mirror of
https://github.com/K-Dense-AI/claude-scientific-skills.git
synced 2026-03-28 07:33:45 +08:00
Add support for FiscalData.treasury.gov
This commit is contained in:
Timothy Kassis
216
scientific-skills/usfiscaldata/references/datasets-securities.md
Normal file
216
scientific-skills/usfiscaldata/references/datasets-securities.md
Normal file
@@ -0,0 +1,216 @@
|
||||
# Securities & Savings Bonds Datasets — U.S. Treasury Fiscal Data
|
||||
|
||||
## Treasury Securities Auctions Data
|
||||
|
||||
**Endpoint:** `/v1/accounting/od/auctions_query`
|
||||
**Frequency:** As Needed
|
||||
**Date Range:** November 1979 to present
|
||||
|
||||
Historical data on Treasury securities auctions including bills, notes, bonds, TIPS, and FRNs.
|
||||
|
||||
**Key fields:**
|
||||
| Field | Type | Description |
|
||||
|-------|------|-------------|
|
||||
| `record_date` | DATE | Auction date |
|
||||
| `security_type` | STRING | Bill, Note, Bond, TIPS, FRN |
|
||||
| `security_term` | STRING | e.g., "4-Week", "2-Year", "10-Year" |
|
||||
| `cusip` | STRING | CUSIP identifier |
|
||||
| `offering_amt` | CURRENCY | Amount offered |
|
||||
| `accepted_comp_bid_rate_amt` | PERCENTAGE | High accepted competitive bid rate |
|
||||
| `bid_to_cover_ratio` | NUMBER | Bid-to-cover ratio |
|
||||
| `total_accepted_amt` | CURRENCY | Total accepted amount |
|
||||
| `indirect_bid_pct_accepted` | PERCENTAGE | Indirect bidder percentage |
|
||||
| `issue_date` | DATE | Issue/settlement date |
|
||||
| `maturity_date` | DATE | Maturity date |
|
||||
|
||||
```python
|
||||
# Get recent 10-year Treasury note auctions
|
||||
resp = requests.get(
|
||||
"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query",
|
||||
params={
|
||||
"filter": "security_type:eq:Note,security_term:eq:10-Year",
|
||||
"sort": "-record_date",
|
||||
"page[size]": 10
|
||||
}
|
||||
)
|
||||
df = pd.DataFrame(resp.json()["data"])
|
||||
|
||||
# Get all auctions in 2024
|
||||
resp = requests.get(
|
||||
"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/auctions_query",
|
||||
params={
|
||||
"filter": "record_date:gte:2024-01-01,record_date:lte:2024-12-31",
|
||||
"sort": "-record_date",
|
||||
"page[size]": 10000
|
||||
}
|
||||
)
|
||||
```
|
||||
|
||||
## Treasury Securities Upcoming Auctions
|
||||
|
||||
**Endpoint:** `/v1/accounting/od/upcoming_auctions`
|
||||
**Frequency:** As Needed
|
||||
**Date Range:** March 2024 to present
|
||||
|
||||
Announced but not yet settled auction schedule.
|
||||
|
||||
**Key fields:**
|
||||
| Field | Type | Description |
|
||||
|-------|------|-------------|
|
||||
| `auction_date` | DATE | Scheduled auction date |
|
||||
| `security_type` | STRING | Security type |
|
||||
| `security_term` | STRING | Maturity term |
|
||||
| `offering_amt` | CURRENCY | Announced offering amount |
|
||||
|
||||
```python
|
||||
# Get upcoming auctions
|
||||
resp = requests.get(
|
||||
"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/upcoming_auctions",
|
||||
params={"sort": "auction_date"}
|
||||
)
|
||||
upcoming = pd.DataFrame(resp.json()["data"])
|
||||
print(upcoming[["auction_date", "security_type", "security_term", "offering_amt"]])
|
||||
```
|
||||
|
||||
## Record-Setting Treasury Securities Auction Data
|
||||
|
||||
**Frequency:** As Needed
|
||||
|
||||
Tracks auction records (largest, highest rate, lowest rate, etc.) for each security type and term.
|
||||
|
||||
## Treasury Securities Buybacks
|
||||
|
||||
**Frequency:** As Needed (2 data tables)
|
||||
**Date Range:** March 2000 to present
|
||||
|
||||
Data on Treasury's secondary market buyback (repurchase) operations. Active since the program's relaunch in 2024.
|
||||
|
||||
---
|
||||
|
||||
## I Bonds Interest Rates
|
||||
|
||||
**Endpoint:** `/v2/accounting/od/i_bond_interest_rates`
|
||||
**Frequency:** Semi-Annual (May and November)
|
||||
**Date Range:** September 1998 to present
|
||||
|
||||
Composite interest rates for Series I Savings Bonds, including fixed rate and inflation rate components.
