How to obtain USD treasury static data (off-the-run and on-the-run)?

clive.hill

Is there a way to obtain all static data for treasuries, for on the run and off the run?

By static data, I mean values such as COUPON, ISSUE_DATE, MATURITY_DATE, CUSIP, SECTOR.

Off-the-run treasuries can change from one day to the next, hence I want a way to query this from a Java side UPA process. I will then use the static data to subscribe to relevant bonds to get the bid and ask.

Perhaps there is a chain type construct to achieve this?

warat.boonyanit

@clive.hill

You can obtain those data from their respective fields.

• FID 69 - COUPN_RATE
• FID 102 - COUPN_DATE
• FID 107 - ISSUE_DATE
• FID 68 - MATUR_DATE
• FID 78 - OFFCL_CODE (CUSIP)

However, the fields are on the bond RIC itself, so you would have to subscribe to all of them to get all data.

The SpeedGuide page US/GOVT1 contains the list of chains that hold the on-the-run and off-the-run US treasuries. You can use the SpeedGuide tool to access the page.