pwilczewski
commited on
Commit
·
33e4722
1
Parent(s):
685753f
data update
Browse files- app.py +1 -1
- curr_prices.csv +1 -2
- fed_frame.csv +24 -24
- init_prices.csv +1 -1
- spread_frame.csv +7 -7
- yc_frame.csv +9 -9
app.py
CHANGED
@@ -4,7 +4,7 @@ import numpy as np
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from data_proc import load_equity_data, load_yield_curve_data, load_credit_spread_data, load_fed_balance_sheet
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from data_proc import plot_treasury_curves, plot_credit_spreads, plot_fed_balance_sheet
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-
data_from_file =
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loser_frame, largest_frame = load_equity_data(data_from_file)
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yc_frame = load_yield_curve_data(data_from_file)
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from data_proc import load_equity_data, load_yield_curve_data, load_credit_spread_data, load_fed_balance_sheet
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from data_proc import plot_treasury_curves, plot_credit_spreads, plot_fed_balance_sheet
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+
data_from_file = False
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loser_frame, largest_frame = load_equity_data(data_from_file)
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yc_frame = load_yield_curve_data(data_from_file)
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curr_prices.csv
CHANGED
@@ -1,3 +1,2 @@
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1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
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2 |
-
|
3 |
-
31.559999465942383,29.450000762939453,11.949999809265137,26.670000076293945,16.670000076293945,14.220000267028809,28.729999542236328,17.649999618530273,18.239999771118164,14.8100004196167,2.809999942779541,18.31999969482422,25.559999465942383,22.239999771118164,158.55999755859375,27.790000915527344,10.6899995803833,84.56999969482422,43.27000045776367,16.209999084472656,6.769000053405762,76.12000274658203,7.400000095367432,14.569999694824219,23.6299991607666,40.20000076293945,13.800000190734863,9.300000190734863,16.170000076293945,39.150001525878906,81.31999969482422,9.25,57.18000030517578,24.690000534057617,8.899999618530273,15.989999771118164,22.799999237060547,18.700000762939453,8.609999656677246,22.850000381469727,17.719999313354492,44.31999969482422,29.510000228881836,17.959999084472656,14.5,14.100000381469727,43.939998626708984,50.540000915527344,29.239999771118164,9.300000190734863,19.329999923706055,16.989999771118164,47.95000076293945,49.439998626708984,34.209999084472656,30.06999969482422,16.610000610351562,9.640000343322754,50.75,25.780000686645508,100.19999694824219,86.19000244140625,35.400001525878906,14.979999542236328,12.470000267028809,16.149999618530273,36.099998474121094,13.579999923706055,104.20999908447266,20.850000381469727,20.030000686645508,14.609999656677246,12.050000190734863,33.70000076293945,23.020000457763672,12.010000228881836,14.430000305175781,10.970000267028809,75.12000274658203,19.18000030517578,102.73999786376953,10.850000381469727,26.579999923706055,12.069999694824219,40.619998931884766,19.93000030517578,42.33000183105469,14.680000305175781,23.729999542236328,47.849998474121094,26.770000457763672,26.65999984741211,26.040000915527344,30.100000381469727,26.65999984741211,16.700000762939453,12.649999618530273,1247.199951171875,37.79499816894531,18.959999084472656,11.649999618530273,25.899999618530273,10.149999618530273,3.880000114440918,13.199999809265137,16.489999771118164,10.3100004196167,22.049999237060547,7.829999923706055,15.710000038146973,24.270000457763672,10.210000038146973,23.989999771118164,11.779999732971191,10.989999771118164,5.579999923706055,23.700000762939453,11.220000267028809,25.950000762939453,10.260000228881836,1.3200000524520874,26.450000762939453,7.369999885559082,19.1200008392334,28.399999618530273,7.900000095367432,12.600000381469727,11.15999984741211,13.020000457763672,7.320000171661377,10.220000267028809,15.199999809265137,27.600000381469727,28.81999969482422,,11.869999885559082,8.069999694824219,24.139999389648438,323.8