Exercise - Treasuries

Data

Use the data file ../data/treasury_quotes_2025-04-30.xlsx.

1. Treasury Debt Composition

Data

Use the data in the quotes tab.

1.1

Plot the total amount of outstanding debt maturing at each date

• Do this for total size, as that is listed for T-bills.

• (You could also examine public size, but that will exclude T-bills.)

Tip: .pivot_table() may be useful.

1.2

Plot the amount of outstanding debt maturing at each date, segmented by bonds, notes, TIPS.

1.3

Report the total outstanding debt (summed over all maturity dates,) segmented by bonds, notes, TIPS.

1.4

Make a pie chart of this total number (reported in 1.3.)

1.5

Calculate the time-to-maturity (relative to the quoted date) for each issue.

Report the summary statistics of these time-to-maturities.

Consider using .describe()

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