D -- DATABASE

Notice Date

February 26, 2001

Contracting Office

U.S. Securities & Exchange Commission, Procurement And Contracts Branch, Mail Stop O-20, 6432 General Green Way, Alexandria, Virginia 22312

ZIP Code

22312

Solicitation Number

n/a

Response Due

March 15, 2001

Point of Contact

Nadine Hughes, (202) 942-4998, or Gary Fontaine Contracting Officer, (202) 942-4990

Description

The US Securities & Exchange Commission (SEC) requires a database that provides US stock prices, volume and return data on common stocks listed on NYSE, AMEX and NASDAQ, with basic market indices. This daily database shall provide end-of-day data, and the monthly database shall provide month-end data. Historical data shall be available for all exchanges for both monthly and daily data. The database shall provide market indices on a daily, monthly, quarterly and annual frequency. Information shall be available from four types of indices: market capitalization-based portfolios, indices for the S&P 500 universe, and US Treasury and inflation series. It shall also include 1.5 million end-of-day price observations for US Treasury bills, notes and bonds from 1961 present. This database shall also allow users to query both CRSP and Compustat historical databases. CRSP matches US stock data with Compustat's fundamental data, using permanent identifiers shared by both services. The identifiers shall permit a seamless time-series examination of companies and securities, regardless of ticker or CUSIP changes. The SEC plans to purchase the US Stock Database, US Indices Database & Security Portfolio Assignment Module, CRSP US Treasury Database and CRSP/Compustat Merged Database from the University of Chicago, Graduate School of Business, Center for Research in Security Prices, 725 South Wells, Suite 800, Chicago, IL 60607. See Note 22.

Record

Loren Data Corp. 20010228/DSOL003.HTM (W-057 SN50E5W5)