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FRN Daily Indexes

Introduction

09/28/2023 — 05/28/2024Released MonthlyLast Updated 05/28/2024
The FRN Daily Indexes dataset provides data on Floating Rate Notes. For floating rate notes, the index is the highest accepted discount rate on 13-week bills determined by Treasury auctions of those securities. We auction the 13-week Treasury bill every week, so the index rate of an FRN is reset every week. The FRN Daily Indexes provide information for specific CUSIPs, accrual periods, daily indexes, daily interest accrual rates, spread, and interest payment periods.

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Dataset Properties

Data Table Name
Field Name
Display Name
Description
Data Type
Is Required
FRN Daily Indexesrecord_dateRecord DateThe date that data was published.DATE1
FRN Daily IndexesfrnFloating Rate NoteThe term of the floating rate notes. Value will be 2-Year.STRING1
FRN Daily IndexescusipCUSIPA unique nine-character combination assigned to the security being announced/auctioned. They are provided by the CUSIP (Committee on Uniform Securities Identification Procedures) Service Bureau, which is operated by Standard & Poors for the American Bankers Association.STRING1
FRN Daily Indexesoriginal_dated_dateOriginal Dated DateThe date that the original issue of the security being announced/auctioned began accruing interest.DATE1
FRN Daily Indexesoriginal_issue_dateOriginal Issue DateDate on which the security being announced/auctioned was issued for the first time.DATE1
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