Bond Data Files

File Creation Schedule
The Office of Finance creates bond data files each weekday morning at 6:30am, to be posted to this site by 10am. Three sets of files are provided:

Type Naming Std Comments
Issuance dddxxxx.dat Contains bond settlements for a given day (Monday-Friday)
Change chgxxxx.dat Contains bonds that have had servicing activity on the most recent business day
Full allxxxx.dat Contains all outstanding bonds (posted weekly, every Friday morning)

A more detailed description of these data files can be found in the file specs document, in pdf file format.

Purpose and Uses
These files provide all available detail on FHLBank bonds as they settle. Within the Daily Issuance Files, the Bonds link contains all settlements from a given day. The Daily Changes files show all bonds with a servicing event occurring, such as a interest rate reset or reduction of principal. The Full File, which is updated every Friday morning, contains all outstanding FHLBank bonds (in the Bonds link). The additional links appearing under all three (Daily Issuance, Daily Changes and Full File) supplement the Bonds link with the additional detail shown below. The Cusip number is the common data field in all files, allowing them to be used like database tables.

Link Description
*bond.dat General information about all FHLBank bonds settling on that day
*call.dat Call structure information
*cap.dat Information on caps and floors
*cpn.dat Coupon information
*dlr.dat Dealer information
*ndx.dat Market index information
*cap.dat Variable principal information

Daily Issuance Files

Monday Tuesday Wednesday Thursday Friday
Bonds
Bonds
Bonds
Bonds
Bonds
Call structure
Call structure
Call structure
Call structure
Call structure
Cap/Floor
Cap/Floor
Cap/Floor
Cap/Floor
Cap/Floor
Coupon
Coupon
Coupon
Coupon
Coupon
Dealer
Dealer
Dealer
Dealer
Dealer
Index
Index
Index
Index
Index
Variable Prin
Variable Prin
Variable Prin
Variable Prin
Variable Prin


Daily Changes Full File (Weekly)
Bonds
Bonds
Call structure
Call structure
Cap/Floor
Cap/Floor
Coupon
Coupon
Dealer
Dealer
Index
Index
Variable Prin
Variable Prin