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: date | str
A specific date to get data for.

date: date | str
A specific date to get data for.

holding_type: Literal['all_agency', 'agency_debts', 'mbs', 'cmbs', 'all_treasury', 'bills', 'notesbonds', 'frn', 'tips']
Default: all_treasury
Type of holdings to return.

summary: bool
Default: False
If True, returns historical weekly summary by holding type. This parameter takes priority over other parameters.

cusip: str | list[str]
Multiple items allowed for provider(s): federal_reserve.

wam: bool
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
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'.

---

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: date | str
The date of the data.

date: 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).