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