treasury_effr

Select Treasury Bill.

Get Selected Treasury Bill Minus Federal Funds Rate. Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values of auctioned U.S. Treasuries. The value is obtained by the U.S. Treasury on a daily basis through interpolation of the Treasury yield curve which, in turn, is based on closing bid-yields of actively-traded Treasury securities.

Examples

from openbb import obb
obb.fixedincome.spreads.treasury_effr(provider='fred')
obb.fixedincome.spreads.treasury_effr(maturity='6m', provider='fred')

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Parameters

• standard
• fred

Name	Type	Description	Default	Optional
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
maturity	Literal['3m', '6m']	The maturity	3m	True

Name	Type	Description	Default	Optional
start_date	Union[date, str]	Start date of the data, in YYYY-MM-DD format.	None	True
end_date	Union[date, str]	End date of the data, in YYYY-MM-DD format.	None	True
maturity	Literal['3m', '6m']	The maturity	3m	True

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Returns

OBBject
    results : List[SelectedTreasuryBill]
        Serializable results.

    provider : Optional[Literal['fred']]
        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
• fred

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	SelectedTreasuryBill Rate.

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	SelectedTreasuryBill Rate.