central_bank_holdings

Get the System Open Market Account (SOMA) balance sheet holdings.

Examples

from openbb import obb
# The default is the latest Treasury securities held by the Federal Reserve.
obb.federal_reserve.ny.central_bank_holdings(provider='federal_reserve')
# Get historical summaries of the Fed's holdings.
obb.federal_reserve.ny.central_bank_holdings(provider='federal_reserve', summary=True)
# Get the balance sheet holdings as-of a historical date.
obb.federal_reserve.ny.central_bank_holdings(provider='federal_reserve', date='2019-05-21')
# Use the `holding_type` parameter to select Agency securities, or specific categories or Treasury securities.
obb.federal_reserve.ny.central_bank_holdings(provider='federal_reserve', holding_type='agency_debts')

Parameters

• standard
• federal_reserve

date: date | None | str
A specific date to get data for.

date: date | None | str
A specific date to get data for.

holding_type: str | None
Default: all_treasury
Type of holdings to return.

Choices

• all_agency
• agency_debts
• mbs
• cmbs
• all_treasury
• bills
• notesbonds
• frn
• tips

summary: bool | None
Default: False
If True, returns historical weekly summary by holding type. This parameter takes priority over other parameters.

cusip: str | None | list[str | None]
Multiple items allowed.

wam: bool | None
Default: False
If True, returns weighted average maturity aggregated by agency or treasury securities. This parameter takes priority over holding_type, cusip, and monthly.

monthly: bool | None
Default: False
If True, returns historical data for all Treasury securities at a monthly interval. This parameter takes priority over other parameters, except wam. Only valid when holding_type is set to: 'all_treasury', 'bills', 'notesbonds', 'frn', 'tips'.

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Returns

results: FederalReserveCentralBankHoldings

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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Data

• standard
• federal_reserve

date: date | str
The date of the data.

date: date | str
The date of the data.

security_type: str | None
Type of security - i.e. TIPs, FRNs, etc.

description: str | None
Description of the security. Only returned for Agency securities.

is_aggregated: str | None
Whether the security is aggregated. Only returned for Agency securities.

cusip: str | None
issuer: str | None
Issuer of the security.

maturity_date: date | None
Maturity date of the security.

term: str | None
Term of the security. Only returned for Agency securities.

face_value: float | None
Current face value of the security ($USD). Current face value of the securities, which is the remaining principal balance of the securities.

par_value: float | None
Par value of the security ($USD). Changes in par may reflect primary and secondary market transactions and/or custodial account activity.

coupon: float | None
Coupon rate of the security.

spread: float | None
Spread to the current reference rate, as determined at each security's initial auction.

percent_outstanding: float | None
Total percent of the outstanding CUSIP issuance.

bills: float | None
Treasury bills amount ($USD). Only returned when 'summary' is True.

frn: float | None
Floating rate Treasury notes amount ($USD). Only returned when 'summary' is True.

notes_and_bonds: float | None
Treasuy Notes and bonds amount ($USD). Only returned when 'summary' is True.

tips: float | None
Treasury inflation-protected securities amount ($USD). Only returned when 'summary' is True.

mbs: float | None
Mortgage-backed securities amount ($USD). Only returned when 'summary' is True.

cmbs: float | None
Commercial mortgage-backed securities amount ($USD). Only returned when 'summary' is True.

agencies: float | None
Agency securities amount ($USD). Only returned when 'summary' is True.

total: float | None
Total SOMA holdings amount ($USD). Only returned when 'summary' is True.

tips_inflation_compensation: float | None
Treasury inflation-protected securities inflation compensation amount ($USD). Only returned when 'summary' is True.

change_prior_week: float | None
Change in SOMA holdings from the prior week ($USD).

change_prior_year: float | None
Change in SOMA holdings from the prior year ($USD).