Overall Statistics |
Total Trades 2380 Average Win 0.56% Average Loss -0.48% Compounding Annual Return 20.338% Drawdown 15.500% Expectancy 0.342 Net Profit 537.504% Sharpe Ratio 1.116 Probabilistic Sharpe Ratio 56.417% Loss Rate 38% Win Rate 62% Profit-Loss Ratio 1.17 Alpha 0.081 Beta 0.654 Annual Standard Deviation 0.131 Annual Variance 0.017 Information Ratio 0.42 Tracking Error 0.112 Treynor Ratio 0.223 Total Fees $22422.80 Estimated Strategy Capacity $11000000.00 Lowest Capacity Asset INDA V3T4RUKOL10L Portfolio Turnover 21.11% |
#region imports from AlgorithmImports import * #endregion class WeightedClassifierAlpha(AlphaModel): def __init__(self, algo, pcm): self.algo = algo self.pcm = pcm def Update(self, algo, data): insights = [] if not self.algo.symbols: return insights try: # This can be adjusted to only allow trading for symbols with a certain Kelly size (as determined during the last training of the model) min_kelly = 0 if not self.algo.IsWarmingUp: if self.algo.vix_threshold: self.pcm.weightCap = self.adjustWeightCap() # Predict each symbols direction for symbol in self.algo.symbols: symbol = SymbolCache.GetSymbol(symbol) kelly_size = 0 if symbol in self.algo.kelly_size: kelly_size = self.algo.kelly_size[symbol] if not math.isnan(self.algo.kelly_size[symbol]) else 0 if kelly_size >= min_kelly and symbol in self.algo.models and data.ContainsKey(symbol): model = self.algo.models[symbol] period_lookback = self.GetLookback(self.algo.features[symbol]) + self.algo.lookback_offset extra_featuredata, ta_features = self.algo.SplitFeatures(self.algo.data, self.algo.features[symbol]) X_symbol = self.algo.data.GetXy(symbol = symbol, target = self.algo.target, include_y = False, ta_features = ta_features, extra_featuredata = extra_featuredata, vix = ('VIX' in self.algo.features[symbol]), lookback= period_lookback) # X_symbol = self.algo.data.GetXy(symbol = symbol, # target = self.algo.target, # include_y = False, # ta_features = self.algo.features[symbol], # vix = ('VIX' in list(model.features)), # lookback= period_lookback) if not X_symbol.empty and self.algo.models[symbol]: time = X_symbol.index[-1][0] X_symbol = X_symbol.loc[pd.IndexSlice[time, :], :] model = self.algo.models[symbol] result = model.Predict(X_symbol) if math.isnan(result): result = 0 size = kelly_size * self.algo.kelly_multiplier if result > 0 and size > 0: insights.append( Insight.Price(symbol, timedelta(days=2), InsightDirection.Up, result, None, None, size)) elif result < 0: size = 0 insights.append( Insight.Price(symbol, timedelta(days=1), InsightDirection.Flat, abs(result), None, None, abs(size))) return insights except Exception as e: self.algo.Log('Unexpected error during insights generation:' + str(e)) raise def GetLookback(self, features): all_durations = [int(item) for sublist in [[y for y in x.split("_") if y.isdigit()] for x in features] for item in sublist] if all_durations: return max(all_durations) else: return 0 def adjustWeightCap(self): weightCap = 1 vix_data = self.algo.History(self.algo.data.vix, self.algo.vix_lookback, self.algo.resolution) try: vixMA = vix_data.droplevel("symbol")["close"].mean() vix = vix_data.droplevel("symbol")["close"][-1] if self.algo.vix_threshold == 'MA': if vix > vixMA * self.algo.vix_ma_threshold: weightCap = vixMA / vix elif vixMA > self.algo.vix_threshold: weightCap = self.algo.vix_threshold / vixMA except: self.algo.Error("Error retrieving VIX") return weightCap
from AlgorithmImports import * import pandas as pd from feature import add_features, get_exhaustive_features_list from nasdaq import Nasdaq from fed import Fed from fred import Fred import time class Data: def __init__(self, algo, resolution, returns_range): self.algo = algo self.resolution = resolution self.returns_range = returns_range # dataEndpoints = [Nasdaq.UMICH, Nasdaq.MULTPL, Fred.FRED[:399], Nasdaq.RATEINF, Fed.FED[:399], Nasdaq.USTREASURY, Nasdaq.ECONOMIST] # self.allNasdaqDataNames = Nasdaq.UMICH + Nasdaq.ECONOMIST + Nasdaq.MULTPL + Fred.FRED[:299] + Nasdaq.RATEINF + Nasdaq.USTREASURY # self.allNasdaqDataNames = Nasdaq.UMICH + Nasdaq.MULTPL + Fred.FRED[:self.algo.i] + Nasdaq.RATEINF + Fed.FED[:self.algo.i] + Nasdaq.USTREASURY + Nasdaq.ECONOMIST # self.allNasdaqDataNames = Nasdaq.USTREASURY + Nasdaq.ECONOMIST # self.allNasdaqDataNames = dataEndpoints[self.algo.i] # self.allNasdaqDataNames = [item for sublist in dataEndpoints for item in sublist[:self.algo.i]] self.allNasdaqDataNames = []#Nasdaq.MANUAL # self.NasdaqDataSymbols = {} # datacolumns = [] # for dataName in self.allNasdaqDataNames: # self.NasdaqDataSymbols[dataName] = self.algo.AddData(NasdaqDataLink, dataName, self.resolution).Symbol # nasdaqHistory = self.algo.History(self.NasdaqDataSymbols[dataName], 252, self.resolution) # for column in list(nasdaqHistory.columns): # datacolumns.append(dataName + "@" + column) self.allNasdaqFeatures = [] #self.getAvailableNasdaqFeatures() self.vix = self.algo.AddData(CBOE, "VIX", Resolution.Daily).Symbol self.allTAFeatures = get_exhaustive_features_list() def GetXy(self, symbol, target, include_y = True, ta_features = None, extra_featuredata = None, vix = False, start=None, end=None, lookback=None, shift=0): X = pd.DataFrame() y = pd.DataFrame() returns = pd.DataFrame() if start and end: history = self.algo.History(symbol, start, end, self.resolution) else: if lookback: history = self.algo.History(symbol, lookback, self.resolution) else: history = self.algo.History(symbol, 1, self.resolution) if 'symbol' in history.reset_index(inplace=False).columns: # gb = history.groupby('symbol', group_keys=False) gb = history history['returns_1d'] = -gb.close.pct_change(-1) history['returns_1w'] = -gb.close.pct_change(-5) history['returns_1m'] = -gb.close.pct_change(-21) history['variable_returns'] = -gb.close.pct_change(-self.returns_range) if target in ['zscore', 'return_std', 'return_zscore', 'zscore', 'return_mean']: rgb = history.returns_1d.groupby('symbol', group_keys=False) if target in ['return_std', 'return_zscore', 'zscore']: history['return_std'] = rgb.transform(lambda x: x.rolling(window=14).std()) if target in ['return_mean', 'zscore']: history['return_mean'] = rgb.transform(lambda x: x.rolling(window=200).mean()) if target in ['return_last', 'return_zscore']: history['return_last'] = gb.close.pct_change() if target == 'return_zscore': history['return_zscore'] = history.return_last / history.return_std if target == 'zscore': history['zscore'] = (history.returns_1m - history.return_mean) / history.return_std if ta_features: gb = history.groupby('symbol', group_keys=False) # gb = history history = gb.apply(lambda x: add_features(x, ta_features)) if extra_featuredata: dataNames = list(set([item.split('@')[0] for item in extra_featuredata])) history = history.reset_index() for dataName in dataNames: nasdaqDataSymbol = self.NasdaqDataSymbols[dataName] if start and end: nasdaqHistory = self.algo.History(nasdaqDataSymbol, start, end, self.resolution) else: if lookback: nasdaqHistory = self.algo.History(nasdaqDataSymbol, lookback, self.resolution) else: nasdaqHistory = self.algo.History(nasdaqDataSymbol, 1, self.resolution) dropcolumns = [item for item in nasdaqHistory.columns if dataName + "@" +item not in extra_featuredata] nasdaqHistory = nasdaqHistory.drop(columns=dropcolumns) datacolumns = [] for column in list(nasdaqHistory.columns): newname = dataName + "@" + column datacolumns.append(newname) nasdaqHistory.rename(columns={column: newname}, inplace=True) nasdaqHistory = nasdaqHistory.reset_index().drop('symbol', axis=1, errors='ignore') if not nasdaqHistory.empty: # Merge DataFrames using the index as merge keys history = history.merge(nasdaqHistory, how='left', left_on='time', right_on='time') # Forward-fill the NaN values in the 'value' column with the last known value history[datacolumns] = history[datacolumns].fillna(method='ffill') history.set_index(['time', 'symbol'], inplace=True) if vix: if start and end: vix_data = self.algo.History(self.vix, start, end, self.resolution) # Getting current VIX value else: if lookback: vix_data = self.algo.History(self.vix, lookback, self.resolution) # Getting current VIX value else: vix_data = self.algo.History(self.vix, 1, self.resolution) # Getting current VIX value history = history.join(vix_data.droplevel("symbol")["close"].rename("VIX")) # remove all Columns with more than x% NaNs - adjust percent figure if needed! # history = self.RemoveNaNColumns(history, self.nan_percentage_threshold) # history = history.set_index(['symbol', 'time']) history = history.reset_index().set_index('time').sort_index() history.index = history.index.normalize() history = history.set_index('symbol', append=True) history = history.dropna(axis=1, how='all') if include_y: history = history.dropna() # Drop our Y columns X = history.drop( columns=['returns_1d', 'returns_1w', 'returns_1m', 'variable_returns', 'return_std', 'return_mean', 'return_last', 'return_zscore', 'zscore', 'close', 'high', 'low', 'open', 'volume', 'askclose', 'askhigh', 'asklow', 'askopen', 'asksize', 'bidclose', 'bidhigh', 'bidlow', 'bidopen', 'bidsize', ], errors='ignore') if target in history: y = history[target].shift(-shift) > 0 returns = history[target].shift(-shift) else: X = pd.DataFrame() else: # Drop our Y columns X = history.drop( columns=['returns_1d', 'returns_1w', 'returns_1m', 'variable_returns', 'return_std', 'return_mean', 'return_last', 'return_zscore', 'zscore', 'close', 'high', 'low', 'open', 'volume', 'askclose', 'askhigh', 'asklow', 'askopen', 'asksize', 'bidclose', 'bidhigh', 'bidlow', 'bidopen', 'bidsize', ], errors='ignore') X = X.dropna() else: self.algo.Error("Error retrieving history for " + str(symbol.Value)) if include_y: return X, y, returns else: return X def RemoveNaNColumns(self, df, threshold=0.2): missing_percentage = df.isna().mean().sort_values(ascending=False) columns_to_drop = missing_percentage[missing_percentage > threshold].index return df.drop(columns_to_drop, axis=1) def getAvailableNasdaqFeatures(self): self.NasdaqDataSymbols = {} NasdaqDataFeed = {} datacolumns = [] count = 0 for dataName in self.allNasdaqDataNames: dataFeed = dataName.split('/')[0] self.NasdaqDataSymbols[dataName] = self.algo.AddData(NasdaqDataLink, dataName, self.resolution).Symbol count += 1 nasdaqHistory = self.algo.History(self.NasdaqDataSymbols[dataName], 252, self.resolution) for column in list(nasdaqHistory.columns): datacolumns.append(dataName + "@" + column) if dataFeed not in NasdaqDataFeed: # self.algo.Debug("Calls made so far: "+str(count)+" now starting "+dataFeed) NasdaqDataFeed[dataFeed] = len(list(nasdaqHistory.columns)) else: NasdaqDataFeed[dataFeed] = NasdaqDataFeed[dataFeed] + len(list(nasdaqHistory.columns)) # if count > 299: # count = 0 # time.sleep(0.34) # self.algo.Debug(dataName+" added "+str(len(list(nasdaqHistory.columns)))+ " features") # for dataFeed in NasdaqDataFeed: # self.algo.Debug(dataFeed+" added "+str(NasdaqDataFeed[dataFeed])+ " features") # self.algo.Debug("Total calls made: "+str(count)) # return datacolumns return Nasdaq.MANUAL_INC_COLUMNS
#region imports from AlgorithmImports import * #endregion from sklearn.model_selection import train_test_split from optimize import * import numpy as np import pandas as pd class EnsembleModel(): def __init__(self, algo): self.algo = algo self.models = None self.optimizer = None self.features = None self.kelly_size = 0 # Build a set of models def Train(self, X, y, returns): self.optimizer = ModelOptimizer(self.algo) try: self.models = self.optimizer.BuildModels(X, y, returns) except Exception as e: self.algo.Log('Unexpected error when building a set of models:' + str(e)) raise # Return prediction as a +/- Z-Score of the prediction from the the threshold def Predict(self, X): z = 0 if self.models: total_weight = sum(model.test_score for model in self.models) for model in self.models: try: result = model.Predict(X) # Weight the result based on the models test score z = z + result * (model.test_score/total_weight) except: pass return z def getFeatures(self): features = [] if self.models: for model in self.models: features.append(model.model.feature_names_in_) all_identical = all(np.array_equal(sublist, features[0]) for sublist in features) first_set = set(features[0]) all_same_features = all(set(sublist) == first_set for sublist in features) if not all_identical: if all_same_features: self.algo.Error("Models have all the same features, but not in the same order!") else: self.algo.Error("Models have different features!") seen = set() condensed_list = [item for sublist in features for item in sublist if item not in seen and not seen.add(item)] return sorted(condensed_list) def OptimizeFeatures(self, symbol, num_features): importances = [] if self.models: for model in self.models: importances.append(dict(zip(model.model.feature_names_in_, model.model.feature_importances_))) # Empty dictionaries to store cumulative sums and counts cumulative_sums = {} counts = {} # Update the cumulative sums and counts for feature_dict in importances: for feature, importance in feature_dict.items(): cumulative_sums[feature] = cumulative_sums.get(feature, 0) + importance counts[feature] = counts.get(feature, 0) + 1 # Calculate the average importances average_importances = {feature: total / counts[feature] for feature, total in cumulative_sums.items()} sorted_features = sorted(average_importances.items(), key=lambda x: x[1], reverse=True) selected_features = [tup[0] for tup in sorted_features[:num_features]] # number_of_features = len(features) # all_feature_importances = [0] * number_of_features # sorted_features = [] # if self.models: # number_of_features_model = self.models[0].model.estimators_[0].n_features_in_ # if number_of_features == number_of_features_model: # for model in self.models: # all_feature_importances = all_feature_importances + np.std( # [tree.feature_importances_ for tree in # model.model.estimators_], # axis=0) # sorted_features = list(np.array(features)[ # (-all_feature_importances).argsort()]) # else: # sorted_features = [] # self.algo.Error("Feature Optimization numbers don't line up!") # selected_features = sorted_features[:num_features] return sorted(selected_features)
#region imports from AlgorithmImports import * #endregion import talib from talib import func import numpy as np import pandas as pd # # This helper class allows us to easily add features to our dataset # add_features(df, ['EMA_7']) # # Other examples # EMA_7_28 gives you the ratio of these two EMA # EMA_7_28_diff gives you the difference of the current ratio and the last ratio for those two EMA # def ichimoku_a(high, low, n1 = 9, n2 = 26, n3 = 52): conv = 0.5 * (high.rolling(n1, min_periods=0).max() + low.rolling(n1, min_periods=0).min()) base = 0.5 * (high.rolling(n2, min_periods=0).max() + low.rolling(n2, min_periods=0).min()) spana = 0.5 * (conv + base) return pd.Series(spana) def ichimoku_b(high, low, n1 = 9, n2 = 26, n3 = 52): spanb = 0.5 * (high.rolling(n3, min_periods=0).max() + low.rolling(n3, min_periods=0).min()) return pd.Series(spanb) def obv_rolling_percent(close, volume, n, fillna=False): df = pd.DataFrame([close, volume]).transpose() df['OBV'] = 0 c1 = close < close.shift(1) c2 = close > close.shift(1) if c1.any(): df.loc[c1, 'OBV'] = - volume if c2.any(): df.loc[c2, 'OBV'] = volume obv = df['OBV'].rolling(n).sum() / df[volume.name].rolling(n).sum() if fillna: obv = obv.replace([np.inf, -np.inf], np.nan).fillna(0) return pd.Series(obv, name='obv') def kst(close, r1 = 3, r2 = 7, r3 = 14, r4 = 28, n1 = 10, n2 = 3, n3 = 7, n4 = 14): rocma1 = ((close - close.shift(r1)) / close.shift(r1)).rolling(n1, min_periods=0).mean() rocma2 = ((close - close.shift(r2)) / close.shift(r2)).rolling(n2, min_periods=0).mean() rocma3 = ((close - close.shift(r3)) / close.shift(r3)).rolling(n3, min_periods=0).mean() rocma4 = ((close - close.shift(r4)) / close.shift(r4)).rolling(n4, min_periods=0).mean() return 100 * (rocma1 + 2 * rocma2 + 3 * rocma3 + 4 * rocma4) def kst_sig(close, r1 = 3, r2 = 7, r3 = 14, r4 = 28, n1 = 10, n2 = 3, n3 = 7, n4 = 14, nsig = 6): kst_val = kst(clse, r1, r2, r3, r4, n1, n2, n3, n4) kstsig = kst_val.rolling(nsig, minperiods=0).mean() return kstsig def check_feature_cache(cache, name, f, args): if not name in cache: cache[name] = f(*args) return cache[name] def add_features(df, features, close="close", high="high", low="low", volume="volume"): fmap = {'MFI':'money_flow_index','ICHA':'ichimoku_a','ICHB':'ichimoku_b','BOLLH':'bollinger_hband', \ 'BOLLL':'bollinger_lband','KCC':'keltner_channel_central','NVI':'negative_volume_index', \ 'OBVP' : 'obv_rolling_percent', 'KST' : 'kst', 'KST_SIG' : 'kst_sig'} # others = ['VIX'] others = [] cache = {} for feature in features: # parse string. Style is func_period1_period2:COL=ColumnName1 (column name optional) col = None col_idx = feature.find(':') if col_idx > -1: col = feature[col_idx+1:] feature = feature[0:col_idx] p = feature.split('_') if not col is None: feature = feature + "_" + col fname = p[0].upper() # If DM, DI, or HT function will have underscore in name, need to add suffix back and shift params back if len(p) > 1 and (p[1] in ['DM','DI'] or p[0] in ['HT']): fname += '_' + p[1] for i in range(2,len(p)): p[i-1] = p[i] del p[-1] p1 = p[1].upper() if len(p) > 1 else None p2 = p[2].upper() if len(p) > 2 else None p3 = p[3].upper() if len(p) > 3 else None if fname in fmap: if fmap[fname].find('.') > -1: s = fmap[fname].split('.') cls = s[0] f = getattr(globals()[cls], s[1]) else: f = globals()[fmap[fname].lower()] elif fname in talib.