pwilczewski
commited on
Commit
·
79f0ce3
1
Parent(s):
86eeadd
data update
Browse files- curr_prices.csv +2 -1
- fed_frame.csv +22 -22
- init_prices.csv +1 -1
- spread_frame.csv +7 -7
- yc_frame.csv +9 -9
curr_prices.csv
CHANGED
@@ -1,2 +1,3 @@
|
|
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,FRC,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 |
-
|
|
|
|
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,FRC,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 |
+
,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,12.59000015258789,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
|
3 |
+
33.97999954223633,31.06999969482422,15.210000038146973,25.860000610351562,15.479999542236328,17.350000381469727,29.25,18.290000915527344,22.479999542236328,17.899999618530273,3.0,20.020000457763672,32.400001525878906,,163.77999877929688,29.8700008392334,11.989999771118164,81.98999786376953,50.41999816894531,16.15999984741211,7.300000190734863,67.98999786376953,8.8100004196167,15.930000305175781,24.719999313354492,44.04999923706055,14.100000381469727,9.4399995803833,20.75,48.79999923706055,81.58000183105469,9.539999961853027,59.939998626708984,31.850000381469727,10.029999732971191,16.0,23.31999969482422,18.920000076293945,10.199999809265137,24.020000457763672,19.670000076293945,49.029998779296875,33.38999938964844,20.350000381469727,17.90999984741211,13.510000228881836,41.560001373291016,62.689998626708984,33.209999084472656,9.710000038146973,21.56999969482422,17.350000381469727,54.56999969482422,47.29999923706055,34.439998626708984,28.350000381469727,18.100000381469727,10.140000343322754,53.619998931884766,28.799999237060547,103.63999938964844,89.66999816894531,41.5099983215332,15.520000457763672,12.759900093078613,19.270000457763672,43.72999954223633,16.219999313354492,96.58999633789062,25.200000762939453,21.360000610351562,16.229999542236328,13.630000114440918,35.83000183105469,19.100000381469727,15.3100004196167,16.440000534057617,12.800000190734863,88.30000305175781,20.469999313354492,105.5199966430664,11.6899995803833,29.100000381469727,12.199999809265137,43.31999969482422,26.8799991607666,37.54999923706055,15.75,31.950000762939453,54.810001373291016,29.049999237060547,29.920000076293945,24.200000762939453,32.849998474121094,23.809999465942383,20.200000762939453,11.850000381469727,1035.6700439453125,44.25,20.690000534057617,13.430000305175781,28.6299991607666,12.039999961853027,6.710000038146973,14.25,19.75,18.25,27.8700008392334,8.970000267028809,17.940000534057617,27.479999542236328,12.579999923706055,25.31999969482422,11.289999961853027,11.460000038146973,6.079999923706055,25.100000381469727,12.329999923706055,29.34000015258789,9.670000076293945,1.2699999809265137,14.260000228881836,30.239999771118164,9.520000457763672,19.700000762939453,28.799999237060547,8.768600463867188,15.399999618530273,12.489999771118164,16.600000381469727,7.670000076293945,9.5600004196167,15.145000457763672,31.600000381469727,35.45000076293945,9.079999923706055,11.65999984741211,7.019999980926514,24.6299991607666,341.6600036621094,52.34000015258789,18.1200008392334,11.4399995803833,32.5099983215332,10.579999923706055,18.739999771118164,19.700000762939453,184.17999267578