Knowledge Base

To find and download information on US Government treasuries (T-Bills, T-Bonds, T-Notes) use the suggested below resources:

• Connect to LSEG Workspace – see LSEG Workspace access help
  • To browse and view details about treasuries:
    1. Enter debt into the search box and select Debt Structure App.
    2. If not set as default, select US Treasury in Subsidiaries field.
    3. Leave or select Maturity in Category field.
    4. Select one or any number of years (hold down Shift or Ctrl key). Scroll down to view a list of all bonds by selected maturity dates.
    5. Further refine your search by adding filters at the top of the list. For example, click the icon in Instrument Type column and select only Bills, or set up a certain value for Yield.
    6. Click the Options icon and customize columns selection for the output results if needed.
    7. Select items and click the Excel icon at top to export results.
    8. For individual issue details, rom the results table click the name of the issue on the list. That will open the issue details window. Browse the tabs at the top.
  • For current pricing on currently traded treasuries:
    1. Enter fixed income in the search box at top and select Fixed income Guide App.
    2. In left navigation, select Bonds > Government.
    3. From the countries list at top (Look for "World" button), select United States, located at the top of the list.
    4. Browse by tabs, e.g., Bills, Notes & Bonds, etc. above the issues list.
    5. Click the Excel icon at top right above the list of issues to download results.
• CRSP: Treasuries – see WRDS access help
  Includes historical descriptive information and market data since 1925 for most monthly series and since 1961 for daily series.
  1. Connect to CRSP – see WRDS access help
  2. Select CRSP > Treasuries.
• Federal Reserve Bank of St. Louis is an excellent source on T-bills historical interests.
• Bloomberg Terminal – see Bloomberg Terminal access help
  Find current and historical information on all types of US Treasuries issues.
  1. Press F2 Govt yellow key select Select T Govt (United States Treasury note/Bond (Multiple Matches). That will open the Government Securities screen.
  2. From the bar above the results table, select 62) Advanced Search/SRCH option.
  3. Start adding screen criteris, e.g. United States and select the applicable function such as: United States Treasury Note/Bond(T) as an maturity.
  4. Add any additional criteria, such as Maturity Dates. 
  5. Click the Results button on right.
  6. To further customize results, click the Edit Columns button and and choose fields for your report. 
  7. From the red Export button at top, select the export option, e.g. Export to Excel.