central_bank_holdings
Get the balance sheet holdings of a central bank.
Examples
from openbb import obb
# The default is the latest Treasury securities held by the Federal Reserve.
obb.economy.central_bank_holdings(provider='federal_reserve')
# Get historical summaries of the Fed's holdings.
obb.economy.central_bank_holdings(provider='federal_reserve', summary=True)
# Get the balance sheet holdings as-of a historical date.
obb.economy.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.economy.central_bank_holdings(provider='federal_reserve', holding_type=agency_debts)
Parameters
- standard
- federal_reserve
date: Union[date, str]
A specific date to get data for.
• Optional: True
date: Union[date, str]
A specific date to get data for.
• Optional: True
holding_type: Literal['all_agency', 'agency_debts', 'mbs', 'cmbs', 'all_treasury', 'bills', 'notesbonds', 'frn', 'tips']
Type of holdings to return.
• Default: all_treasury
• Optional: True
summary: bool
If True, returns historical weekly summary by holding type. This parameter takes priority over other parameters.
• Default: False
• Optional: True
cusip: Union[str, list[str]]
Multiple items allowed for provider(s): federal_reserve.
• Optional: 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.
• Default: False
• Optional: 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'.
• Default: False
• Optional: True
Returns
results: list[CentralBankHoldings]
Serializable results.
provider: Optional[Literal['federal_reserve']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- federal_reserve
date: Union[date, str]
The date of the data.
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).