Introduction

09/28/2023 — 07/26/2024Released MonthlyLast Updated 07/26/2024

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.

Dataset Properties

Data Table Name	Field Name	Display Name	Description	Data Type	Is Required
FRN Daily Indexes	record_date	Record Date	The date that data was published.	DATE	1
FRN Daily Indexes	frn	Floating Rate Note	The term of the floating rate notes. Value will be 2-Year.	STRING	1
FRN Daily Indexes	cusip	CUSIP	A 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.	STRING	1
FRN Daily Indexes	original_dated_date	Original Dated Date	The date that the original issue of the security being announced/auctioned began accruing interest.	DATE	1
FRN Daily Indexes	original_issue_date	Original Issue Date	Date on which the security being announced/auctioned was issued for the first time.	DATE	1

Showing 1 - 5 rows of rows

API Quick Guide

Endpoint

BASE URL:

https://api.fiscaldata.treasury.gov/services/api/fiscal_service/

ENDPOINT:

FULL URL:

https://api.fiscaldata.treasury.gov/services/api/fiscal_service/

Fields

Refer to Dataset Properties above for a data dictionary with field names and descriptions, as well as notes and known limitations. known limitations.

Field Name	Display Name	Data Type

Showing 1 - 5 rows of 13 rows

Data Types

All data is returned as a string, including nulls. Refer to the chart above for the intended data type of each field.

Parameters

Refer to Dataset Properties above for a data dictionary with field names and descriptions as well as notes and known limitations

Fields

Parameter: fields=
Definition: The fields parameter allows you to select which field(s) should be included in the response.
Accepts: The fields= parameter accepts a comma-separated list of field names (no parentheses).
Required: No, specifying fields is not required to make an API request.
Default: If desired fields are not specified, all fields will be returned.
Notes: When a field named passed to the fields= parameter is not available for the endpoint accessed, an error will occur. Note that omitting fields can result in automatically aggregated and summed data results. For more information, view the full documentation on Aggregation and Sums.

EXAMPLE

?fields=

Filters

Sorting

Format

Pagination

Methods

Our APIs accept the GET method, one of the most common HTTP methods.

Example Request & Response

In this example, we are...

Specifying the endpoint
Requesting the JSON response format
Sorting the data by in descending order
Setting pagination parameters

EXAMPLE REQUEST

https://api.fiscaldata.treasury.gov/services/api/fiscal_service/undefined?sort=-undefined&format=json&page[number]=1&page[size]=1

EXPECTED RESPONSE

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FRN Daily Indexes

Introduction

Preview & Download

Date Range

Dataset Properties

Notes & Known Limitations

API Quick Guide

For More API Information

FRN Daily Indexes

Introduction

Preview & Download

Date Range

Dataset Properties

Notes & Known Limitations

API Quick Guide

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