999938964844,48.630001068115234,14.399999618530273,10.3100004196167,30.790000915527344,8.890000343322754,17.600000381469727,16.350000381469727,192.82000732421875,5.239999771118164,,21.469999313354492,8.199999809265137,8.020000457763672,7.28000020980835,29.520000457763672,27.59000015258789,29.899999618530273,18.0,36.529998779296875,16.350000381469727,42.720001220703125,33.369998931884766,12.279999732971191,44.13999938964844,11.0,20.3799991607666,135.7100067138672,9.34000015258789,20.530000686645508,13.010000228881836,8.600000381469727,13.59000015258789,50.22999954223633,,21.639999389648438,25.229999542236328,22.860000610351562,26.030000686645508,28.299999237060547,8.720000267028809,16.43000030517578,,15.149999618530273,21.06999969482422,18.8799991607666,22.18000030517578,9.640000343322754,81.76000213623047,19.34000015258789,10.0600004196167,119.16000366210938,17.020000457763672,29.93000030517578,35.84000015258789,33.54999923706055,10.229999542236328,62.06999969482422,27.170000076293945,8.875,71.91999816894531,10.510000228881836,24.1200008392334,10.279999732971191,,32.099998474121094,12.420000076293945,7.840000152587891,2.884000062942505,15.789999961853027,18.100000381469727,11.84000015258789,24.18000030517578,23.09000015258789,34.58000183105469,6.449999809265137,57.18000030517578,,8.539999961853027,13.472900390625,14.09000015258789,17.219999313354492,25.670000076293945,46.119998931884766,39.58000183105469,26.389999389648438,16.059999465942383,6.849999904632568,115.83000183105469,48.650001525878906,18.829999923706055,98.75,5.420000076293945,7.610000133514404,24.030000686645508,38.41999816894531,10.4399995803833,42.13999938964844,6.929999828338623,17.270000457763672,26.1200008392334,49.119998931884766,4.679999828338623,20.940000534057617,20.68000030517578,12.520000457763672,26.5,40.29999923706055,16.270000457763672,22.969999313354492,11.260000228881836,0.5024999976158142,37.150001525878906,21.100000381469727,19.059999465942383,27.09000015258789,22.15999984741211,41.130001068115234,62.52000045776367,14.819999694824219,20.0,26.81999969482422,23.260000228881836,68.0199966430664,41.900001525878906,30.860000610351562,,47.29999923706055,32.560001373291016,,16.190000534057617,26.170000076293945,30.469999313354492,51.91999816894531,32.439998626708984,52.29999923706055,23.239999771118164,20.8799991607666,27.6299991607666,23.559999465942383,,6.25,29.420000076293945,22.610000610351562,56.63999938964844,,22.75,29.899999618530273,9.920000076293945,17.729999542236328,28.420000076293945,17.270000457763672,7.380000114440918,37.83000183105469,26.010000228881836,33.900001525878906,25.459999084472656,35.54999923706055,39.810001373291016,24.139999389648438,33.439998626708984,16.799999237060547,63.56999969482422,27.290000915527344
|
|
|
1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
|
2 |
+
44.16999816894531,33.93000030517578,13.710000038146973,30.475000381469727,19.670000076293945,19.795000076293945,40.880001068115234,19.760000228881836,20.110000610351562,19.125,3.299999952316284,19.389999389648438,31.584999084472656,21.5,168.50999450683594,32.087398529052734,14.180000305175781,99.71099853515625,47.4900016784668,19.959999084472656,,87.9800033569336,8.989999771118164,20.884000778198242,26.329999923706055,45.36000061035156,14.100000381469727,10.25,21.219999313354492,57.07500076293945,89.36000061035156,11.069999694824219,72.62000274658203,30.690000534057617,8.630000114440918,20.67009925842285,26.865400314331055,21.600000381469727,10.800000190734863,27.5,22.114999771118164,47.8650016784668,35.20000076293945,25.024999618530273,18.469999313354492,14.805000305175781,52.69499969482422,61.14500045776367,37.9900016784668,10.749799728393555,22.93000030517578,19.818500518798828,53.34000015258789,53.183998107910156,45.220001220703125,32.5,19.424999237060547,11.6899995803833,56.939998626708984,32.244998931884766,107.30999755859375,98.8499984741211,42.790000915527344,18.729999542236328,11.871100425720215,17.53499984741211,53.64500045776367,20.690000534057617,116.84190368652344,23.75469970703125,22.584999084472656,18.184600830078125,14.630000114440918,38.47999954223633,41.92499923706055,18.7450008392334,16.543899536132812,,,21.138999938964844,105.83000183105469,14.300000190734863,31.979999542236328,12.579