__TA_FUNCTION_NAMES__: f = getattr(func, fname) elif fname.lower() in globals(): f = globals()[fname.lower()] elif fname not in others: raise Exception(f'Could not find function. fname: {fname} feature: {feature}') # pass if fname.endswith('MA') or fname == 'T3': args = [df[close], int(p1)] if p2 is None: df[feature] = (check_feature_cache(cache, feature, f, args )) elif p2 == 'DIFF': ma1 = check_feature_cache(cache, fname + '_' + p1, f, args) df[feature] = ma1.pct_change() p2 = None # So it doesn't get diffed at end of method else: ma1 = check_feature_cache(cache, fname + '_' + p1, f, args) args = [df[close], int(p2)] ma2 = check_feature_cache(cache, fname + '_' + p2, f, args) df[feature] = (ma1 - ma2) / ma1 df[feature].replace([np.inf, -np.inf], 0, inplace=True) elif fname in ['CMO','TRIX','ROCP','ROCR100','ROC','BOLLH','BOLLL', 'RSI','MOM']: df[feature] = f(df[close], int(p1)) elif fname in ['MINUS_DM', 'PLUS_DM']: df[feature] = f(df[high], df[low], int(p1)) elif fname in ['ADX','ATR','KCC','MINUS_DI','PLUS_DI','WILLR']: try: if df[close].isnull().all(): df[feature] = np.nan elif p2 is None or p2.upper() == 'DIFF': df[feature] = f(df[high], df[low], df[close], int(p1)) # Change all to percent, except WILLR if not fname in ['WILLR','ADX']: df[feature] = df[feature]/df[close] else: #params = {'close' : df[close], 'high' : df[high],'low' : df[low], 'timeperiod' : int(p1)} args = [df[high], df[low], df[close], int(p1)] f1 = check_feature_cache(cache, fname + '_' + p1, f, args) args = [df[high], df[low], df[close], int(p2)] f2 = check_feature_cache(cache, fname + '_' + p2, f, args) df[feature] = (f1-f2)/f1 df[feature].replace([np.inf, -np.inf], 0, inplace=True) except Exception as ex: if str(ex) == 'inputs are all NaN': df[feature] = np.nan else: raise elif fname in ['MFI']: df[feature] = f(df[high], df[low], df[close], df[volume], int(p1)) elif fname in ['MACD', 'PPO', 'TSI']: df[feature] = f(df[close], int(p1), int(p2)) elif fname in ['ICHA', 'ICHB', 'AO']: # Normalize df[feature] = f(df[high], df[low], int(p1), int(p2)) # if fname.startswith('ICH'): # df[feature] = df[feature]/ df[close] elif fname in ['NVI']: df[feature] = f(df[close], df[volume]) elif fname in ['SAR', 'SAREXT']: # Normalize df[feature] = f(df[high], df[low]) #/ df[close] elif fname == 'KST': df[feature] = f(df[close], r1=10, r2=15, r3=20, r4=30, n1=10, n2=10, n3=10, n4=15) elif fname == 'KST_SIG': df[feature] = f(df[close], r1=10, r2=15, r3=20, r4=30, n1=10, n2=10, n3=10, n4=15, nsig=9) elif fname == 'AROON': df[feature] = f(df[high], df[low], int(p1))[int(p2)-1] elif fname == 'ULTOSC': df[feature] = f(df[high], df[low], df[close]) elif fname in ['OBVP']: df[feature] = f(df[close],df[volume],int(p1)) elif fname in ['OBTP']: df[feature] = f(df[close],df["Trades"],int(p1)) elif fname in ['HT_DCPERIOD','HT_DCPHASE','HT_PHASOR','HT_SINE', 'HT_TRENDMODE','STOCHRSI' ]: df[feature] = f(df[close]) elif fname not in others: raise Exception('Feature not found: ' + feature + ' ' + fname ) # pass # Difference those that are 1 period diffs if p3 == 'DIFF' or p2 == 'DIFF': df[feature] = df[feature].diff() return df def get_exhaustive_ma_features_list(): features = [] periods = [7, 14, 28, 42, 70] mas = ["SMA", "DEMA", "KAMA", "EMA", "TEMA", "TRIMA", "WMA"] # left out: "T3" for p in periods: for ma in mas: features.append(ma + "_" + str(p)) for p1 in periods: for p2 in periods: if p2 <= p1: continue for ma in mas: ma1 = ma + str(p1) ma2 = ma + str(p2) features.append(ma + "_" + str(p1) + "_" + str(p2)) features.append(features[-1] + "_diff") return features def get_exhaustive_features_list(diffs=True): features = get_exhaustive_ma_features_list() periods = [3,7,14,20,30] band_periods = [7,14,21,28] hi_lo_periods = [[4,9],[7,14],[10,21],[12,26]] # pfs = ['CMO','MINUS_DI','MINUS_DM','PLUS_DI','PLUS_DM','ROCP','ATR','ADX', # 'TRIX','WILLR'] pfs = ['CMO','MINUS_DI','MINUS_DM','PLUS_DI','PLUS_DM','ROCP','ATR','ADX', 'TRIX','WILLR'] # Left out: 'MOM','RSI', 'VIN', 'VIP', 'ROC', 'ROCR', 'OBVM', 'EOM', 'DPI', 'STOCH', 'STOCH_SIG', 'FI' for p in periods: features.append('AROON_' + str(p) + '_1') features.append('AROON_' + str(p) + '_2') for pf in pfs: if pf == 'ADX' and p == 3: continue features.append(pf + '_' + str(p)) if diffs: features.append(features[-1] + "_diff") if diffs: for p1 in periods: for p2 in periods: if p2 <= p1: continue for pf in pfs: pf1 = pf + str(p1) pf2 = pf + str(p2) features.append(pf + "_" + str(p1) + "_" + str(p2)) features.append(features[-1] + "_diff") hlfs = ['ICHA','ICHB'] # Exclude PPO, same as our MA setups # hi lo Indicators for hl in hi_lo_periods: for hlf in hlfs: features.append(hlf + '_' + str(hl[0]) + '_' + str(hl[1])) # other indicators otfs = ['SAR','SAREXT','HT_DCPERIOD','ULTOSC','OBVP_10','OBVP_20','OBVP_40','OBVP_80'] for otf in otfs: features.append(otf) return features
#region imports from AlgorithmImports import * #endregion class Fed: FED = ['FED/SUBLPDMHS_XWB_N_Q', 'FED/SUBLPDMHD_XWB_N_Q', 'FED/SUBLPDMBS_XWB_N_Q', 'FED/SUBLPDMBD_XWB_N_Q', 'FED/SUBLPDMOS_XWB_N_Q', 'FED/SUBLPDMOD_XWB_N_Q', 'FED/SUBLPDMCO_N_Q', 'FED/SUBLPDCIRTSV_LG_N_Q', 'FED/SUBLPDCIRTSV_OTH_N_Q', 'FED/SUBLPDCIRTSN_LG_N_Q', 'FED/SUBLPDCIRTSN_OTH_N_Q', 'FED/SUBLPDCIRTRN_OTH_N_Q', 'FED/SUBLPDCIRTSS_OTH_N_Q', 'FED/SUBLPDCIRTSS_LG_N_Q', 'FED/SUBLPDCIRTRS_OTH_N_Q', 'FED/SUBLPDCIRTRV_OTH_N_Q', 'FED/SUBLPDCIRTRS_LG_N_Q', 'FED/SUBLPDCIRTRV_LG_N_Q', 'FED/SUBLPDCIRTRN_LG_N_Q', 'FED/SUBLPDCIRTOV_OTH_N_Q', 'FED/SUBLPDCIRTOS_OTH_N_Q', 'FED/SUBLPDCIRTOV_LG_N_Q', 'FED/SUBLPDCIRTOS_LG_N_Q', 'FED/SUBLPDCIRTLV_OTH_N_Q', 'FED/SUBLPDCIRTON_OTH_N_Q', 'FED/SUBLPDCIRTLN_LG_N_Q', 'FED/SUBLPDCIRTON_LG_N_Q', 'FED/SUBLPDCIRTLS_OTH_N_Q', 'FED/SUBLPDCIRTLS_LG_N_Q', 'FED/SUBLPDCIRTLV_LG_N_Q', 'FED/SUBLPDCIRTLN_OTH_N_Q', 'FED/SUBLPDCIRTIV_OTH_N_Q', 'FED/SUBLPDCIRTIN_LG_N_Q', 'FED/SUBLPDCIRTIS_OTH_N_Q', 'FED/SUBLPDCIRTIV_LG_N_Q', 'FED/SUBLPDCIRTIS_LG_N_Q', 'FED/SUBLPDCIRTEV_LG_N_Q', 'FED/SUBLPDCIRTES_OTH_N_Q', 'FED/SUBLPDCIRTIN_OTH_N_Q', 'FED/SUBLPDCIRTEV_OTH_N_Q', 'FED/SUBLPDCIRTES_LG_N_Q', 'FED/SUBLPDCIRTEN_OTH_N_Q', 'FED/SUBLPDCIRTEN_LG_N_Q', 'FED/SUBLPDCIRTCV_OTH_N_Q', 'FED/SUBLPDCIRESS_OTH_N_Q', 'FED/SUBLPDCIRESV_LG_N_Q', 'FED/SUBLPDCIRTCV_LG_N_Q', 'FED/SUBLPDCIRTCS_OTH_N_Q', 'FED/SUBLPDCIRTCN_OTH_N_Q', 'FED/SUBLPDCIRTCS_LG_N_Q', 'FED/SUBLPDCIRTCN_LG_N_Q', 'FED/SUBLPDCIRESV_OTH_N_Q', 'FED/SUBLPDCIRESS_LG_N_Q', 'FED/SUBLPDCIRERV_LG_N_Q', 'FED/SUBLPDCIRESN_OTH_N_Q', 'FED/SUBLPDCIRESN_LG_N_Q', 'FED/SUBLPDCIRERN_OTH_N_Q', 'FED/SUBLPDCIRERV_OTH_N_Q', 'FED/SUBLPDCIRERS_OTH_N_Q', 'FED/SUBLPDCIRERS_LG_N_Q', 'FED/SUBLPDCIREOS_LG_N_Q', 'FED/SUBLPDCIRERN_LG_N_Q', 'FED/SUBLPDCIREOV_OTH_N_Q', 'FED/SUBLPDCIREOS_OTH_N_Q', 'FED/SUBLPDCIRELS_OTH_N_Q', 'FED/SUBLPDCIREOV_LG_N_Q', 'FED/SUBLPDCIRELV_OTH_N_Q', 'FED/SUBLPDCIRELS_LG_N_Q', 'FED/SUBLPDCIRELV_LG_N_Q', 'FED/SUBLPDCIREON_OTH_N_Q', 'FED/SUBLPDCIREON_LG_N_Q', 'FED/SUBLPDCIRELN_LG_N_Q', 'FED/SUBLPDCIREIV_OTH_N_Q', 'FED/SUBLPDCIRELN_OTH_N_Q', 'FED/SUBLPDCIREIV_LG_N_Q', 'FED/SUBLPDCIREIS_OTH_N_Q', 'FED/SUBLPDCIREIS_LG_N_Q', 'FED/SUBLPDCIREEV_OTH_N_Q', 'FED/SUBLPDCIREIN_OTH_N_Q', 'FED/SUBLPDCIREIN_LG_N_Q', 'FED/SUBLPDCIREEN_LG_N_Q', 'FED/SUBLPDCIREEV_LG_N_Q', 'FED/SUBLPDCIREEN_OTH_N_Q', 'FED/SUBLPDCIREES_LG_N_Q', 'FED/SUBLPDCIREES_OTH_N_Q', 'FED/SUBLPDCIRECV_LG_N_Q', 'FED/SUBLPDCIRECS_OTH_N_Q', 'FED/SUBLPDCIRECV_OTH_N_Q', 'FED/SUBLPDCIRECS_LG_N_Q', 'FED/SUBLPDCIRECN_OTH_N_Q', 'FED/SUBLPDCIRECN_LG_N_Q', 'FED/SUBLPDCIRWSS_OTH_N_Q', 'FED/SUBLPDCIRWSV_LG_N_Q', 'FED/SUBLPDCIRWSV_OTH_N_Q', 'FED/SUBLPDCIRWSN_LG_N_Q', 'FED/SUBLPDCIRWSS_LG_N_Q', 'FED/SUBLPDCIRWSN_OTH_N_Q', 'FED/SUBLPDCIRWPV_LG_N_Q', 'FED/SUBLPDCIRWPV_OTH_N_Q', 'FED/SUBLPDCIRWPS_LG_N_Q', 'FED/SUBLPDCIRWPN_LG_N_Q', 'FED/SUBLPDCIRWMV_OTH_N_Q', 'FED/SUBLPDCIRWPS_OTH_N_Q', 'FED/SUBLPDCIRWPN_OTH_N_Q', 'FED/SUBLPDCIRWMS_LG_N_Q', 'FED/SUBLPDCIRWMV_LG_N_Q', 'FED/SUBLPDCIRWMS_OTH_N_Q', 'FED/SUBLPDCIRWMN_OTH_N_Q', 'FED/SUBLPDCIRWMN_LG_N_Q', 'FED/SUBLPDCIRWIS_LG_N_Q', 'FED/SUBLPDCIRWIS_OTH_N_Q', 'FED/SUBLPDCIRWIV_LG_N_Q', 'FED/SUBLPDCIRWIV_OTH_N_Q', 'FED/SUBLPDCIRWIN_OTH_N_Q', 