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
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[date, str] | A specific date to get data for. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[date, str] | A specific date to get data for. | None | True |
holding_type | Literal['all_agency', 'agency_debts', 'mbs', 'cmbs', 'all_treasury', 'bills', 'notesbonds', 'frn', 'tips'] | Type of holdings to return. | all_treasury | True |
summary | bool | If True, returns historical weekly summary by holding type. This parameter takes priority over other parameters. | False | True |
cusip | Union[str, List[str]] | Multiple items allowed for provider(s): federal_reserve. | None | True |
wam | bool | If True, returns weighted average maturity aggregated by agency or treasury securities. This parameter takes priority over holding_type , cusip , and monthly . | False | True |
monthly | bool | 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'. | False | True |
Data
- standard
- federal_reserve
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
security_type | str | Type of security - i.e. TIPs, FRNs, etc. |
description | str | Description of the security. Only returned for Agency securities. |
is_aggreated | Literal['Y'] | Whether the security is aggregated. Only returned for Agency securities. |
cusip | str | |
issuer | str | Issuer of the security. |
maturity_date | date | Maturity date of the security. |
term | str | Term of the security. Only returned for Agency securities. |
face_value | float | 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 | 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 | Coupon rate of the security. |
spread | float | Spread to the current reference rate, as determined at each security's initial auction. |
percent_outstanding | float | Total percent of the outstanding CUSIP issuance. |
bills | float | Treasury bills amount (Thousands of $USD). Only returned when 'summary' is True. |
frn | float | Floating rate Treasury notes amount (Thousands of $USD). Only returned when 'summary' is True. |
notes_and_bonds | float | Treasuy Notes and bonds amount (Thousands of $USD). Only returned when 'summary' is True. |
tips | float | Treasury inflation-protected securities amount (Thousands of $USD). Only returned when 'summary' is True. |
mbs | float | Mortgage-backed securities amount (Thousands of $USD). Only returned when 'summary' is True. |
cmbs | float | Commercial mortgage-backed securities amount (Thousands of $USD). Only returned when 'summary' is True. |
agencies | float | Agency securities amount (Thousands of $USD). Only returned when 'summary' is True. |
total | float | Total SOMA holdings amount (Thousands of $USD). Only returned when 'summary' is True. |
tips_inflation_compensation | float | Treasury inflation-protected securities inflation compensation amount (Thousands of $USD). Only returned when 'summary' is True. |
change_prior_week | float | Change in SOMA holdings from the prior week (Thousands of $USD). |
change_prior_year | float | Change in SOMA holdings from the prior year (Thousands of $USD). |