999923706055,41.209999084472656,28.200000762939453,50.375,16.65999984741211,29.965999603271484,61.79999923706055,34.2400016784668,34.90999984741211,31.225000381469727,33.189998626708984,33.83000183105469,19.75,14.395000457763672,1401.31005859375,50.0,22.969999313354492,15.824999809265137,32.36000061035156,12.149999618530273,7.105000019073486,13.3100004196167,20.829999923706055,13.77750015258789,28.860000610351562,9.75,19.399999618530273,28.979999542236328,13.824999809265137,30.780000686645508,13.699999809265137,12.774999618530273,6.190100193023682,26.959999084472656,13.90999984741211,30.049999237060547,12.670000076293945,1.0196000337600708,32.099998474121094,9.390000343322754,25.2450008392334,31.670000076293945,8.050000190734863,18.384899139404297,14.239999771118164,,,12.6899995803833,,29.25,32.755001068115234,,16.564199447631836,8.109999656677246,31.59000015258789,356.510009765625,56.029998779296875,18.979999542236328,12.164999961853027,36.899898529052734,12.609999656677246,19.736900329589844,18.770000457763672,,10.279999732971191,17.93000030517578,24.264999389648438,10.510000228881836,10.819999694824219,9.569999694824219,31.139999389648438,34.459999084472656,,,43.900001525878906,20.709999084472656,49.099998474121094,44.595001220703125,22.565000534057617,59.92499923706055,15.179900169372559,19.389999389648438,158.0500030517578,12.414999961853027,21.25,15.21500015258789,10.382399559020996,17.209999084472656,55.1349983215332,,37.599998474121094,29.209999084472656,32.36000061035156,34.77000045776367,45.0099983215332,9.90999984741211,21.239999771118164,11.199999809265137,,23.979999542236328,24.899999618530273,24.228599548339844,12.020000457763672,91.71990203857422,23.770000457763672,12.850000381469727,139.4550018310547,21.0,34.06999969482422,48.060001373291016,37.5,12.1850004196167,82.44000244140625,30.260000228881836,9.130000114440918,80.23999786376953,12.354999542236328,31.790000915527344,13.869999885559082,,46.20000076293945,16.940000534057617,9.970000267028809,3.0399999618530273,,23.850000381469727,15.960000038146973,,27.030000686645508,44.01499938964844,9.28499984741211,63.150001525878906,,9.899999618530273,14.619999885559082,16.424999237060547,,28.297500610351562,65.8499984741211,47.5,29.454999923706055,19.21500015258789,8.890000343322754,135.61000061035156,75.62999725341797,25.6200008392334,109.91999816894531,7.110000133514404,9.800000190734863,,51.55500030517578,14.9399995803833,46.310001373291016,7.0,20.309999465942383,30.899999618530273,50.04999923706055,5.639999866485596,24.56730079650879,24.950000762939453,13.600000381469727,32.939998626708984,59.880001068115234,20.020000457763672,29.899999618530273,12.045000076293945,0.5019000172615051,47.5,25.1200008392334,22.850000381469727,33.68000030517578,26.649999618530273,46.7400016784668,77.16999816894531,,25.1200008392334,31.56999969482422,25.06999969482422,72.44999694824219,47.849998474121094,37.83000183105469,14.300000190734863,63.900001525878906,37.40999984741211,,20.5,,33.1150016784668,71.61000061035156,38.165000915527344,60.125,25.219999313354492,26.03499984741211,30.399999618530273,31.65999984741211,12.157600402832031,7.510000228881836,33.599998474121094,28.9950008392334,70.87000274658203,23.399900436401367,26.138700485229492,39.5,10.970000267028809,19.530000686645508,36.22999954223633,21.459999084472656,10.149999618530273,48.959999084472656,31.1200008392334,52.439998626708984,32.29999923706055,47.369998931884766,46.21500015258789,28.079999923706055,43.630001068115234,20.299999237060547,84.08000183105469,38.16999816894531
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fed_frame.csv
CHANGED
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,Balance,Item,Date
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0,7948335.0,Securities,2023-03-08
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1,
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2,307032.0,Premiums,2023-03-08
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3,
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4,-27844.0,Discounts,2023-03-08
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5,-
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6,0.0,Other repurchase,2023-03-08
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-