'FED/SUBLPDCIRWIN_LG_N_Q', 'FED/SUBLPDCIRWGS_LG_N_Q', 'FED/SUBLPDCIRWGV_OTH_N_Q', 'FED/SUBLPDCIRWGN_OTH_N_Q', 'FED/SUBLPDCIRWGV_LG_N_Q', 'FED/SUBLPDCIRWGS_OTH_N_Q', 'FED/SUBLPDCIRWES_LG_N_Q', 'FED/SUBLPDCIRWGN_LG_N_Q', 'FED/SUBLPDCIRWEV_OTH_N_Q', 'FED/SUBLPDCIRWEV_LG_N_Q', 'FED/SUBLPDCIRWEN_OTH_N_Q', 'FED/SUBLPDCIRWAV_OTH_N_Q', 'FED/SUBLPDCIRWAS_OTH_N_Q', 'FED/SUBLPDCIRWEN_LG_N_Q', 'FED/SUBLPDCIRWES_OTH_N_Q', 'FED/SUBLPDCIRWAN_LG_N_Q', 'FED/SUBLPDCIRWAN_OTH_N_Q', 'FED/SUBLPDCIRSSS_OTH_N_Q', 'FED/SUBLPDCIRWAS_LG_N_Q', 'FED/SUBLPDCIRWAV_LG_N_Q', 'FED/SUBLPDCIRSSV_OTH_N_Q', 'FED/SUBLPDCIRSSV_LG_N_Q', 'FED/SUBLPDCIRSSN_OTH_N_Q', 'FED/SUBLPDCIRSSN_LG_N_Q', 'FED/SUBLPDCIRSSS_LG_N_Q', 'FED/SUBLPDCIRSPS_OTH_N_Q', 'FED/SUBLPDCIRSPS_LG_N_Q', 'FED/SUBLPDCIRSPV_LG_N_Q', 'FED/SUBLPDCIRSPV_OTH_N_Q', 'FED/SUBLPDCIRSMV_OTH_N_Q', 'FED/SUBLPDCIRSMV_LG_N_Q', 'FED/SUBLPDCIRSPN_OTH_N_Q', 'FED/SUBLPDCIRSMS_LG_N_Q', 'FED/SUBLPDCIRSMN_LG_N_Q', 'FED/SUBLPDCIRSPN_LG_N_Q', 'FED/SUBLPDCIRSMS_OTH_N_Q', 'FED/SUBLPDCIRSIV_LG_N_Q', 'FED/SUBLPDCIRSIV_OTH_N_Q', 'FED/SUBLPDCIRSMN_OTH_N_Q', 'FED/SUBLPDCIRSIS_OTH_N_Q', 'FED/SUBLPDCIRSIS_LG_N_Q', 'FED/SUBLPDCIRSIN_LG_N_Q', 'FED/SUBLPDCIRSGV_LG_N_Q', 'FED/SUBLPDCIRSIN_OTH_N_Q', 'FED/SUBLPDCIRSGS_OTH_N_Q', 'FED/SUBLPDCIRSGS_LG_N_Q', 'FED/SUBLPDCIRSGV_OTH_N_Q', 'FED/SUBLPDCIRSGN_LG_N_Q', 'FED/SUBLPDCIRSEV_LG_N_Q', 'FED/SUBLPDCIRSEN_OTH_N_Q', 'FED/SUBLPDCIRSES_OTH_N_Q', 'FED/SUBLPDCIRSEV_OTH_N_Q', 'FED/SUBLPDCIRSES_LG_N_Q', 'FED/SUBLPDCIRSGN_OTH_N_Q', 'FED/SUBLPDCIRSEN_LG_N_Q', 'FED/SUBLPDCIRSAS_OTH_N_Q', 'FED/SUBLPDCIRSAV_OTH_N_Q', 'FED/SUBLPDCIRSAV_LG_N_Q', 'FED/SUBLPDCIRSAS_LG_N_Q', 'FED/SUBLPDCIRSAN_OTH_N_Q', 'FED/SUBLPDCIRSAN_LG_N_Q', 'FED/SUBLPDCIRTAS_LG_N_Q', 'FED/SUBLPDCIRTAN_LG_N_Q', 'FED/SUBLPDCIRTAN_OTH_N_Q', 'FED/SUBLPDCIRTAV_OTH_N_Q', 'FED/SUBLPDCIRTAS_OTH_N_Q', 'FED/SUBLPDCIRTAV_LG_N_Q', 'FED/SUBLPDCIREAN_LG_N_Q', 'FED/SUBLPDCIREAV_OTH_N_Q', 'FED/SUBLPDCIREAV_LG_N_Q', 'FED/SUBLPDCIREAN_OTH_N_Q', 'FED/SUBLPDCIREAS_OTH_N_Q', 'FED/SUBLPDCIREAS_LG_N_Q', 'FED/SUBLPDRCSC_LG_N_Q', 'FED/SUBLPDRCSM_OTH_N_Q', 'FED/SUBLPDRCSM_LG_N_Q', 'FED/SUBLPDRCSN_LG_N_Q', 'FED/SUBLPDRCSN_OTH_N_Q', 'FED/SUBLPDRCSC_OTH_N_Q', 'FED/SUBLPDRCDC_OTH_N_Q', 'FED/SUBLPDRCDN_OTH_N_Q', 'FED/SUBLPDRCDN_LG_N_Q', 'FED/SUBLPDRCDC_LG_N_Q', 'FED/SUBLPDHMSS_OTH_N_Q', 'FED/SUBLPDHMSK_OTH_N_Q', 'FED/SUBLPDRCDM_OTH_N_Q', 'FED/SUBLPDHMSM_OTH_N_Q', 'FED/SUBLPDHMSK_LG_N_Q', 'FED/SUBLPDRCDM_LG_N_Q', 'FED/SUBLPDHMSJ_OTH_N_Q', 'FED/SUBLPDHMSM_LG_N_Q', 'FED/SUBLPDHMSJ_LG_N_Q', 'FED/SUBLPDHMSQ_LG_N_Q', 'FED/SUBLPDHMSQ_OTH_N_Q', 'FED/SUBLPDHMSG_OTH_N_Q', 'FED/SUBLPDHMSG_LG_N_Q', 'FED/SUBLPDHMSE_OTH_N_Q', 'FED/SUBLPDHMSE_LG_N_Q', 'FED/SUBLPDHMDQ_LG_N_Q', 'FED/SUBLPDHMDM_OTH_N_Q', 'FED/SUBLPDHMDS_OTH_N_Q', 'FED/SUBLPDHMDK_OTH_N_Q', 'FED/SUBLPDHMDM_LG_N_Q', 'FED/SUBLPDHMDJ_LG_N_Q', 'FED/SUBLPDHMDK_LG_N_Q', 'FED/SUBLPDHMDQ_OTH_N_Q', 'FED/SUBLPDHMDJ_OTH_N_Q', 'FED/SUBLPDHMDG_LG_N_Q', 'FED/SUBLPDCLHD_OTH_N_Q', 'FED/SUBLPDHMDG_OTH_N_Q', 'FED/SUBLPDHMDE_OTH_N_Q', 'FED/SUBLPDCLHS_OTH_N_Q', 'FED/SUBLPDHMDE_LG_N_Q', 'FED/SUBLPDCLHS_LG_N_Q', 'FED/SUBLPDCLXTS_OTH_N_Q', 'FED/SUBLPDCLHD_LG_N_Q', 'FED/SUBLPDCLXTR_LG_N_Q', 'FED/SUBLPDCLXTM_OTH_N_Q', 'FED/SUBLPDCLXTS_LG_N_Q', 'FED/SUBLPDCLXTR_OTH_N_Q', 'FED/SUBLPDCLXTM_LG_N_Q', 'FED/SUBLPDCLXTE_OTH_N_Q', 'FED/SUBLPDCLXTE_LG_N_Q', 'FED/SUBLPDCLXD_OTH_N_Q', 'FED/SUBLPDCLXS_OTH_N_Q', 'FED/SUBLPDCLXD_LG_N_Q', 'FED/SUBLPDCLXS_LG_N_Q', 'FED/SUBLPDCLXTD_OTH_N_Q', 'FED/SUBLPDCLXTD_LG_N_Q', 'FED/SUBLPDCLIW_OTH_N_Q', 'FED/SUBLPDCLIW_LG_N_Q', 'FED/SUBLPDCLCTS_OTH_N_Q', 'FED/SUBLPDCLCTS_LG_N_Q', 'FED/SUBLPDCLCTR_OTH_N_Q', 'FED/SUBLPDCLCTE_LG_N_Q', 'FED/SUBLPDCLCTM_LG_N_Q', 'FED/SUBLPDCLCTM_OTH_N_Q', 'FED/SUBLPDCLCTR_LG_N_Q', 'FED/SUBLPDCLCTE_OTH_N_Q', 'FED/SUBLPDCLCTC_OTH_N_Q', 'FED/SUBLPDCLCTC_LG_N_Q', 'FED/SUBLPDCLCD_OTH_N_Q', 'FED/SUBLPDCLCD_LG_N_Q', 'FED/SUBLPDCLATR_OTH_N_Q', 'FED/SUBLPDCLCS_LG_N_Q', 'FED/SUBLPDCLCS_OTH_N_Q', 'FED/SUBLPDCLATS_LG_N_Q', 'FED/SUBLPDCLATS_OTH_N_Q', 'FED/SUBLPDCLATM_LG_N_Q', 'FED/SUBLPDCLATM_OTH_N_Q', 'FED/SUBLPDCLATR_LG_N_Q', 'FED/SUBLPDCLATE_OTH_N_Q', 'FED/SUBLPDCLATD_OTH_N_Q', 'FED/SUBLPDCLATE_LG_N_Q', 'FED/SUBLPDCLATD_LG_N_Q', 'FED/SUBLPDCLAS_LG_N_Q', 'FED/SUBLPDCLAD_OTH_N_Q', 'FED/SUBLPDCLAD_LG_N_Q', 'FED/SUBLPDCLAS_OTH_N_Q', 'FED/SUBLPDCISTM_LG_N_Q', 