monthly 8/1954-7/1990; Weekly 1/1966-8/1990

AAA Corporate 1919-1994; Moody’s Monthly

Dow Bond 1952-1989; Weekly

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