7,
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8,15209.0,Liquidity facilities,2023-03-08
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9,
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10,22431.0,Other 1,2023-03-08
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11,
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12,1941.0,Other 2,2023-03-08
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13,
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14,5594.0,Other 3,2023-03-08
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15,
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16,-771.0,Other 4,2023-03-08
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17,-
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18,11037.0,Other 5,2023-03-08
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19,11037.0,Other 5,2023-
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20,18206.0,Other 6,2023-03-08
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21,
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22,5200.0,Other 7,2023-03-08
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23,5200.0,Other 7,2023-
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24,33377.0,Other 8,2023-03-08
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-
25,
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28 |
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26,
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-
27,
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28,411.0,CB liquidity swaps,2023-03-08
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29,
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30,2560350.0,Reverse repo,2023-03-08
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31,
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32,3003676.0,Bank deposits,2023-03-08
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33,
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34,
|
37 |
-
35,
|
38 |
36,492278.0,Other deposits,2023-03-08
|
39 |
-
37,
|
40 |
38,131.0,Other Liability 1,2023-03-08
|
41 |
-
39,
|
42 |
40,15347.0,Other Liability 2,2023-03-08
|
43 |
-
41,13358.0,Other Liability 2,2023-
|
44 |
42,12016.0,Other Liability 3,2023-03-08
|
45 |
-
43,-
|
|
|
1 |
,Balance,Item,Date
|
2 |
0,7948335.0,Securities,2023-03-08
|
3 |
+
1,7600888.0,Securities,2023-07-26
|
4 |
2,307032.0,Premiums,2023-03-08
|
5 |
+
3,293388.0,Premiums,2023-07-26
|
6 |
4,-27844.0,Discounts,2023-03-08
|
7 |
+
5,-27155.0,Discounts,2023-07-26
|
8 |
6,0.0,Other repurchase,2023-03-08
|
9 |
+
7,1.0,Other repurchase,2023-07-26
|
10 |
8,15209.0,Liquidity facilities,2023-03-08
|
11 |
+
9,266372.0,Liquidity facilities,2023-07-26
|
12 |
10,22431.0,Other 1,2023-03-08
|
13 |
+
11,19734.0,Other 1,2023-07-26
|
14 |
12,1941.0,Other 2,2023-03-08
|
15 |
+
13,1644.0,Other 2,2023-07-26
|
16 |
14,5594.0,Other 3,2023-03-08
|
17 |
+
15,5604.0,Other 3,2023-07-26
|
18 |
16,-771.0,Other 4,2023-03-08
|
19 |
+
17,-257.0,Other 4,2023-07-26
|
20 |
18,11037.0,Other 5,2023-03-08
|
21 |
+
19,11037.0,Other 5,2023-07-26
|
22 |
20,18206.0,Other 6,2023-03-08
|
23 |
+
21,18709.0,Other 6,2023-07-26
|
24 |
22,5200.0,Other 7,2023-03-08
|
25 |
+
23,5200.0,Other 7,2023-07-26
|
26 |
24,33377.0,Other 8,2023-03-08
|
27 |
+
25,46236.0,Other 8,2023-07-26
|
28 |
+
26,51534.0,Other 9,2023-03-08
|
29 |
+
27,51814.0,Other 9,2023-07-26
|
30 |
28,411.0,CB liquidity swaps,2023-03-08
|
31 |
+
29,255.0,CB liquidity swaps,2023-07-26
|
32 |
30,2560350.0,Reverse repo,2023-03-08
|
33 |
+
31,2066975.0,Reverse repo,2023-07-26
|
34 |
32,3003676.0,Bank deposits,2023-03-08
|
35 |
+
33,3166767.0,Bank deposits,2023-07-26
|
36 |
+
34,2307901.0,Currency,2023-03-08
|
37 |
+
35,2333001.0,Currency,2023-07-26
|
38 |
36,492278.0,Other deposits,2023-03-08
|
39 |
+
37,742465.0,Other deposits,2023-07-26
|
40 |
38,131.0,Other Liability 1,2023-03-08
|
41 |
+
39,263.0,Other Liability 1,2023-07-26
|
42 |
40,15347.0,Other Liability 2,2023-03-08
|
43 |
+
41,13358.0,Other Liability 2,2023-07-26
|
44 |
42,12016.0,Other Liability 3,2023-03-08
|
45 |
+
43,-29355.0,Other Liability 3,2023-07-26
|
init_prices.csv
CHANGED
@@ -1,2 +1,2 @@
|
|
1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
|
2 |
-
44.