125,17.540000915527344,18.209999084472656,21.739999771118164,11.34000015258789,9.6899995803833,8.109999656677246,30.68000030517578,36.09000015258789,32.2400016784668,23.059999465942383,36.779998779296875,17.190000534057617,41.95000076293945,40.90999984741211,16.110000610351562,59.58000183105469,14.720000267028809,18.809999465942383,140.5399932861328,11.59000015258789,20.700000762939453,14.779999732971191,9.239999771118164,16.459999084472656,56.86000061035156,22.770000457763672,23.700000762939453,25.799999237060547,24.920000076293945,28.75,33.91999816894531,9.890000343322754,16.299999237060547,10.199999809265137,14.829999923706055,21.3700008392334,21.200000762939453,23.389999389648438,11.1899995803833,91.12000274658203,20.110000610351562,,124.08999633789062,17.510000228881836,31.850000381469727,36.38999938964844,33.15999984741211,11.039999961853027,57.189998626708984,32.41999816894531,8.8149995803833,85.30000305175781,11.460000038146973,27.020000457763672,9.020000457763672,32.220001220703125,40.060001373291016,13.539999961853027,9.029999732971191,3.130000114440918,23.25,18.8799991607666,12.90999984741211,24.889999389648438,26.399999618530273,35.38999938964844,11.289999961853027,60.63999938964844,,8.75,15.95930004119873,13.109999656677246,29.56999969482422,25.350000381469727,51.150001525878906,41.5,27.40999984741211,17.170000076293945,9.260000228881836,123.37999725341797,54.77000045776367,22.34000015258789,109.18000030517578,7.829999923706055,7.159999847412109,23.299999237060547,41.04999923706055,14.050000190734863,41.2599983215332,7.260000228881836,18.360000610351562,28.09000015258789,46.47999954223633,5.440000057220459,24.229999542236328,22.719999313354492,13.979999542236328,33.0099983215332,50.720001220703125,16.540000915527344,28.81999969482422,13.6899995803833,0.5099999904632568,36.189998626708984,21.899999618530273,19.094999313354492,30.989999771118164,20.8799991607666,43.61000061035156,68.83000183105469,14.101799964904785,23.149999618530273,27.670000076293945,22.6200008392334,73.62999725341797,50.150001525878906,27.360000610351562,14.390000343322754,51.86000061035156,38.349998474121094,11.5600004196167,13.979999542236328,31.40999984741211,31.469999313354492,52.75,34.0,59.45000076293945,24.549999237060547,23.56999969482422,29.469999313354492,27.280000686645508,12.55150032043457,6.110000133514404,33.79999923706055,26.40999984741211,58.27000045776367,22.360000610351562,23.25,33.52000045776367,9.6899995803833,21.479999542236328,35.130001068115234,17.709999084472656,8.59000015258789,40.959999084472656,28.780000686645508,40.59000015258789,32.77000045776367,38.68000030517578,41.2400016784668,28.739999771118164,37.4900016784668,17.030000686645508,70.37000274658203,29.350000381469727
|
fed_frame.csv
CHANGED
@@ -1,45 +1,45 @@
|
|
1 |
,Balance,Item,Date
|
2 |
0,7948335.0,Securities,2023-03-08
|
3 |
-
1,
|
4 |
2,307032.0,Premiums,2023-03-08
|
5 |
-
3,
|
6 |
4,-27844.0,Discounts,2023-03-08
|
7 |
-
5,-
|
8 |
6,0.0,Other repurchase,2023-03-08
|
9 |
-
7,
|
10 |
8,15209.0,Liquidity facilities,2023-03-08
|
11 |
-
9,
|
12 |
10,22431.0,Other 1,2023-03-08
|
13 |
-
11,
|
14 |
12,1941.0,Other 2,2023-03-08
|
15 |
-
13,
|
16 |
14,5594.0,Other 3,2023-03-08
|
17 |
-
15,
|
18 |
