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* Update portfolio_view.py * mypy 1.0 test * Update helpers.py * black * ruff * Update thought_of_the_day.py * isort * Update portfolio_view.py * Update business_insider_view.py * funds,bt,ca,fa view updates * economy,etf,futures view updates * econometrics regression * mypy * reports notebooks, PlotlyTA class adjustments, crypto finbrain view * crypto views updates * crypto views done?, ba, econometrics, funds, reports * update docstrings * Update sec_view.py * portfolio reports * Update equity.ipynb * ruff * mypy + equity reports * Update yahoo_finance_view.py * Update economy_controller.py * clean up returns * mypy * finished dashboards/reports templates * update some tests * Update common.py * Update account_controller.py * Update banner.txt * update tests * tests * Update helpers_denomination.py * tests * tests * finished tests, refactor add_histplot/add_corr_plot * ruff * Update backend.py * mypy * Update backend.py * pywry linux libs for tests * pywry version bump * OpenBBFIgure import changes * Update business_insider_view.py * Update backend.py * tests * bump pywry version * forecast plot_explainability converted to plotly * Update helpers.py * tests * Update helpers.py * tests * Update helpers.py * Update helpers.py * default plotly annotation `showarrow` to false * Update backend.py * fixes * Update poetry.lock * docker * Update openbb.dockerfile * up * Update style.css * bump pywry version * Update unit-test.yml * Update unit-test.yml * figure to image/pdf export * requirements txt files, pywry version bump * mypy, pylint * cleanup * Update covid_view.py * Update helper_funcs.py * Update backend.py * updates * Update backend.py * Update backend.py * bump pywry version * Update poetry.lock * Update trailmap.py * update reports * Update custom_indicators_plugin.py * Update momentum_plugin.py * equity report * reqs files * Update fred_view.py * ruff * Update po_view.py * bump pywry version * reqs txt files * fix installer icons for mac * test updated torch/darts/pyinstaller on mac * Update dashboards_controller.py * Update terminal.py * Update terminal.spec * Update terminal.spec * test * Update poetry.lock * Report adjustments, improved dashboard subprocesses termination * pylint * Update plotly_helper.py * Update plotly_helper.py * pylint * revert darts * test * test * fix * improve shap scatter plot * Update helpers.py * Update helpers.py * cleanup * Update runa_view.py * more cleanupp * fixes * update tests * Update intrinio_view.py * Update intrinio_view.py * Update intrinio_view.py * reqs files, poetry lock * Update backend.py * test for new icon * Update fmp_view.py * updates * Update plotly_helper.py * Update businessinsider_view.py * ruff * pylint * fix previous merge * Update plotly_helper.py * update reqs files * Update directories.py * fix alt covid * fix display_candle data is None load being unreachable, get covid views ready for sdk server * Update covid_view.py * refactor cleanup * plotly_ta adjustments * terminal wide ignore print_table if export * Update plotly_helper.py * forgot to save a few * added edge case fallback if figures are in queue before backend fail * Update ta_class.py * Rename env variable name required to return plotly json * Resolve pydocstyle warnings * Resolve linting errors * revert forecasting/pyinstaller versions * Update terminal.spec * finished incoming fixedincome menu, improve get_ecb_yield_curve speed with multiprocessing * update deps * Update backend.py * fix fred model/view from switch to DataFrame, improve ecb_model * Update config_terminal.py * Update backend.py * black * clean up * Update fred_view.py * Update ta_class.py * Update ta_class.py * Update plotly_helper.py * sync fixedincome * Update ecb_model.py * convert excel to csv for faster processing * cleanup * remove excel files * Update terminal_controller.py * update tests * adjustments/missed figs in export_data * Update cryptocurrency_helpers.py * fixes * account for volume column with no volume when plotting indicators , images autogen POC * Update plotly_helper.py * Update etf_controller.py * Update etf_controller.py * margin arg for export_data func figures, some plot adjustments * logic for numpy array for plotly helper `get_dateindex` function * cleanup * update * req file updates * views * Update backend.py * update tests * Update test_load_none[btc-usd].yaml * convert merged cpi chart * linting * updates * clean * tests * Update openbb.dockerfile * remove test docker in root * Update CONTRIBUTING.md --------- Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com> Co-authored-by: Chavithra <chavithra@gmail.com>
57 KiB
Vendored
57 KiB
Vendored
| 1 | Maturity | Category | Grade | Title | Description | FRED Series ID |
|---|---|---|---|---|---|---|