|
|
|
1 |
ABCB,ACNB,AFBI,ALLY,ALRS,AMAL,AMNB,AMTB,AROW,ASB,ASRV,ATLO,AUB,AUBN,AXP,BAC,BANC,BANF,BANR,BCML,BCOW,BFC,BFIN,BFST,BHB,BK,BKSC,BLFY,BMRC,BOH,BOKF,BOTJ,BPOP,BPRN,BRBS,BSRR,BSVN,BUSE,BWB,BWFG,BY,C,CAC,CADE,CALB,CARE,CASH,CATC,CATY,CBAN,CBFV,CBNK,CBSH,CBU,CCB,CCBG,CCNE,CFB,CFFI,CFG,CFR,CHCO,CHMG,CIVB,CIZN,CLBK,CMA,CNOB,COF,COFS,COLB,CPF,CSTR,CTBI,CUBI,CVBF,CVCY,CWBC,CZFS,CZNC,DFS,EBC,EBTC,ECBK,EFSC,EGBN,ESQ,ESSA,EVBN,EWBC,FBIZ,FBK,FBMS,FBNC,FCBC,FCCO,FCF,FCNCA,FDBC,FFBC,FFIC,FFIN,FFNW,FFWM,FGBI,FHB,FHN,FIBK,FINW,FISI,FITB,FLIC,FMBH,FMNB,FNB,FNCB,FNLC,FNWB,FRAF,FRBA,FRBK,FRME,FRST,FSBC,FSBW,FSEA,FSFG,FULT,FUNC,FUSB,FVCB,FXNC,GABC,GBCI,GBNY,GGAL,GLBZ,GNTY,GS,GSBC,HAFC,HBAN,HBCP,HBNC,HBT,HFWA,HIFS,HMST,HNVR,HOMB,HONE,HOPE,HTBK,HTH,HTLF,HVBC,HWBK,HWC,IBCP,IBOC,IBTX,INBK,INDB,ISTR,JMSB,JPM,KEY,LARK,LBAI,LBC,LCNB,LKFN,LMST,LOB,MBCN,MBIN,MBWM,MCB,MCBC,MCBS,MGYR,MLVF,MNSB,MOFG,MPB,MRBK,MS,MSBI,MSVB,MTB,MYFW,NBHC,NBN,NBTB,NFBK,NIC,NKSH,NSTS,NTRS,NWBI,NWFL,NYCB,OBNK,OBT,ONB,OPBK,OPHC,OPOF,ORRF,OSBC,OVBC,OVLY,OZK,PACW,PB,PBBK,PBFS,PBHC,PCB,PEBK,PEBO,PFBC,PFIS,PGC,PKBK,PNBK,PNC,PNFP,PPBI,PRK,PTRS,PVBC,PWOD,QCRH,RBB,RBCAA,RBKB,RF,RNST,RRBI,RVSB,SASR,SBCF,SBFG,SBSI,SFBS,SFNC,SFST,SHBI,SHFS,SMBC,SMBK,SMMF,SNV,SPFI,SRCE,SSB,SSBI,SSBK,STBA,STEL,STT,SYBT,TBBK,TCBC,TCBI,TCBK,TCBS,TCBX,TCFC,TFC,TFIN,THFF,TMP,TOWN,TRMK,TRST,TSBK,UBCP,UBFO,UBSI,UCBI,UMBF,UNB,UNTY,USB,USCB,UVSP,VABK,VBTX,VLY,WABC,WAFD,WAL,WASH,WBS,WFC,WSBC,WSFS,WTBA,WTFC,ZION
|
2 |
+
44.540069580078125,35.08299255371094,15.8100004196167,29.100309371948242,18.804826736450195,21.844755172729492,32.3090705871582,26.592082977294922,28.74806022644043,21.670602798461914,3.9487242698669434,23.47844886779785,38.189125061035156,23.798051834106445,173.58944702148438,32.30223846435547,16.5244083404541,87.06926727294922,60.591732025146484,19.6640567779541,9.84000015258789,77.3204345703125,10.201022148132324,19.67997932434082,29.007726669311523,48.904659271240234,15.782036781311035,11.84000015258789,27.9648380279541,71.61852264404297,98.45442962646484,12.887567520141602,65.15755462646484,33.41209030151367,12.138833045959473,19.354625701904297,28.01479148864746,22.985305786132812,14.289999961853027,28.575897216796875,23.85262680053711,50.13041687011719,39.30062484741211,25.429931640625,25.18000030517578,17.239999771118164,49.496788024902344,72.99472045898438,40.91242599487305,11.911111831665039,24.154664993286133,19.266042709350586,63.4360466003418,55.8817024230957,44.349998474121094,34.81346130371094,23.27149200439453,13.109999656677246,57.85646438598633,37.525054931640625,125.4941177368164,93.36214447021484,48.79573440551758,21.07638931274414,15.069720268249512,20.350000381469727,65.10033416748047,23.219120025634766,104.21975708007812,27.727323532104492,26.892309188842773,21.72833251953125,16.104318618774414,41.048519134521484,28.889999389648438,22.444652557373047,24.639022827148438,14.928385734558105,80.35733032226562,21.616100311