IntrinioEconomicDataSources
Bases: Object
Intrinio Data Source
Bases: Object
Bank of America Merrill Lynch
US_CORPORATE_BBB_EFFECTIVE_YIELD: str = '$BAMLC0A4CBBBEY'
This data represents the effective yield of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market.
US_CORPORATE_BBB_OPTION_ADJUSTED_SPREAD: str = (
"$BAMLC0A4CBBB"
)
This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market.
US_CORPORATE_MASTER_OPTION_ADJUSTED_SPREAD: str = (
"$BAMLC0A0CM"
)
The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization.
US_HIGH_YIELD_BB_OPTION_ADJUSTED_SPREAD: str = (
"$BAMLH0A1HYBB"
)
This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BB Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.
US_HIGH_YIELD_B_OPTION_ADJUSTED_SPREAD: str = "$BAMLH0A2HYB"
This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate B Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating B.
US_HIGH_YIELD_CC_COR_BELOW_OPTION_ADJUSTED_SPREAD: str = (
"$BAMLH0A3HYC"
)
This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate C Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.
US_HIGH_YIELD_EFFECTIVE_YIELD: str = '$BAMLH0A0HYM2EY'
This data represents the effective yield of the BofA Merrill Lynch US High Yield Master II Index, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY
US_HIGH_YIELD_MASTER_II_TOTAL_RETURN_INDEX_VALUE: str = (
"$BAMLHYH0A0HYM2TRIV"
)
This data represents the BofA Merrill Lynch US High Yield Master II Index value, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.
US_HIGH_YIELD_OPTION_ADJUSTED_SPREAD: str = '$BAMLH0A0HYM2'
The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2
Bases: Object
Chicago Board Options Exchange
CHINA_ETF_VOLATILITY_INDEX: str = '$VXFXICLS'
CBOE China ETF Volatility Index
CRUDE_OIL_ETF_VOLATILITY_INDEX: str = '$OVXCLS'
CBOE Crude Oil ETF Volatility Index
EMERGING_MARKETS_ETF_VOLATILITY_INDEX: str = '$VXEEMCLS'
CBOE Emerging Markets ETF Volatility Index
GOLD_ETF_VOLATILITY_INDEX: str = '$GVZCLS'
CBOE Gold ETF Volatility Index
TEN_YEAR_TREASURY_NOTE_VOLATILITY_FUTURES: str = '$VXTYN'
CBOE 10-Year Treasury Note Volatility Futures
VIX: str = '$VIXCLS'
CBOE Volatility Index: VIX
VXO: str = '$VXOCLS'
CBOE S&P 100 Volatility Index: VXO
VXV: str = '$VXVCLS'
CBOE S&P 500 3-Month Volatility Index
Bases: Object
Commodities
CRUDE_OIL_BRENT: str = '$DCOILBRENTEU'
Crude Oil Prices: Brent - Europe
CRUDE_OIL_WTI: str = '$DCOILWTICO'
Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma
GASOLINE_US_GULF_COAST: str = '$DGASUSGULF'
Conventional Gasoline Prices: U.S. Gulf Coast, Regular
GOLD_FIXING_PRICE_1030_AM_LONDON: str = '$GOLDAMGBD228NLBM'
Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars
GOLD_FIXING_PRICE_1500_AM_LONDON: str = '$GOLDPMGBD228NLBM'
Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market, based in U.S. Dollars
NATURAL_GAS: str = '$DHHNGSP'
Henry Hub Natural Gas Spot Price
PROPANE: str = '$DPROPANEMBTX'
Propane Prices: Mont Belvieu, Texas
Bases: Object
Exchange Rates
BRAZIL_USA: str = '$DEXBZUS'
Brazilian Reals to One U.S. Dollar
CANADA_USA: str = '$DEXCAUS'
Canadian Dollars to One U.S. Dollar
