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CRSP U.S. Treasuries
The CRSP Monthly and CRSP Daily US Treasury Databases were developed by the Center for Research in Security Prices at the Graduate School of Business, University of Chicago. The files include complete historical descriptive information and market data including prices, returns, accrued interest, yields, and durations since 1925 for the Monthly data and from 1961 for the Dailyl data. (vendor web site)

CRSP U.S. Treasury Database is accessed through a Wharton Research Data Services (WRDS) account.

Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.

To fill out an on-line account request form go to and click on the “Register” tab in the upper right portion of the screen.

UNC-CH users with additional password