279297,109.8402328491211,15.178801536560059,35.55810546875,15.359999656677246,53.33711624145508,40.657352447509766,43.54177474975586,18.649465560913086,37.7400016784668,72.19312286376953,34.89847946166992,35.50640869140625,29.836612701416016,40.011417388916016,29.182313919067383,20.146265029907227,14.666393280029297,679.2196655273438,48.00876998901367,23.0773868560791,17.836687088012695,34.85215759277344,14.715803146362305,13.903791427612305,18.280784606933594,25.096176147460938,20.86874008178711,33.180572509765625,8.90999984741211,23.378864288330078,32.86159896850586,16.20728302001953,29.177209854125977,13.434453010559082,13.421828269958496,7.486371994018555,28.23566246032715,13.709465980529785,32.349388122558594,13.245365142822266,1.8300000429153442,38.93301773071289,11.1885986328125,26.13033676147461,33.70475769042969,9.9399995803833,18.980087280273438,15.96327018737793,19.277082443237305,9.633103370666504,13.75,18.737844467163086,36.99880599975586,43.949954986572266,11.0,12.432767868041992,7.824561595916748,29.87717628479004,346.6505126953125,55.5409049987793,22.551748275756836,14.035114288330078,36.64918518066406,14.386706352233887,22.565664291381836,25.653963088989258,272.00909423828125,23.24701690673828,19.59055519104004,22.918664932250977,12.912347793579102,12.214629173278809,11.331639289855957,32.09257507324219,47.36679458618164,31.0,23.572839736938477,46.35356903076172,21.176349639892578,47.59000015258789,54.63413619995117,25.130197525024414,74.16394805908203,18.682432174682617,24.79830551147461,135.79437255859375,16.95900535583496,22.334545135498047,18.283143997192383,11.399999618530273,17.4717960357666,66.92447662353516,,33.23619079589844,28.621305465698242,29.093795776367188,34.42792892456055,54.7400016784668,10.61957836151123,19.042373657226562,12.551848411560059,17.719999313354492,28.706823348999023,28.520662307739258,29.256507873535156,15.554924011230469,94.20525360107422,24.99245262145996,13.098136901855469,138.9227294921875,24.549999237060547,38.73313903808594,43.477867126464844,38.04856872558594,14.055204391479492,73.12843322753906,39.79867172241211,10.3100004196167,91.17857360839844,13.045248031616211,32.960906982421875,8.220220565795898,,53.15637969970703,16.567934036254883,10.76666259765625,3.809999942779541,27.153587341308594,22.36152458190918,15.845752716064453,25.809480667114258,26.982439041137695,40.21484375,26.623233795166016,69.01408386230469,14.449999809265137,11.079999923706055,19.025291442871094,16.81757926940918,33.77320098876953,29.62183380126953,66.23938751220703,48.815696716308594,36.693172454833984,19.63688850402832,10.899999618530273,141.63156127929688,67.01080322265625,29.991676330566406,123.23844146728516,8.94249153137207,8.789999961853027,26.205150604248047,51.181888580322266,18.342872619628906,42.14609146118164,9.399999618530273,21.310319900512695,32.984466552734375,50.47404479980469,6.489227294921875,31.624059677124023,28.12818