US agency bonds - Terrapin

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.

isin

string

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

call_type

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.

cfi_code

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).

composite_issue_rating

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

composite_issuer_rating

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

country

string

Country of issuing entity:

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

country_code

string

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

coupon

number

Interest rate or coupon of the bond.

coupon_frequency

integer

Number of coupon payments per year.

coupon_payment_day

integer

Day of the month when coupon payments are made.

coupon_payment_months

array of integer

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

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

currency

string

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

figi

string

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

figi_name

string

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

first_call_date

date

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

first_interest_payment_date

date

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

integral_multiple

number

Integral multiple for bond denominations.

interest_accrual_convention

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.

interest_accrual_date

date

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

interest_payment_schedule

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:

Show properties

interest_type

string

Allowed values: accreting, regular

payment_date

object

Show properties

day

integer

month

integer

year

integer

periodic_schedule

object

Show properties

period_amount

integer

period_type

string

Allowed values: month, week

until

date

interest_rate

number or object

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

Show properties

benchmark

string

pct_of_benchmark

number

spread_in_bps

number

interest_rate_schedule

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:

Show properties

determination_period

object

Show properties

period_length

integer

period_type

string

Allowed values: day, month, week

from_date

date

Can be null if it applies from issue

interest_rate

number or object

Show properties

benchmark

string

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

pct_of_benchmark

number

spread_in_bps

number

interest_type

string

Allowed values: compounding, fixed, variable, zero

rate_mode_name

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

until_date

date

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

interest_type

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.

is_144a

boolean

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

is_callable

boolean

Whether the bond is callable before maturity.

is_covered

boolean

Whether the bond is secured by collateral.

is_green

boolean

Whether the bond is a green bond.

is_inflation_linked

boolean

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

is_outstanding

boolean

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

is_puttable

boolean

Whether the bond is puttable before maturity.

is_regs

boolean

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

issue_date

date

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

issue_price

number

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

issued_amount

number

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

issuer_name

string

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

lei

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.

maturity_date

date

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

maturity_type

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.

minimum_denomination

number

Minimum denomination in which the bond can be purchased.

next_call_date

date

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

next_call_price

number

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

next_coupon_date

date

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

odd_first_coupon

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.

odd_last_coupon

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.

optional_redemption_schedule

array of object

The optional redemption schedule defines the periods for which a bond is callable with a fixed, accreted value (for CABs) 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 | make-whole",
      "spread_in_bps": "<Number>", // spread above par for principal or accreted-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"
  },
  ...
]

previous_coupon_date

date

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

rank

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.

registration_type

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.

standard_day_of_settlement

integer

Standard number of days between trade date and settlement date.

ticker

string

Bond ticker symbol.

underwriters

array of string

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