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Finance Data Station
FISD Information
Database Name
Fixed Investment Securities Database
Website
http://www.mergent.com/publish/product98.asp
see also: http://www.fisd.com/fisd.htm
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
Current Versions/Years Available
FISD includes issue- and issuer-specific variables on all U.S. corporate bonds maturing in 1990 or later.
The NAIC database consists of detailed information on transactions by insurance companies (see below) from 1994 to 2002.
Overview of the Data
The Fixed Investment Securities Database (FISD) is a comprehensive collection of publicly offered U.S. Corporate bond data. The database is divided in to two major parts. The first part (FISD) includes issue details on over 100,000 corporate, U.S. Agency, U.S. Treasury, and supranational debt securities.
The second part provides pricing information from the National Association of Insurance Commissioners (NAIC) on buy and sell transactions by life insurance companies, property and casualty insurance companies, and Health Maintenance Organizations (HMOs). The NAIC data is contained in pipe-delimited, flat, ASCII files which are packaged in a .ZIP archive along with ASCII versions of the FISD files. NAIC data are not contained in the MS Access part of the database. Using the query front- end application, you can research market trends, deal structures, issuer capital structures and other fixed income debt research.
The main FISD database contains over 400 fields of data.
FISD data items include: Full call, put, and sinking fund schedules, 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. Issuer information includes: 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.
NAIC data items include: issuer, issuer CUSIP, trade date, dealer information, price, size of trade, type of institution, and type of transaction.
Our Subscription
The Finance Department subscription is current and is delivered yearly.
How to Access This Data
The database is in MS Access 2000 format and is located on the finance (windows) server in the FISD folder. For most users in the department of finance, this will be the Z:\FISD directory on your computer. Once inside the FISD folder, the FISD data can be accessed inside the MS Access file OR in the related Ascii files contained in the .ZIP file. The NAIC data are ONLY contained in the Ascii files in the .ZIP file (i.e., NAIC data is not contained in the MS Access database).
Data Czar Notes
Files you will find on the server include:
dd070804.pdf The Fixed Investment Securities Database Data Dictionary
fisd2kdb.mdb The Fixed Investment Securities Database (without NAIC) in Access 2000 format
fisdnddf.zip The Fixed Investment Securities Database + NAIC data in pipe-delimited format (65 files)
Faculty and Ph.d students:
All related materials that came with the database package have been placed on the finance server. However, if you need assistance with gaining access to this data, or if you would like to use the cd-rom itself, please feel free to contact the Data Czar.
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