Central Bank Holdings
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CentralBankHoldings | CentralBankHoldingsQueryParams | CentralBankHoldingsData |
Import Statement
from openbb_core.provider.standard_models.central_bank_holdings import (
CentralBankHoldingsData,
CentralBankHoldingsQueryParams,
)
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: Literal['all_agency', 'agency_debts', 'mbs', 'cmbs', 'all_treasury', 'bills', 'notesbonds', 'frn', 'tips'] | None
Default: all_treasury
Type of holdings to return.
summary: bool | None
Default: False
If True, returns historical weekly summary by holding type. This parameter takes priority over other parameters.
cusip: str | None
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'.
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: Literal['Y'] | 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 (Thousands of $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 (Thousands of $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 (Thousands of $USD). Only returned when 'summary' is True.
frn: float | None
Floating rate Treasury notes amount (Thousands of $USD). Only returned when 'summary' is True.
notes_and_bonds: float | None
Treasuy Notes and bonds amount (Thousands of $USD). Only returned when 'summary' is True.
tips: float | None
Treasury inflation-protected securities amount (Thousands of $USD). Only returned when 'summary' is True.
mbs: float | None
Mortgage-backed securities amount (Thousands of $USD). Only returned when 'summary' is True.
cmbs: float | None
Commercial mortgage-backed securities amount (Thousands of $USD). Only returned when 'summary' is True.
agencies: float | None
Agency securities amount (Thousands of $USD). Only returned when 'summary' is True.
total: float | None
Total SOMA holdings amount (Thousands of $USD). Only returned when 'summary' is True.
tips_inflation_compensation: float | None
Treasury inflation-protected securities inflation compensation amount (Thousands of $USD). Only returned when 'summary' is True.
change_prior_week: float | None
Change in SOMA holdings from the prior week (Thousands of $USD).
change_prior_year: float | None
Change in SOMA holdings from the prior year (Thousands of $USD).