16,-771.0,Other 4,2023-03-08
|
19 |
-
17,-
|
20 |
18,11037.0,Other 5,2023-03-08
|
21 |
-
19,11037.0,Other 5,2023-04-
|
22 |
20,18206.0,Other 6,2023-03-08
|
23 |
-
21,
|
24 |
22,5200.0,Other 7,2023-03-08
|
25 |
-
23,5200.0,Other 7,2023-04-
|
26 |
24,33377.0,Other 8,2023-03-08
|
27 |
-
25,
|
28 |
26,51597.0,Other 9,2023-03-08
|
29 |
-
27,
|
30 |
28,411.0,CB liquidity swaps,2023-03-08
|
31 |
-
29,
|
32 |
30,2560350.0,Reverse repo,2023-03-08
|
33 |
-
31,
|
34 |
32,3003676.0,Bank deposits,2023-03-08
|
35 |
-
33,
|
36 |
34,2307964.0,Currency,2023-03-08
|
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 |
-
41,15347.0,Other Liability 2,2023-04-
|
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 |
+
1,7860459.0,Securities,2023-04-19
|
4 |
2,307032.0,Premiums,2023-03-08
|
5 |
+
3,303280.0,Premiums,2023-04-19
|
6 |
4,-27844.0,Discounts,2023-03-08
|
7 |
+
5,-27248.0,Discounts,2023-04-19
|
8 |
6,0.0,Other repurchase,2023-03-08
|
9 |
+
7,20000.0,Other repurchase,2023-04-19
|
10 |
8,15209.0,Liquidity facilities,2023-03-08
|
11 |
+
9,325458.0,Liquidity facilities,2023-04-19
|
12 |
10,22431.0,Other 1,2023-03-08
|
13 |
+
11,22154.0,Other 1,2023-04-19
|
14 |
12,1941.0,Other 2,2023-03-08
|
15 |
+
13,1927.0,Other 2,2023-04-19
|
16 |
14,5594.0,Other 3,2023-03-08
|
17 |
+
15,5610.0,Other 3,2023-04-19
|
18 |
16,-771.0,Other 4,2023-03-08
|
19 |
+
17,-170.0,Other 4,2023-04-19
|
20 |
18,11037.0,Other 5,2023-03-08
|
21 |
+
19,11037.0,Other 5,2023-04-19
|
22 |
20,18206.0,Other 6,2023-03-08
|
23 |
+
21,18785.0,Other 6,2023-04-19
|
24 |
22,5200.0,Other 7,2023-03-08
|
25 |
+
23,5200.0,Other 7,2023-04-19
|
26 |
24,33377.0,Other 8,2023-03-08
|
27 |
+
25,44752.0,Other 8,2023-04-19
|
28 |
26,51597.0,Other 9,2023-03-08
|
29 |
+
27,51681.0,Other 9,2023-04-19
|
30 |
28,411.0,CB liquidity swaps,2023-03-08
|
31 |
+
29,480.0,CB liquidity swaps,2023-04-19
|
32 |
30,2560350.0,Reverse repo,2023-03-08
|
33 |
+
31,2666343.0,Reverse repo,2023-04-19
|
34 |
32,3003676.0,Bank deposits,2023-03-08
|
35 |
+
33,3164891.0,Bank deposits,2023-04-19
|
36 |
34,2307964.0,Currency,2023-03-08
|
37 |
+
35,2323062.0,Currency,2023-04-19
|
38 |
36,492278.0,Other deposits,2023-03-08
|
39 |
+
37,471124.0,Other deposits,2023-04-19
|
40 |
38,131.0,Other Liability 1,2023-03-08
|
41 |
+
39,161.0,Other Liability 1,2023-04-19
|
42 |
40,15347.0,Other Liability 2,2023-03-08
|
43 |
+
41,15347.0,Other Liability 2,2023-04-19
|
44 |
42,12016.0,Other Liability 3,2023-03-08
|
45 |
+
43,2490.0,Other Liability 3,2023-04-19
|
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,FRC,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 |
-
44.73714828491211,35.40999984741211,15.8100004196167,29.440000534057617,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.990000009536743,23.81999969482422,38.63999938964844,24.100000381469727,174.18470764160156,32.560001373291016,16.655242919921875,87.46072387695312,61.18000030517578,19.779998779296875,9.84000015258789,77.59211730957031,10.34000015258789,19.850000381469727,29.3700008392334,49.79999923706055,15.97645378112793,11.84000015258789,28.450000762939453,72.91999816894531,99.16000366210938,13.0,65.76639556884766,33.79999923706055,12.138833045959473,19.84000015258789,28.198945999145508,23.