| 2 | overnight | asset_backed | aa | Overnight AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD01NB |
| 3 | 7d | asset_backed | aa | 7-Day AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD07NB |
| 4 | 15d | asset_backed | aa | 15-Day AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD15NB |
| 5 | 30d | asset_backed | aa | 30-Day AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD30NB |
| 6 | 60d | asset_backed | aa | 60-Day AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD60NB |
| 7 | 90d | asset_backed | aa | 90-Day AA Asset-Backed Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPAAAD90NB |
| 8 | overnight | financial | aa | Overnight AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD01NB |
| 9 | 7d | financial | aa | 7-Day AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD07NB |
| 10 | 15d | financial | aa | 15-Day AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD15NB |
| 11 | 30d | financial | aa | 30-Day AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD30NB |
| 12 | 60d | financial | aa | 60-Day AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD60NB |
| 13 | 90d | financial | aa | 90-Day AA Financial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPFAAD90NB |
| 14 | overnight | non_financial | aa | Overnight AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD01NB |
| 15 | 7d | non_financial | aa | 7-Day AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD07NB |
| 16 | 15d | non_financial | aa | 15-Day AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD15NB |
| 17 | 30d | non_financial | aa | 30-Day AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD30NB |
| 18 | 60d | non_financial | aa | 60-Day AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD60NB |
| 19 | 90d | non_financial | aa | 90-Day AA Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNAAD90NB |
| 20 | overnight | non_financial | a2_p2 | Overnight A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D01NB |
| 21 | 7d | non_financial | a2_p2 | 7-Day A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D07NB |
| 22 | 15d | non_financial | a2_p2 | 15-Day A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D15NB |
| 23 | 30d | non_financial | a2_p2 | 30-Day A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D30NB |
| 24 | 60d | non_financial | a2_p2 | 60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D60NB |
| 25 | 90d | non_financial | a2_p2 | 90-Day A2/P2 Nonfinancial Commercial Paper Interest Rate | To calculate CP interest rate indexes, the Federal Reserve Board uses DTCC's data for certain trades to estimate a relation between interest rates on the traded securities and their maturities. In this calculation, the trades represent sales of CP by dealers or direct issuers to investors (that is, the offer side) and are weighted according to the face value of the CP so that larger trades have a greater effect on the resulting index. With the relation between interest rates and maturities established, the reported interest rates represent the estimated interest rates for the specified maturities. Interest rates calculated through the process described above are a statistical aggregation of numerous data reflecting many trades for different issuers, maturities, and so forth. Accordingly, the reported interest rates purport to reflect activity in certain segments of the market, but they may not equal interest rates for any specific trade. As with other statistical processes, this one is designed to minimize the difference between the interest rates at which actual trades occur and the estimated interest rates. CP trades included in the calculation are chosen according to the specifications listed in the table below. Data to assess CP trades relative to these criteria are updated daily from numerous publicly available sources. Standard Industrial Classification (SIC) code classifications are taken from the Securities and Exchange Commission (SEC) Directory of Companies Required to File Annual Reports with the SEC. When an issuer's primary SIC code is not reported in the SEC directory, the primary SIC code reported in the issuer's financial reports is used; otherwise, SIC codes are determined upon consultation with the Office of Management and Budget's Standard Industrial Classification Manual or its Supplement. For a discussion of econometric techniques for fitting the term structure of interest rates, including bibliographic information, see, for example, William S. Cleveland, 1979, "Robust Locally Weighted Regression and Smoothing Scatterplots," Journal of the American Statistical Association, 74, 829-36, or William S. Cleveland, Susan J. Devlin, and Eric Grosse, 1988, "Regression by Local Fitting," Journal of Econometrics, 37, 87-114. Source: https://www.federalreserve.gov/releases/cp/about.htm | RIFSPPNA2P2D90NB |