Complete historical descriptive information and market data including prices, returns, accrued interest, yields, and durations on the US Government Bond Fixed Term Index Series, and the Risk Free Rates File. 1925-present for Monthly data; 1961-present for daily data.
Manuals & overviews for CRSP U.S. Treasury Database from WRDS.
WRDS Access is available only to current UNC-CH faculty, students, and selected staff.
Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.
UNC-CH users with additional password
https://wrds-www.wharton.upenn.edu/pages/get-data/center-research-security-prices-crsp/annual-update/treasuries/