|
|
|
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,FRC,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 |
+
44.73714828491211,35.40999984741211,15.8100004196167,29.440000534057617,19.00157356262207,21.989999771118164,32.650001525878906,26.739999771118164,29.18000030517578,21.969999313354492,3.990000009536743,23.81999969482422,38.63999938964844,24.100000381469727,174.18470764160156,32.560001373291016,16.655242919921875,87.46072387695312,61.18000030517578,19.779998779296875,9.84000015258789,77.59211730957031,10.34000015258789,19.850000381469727,29.3700008392334,49.79999923706055,15.97645378112793,11.84000015258789,28.450000762939453,72.91999816894531,99.16000366210938,13.0,65.76639556884766,33.79999923706055,12.138833045959473,19.84000015258789,28.198945999145508,23.22918128967285,14.289999961853027,28.84000015258789,23.969999313354492,50.68000030517578,39.847190856933594,25.711620330810547,25.18000030517578,17.239999771118164,49.547142028808594,74.02999877929688,41.369998931884766,12.0600004196167,24.469999313354492,19.34000015258789,63.790000915527344,56.35858154296875,44.349998474121094,35.02000045776367,23.510000228881836,13.109999656677246,58.309757232666016,38.08000183105469,126.54000091552734,94.02931213378906,49.18171691894531,21.290000915527344,15.274576187133789,20.350000381469727,66.17675018310547,23.510000228881836,104.94000244140625,28.027076721191406,27.360000610351562,22.100000381469727,16.25,41.51437759399414,28.889999389648438,22.772790908813477,24.860000610351562,15.039999961853027,81.60499572753906,22.219999313354492,110.5999984741211,15.319999694824219,35.86000061035156,15.359999656677246,53.64729309082031,41.40229415893555,43.68000030517578,18.826854705810547,37.7400016784668,72.87999725341797,35.209999084472656,35.709999084472656,30.110000610351562,40.30308532714844,29.540000915527344,20.280000686645508,14.819999694824219,679.6199951171875,48.43000030517578,23.350000381469727,18.18000030517578,35.060367584228516,14.89543342590332,13.970000267028809,18.498088836669922,25.479999542236328,21.14575958251953,33.869998931884766,8.90999984741211,23.789018630981445,33.278690338134766,16.487869262695312,29.469999313354492,13.609999656677246,13.569999694824219,7.610000133514404,28.643692016601562,13.800000190734863,32.75,13.329999923706055,1.8300000429153442,115.0,39.439998626708984,11.34000015258789,26.399999618530273,34.0,9.9399995803833,19.185117721557617,16.17279624938965,19.51654815673828,9.699999809265137,13.75,18.920000076293945,37.34000015258789,44.43260192871094,11.0,13.180000305175781,8.039999961853027,30.13178062438965,349.2900085449219,55.9722900390625,22.959999084472656,14.238903045654297,37.20000076293945,14.607828140258789,22.790000915527344,26.0,273.69000244140625,23.6299991607666,19.700000762939453,23.1200008392334,13.01953411102295,12.430000305175781,11.539999961853027,32.2599983215332,47.900001525878906,31.0,24.757816314697266,46.720001220703125,21.479999542236328,47.59000015258789,55.27000045776367,25.232839584350586,75.06221008300781,18.83837890625,25.06999969482422,136.72695922851562,17.309999465942383,22.56999969482422,18.5,11.399999618530273,17.729999542236328,68.04000091552734,26.700000762939453,33.279998779296875,28.850000381469727,29.18035316467285,34.869998931884766,54.7400016784668,10.720000267028809,19.260000228881836,12.59000015258789,17.719999313354492