|
||||
|
||||
**Key fields:**
|
||||
| Field | Type | Description |
|
||||
|-------|------|-------------|
|
||||
| `effective_date` | DATE | Rate effective date |
|
||||
| `announcement_date` | DATE | Announcement date |
|
||||
| `fixed_rate` | PERCENTAGE | Fixed rate component |
|
||||
| `semiannual_inflation_rate` | PERCENTAGE | Semi-annual CPI-U inflation rate |
|
||||
| `earnings_rate_i_bonds` | PERCENTAGE | Combined composite rate |
|
||||
|
||||
```python
|
||||
# Current I Bond rates
|
||||
resp = requests.get(
|
||||
"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/i_bond_interest_rates",
|
||||
params={"sort": "-effective_date", "page[size]": 5}
|
||||
)
|
||||
df = pd.DataFrame(resp.json()["data"])
|
||||
latest = df.iloc[0]
|
||||
print(f"Current I Bond rate: {latest['earnings_rate_i_bonds']}%")
|
||||
print(f" Fixed rate: {latest['fixed_rate']}%")
|
||||
print(f" Inflation component: {latest['semiannual_inflation_rate']}%")
|
||||
```
|
||||
|
||||
## U.S. Treasury Savings Bonds: Issues, Redemptions & Maturities
|
||||
|
||||
**Endpoint:** `/v1/accounting/od/sb_issues_redemptions` (3 tables)
|
||||
**Frequency:** Monthly
|
||||
**Date Range:** September 1998 to present
|
||||
|
||||
Monthly statistics on Series EE, Series I, and Series HH savings bonds outstanding, issued, and redeemed.
|
||||
|
||||
**Key fields:**
|
||||
| Field | Type | Description |
|
||||
|-------|------|-------------|
|
||||
| `record_date` | DATE | Month end date |
|
||||
| `series_cd` | STRING | Bond series (EE, I, HH) |
|
||||
| `issued_amt` | CURRENCY | Amount issued |
|
||||
| `redeemed_amt` | CURRENCY | Amount redeemed |
|
||||
| `matured_amt` | CURRENCY | Amount matured |
|
||||
| `outstanding_amt` | CURRENCY | Total outstanding |
|
||||
|
||||
## Savings Bonds Value Files
|
||||
|
||||
**Frequency:** Semi-Annual
|
||||
**Date Range:** May 1992 to present
|
||||
|
||||
Files for calculating current redemption values of savings bonds.
|
||||
|
||||
## Accrual Savings Bonds Redemption Tables (Discontinued)
|
||||
|
||||
**Endpoint:** `/v2/accounting/od/redemption_tables`
|
||||
**Frequency:** Discontinued (last updated 2022)
|
||||
**Date Range:** March 1999 – May 2023
|
||||
|
||||
Monthly redemption value tables for historical savings bonds.
|
||||
|
||||
## Savings Bonds Securities Sold (Discontinued)
|
||||
|
||||
**Frequency:** Discontinued
|
||||
**Date Range:** October 1998 – June 2022
|
||||
|
||||
---
|
||||
|
||||
## State and Local Government Series (SLGS) Securities
|
||||
|
||||
**Endpoint:** `/v1/accounting/od/slgs_statistics`
|
||||
**Frequency:** Daily
|
||||
**Date Range:** October 1998 to present
|
||||
|
||||
SLGS securities outstanding data — non-marketable special purpose securities sold to state and local governments.
|
||||
|
||||
## Monthly State and Local Government Series (SLGS) Securities Program
|
||||
|
||||
**Frequency:** Monthly
|
||||
**Date Range:** March 2014 to present
|
||||
|
||||
Monthly statistics on the SLGS program.
|
||||
|
||||
---
|
||||
|
||||
## Electronic Securities Transactions
|
||||
|
||||
**Frequency:** Monthly (8 data tables)
|
||||
**Date Range:** January 2000 to present
|
||||
|
||||
Electronic book-entry transactions for Treasury securities in the TRADES (Treasury/Reserve Automated Debt Entry System) system.
|
||||
|
||||
---
|
||||
|
||||
## Federal Investments Program
|
||||
|
||||
### Interest Cost by Fund
|
||||
**Frequency:** Monthly
|
||||
**Date Range:** October 2001 to present
|
||||
|
||||
Monthly interest cost by government trust fund for invested federal funds.
|
||||
|
||||
### Principal Outstanding
|
||||
**Frequency:** Monthly (2 tables)
|
||||
**Date Range:** October 2017 to present
|
||||
|
||||
### Statement of Account
|
||||
**Frequency:** Monthly (3 tables)
|
||||
**Date Range:** November 2011 to present
|
||||
|
||||
---
|
||||
|
||||
## Federal Borrowings Program
|
||||
|
||||
### Distribution and Transaction Data
|
||||
**Frequency:** Daily (2 tables)
|
||||
**Date Range:** September 2000 to present
|
||||
|
||||
### Interest on Uninvested Funds
|
||||
**Frequency:** Quarterly
|
||||
**Date Range:** December 2016 to present
|
||||
|
||||
### Summary General Ledger Balances Report
|
||||
**Frequency:** Monthly (2 tables)
|
||||
**Date Range:** October 2005 to present
|
||||
Reference in New Issue
Block a user