CHINA_USA: str = '$DEXCHUS'
Chinese Yuan to One U.S. Dollar
HONG_KONG_USA: str = '$DEXHKUS'
Hong Kong Dollars to One U.S. Dollar
INDIA_USA: str = '$DEXINUS'
Indian Rupees to One U.S. Dollar
JAPAN_USA: str = '$DEXJPUS'
Japanese Yen to One U.S. Dollar
MALAYSIA_USA: str = '$DEXMAUS'
Malaysian Ringgit to One U.S. Dollar
MEXICO_USA: str = '$DEXMXUS'
Mexican New Pesos to One U.S. Dollar
NORWAY_USA: str = '$DEXNOUS'
Norwegian Kroner to One U.S. Dollar
SINGAPORE_USA: str = '$DEXSIUS'
Singapore Dollars to One U.S. Dollar
SOUTH_AFRICA_USA: str = '$DEXSFUS'
South African Rand to One U.S. Dollar
SOUTH_KOREA_USA: str = '$DEXKOUS'
South Korean Won to One U.S. Dollar
SRI_LANKA_USA: str = '$DEXSLUS'
Sri Lankan Rupees to One U.S. Dollar
SWITZERLAND_USA: str = '$DEXSZUS'
Swiss Francs to One U.S. Dollar
TAIWAN_USA: str = '$DEXTAUS'
New Taiwan Dollars to One U.S. Dollar
THAILAND_USA: str = '$DEXTHUS'
Thai Baht to One U.S. Dollar
USA_AUSTRALIA: str = '$DEXUSAL'
U.S. Dollars to One Australian Dollar
USA_EURO: str = '$DEXUSEU'
U.S. Dollars to One Euro
USA_NEW_ZEALAND: str = '$DEXUSNZ'
U.S. Dollars to One New Zealand Dollar
USA_UK: str = '$DEXUSUK'
U.S. Dollars to One British Pound
Bases: Object
Moody's Investors Service
SEASONED_AAA_CORPORATE_BOND_YIELD: str = '$DAAA'
Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above.
SEASONED_AAA_CORPORATE_BOND_YIELD_RELATIVE_TO_10_YEAR_TREASURY_CONSTANT_MATURITY: (
str
) = "$AAA10Y"
Series is calculated as the spread between Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity
SEASONED_BAA_CORPORATE_BOND_YIELD: str = '$DBAA'
Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above.
SEASONED_BAA_CORPORATE_BOND_YIELD_RELATIVE_TO_10_YEAR_TREASURY_CONSTANT_MATURITY: (
str
) = "$BAA10Y"
Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity
Bases: Object
Trade Weighted US Dollar Index
BROAD: str = '$DTWEXB'
A weighted average of the foreign exchange value of the U.S. dollar against the currencies of a broad group of major U.S. trading partners. Broad currency index includes the Euro Area, Canada, Japan, Mexico, China, United Kingdom, Taiwan, Korea, Singapore, Hong Kong, Malaysia, Brazil, Switzerland, Thailand, Philippines, Australia, Indonesia, India, Israel, Saudi Arabia, Russia, Sweden, Argentina, Venezuela, Chile and Colombia.
MAJOR_CURRENCIES: str = '$DTWEXM'
A weighted average of the foreign exchange value of the U.S. dollar against a subset of the broad index currencies that circulate widely outside the country of issue. Major currencies index includes the Euro Area, Canada, Japan, United Kingdom, Switzerland, Australia, and Sweden.
OTHER_IMPORTANT_TRADING_PARTNERS: str = '$DTWEXO'
A weighted average of the foreign exchange value of the U.S. dollar against a subset of the broad index currencies that do not circulate widely outside the country of issue. Countries whose currencies are included in the other important trading partners index are Mexico, China, Taiwan, Korea, Singapore, Hong Kong, Malaysia, Brazil, Thailand, Philippines, Indonesia, India, Israel, Saudi Arabia, Russia, Argentina, Venezuela, Chile and Colombia.