US agency bonds

This is the complete field dictionary for the data returned by the US agency bond Reference Data endpoint. Each call returns an object of the shape { "data": [ ... ], "total": <integer> }, where every entry in data describes a single bond using the fields below.

string

International Securities Identification Number (ISIN), unique 12-character code for the security.

string

Type of call provision on the bond:

european: Callable only on a single specified date.
american: Callable on any date after the lockout period.
bermudan: Callable on a set of predetermined dates.

string

Classification of Financial Instruments (CFI) code:The CFI code is a six-letter code that classifies a financial instrument by its type and key features (e.g., fixed/floating rate, registered/bearer, secured/unsecured).

string

Composite rating of the issue.Allowed values: A, A+, A-, AA, AA+, AA-, AAA, B, B+, B-, BB, BB+, BB-, BBB, BBB+, BBB-, C, CC, CCC, CCC+, CCC-, D

string

Composite rating of the issuer.Allowed values: A, A+, A-, AA, AA+, AA-, AAA, B, B+, B-, BB, BB+, BB-, BBB, BBB+, BBB-, C, CC, CCC, CCC+, CCC-, D

string

Country of issuing entity:

United States of America: Country of issue is United States of America.

string

ISO 3166-1 alpha-2 country code (2-letter code) of the country of issue.

number

Interest rate or coupon of the bond.

integer

Number of coupon payments per year.

integer

Day of the month when coupon payments are made.

array of integer

Months when coupon payments are made (1-12).Examples:

[2, 8]: Coupon payments are made on February and August.

string

Currency in which the bond is denominated (3-letter ISO 4217 code).

string

Financial Instrument Global Identifier (FIGI), a unique 12-character alphanumeric code for financial instruments.

string

Name associated with the FIGI (Financial Instrument Global Identifier).

date

Date of the first call option in ISO-8601 format (YYYY-MM-DD).

date

Date of the first interest payment in ISO-8601 format (YYYY-MM-DD).

number

Integral multiple for bond denominations.

string

Day count convention for interest accrual:

act/act (ICMA): Uses actual number of days in period and year.
30/360: Assumes 30 days per month, 360 days per year.
act/360: Uses actual days in period, 360 days per year.
act/365: Uses actual days in period, 365 days per year.
act/act: Uses actual number of days in period and year.
act/act (ISDA): ISDA convention for actual/actual.
act/act (AFB): AFB convention for actual/actual.

date

Date in ISO-8601 format (YYYY-MM-DD) from which interest accrues.

array of object

The interest payment schedule specifies the schedule of interest payments, which may be periodic or deferred until maturity (for CABs, notes or deferred interest bonds). It is represented as an array of objects with the following schema:

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string

Allowed values: accreting, regular

object

Show properties

integer

object

Show properties

integer

string

Allowed values: month, week

date

number or object

Interest rate or coupon of the bond, expressed as a percentage of the bond’s face value.

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string

number

array of object

The interest rate structure specifies the applicable interest rate for a given period and defines how it is set and adjusted over the bond’s term, including periodic adjustments for variable rate bonds. It is represented as an array of objects with the following schema:

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object

Show properties

integer

string

Allowed values: day, month, week

date

Can be null if it applies from issue

number or object

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string

Allowed values: auction, cpi, federal-funds-rate, libor, mmd, remarketing-agent, sifma, sofr, treasury

number

string

Allowed values: compounding, fixed, variable, zero

string

The name of the rate mode.Allowed values: 15-day, adjustable, auction, bank-purchase, bi-weekly, cpi, daily, fixed, flexible, floating, frn, index, libor, long-term, medium-term, monthly, multiannual, pass-through, permanent, quarterly, r-floats, remarketing-agent, reset, short-term, sifma, sofr, term, term-floater, two-day, unit_price, weekly, window

date

Can be null if it applies until maturity. Range is exclusive, i.e. means until but not including.

string

Type of interest:

fixed rate: The bond pays a fixed interest rate throughout its life.
zero rate / discount rate: A bond that does not pay or accrue interest.
variable rate: The bond’s interest rate can change over time, typically based on a reference rate or formula (e.g., SOFR, CPI).
step rate: The bond’s interest rate increases (“steps up”) at predetermined intervals.

