CRSP Dataset Access

INTENT TO SOLE SOURCE CRSP Dataset Access #SS-OFR-21-053 The Bureau of Fiscal Service (Fiscal Service), on behalf of The Office of Financial Research (OFR) and the Financial Stability Oversight Council (FSOC), intends to contract with Center for Research in Security Prices, LLC (CRSP), 105 W. Adams Street, Suite 1700, Chicago, IL 60603, on a sole source basis for CRSP Dataset Access. There is no competitive vendor or regulatory agency that provides these datasets. The proposed Contractor developed and owns the propriety and patented hardware, software and algorithms that are used in these products and support the services specifically required for this acquisition; thereby the proposed source has the sole unique technical and other resources required for this acquisition. In order to monitor liquidity and prices in Treasury markets, the OFR requires continued access to financial data regarding stocks, indices, Treasury, REIT, and mutual funds for risk modeling, stress testing, and liquidity measurements. In particular, the OFR requires all data in a standardized format and produced as a set of benchmark indices. Specifically, the OFR needs proprietary databases that are combined with financial and REIT data to conduct analysis. The OFR requires that the data be designed for bulk download and extraction with the ability to be linked by unique identifiers. The OFR also requires lengthy historical information which covers data on stocks and indices dating back to 1925. CRSP is an industry recognized provider of standardized financial data which serves as a benchmark for academic research, and any proposed products must be the equivalent of the following CRSP products: CRSP US Stocks Database (from 1925 monthly) The CRSP US Stock Databases contain daily and monthly market and corporate action data for over 32,000 active and inactive securities with primary listings on the NYSE, NYSE American, NASDAQ, NYSE Arca and Bats exchanges and include CRSP broad market indexes. CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations. 2. CRSP US Indices (from 1925 monthly) The CRSP Index Database product contains five groups of CRSP indexes: CRSP Stock File Indexes, CRSP Cap-Based Portfolios, CRSP Indexes for the S&P 500 Universe, CRSP Treasury and Inflation (CTI) Indexes, and the CRSP Select Treasury Indexes. 3. CRSP Compustat Merged Database The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP’s stock data and Compustat’s Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex relationships over time between CRSP and Compustat company and security permanent identifiers. The level of accuracy is superior to that found when linking by other methods, such as by CUSIP* or Ticker. 4. CRSP US Treasury Database (daily and monthly) The CRSP US Treasury and Inflation Series is comprised of 1.7 million end-of-day price observations for nearly 7000 US Treasury bills, notes, and bonds, as well as supplemental files including fixed-term indexes, maturity portfolios, discount bonds, term structure and CPI files. The database begins in 1925 for month-end data, and in 1961 for daily data. 5. CRSP Survivor Bias Free U.S. Mutual Fund Database The CRSP Survivor-Bias-Free US Mutual Fund Database serves as a foundation for research and benchmarking for this asset class. The Survivor-Bias-Free US Mutual Funds database currently contains complete historical information for over 64,000 open-ended funds of which more than 33,000 are active and over 31,000 are delisted. The survivor-bias-free nature of the database ensures accurate performance benchmarks and valid analysis. 6. CRSP/Ziman Real Estate Database (daily and monthly) Combining stock price and returns data with carefully researched information regarding the population, characteristics, and history of REITs, the CRSP/Ziman database provides firm-specific information and indexes essential to analyses of REITS. Daily and monthly indexes are computed with both equal- and value-weighting for subsets defined by type of REIT and the types of properties predominately held by equity REITs. This database includes several qualitative measures detailing market capitalizations, concentrations, and changes in index composition. These measures are useful in evaluating the index series during periods when they were thinly populated. The OFR and FSOC currently use the proposed contractor’s brand name product for the continuing mission to deliver an annual assessment of the state of the U.S. financial system, as required by the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010. The period of performance for the purchase order is anticipated to be a twelve (12) month base period with two (2) option periods of twelve (12) months each. The total estimated value of this purchase order will exceed the simplified acquisition threshold. NO SOLICITATION IS AVAILABLE. A request for more information, or a copy of the solicitation, will not be considered an affirmative response to this Special Notice. Telephone responses or inquiries to this Special Notice will not be accepted. Fiscal Service will consider written responses received no later than 04/03/2021. Responses must be submitted electronically to [email protected], CRSP Data /Attn: CW – ED. Responses must include sufficient evidence that clearly shows your company is capable of providing the content described in this notice. Responses received will be evaluated; however, a determination by the Government not to compete the proposed procurement based upon responses to this notice is solely within the discretion of the Government. If no written response is received by the aforementioned deadline that clearly demonstrates an ability to meet all requirements, and that is more advantageous to the Government, Fiscal Service will make award on a sole source basis to CRSP, LLC. Qualified Contractors must provide the following: 1. The name and location of your company, contact information, and identify your business size (Large Business, Small Business, Disadvantaged Business, 8(a), Service Disabled Veteran Owned Small Business, HUBZone, etc.). Please ensure contact information includes the name of the point of contact, email address, and telephone number, should the Government have questions regarding individual responses. 2. DUNS Number. 3. Specific details of the product(s) that your company offers in regards to this notice. 4. Whether your content is available through a Government contract vehicle or Open Market. 5. A brief capabilities statement (not to exceed 5 pages) that includes a description of your company's standard line of business, as well as a list of customers to whom your company currently provides the specific required content. The following file extensions are not allowable and application materials/data submitted with these extensions cannot be considered: .bat, .cmd, .com, .exe, .pif, .rar, .scr, .vbs, .hta, .cpl, and .zip files. Microsoft Office and Adobe compatible documents are acceptable. No other information regarding this Special Notice will be provided at this time. The period of performance for the purchase order is anticipated to be a twelve (12) month base period with two (2) option periods of twelve (12) months each. Fiscal Service may consider information received no later than 12:00 p.m. EST on April 3, 2021, submitted electronically to [email protected], CRSP Data /Attn: CW – ED.