145751953,16.333351135253906,36.09384536743164,67.81776428222656,20.575231552124023,39.650001525878906,16.707733154296875,0.6899999976158142,44.126197814941406,26.267393112182617,24.068593978881836,37.668704986572266,25.15445899963379,48.52457046508789,78.93506622314453,15.723705291748047,26.938783645629883,35.61788558959961,27.70939826965332,85.123046875,55.893272399902344,34.029998779296875,16.243005752563477,64.75,48.20477294921875,15.231857299804688,17.540000915527344,39.205223083496094,42.95421600341797,59.75,42.21083450317383,72.33250427246094,29.14617347717285,27.53557014465332,35.72834014892578,32.41402053833008,14.474177360534668,7.267899990081787,38.02321243286133,31.331377029418945,85.30049896240234,23.465028762817383,25.74240493774414,44.22051239013672,12.670000076293945,27.406166076660156,38.79270935058594,25.26811408996582,10.604238510131836,52.795677185058594,34.0726318359375,70.62252807617188,39.434200286865234,48.68833541870117,43.499717712402344,33.90073013305664,46.61848449707031,19.879974365234375,86.46572875976562,45.87449645996094
|
spread_frame.csv
CHANGED
@@ -1,15 +1,15 @@
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
-
1,0.
|
4 |
2,0.74,AA,2023-03-08
|
5 |
-
3,0.
|
6 |
4,1.05,A,2023-03-08
|
7 |
-
5,1.
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
-
7,1.
|
10 |
8,2.72,BB,2023-03-08
|
11 |
-
9,
|
12 |
10,4.2,B,2023-03-08
|
13 |
-
11,4.
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
-
13,
|
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
+
1,0.48,AAA,2023-07-28
|
4 |
2,0.74,AA,2023-03-08
|
5 |
+
3,0.65,AA,2023-07-28
|
6 |
4,1.05,A,2023-03-08
|
7 |
+
5,1.0,A,2023-07-28
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
+
7,1.48,BBB,2023-07-28
|
10 |
8,2.72,BB,2023-03-08
|
11 |
+
9,2.47,BB,2023-07-28
|
12 |
10,4.2,B,2023-03-08
|
13 |
+
11,4.02,B,2023-07-28
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
+
13,9.0,CCC,2023-07-28
|
yc_frame.csv
CHANGED
@@ -1,19 +1,19 @@
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
-
1,1,5.
|
4 |
2,3,5.06,2023-03-08
|
5 |
-
3,3,5.
|
6 |
4,6,5.34,2023-03-08
|
7 |
-
5,6,5.
|
8 |
6,12,5.25,2023-03-08
|
9 |
-
7,12,5.
|
10 |
8,24,5.05,2023-03-08
|
11 |
-
9,24,4.
|
12 |
10,60,4.34,2023-03-08
|
13 |
-
11,60,
|
14 |
12,84,4.19,2023-03-08
|
15 |
-
13,84,
|
16 |
14,120,3.98,2023-03-08
|
17 |
-
15,120,
|
18 |
16,360,3.88,2023-03-08
|
19 |
-
17,360,
|
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
+
1,1,5.47,2023-07-27
|
4 |
2,3,5.06,2023-03-08
|
5 |
+
3,3,5.51,2023-07-27
|
6 |
4,6,5.34,2023-03-08
|
7 |
+
5,6,5.56,2023-07-27
|
8 |
6,12,5.25,2023-03-08
|
9 |
+
7,12,5.4,2023-07-27
|
10 |
8,24,5.05,2023-03-08
|
11 |
+
9,24,4.91,2023-07-27
|
12 |
10,60,4.34,2023-03-08
|
13 |
+
11,60,4.24,2023-07-27
|
14 |
12,84,4.19,2023-03-08
|
15 |
+
13,84,4.13,2023-07-27
|
16 |
14,120,3.98,2023-03-08
|
17 |
+
15,120,4.01,2023-07-27
|
18 |
16,360,3.88,2023-03-08
|
19 |
+
17,360,4.06,2023-07-27
|