boolean

Whether the bond is Rule 144A compliant,can be sold to qualified US institutional buyers.

boolean

Whether the bond is callable before maturity.

boolean

Whether the bond is secured by collateral.

boolean

Whether the bond is a green bond.

boolean

Whether the bond is inflation-linked, its payments are linked to an inflation index.

boolean

Whether the bond is currently outstanding, has not matured, been called, or otherwise redeemed.

boolean

Whether the bond is puttable before maturity.

boolean

Whether the bond is Regulation S (RegS) compliant, can be sold to non-US investors.

date

Date the bond was issued in ISO-8601 format (YYYY-MM-DD).

number

Price at which the bond was issued (percentage of par), the price is expressed as a percentage of the bond’s face value.

number

Total amount issued (face value) in the bond’s currency.

string

Name of the issuing agency.Allowed values: FEDERAL HOME LOAN MORTGAGE CORPORATION, FEDERAL NATIONAL MORTGAGE ASSOCIATION

string

Legal Entity Identifier (LEI) of the issuer:A 20-character, alpha-numeric code based on the ISO 17442 standard used to uniquely identify legal entities in financial transactions. Most LEIs follow this structure, but there are exceptions that use local national standards.

date

Date when the bond principal is due to be repaid in ISO-8601 format (YYYY-MM-DD).

string

Maturity type:

fixed: Principal repaid at maturity.
amortized: Principal repaid gradually before maturity.
perpetual: No maturity date; principal is never repaid.
extendible: Maturity date can be extended by issuer or holder.

number

Minimum denomination in which the bond can be purchased.

date

Date of the next call option in ISO-8601 format (YYYY-MM-DD).

number

Price at the nearest call date from today, if exists.

date

Date of the next coupon payment in ISO-8601 format (YYYY-MM-DD).

string

Indicates whether the first coupon payment is odd:

regular: First coupon payment follows the standard interval.
short: First coupon period is shorter than the typical payment interval.
long: First coupon period is longer than the typical payment interval.

string

Indicates whether the last coupon payment is odd:

regular: Last coupon payment follows the standard interval.
short: Last coupon period is shorter than the typical payment interval.
long: Last coupon period is longer than the typical payment interval.

array of object

The optional redemption schedule defines the periods for which a bond is callable with a fixed, accreted value (for CABs), amortized value, and make-whole price. It is represented as an array of objects with the following schema:

[
  {
    "until": "<Date>",
    "call_date": "<Date>",
    "call_price": {
      "type": "principal | accreted-value | amortized-value | make-whole",
      "spread_in_bps": "<Number>", // spread above par for principal, accreted-value, or amortized-value; spread above benchmark for make-whole
      "benchmark": "mmd | treasury" // benchmark only applies when it's make-whole
    },
    "is_periodic": "true | false",
    "period_type": "day | month",
    "period_amount": "<number>",  // period_amount=1 and period_type="day" means continuously callable
    "includes_accrued_interest": "true | false"
  },
  ...
]

date

Date of the previous coupon payment in ISO-8601 format (YYYY-MM-DD).

string

Seniority or rank of the bond:

senior unsecured: Highest priority among unsecured debt.
senior: Standard senior debt.
secured: Backed by collateral.
government / state: Government or state-issued debt.
subordinated: Lower priority, paid after senior debt.
supranational: Issued by supranational entities.
senior subordinated: Senior within subordinated class.
junior secured: Junior secured debt.
junior subordinated: Junior within subordinated class.
junior: Junior debt.

string

Registration type:

bearer: Ownership is determined by physical possession.
registered: Ownership is recorded and tracked by issuer or agent.
misc.: Miscellaneous registration types.
bearer / registered: Hybrid registration type.

integer

Standard number of days between trade date and settlement date.

string

Bond ticker symbol.

array of string

Financial institutions that facilitate the issuance and sale of bonds by purchasing them from the issuer and reselling them to investors.

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US agency bonds