USTreasuryAuctionBenchmarks
Bases: Object
Tickers of the U.S. Treasury auction benchmarks auctioned today. A reopening belongs to the benchmark of the security it reopens, so a 9-year 10-month note is a 10-year note. Retired benchmarks keep their own ticker built the same way, for example NOTE4Y or BOND15Y.
CASH_MANAGEMENT_BILLS: str = 'CMB'
Cash management bills of every term, auctioned irregularly to cover short funding needs
Bases: Object
Treasury bills
FOUR_WEEK: str = 'BILL4W'
4-week bill
SIX_WEEK: str = 'BILL6W'
6-week bill
EIGHT_WEEK: str = 'BILL8W'
8-week bill
THIRTEEN_WEEK: str = 'BILL13W'
13-week bill
SEVENTEEN_WEEK: str = 'BILL17W'
17-week bill
TWENTY_SIX_WEEK: str = 'BILL26W'
26-week bill
FIFTY_TWO_WEEK: str = 'BILL52W'
52-week bill
Bases: Object
Treasury notes
TWO_YEAR: str = 'NOTE2Y'
2-year note
THREE_YEAR: str = 'NOTE3Y'
3-year note
FIVE_YEAR: str = 'NOTE5Y'
5-year note
SEVEN_YEAR: str = 'NOTE7Y'
7-year note
TEN_YEAR: str = 'NOTE10Y'
10-year note
Bases: Object
Treasury bonds
TWENTY_YEAR: str = 'BOND20Y'
20-year bond
THIRTY_YEAR: str = 'BOND30Y'
30-year bond
Bases: Object
Treasury Inflation-Protected Securities
FIVE_YEAR: str = 'TIPS5Y'
5-year TIPS
TEN_YEAR: str = 'TIPS10Y'
10-year TIPS
THIRTY_YEAR: str = 'TIPS30Y'
30-year TIPS
Bases: Object
Floating rate notes
TWO_YEAR: str = 'FRN2Y'
2-year floating rate note