manus-skills/.kortix/opencode/skills/data/usfiscaldata/references/datasets-securities.md

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
high_yield	PERCENTAGE	High accepted yield (notes/bonds/TIPS; bills use high_discnt_rate)
int_rate	PERCENTAGE	Coupon/interest rate of the security
bid_to_cover_ratio	NUMBER	Bid-to-cover ratio
total_accepted	CURRENCY	Total accepted amount (USD)
indirect_bidder_accepted	CURRENCY	Indirect bidder amount accepted (USD)
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.

Table	Endpoint	Description
Buybacks Operations	/v1/accounting/od/buybacks_operations	Announcements and results per operation
Security Details	/v1/accounting/od/buybacks_security_details	Security details per operation

# Recent buyback operations
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/buybacks_operations",
    params={"sort": "-operation_date", "page[size]": 10}
)
df = pd.DataFrame(resp.json()["data"])
print(df[["operation_date", "settlement_date"]].head())

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I Bonds Interest Rates

Endpoint: /v1/accounting/od/i_bonds_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
earning_period_start	DATE	Start of six-month earning period
earning_period_end	DATE	End of six-month earning period
fixed_rate	PERCENTAGE	Fixed rate component
semi_annual_inflation_rate	PERCENTAGE	Semi-annual CPI-U inflation rate
combined_rate	PERCENTAGE	Combined composite rate

# Current I Bond rates
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/i_bonds_interest_rates",
    params={"sort": "-earning_period_start", "page[size]": 5}
)
df = pd.DataFrame(resp.json()["data"])
latest = df.iloc[0]
print(f"Current I Bond rate: {latest['combined_rate']}%")
print(f"  Fixed rate: {latest['fixed_rate']}%")
print(f"  Inflation component: {latest['semi_annual_inflation_rate']}%")

U.S. Treasury Savings Bonds: Issues, Redemptions & Maturities

Three data tables under /v1/accounting/od/:

Table	Endpoint	Description
Issues, Redemptions & Maturities	/v1/accounting/od/savings_bonds_report	Monthly statistics by series
Matured Unredeemed Debt	/v1/accounting/od/savings_bonds_mud	Matured unredeemed debt
Piece Information by Series	/v1/accounting/od/savings_bonds_pcs	Piece information by series

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 (savings_bonds_report):

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

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State and Local Government Series (SLGS) Securities

Endpoint: /v2/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.

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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.

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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

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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