https://github.com/datasets/bond-yields-us-10y
10 year nominal yields on US government bonds from the Federal Reserve
https://github.com/datasets/bond-yields-us-10y
Last synced: about 1 year ago
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10 year nominal yields on US government bonds from the Federal Reserve
- Host: GitHub
- URL: https://github.com/datasets/bond-yields-us-10y
- Owner: datasets
- Created: 2014-05-22T21:31:40.000Z (about 12 years ago)
- Default Branch: main
- Last Pushed: 2024-10-25T14:24:37.000Z (over 1 year ago)
- Last Synced: 2024-10-26T06:28:49.500Z (over 1 year ago)
- Language: Python
- Homepage: https://datahub.io/core/bond-yields-us-10y
- Size: 42 KB
- Stars: 17
- Watchers: 7
- Forks: 10
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
10 year nominal yields on US government bonds from the Federal Reserve. The 10
year government bond yield is considered a standard indicator of long-term
interest rates.
## Data
Data comes from the [Release H.15 from the Federal Reserve - Selected Interest
Rates Daily][fed] specifically the [10 year US Treasury (monthly,
csv)][fed-csv].
[fed]: http://www.federalreserve.gov/releases/h15/data.htm
[fed-csv]: http://www.federalreserve.gov/datadownload/Output.aspx?rel=H15&series=0809abf197c17f1ff0b2180fe7015cc3&lastObs=&from=&to=&filetype=csv&label=include&layout=seriescolumn
## Preparation
You will need Python 3.6 or greater and dataflows library to run the script
To update the data run the process script locally:
```
# Install necessary libraries
pip install -r scripts/requirements.txt
# Update the data
./scripts/process.sh
# Run the script
python scripts/bond_us_flow.py
```
Note we keep a copy of the raw data from the Federal Reserve (pre-tidying) in
`archive`.
## Automation
Up-to-date (auto-updates every month) bond-yields-us-10y dataset could be found on the datahub.io: https://datahub.io/core/bond-yields-us-10y
# License
Licensed under the [Public Domain Dedication and License][pddl] (assuming
either no rights or public domain license in source data).
[pddl]: http://opendatacommons.org/licenses/pddl/1.0/