Attachment 2.1.4   Loading 3-month T-bill monthly rate

*  source file: 3mtbill.sas;
/***************************************************
3-MONTH TREASURY BILL RATE (SECONDARY MARKET)                               
AVERAGES OF DAILY CLOSING BID PRICES
***************************************************/
libname ibes '$HOME/IBES' ;
options ls=72 ps=57 ;

data ibes.tbill3mo ;
        input DATEy 1-4 datemm 6-7 TB3MS ;
        dateyy = datey - int(datey/100)*100 ;
        tbill3mo = tb3ms / 100 ;
        label tbill3mo = '3 Month Treasury rate' ;
        year=dateyy;
        month=datemm;
        keep year month tbill3mo ;
cards ;
1988.01     5.81
1988.02     5.66
1988.03     5.70
1988.04     5.91
1988.05     6.26
1988.06     6.46
1988.07     6.73
1988.08     7.06
1988.09     7.24
1988.10     7.35
1988.11     7.76
1988.12     8.07
1989.01     8.27
1989.02     8.53
1989.03     8.82
1989.04     8.65
1989.05     8.43
1989.06     8.15
1989.07     7.88
1989.08     7.90
1989.09     7.75
1989.10     7.64
1989.11     7.69
1989.12     7.63
1990.01     7.64
1990.02     7.74
1990.03     7.90
1990.04     7.77
1990.05     7.74
1990.06     7.73
1990.07     7.62
1990.08     7.45
1990.09     7.36
1990.10     7.17
1990.11     7.06
1990.12     6.74
1991.01     6.22
1991.02     5.94
1991.03     5.91
1991.04     5.65
1991.05     5.46
1991.06     5.57
1991.07     5.58
1991.08     5.33
1991.09     5.22
1991.10     4.99
1991.11     4.56
1991.12     4.07
1992.01     3.80
1992.02     3.84
1992.03     4.04
1992.04     3.75
1992.05     3.63
1992.06     3.66
1992.07     3.21
1992.08     3.13
1992.09     2.91
1992.10     2.86
1992.11     3.13
1992.12     3.22
;
proc print ;
        title '3 Month T-bill rate monthly' ;
        var year month tbill3mo ;
run ;

This page hosted by Get your own Free Home Page