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Data Gathering Instructions 1 MBA6161 – Financial Markets and Institutions Data Gathering Instructions To develop a sense of the complexity involved in assessing the risk and return characteristics encountered by a representative financial institution (specifically, a commercial bank), the following 21 daily time-series categories (arbitrarily selected) are to be used as proxies for a hypothetical bank’s sources and uses of funding:

• Effective Federal Funds Rate .

• 3-Month Treasury Bill Secondary Market Rate .

• 6-Month Treasury Bill Secondary Market Rate .

• 1-Year Treasury Constant Maturity Rate .

• 2-Year Treasury Constant Maturity Rate .

• 3-Year Treasury Constant Maturity Rate .

• 5-Year Treasury Constant Maturity Rate .

• 7-Year Treasury Constant Maturity Rate .

• 10-Year Treasury Constant Maturity Rate .

• 20-Year Treasury Constant Maturity Rate .

• 30-Year Treasury Constant Maturity Rate .

• Aaa Corporate Bond Yield .

• Baa Corporate Bond Yield .

• Bank Prime Loan Rate .

• 1-Mo. CD (Secondary Market Rate) .

• 3-Mo. CD (Secondary Market Rate) .

• 6-Mo. CD (Secondary Market Rate) .

• 1-Month AA Financial Commercial Paper Rate .

• 2-Mo. AA Nonfinancial Commercial Paper Rate . • 3-Month AA Financial Commercial Paper Rate .

• Primary Credit Rate .

For each of the 21 categories, you should dow nload daily data for the three-month period covering (inclusively) January 1, 2007, to March 31, 2007. Use “ Dataload Example ” spreadsheet for this purpose. You will note that, by way of example, the month of January data entries have been completed for you on this spreadsheet. You need to complete the data entries for the months of February 2007 and March 2007. As an example, here is how the data for effective fed funds (category 1. above) can be accessed: 1. Using your browser, access the site listed (for effective fed funds).

2. Scroll down the page that appears until you see a grey box entitled “Download Data.” Click this box. 3. Scroll down the page to access the remaining interest-rate data corresponding to the overall time period specified (January 1, 2007, to March 31, 2007).

4. Copy and paste the February 2007 and March 2007 data to the “ Dataload Example ” spreadsheet.

5. Convert the data to percentages. For example, 3.55 should be represented as .0355. 2 Data Gathering Instructions 6. Where a datum for a given date is skipped or has a zero value, repeat the positive value displayed from the previous date.