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What I want to do is to integrate the date of the observation into the names of the new dummy variables.So that the new dummy variables are named d_20jan2003, for example.The Eurodollar Bond Index includes fixed-rate (including zero-coupon) Eurodollar, global, Dragon bonds, certain asset-backed, and euro medium-term notes.Rule 144A corporate securities are included only if they have registration rights.The trade names Fundamental Index®, RAFI®, and the Research Affiliates corporate name and logo are the exclusive intellectual property of Research Affiliates, LLC and are registered trademarks in the United States and other countries.Any use of Research Affiliates, LLC's trade names and logos without the prior written permission of Research Affiliates, LLC is expressly prohibited and Research Affiliates, LLC reserves the right to take any and all necessary action to preserve all of its rights, title and interest in and to these marks. The Citi Goldman Sachs Investment Grade Corporate Bond Index ("Index") is proprietary to Citigroup Index LLC ("Citigroup").

or its affiliates, is used and registered throughout the world and is used by FTSE under license.

*****begin***** clear all use *data* tsset date generate index = _n if d_orig==1 list date index d_orig drop if missing(index) list date index d_orig forvalue index = 1/3999 { gen d_`index' = 1 if index==`index' & d_orig==1 *****end***** This works out and creates individual variables for each observation in the dummy, but the new variables include the index-number, not the date.

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or its affiliates and is used under license by FTSE or its affiliates. "Goldman Sachs" is a trademark owned by Goldman Sachs and is registered in the US and other countries.

The Goldman Sachs trademark is being used by FTSE under license from Goldman Sachs.

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By July 31, 2018, the transition will be complete and the use of the “Citi” name in the name of the indexes will cease.