,28.850000381469727,28.8799991607666,29.559999465942383,15.774999618530273,95.9000015258789,25.389999389648438,13.180000305175781,140.3800048828125,24.549999237060547,39.060001373291016,43.4900016784668,38.380001068115234,14.25,73.41000366210938,40.84000015258789,10.3100004196167,92.08999633789062,13.289999961853027,33.287811279296875,8.369999885559082,36.45000076293945,53.540000915527344,16.75,10.930000305175781,3.809999942779541,27.389999389648438,22.639999389648438,15.960000038146973,26.450000762939453,27.139999389648438,40.56462478637695,26.68000030517578,69.64904022216797,14.449999809265137,11.079999923706055,19.25,17.040000915527344,34.150001525878906,30.100000381469727,66.8978271484375,49.310001373291016,36.77000045776367,19.849946975708008,10.899999618530273,143.3434295654297,67.31999969482422,30.540000915527344,124.47000122070312,9.0,8.789999961853027,26.55109405517578,51.252532958984375,18.790000915527344,42.49393081665039,9.399999618530273,21.560001373291016,33.23452377319336,50.54914093017578,6.5648298263549805,32.13999938964844,28.342082977294922,16.510000228881836,36.560001373291016,68.27400970458984,20.79827117919922,39.650001525878906,16.889999389648438,0.6899999976158142,44.41999816894531,26.3700008392334,24.298585891723633,38.122833251953125,25.440000534057617,48.900001525878906,79.56999969482422,15.850000381469727,27.049999237060547,36.060001373291016,27.84961700439453,85.86264038085938,56.22991180419922,34.029998779296875,16.299999237060547,64.75,48.57720184326172,15.270000457763672,17.540000915527344,39.205223083496094,43.77000045776367,59.75,42.869998931884766,73.12999725341797,29.460790634155273,27.829999923706055,36.20000076293945,32.7400016784668,14.677000045776367,7.397684097290039,38.43000030517578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|
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 |
-
9,2.
|
12 |
10,4.2,B,2023-03-08
|
13 |
-
11,4.
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
-
13,10.
|
|
|
1 |
,Spread,Rating,Date
|
2 |
0,0.58,AAA,2023-03-08
|
3 |
+
1,0.55,AAA,2023-04-20
|
4 |
2,0.74,AA,2023-03-08
|
5 |
+
3,0.76,AA,2023-04-20
|
6 |
4,1.05,A,2023-03-08
|
7 |
+
5,1.16,A,2023-04-20
|
8 |
6,1.58,BBB,2023-03-08
|
9 |
+
7,1.71,BBB,2023-04-20
|
10 |
8,2.72,BB,2023-03-08
|
11 |
+
9,2.89,BB,2023-04-20
|
12 |
10,4.2,B,2023-03-08
|
13 |
+
11,4.89,B,2023-04-20
|
14 |
12,9.93,CCC,2023-03-08
|
15 |
+
13,10.94,CCC,2023-04-20
|
yc_frame.csv
CHANGED
@@ -1,19 +1,19 @@
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
-
1,1,3.
|
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 |
-
7,12,4.
|
10 |
8,24,5.05,2023-03-08
|
11 |
-
9,24,4.
|
12 |
10,60,4.34,2023-03-08
|
13 |
-
11,60,3.
|
14 |
12,84,4.19,2023-03-08
|
15 |
-
13,84,3.
|
16 |
14,120,3.98,2023-03-08
|
17 |
-
15,120,3.
|
18 |
16,360,3.88,2023-03-08
|
19 |
-
17,360,3.
|
|
|
1 |
,Term,Yield,Date
|
2 |
0,1,4.77,2023-03-08
|
3 |
+
1,1,3.4,2023-04-20
|
4 |
2,3,5.06,2023-03-08
|
5 |
+
3,3,5.12,2023-04-20
|
6 |
4,6,5.34,2023-03-08
|
7 |
+
5,6,5.06,2023-04-20
|
8 |
6,12,5.25,2023-03-08
|
9 |
+
7,12,4.77,2023-04-20
|
10 |
8,24,5.05,2023-03-08
|
11 |
+
9,24,4.14,2023-04-20
|
12 |
10,60,4.34,2023-03-08
|
13 |
+
11,60,3.63,2023-04-20
|
14 |
12,84,4.19,2023-03-08
|
15 |
+
13,84,3.59,2023-04-20
|
16 |
14,120,3.98,2023-03-08
|
17 |
+
15,120,3.54,2023-04-20
|
18 |
16,360,3.88,2023-03-08
|
19 |
+
17,360,3.75,2023-04-20
|