Ticker Symbols for Street Bond Pricing
Description
Street Software provides several types of fixed-income pricing of government bonds, based on prices from a major Broker Dealer. All symbols must have a prefix of 'STREET:'. Naming conventions are described in more detail below.
Active Treasuries
- STREET:TB3M = Three-Month U.S. Treasury Bill
- STREET:TB6M = Six-Month U.S. Treasury Bill
- STREET:TB1Y = One-Year U.S. Treasury Bill
- STREET:TC1Y = One-Year U.S. Treasury Note
- STREET:TC2Y = Two-Year U.S. Treasury Note
- STREET:TC3Y = Three-Year U.S. Treasury Note
- STREET:TC5Y = Five-Year U.S. Treasury Note
- STREET:TC10Y = Ten-Year U.S. Treasury Note
- STREET:TC30Y = Thirty-Year U.S. Treasury Bond
Naming Conventions
"m" in the symbol definitions below stands for the maturity month of the instrument. The codes for the maturity months are:
- 1 = January
2 = February
3 = March
4 = April
5 = May
6 = June
7 = July
8 = August
9 = September
O = October
N = November
D = December
"dd" in the symbol definitions below stands for the maturity day of the month.
"yy" in the symbol definitions below stands for the maturity year.
"cccc" in the symbol definitions below stands for the coupon value, in two decimal places.
Specific U.S. Treasuries
- STREET:Tmddyy = U.S. Treasury Bills
- STREET:Tmyycccc = U.S. Treasury Notes and Bonds
Examples:
- STREET:T20896 = U.S. Treasury Bill, Feb. 8, 1996
STREET:T5010800 = U.S. Treasury Note, May 2001, 8% yield
U.S. Agency Bonds
- STREET:Cmyycccc = U.S. Agency Bond, Federal Farm Credit Bank
- STREET:Hmyycccc = U.S. Agency Bonds, Federal Home Loan Bank - FHLB
- STREET:Mmyycccc = U.S. Agency Bonds, Federal Home Loan Mortgage Corp. - FHLM
- STREET:Fmyycccc = U.S. Agency Bonds, Federal National Mortgage Corporation - FNMA
- STREET:Imyycccc = U.S. Agency Bonds, Financing Corporation - FICO
- STREET:Rmyycccc = U.S. Agency Bonds, Resolution Funding Corporation - RFC
- STREET:Smyycccc = U.S. Agency Bonds, Student Loan Mortgage Corporation - SLMA
Examples:
- STREET:F1520650 = U.S. Agency Bond, FNMA Jan. 2052, 6.5% yield
STREET:F9040785 = U.S. Agency Bond, FNMA Sep. 2004, 7.85% yield
Generic Mortgage Backed Securities
- STREET:FB5mcccc = FHLM 5-year Balloon Gold Generic MBS
- STREET:FNBmcccc = FHLM 7-year Balloon Generic MBS
- STREET:FB7mcccc = FHLM 7-year Balloon Gold Generic MBS
- STREET:F15mcccc = FNMA 15-year Generic MBS
- STREET:FMAmcccc = FNMA 30-year Generic MBS
- STREET:FG3mcccc = Freddie Mac Generic MBS
- STREET:FG5mcccc = Freddie Mac PC 15-year Generic MBS (GNOME)
- STREET:P14mcccc = Freddie Mac PC 15-year Non-Gold Generic Generic MBS
- STREET:FHLmcccc = Freddie Mac PC 30-year Non-Gold Generic Generic MBS
- STREET:GNMmcccc = GNMA 15-year Generic MBS
- STREET:GMAmcccc = GNMA 30-year Generic MBS
- STREET:GPMmcccc = GNMA 30-year Graduated Payment Mortgage Generic MBS
- STREET:GNSmcccc = GNMA 30-year Seasoned Generic MBS
- STREET:G25mcccc = GNMA II 15-year Generic MBS
- STREET:GM2mcccc = GNMA II 30-year Generic MBS
Examples:
- STREET:FMA21500 = Generic MBS, FNMA 30-year, Feb. 15% yield
STREET:GMA30950 = Generic MBS, GNMA 30-year, Mar. 9.5% yield
More Information
These are the other types of tradeable instruments that Quote.com follows, each with its own naming conventions:
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