6.6 KiB
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 |
# 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 |
# 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 |
# 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