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I want to find the historical data for how much the government had to finance each year. How much 10-year note, how much 30-year note and how much 1, 2, 3, 5 year note? I mean annual data. I didn't find the aggregate amount for a year. I did find all the rates and some information about auction, but it would be time consuming for me to record each auction data. Say today, news release that tomorrow there would be 1-year bill auction financing 10 billion dollars and next week there would be 10-year note auction, financing 100 billion dollars. I want to know where I can find aggregate annual data. Please tell me if it's on treasury's website because I didn't find it.

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The Securities Industry and Financial Markets Association (SIFMA) publishes these and other relevant data on their Statistics page, in the "Treasury & Agency" section. The volume spreadsheet contains annual and monthly data with bins for varying maturities. These data only go back as far as January 2001 (in most cases). SIFMA also publishes treasury issuances with monthly data for bills, notes, bonds, etc. going back as far as January 1980.

Most of this information comes from the Daily Treasury Statements, so that's another source of specific information that you could aggregate yourself. Somewhere I have a parser for the historical data (since the Treasury doesn't provide it directly; it's only available as daily text files). I'll post it if I can find it. It's buried somewhere at home, I think.

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  • Although there is no detail about term information of treasury debt(10-year, 1-year, etc), the above contains great deal of debt issuance information.
    – Fang Li
    Commented Jun 20, 2013 at 3:21

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