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84adam/5Y5Y-inflation-swaps.py

Created May 31, 2022 12:48
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5Y5Y-inflation-swaps.py
import requests
import io
import pandas as pd
# SEE: https://fred.stlouisfed.org/series/T5YIFR/#0
url = """https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=T5YIFR&scale=left&cosd=2003-01-02&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&nd=2003-01-02
"""
s = requests.get(url).content
df = pd.read_csv(io.StringIO(s.decode('utf-8')))
print(df[-10::])
@84adam
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84adam commented May 31, 2022 •
edited

example output:

            DATE T5YIFR
5064  2022-06-01   2.34
5065  2022-06-02   2.35
5066  2022-06-03   2.44
5067  2022-06-06   2.47
5068  2022-06-07   2.43
5069  2022-06-08   2.44
5070  2022-06-09   2.42
5071  2022-06-10   2.39
5072  2022-06-13   2.37
5073  2022-06-14   2.32

@84adam
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84adam commented Jun 15, 2022

10 Year Inflation Breakevens -- https://fred.stlouisfed.org/series/T10YIE

url = """https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=T10YIE&scale=left&cosd=2003-01-02&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&nd=2003-01-02
"""

s = requests.get(url).content
df = pd.read_csv(io.StringIO(s.decode('utf-8')))

print(df[-10::])

example output:

            DATE T10YIE
5064  2022-06-01   2.65
5065  2022-06-02   2.66
5066  2022-06-03   2.74
5067  2022-06-06   2.76
5068  2022-06-07   2.73
5069  2022-06-08   2.75
5070  2022-06-09   2.75
5071  2022-06-10   2.76
5072  2022-06-13   2.74
5073  2022-06-14    2.6

@84adam
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84adam commented Jun 15, 2022

5 Year Inflation Breakevens -- https://fred.stlouisfed.org/series/T5YIE

url = """https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=T5YIE&scale=left&cosd=2003-01-02&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&nd=2003-01-02
"""

s = requests.get(url).content
df = pd.read_csv(io.StringIO(s.decode('utf-8')))

print(df[-10::])

example output:

            DATE T5YIE
5064  2022-06-01  2.96
5065  2022-06-02  2.97
5066  2022-06-03  3.04
5067  2022-06-06  3.05
5068  2022-06-07  3.03
5069  2022-06-08  3.06
5070  2022-06-09  3.08
5071  2022-06-10  3.13
5072  2022-06-13  3.11
5073  2022-06-14  2.88

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