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FIXED INVESTMENT SECURITIES DATABASE (FISD)

Contents


Availability

The Mergent Fixed Investment Securities Database (FISD) includes debt security issue information and pricing from through 1995 through 2001. These data are available to current Kellogg faculty and doctoral students.

Description

The Mergent "Fixed Investment Securities Database (FISD)" data consists of two modules. The first one includes detailed information about corporate, U.S. Agency, U.S. Treasury and supranational debt securities. The second module provides (buy and sell by insurance companies) pricing information from the National Association of Insurance Commissioners (NAIC). The data is in pipe-delimited, flat, ASCII files.

Among the item are: full call, put and sinking fund schedules and call frequency codes, floating rate formulas, current rates and coupon schedules, Fitch IBCA, Moody's, S&P and Duff & Phelps credit ratings, U.S. Treasury auction information, convertible debt information, underwriters, trustees and fiscal agents, unit deals and warrant information. The database also includes some descriptive information abou the issuer: industry codes (SIC and NAICS) ,ticker and exchange listings, issuer names and parent relationships, bankruptcy and default detail.

The pricing information includes an issue ID to link with the Mergent data, as well as issuer and issue CUSIP ID, date of the transaction, name of the vendor/purchaser, actual cost, accrued interest, par value (bonds), flat price, insurer type, etc.

Vendor information

Mergent
60 Madison Avenue, 6th Floor
New York, New York 10010
United States
Phone: (800) 342-5647
Fax: (212) 413-7670
Email: customerservice@mergent.com

Accessing FISD

The files are stored in Kellogg's Unix server, skew5 in the /kellogg/data/fisd directory.

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