For institutional investors, asset managers, think-tanks, and financial or geopolitical analysts who require unparalleled precision in liquidity forecasting and risk management. 

The MacrOmega US Debt Obligations Schedule offers a definitive, bottom-up forecast of all future principal and interest payments for the entire universe of marketable United States government debt. Our model provides a complete, daily payment schedule meticulously mapped out to the final maturity on May 15, 2055.

Built from auditable first principles, this model provides a transparent daily ledger of the Treasury's payment obligations. Our rigorous, multi-stage validation process ensures the highest level of accuracy, making this an essential tool for sophisticated financial analysis.

Key Features & Deliverables

• Complete Coverage: Includes validated, individual models for all security types: Bills, Notes, Bonds, Cash Management Bills (CMBs), Floating-Rate Notes (FRNs), and Treasury Inflation-Protected Securities (TIPS).

• Unparalleled Accuracy & Freshness: The model is powered by a dual-API automated data pipeline. The underlying auction database is continuously updated, with new securities integrated daily at 00:00 GMT via a direct link to the U.S. Treasury. Live inflation data is sourced directly from the Bureau of Labor Statistics (BLS) API. 

• Granular Detail: The output is a professional-grade, multi-sheet Excel workbook containing the final, consolidated daily cash flow schedule through 2055, as well as detailed breakdowns for each individual instrument class and all underlying reference data (CPI, FRN rates). 

• Transparent Methodology: Unlike "black box" solutions, our model is built on clear, verifiable financial logic, providing complete confidence in the results.

Primary Applications

• Liquidity & Funding Risk: Precisely model cash requirements for collateral pools and funding obligations.

• Macroeconomic Strategy: Analyze the flow of funds between the government and the private sector.

• Fixed Income Arbitrage: Identify discrepancies between market pricing and the underlying cash flow schedule.

• Portfolio Hedging: Accurately forecast interest payments for more effective duration matching and risk mitigation.

This is not just a data file; it is a professional-grade analytical tool that provides the critical, up-to-date intelligence needed to model U.S. liquidity flows, manage interest rate risk, and conduct informed macroeconomic analysis. 

Take the Next Step

Contact us to request a sample or to schedule a live demonstration. 

support@macromega.uk