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Finding and using financial data at Princeton University

Corporate Bonds - Data - USA & International

Fixed Investment Securities Database** Produced by Mergent, Inc. Provides issue detail on over 140,000 Corporate, Corporate MTN (Medium Term Note), Supranational, U.S. Agency and U.S. Treasury debt securities since 1995. Specific issue information available: Full call, put and sinking fund schedules, plus call frequency codes, Structured security flags and detailed information, Updated Fitch, Moody's and S&P credit ratings, U.S. Treasury auction information, Convertible debt information, Underwriters, trustees and fiscal agents, Unit deals and warrant information. Specific issuer information available: Industry code, S.I.C. code and N.A.I.C.S. code, Stock ticker and exchange listings, Issuer name and parent relationships, bankruptcy detail. Available through WRDS.

Datastream International* contains up to date as well as historical international data on bonds, and interest rates (minimum frequency tends to be daily).  Divides its bonds into 2 sections: bonds coming directly from a country and those covered by other organizations such as JP Morgan, Lehman Brothers, Merrill Lynch, and Societe Generale. Brady bonds and credit default swaps are included. Select corporate as well as governmental bonds (included under interest rates) are included.  Available in Firestone and Stokes Library.

Global Financial Data includes long-term data on corporate bond indices. Methodology and sources are documented.

WRDS Bond Returns**.  Links variables from various databases to provide bond returns.  Fields include CUSIP, CRSP identifiers, Bloomberg Symbol, ISIN, TRACE ID, and Ticker.

Capital IQ Credit Ratings**(Standard & Poor’s Ratings Services Credit Ratings on Xpressfeed via Wharton
Research Data Services (WRDS)).  9,000 global issuers including corporates, financial institutions and insurance companies; 600 sovereign, international public finance and government entities; 11,000 structured finance transactions including asset-backed, commercial mortgage-backed and residential mortgage-backed securities and collateralized debt obligations.  Historical data for global issuers & structured finance data is available back to 1922; public finance data is available back to 2007.

Standard & Poor's Credit Ratings Express** provided a history of short and long term commercial credit and corporate bond ratings at both the issuer/entity and issue/instrument levels. This set also includes Credit Watch and Credit Outlook information. The issuer ratings data started in 1923 and covered more than 20,000 public and private firms through 2012. In addition, information for more than 200,000 distinct credit instruments started in 1969 and ended in 2012. Available through WRDS.
 

Bloomberg* contains up to date as well as historical (though generally not before 1989) international data on indices and bonds (corporate, governmental, and municipal). Frequency varies but is typically daily for financial information and in some cases intradaily. Intradaily data is typically kept from 30 to 90 days only.  Bloomberg has many individual corporate and governmental bonds and bond indices. Available in Firestone Library 1st Floor; as well as 003 Sherrerd and 123 Sherrerd

TRACE (OTC Corporate Bond and Agency Debt Bond Transaction Data)** (Trade Reporting and Compliance Engine) NASD's over-the-counter (OTC) corporate bond market real-time price dissemination service. Introduced in July of 2002, TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume. Available through WRDS. Use the Bond CRSP Link to link corporate bonds to stocks.

Lehman Brothers Fixed Income Database (Warga) (January 1973-March 1998)

Global Insight* covers governmental bonds and many international bond indexes.

Mergent Bond Record provides Moody's bond data on municipals, corporate bonds, government bonds, international bonds, convertibles, and various short term instruments. Includes charts for rating revisions, maturities, and redemptions.  HG4905.M765 (July 2000+; current issues next to (DR) HG4651.M66). For 1984-June 2000, see Film S00785. Available online 2006+ in Mergent Archives.

Annual Bond Record contains a summary of corporate and municipal bond rating activity plus preferred stocks.  (DR) HG4651.M66.  Available online 2004+ in Mergent Archives.

Standard & Poor's Bond Guide provides summary data including ratings for American corporate bonds (company as a whole as well as individual issues) and select foreign bonds and convertibles. Also contains a change in ratings summary. Microfiche 984 (1984-2001); HG4921.S8 (1971-1983; 2002-2007. Continued in Standard and Poor's Global NetAdvantage.

Standard and Poor's Global NetAdvantage. Screening tools and profile of bonds. Click on Companies and then either use the Bond Screener on the left OR under Select Publications choose Bond Reports.

Corporate Bonds - Data - China

In addition to the international data sources, the following is specific to China.

China Bond Market Research Database (CSMAR):  Includes Chinese treasury, enterprise, corporate, convertible, and REPO bonds.
 

Corporate Bonds - Guides

Handbook of World Stock, Derivative and Commodity Exchanges. Provides a country by country listing of exchanges. Gives a brief history & other pertinent information. 1994, 1997-2010 HG4551.H319q (Final edition in DSS)
Warfield, Gerald. The Investor's Guide to Stock Quotations and other financial listings.
New York: Perennial Library, 1990.
Provides detailed descriptions for reading stock, bond, mutual fund, options, & futures quotes. (DR) HG4636.W28 1990

Corporate Bonds - Notes

 *Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

** WRDS requires user to validate through password (undergraduates request a research assistant account and list your adviser as your faculty member). Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.

Also consult the FAQ.

Bobbi Coffey and Bobray Bordelon