'FED/SUBLPDCISTR_OTH_N_Q', 'FED/SUBLPDCISTS_OTH_N_Q', 'FED/SUBLPDCISTR_LG_N_Q', 'FED/SUBLPDCISTS_LG_N_Q', 'FED/SUBLPDCISTM_OTH_N_Q', 'FED/SUBLPDCISTQ_LG_N_Q', 'FED/SUBLPDCISTQ_OTH_N_Q', 'FED/SUBLPDCISTL_OTH_N_Q', 'FED/SUBLPDCISTC_LG_N_Q', 'FED/SUBLPDCISTL_LG_N_Q', 'FED/SUBLPDCISTC_OTH_N_Q', 'FED/SUBLPDCISS_LG_N_Q', 'FED/SUBLPDCISD_OTH_N_Q', 'FED/SUBLPDCISS_OTH_N_Q', 'FED/SUBLPDCILTR_LG_N_Q', 'FED/SUBLPDCISD_LG_N_Q', 'FED/SUBLPDCILTM_OTH_N_Q', 'FED/SUBLPDCILTS_LG_N_Q', 'FED/SUBLPDCILTR_OTH_N_Q', 'FED/SUBLPDCILTS_OTH_N_Q', 'FED/SUBLPDCILTL_LG_N_Q', 'FED/SUBLPDCILTM_LG_N_Q', 'FED/SUBLPDCILTQ_OTH_N_Q', 'FED/SUBLPDCILTL_OTH_N_Q', 'FED/SUBLPDCILTC_OTH_N_Q', 'FED/SUBLPDCILS_LG_N_Q', 'FED/SUBLPDCILTQ_LG_N_Q', 'FED/SUBLPDCILS_OTH_N_Q', 'FED/SUBLPDCILTC_LG_N_Q', 'FED/SUBLPDCILD_OTH_N_Q', 'FED/SUBLPDCILD_LG_N_Q', 'FED/SUBLPDCISTA_OTH_N_Q', 'FED/SUBLPDCISTF_OTH_N_Q', 'FED/SUBLPDCISTF_LG_N_Q', 'FED/SUBLPDCILTF_OTH_N_Q', 'FED/SUBLPDCILTA_LG_N_Q', 'FED/SUBLPDCISTA_LG_N_Q', 'FED/SUBLPDCILTF_LG_N_Q', 'FED/SUBLPDCIAI_LG_N_Q', 'FED/SUBLPDCIAI_OTH_N_Q', 'FED/SUBLPDCILTA_OTH_N_Q', 'FED/SUBLPDCIRTSN_N_Q', 'FED/SUBLPDCIRTSV_N_Q', 'FED/SUBLPDCIRTSS_N_Q', 'FED/SUBLPDCIRTRN_N_Q', 'FED/SUBLPDCIRTRV_N_Q', 'FED/SUBLPDCIRTOS_N_Q', 'FED/SUBLPDCIRTON_N_Q', 'FED/SUBLPDCIRTRS_N_Q', 'FED/SUBLPDCIRTLS_N_Q', 'FED/SUBLPDCIRTOV_N_Q', 'FED/SUBLPDCIRTLV_N_Q', 'FED/SUBLPDCIRTLN_N_Q', 'FED/SUBLPDCIRTIS_N_Q', 'FED/SUBLPDCIRTIV_N_Q', 'FED/SUBLPDCIRTIN_N_Q', 'FED/SUBLPDCIRTEV_N_Q', 'FED/SUBLPDCIRTEN_N_Q', 'FED/SUBLPDCIRTES_N_Q', 'FED/SUBLPDCIRTCV_N_Q', 'FED/SUBLPDCIRTCS_N_Q', 'FED/SUBLPDCIRESV_N_Q', 'FED/SUBLPDCIRTCN_N_Q', 'FED/SUBLPDCIRESS_N_Q', 'FED/SUBLPDCIRESN_N_Q', 'FED/SUBLPDCIREON_N_Q', 'FED/SUBLPDCIRERV_N_Q', 'FED/SUBLPDCIRERS_N_Q', 'FED/SUBLPDCIRERN_N_Q', 'FED/SUBLPDCIREOV_N_Q', 'FED/SUBLPDCIREOS_N_Q', 'FED/SUBLPDCIRELV_N_Q', 'FED/SUBLPDCIRELS_N_Q', 'FED/SUBLPDCIRELN_N_Q', 'FED/SUBLPDCIREIN_N_Q', 'FED/SUBLPDCIREIV_N_Q', 'FED/SUBLPDCIREIS_N_Q', 'FED/SUBLPDCIREEN_N_Q', 'FED/SUBLPDCIREEV_N_Q', 'FED/SUBLPDCIREES_N_Q', 'FED/SUBLPDCIRECV_N_Q', 'FED/SUBLPDCIRECS_N_Q', 'FED/SUBLPDCIRECN_N_Q', 'FED/SUBLPDCIRWSN_N_Q', 'FED/SUBLPDCIRWSV_N_Q', 'FED/SUBLPDCIRWSS_N_Q', 'FED/SUBLPDCIRWPV_N_Q', 'FED/SUBLPDCIRWPS_N_Q', 'FED/SUBLPDCIRWPN_N_Q', 'FED/SUBLPDCIRWMV_N_Q', 'FED/SUBLPDCIRWMS_N_Q', 'FED/SUBLPDCIRWMN_N_Q', 'FED/SUBLPDCIRWIV_N_Q', 'FED/SUBLPDCIRWGV_N_Q', 'FED/SUBLPDCIRWIN_N_Q', 'FED/SUBLPDCIRWIS_N_Q', 'FED/SUBLPDCIRWES_N_Q', 'FED/SUBLPDCIRWGN_N_Q', 'FED/SUBLPDCIRWEV_N_Q', 'FED/SUBLPDCIRWGS_N_Q', 'FED/SUBLPDCIRWAV_N_Q', 'FED/SUBLPDCIRWEN_N_Q', 'FED/SUBLPDCIRWAS_N_Q', 'FED/SUBLPDCIRSSN_N_Q', 'FED/SUBLPDCIRWAN_N_Q', 'FED/SUBLPDCIRSSV_N_Q', 'FED/SUBLPDCIRSSS_N_Q', 'FED/SUBLPDCIRSPS_N_Q', 'FED/SUBLPDCIRSPV_N_Q', 'FED/SUBLPDCIRSMV_N_Q', 'FED/SUBLPDCIRSMS_N_Q', 'FED/SUBLPDCIRSPN_N_Q', 'FED/SUBLPDCIRSGS_N_Q', 'FED/SUBLPDCIRSIS_N_Q', 'FED/SUBLPDCIRSMN_N_Q', 'FED/SUBLPDCIRSIV_N_Q', 'FED/SUBLPDCIRSIN_N_Q', 'FED/SUBLPDCIRSGV_N_Q', 'FED/SUBLPDCIRSEV_N_Q', 'FED/SUBLPDCIRSGN_N_Q', 'FED/SUBLPDCIRSES_N_Q', 'FED/SUBLPDCIRSEN_N_Q', 'FED/SUBLPDCIRSAV_N_Q', 'FED/SUBLPDCIRSAS_N_Q', 'FED/SUBLPDCIRSAN_N_Q', 'FED/SUBLPFCIREOS_N_Q', 'FED/SUBLPFCIREOV_N_Q', 'FED/SUBLPFCIREON_N_Q', 'FED/SUBLPDCIRTAV_N_Q', 'FED/SUBLPDCIRTAS_N_Q', 'FED/SUBLPDCIRTAN_N_Q', 'FED/SUBLPDCIREAV_N_Q', 'FED/SUBLPDCIREAS_N_Q', 'FED/SUBLPFRCD_N_Q', 'FED/SUBLPDCIREAN_N_Q', 'FED/SUBLPFRCS_N_Q', 'FED/SUBLPFCITS_N_Q', 'FED/SUBLPFCITQ_N_Q', 'FED/SUBLPFCITC_N_Q', 'FED/SUBLPFCID_N_Q', 'FED/SUBLPFCITR_N_Q', 'FED/SUBLPFCITM_N_Q', 'FED/SUBLPFCITL_N_Q', 'FED/SUBLPFCIS_N_Q', 'FED/SUBLPDRCSM_N_Q', 'FED/SUBLPDRCSN_N_Q', 'FED/SUBLPDRCSC_N_Q', 'FED/SUBLPDRCDN_N_Q', 'FED/SUBLPDRCDC_N_Q', 'FED/SUBLPDHMSM_N_Q', 'FED/SUBLPDRCDM_N_Q', 'FED/SUBLPDHMSS_N_Q', 'FED/SUBLPDHMSK_N_Q', 'FED/SUBLPDHMSJ_N_Q', 'FED/SUBLPDHMSQ_N_Q', 'FED/SUBLPDHMSG_N_Q', 'FED/SUBLPDHMSE_N_Q', 'FED/SUBLPDHMDS_N_Q', 'FED/SUBLPDHMDK_N_Q', 'FED/SUBLPDHMDM_N_Q', 'FED/SUBLPDHMDQ_N_Q', 'FED/SUBLPDHMDG_N_Q', 'FED/SUBLPDHMDJ_N_Q', 'FED/SUBLPDHMDE_N_Q', 'FED/SUBLPDCLHS_N_Q', 'FED/SUBLPDCLHD_N_Q', 'FED/SUBLPDCLXTM_N_Q', 'FED/SUBLPDCLXTD_N_Q', 'FED/SUBLPDCLXTS_N_Q', 'FED/SUBLPDCLXTR_N_Q', 'FED/SUBLPDCLXTE_N_Q', 'FED/SUBLPDCLXS_N_Q', 'FED/SUBLPDCLXD_N_Q', 'FED/SUBLPDCLIW_N_Q', 'FED/SUBLPDCLCTS_N_Q', 'FED/SUBLPDCLCTR_N_Q', 'FED/SUBLPDCLCTM_N_Q', 'FED/SUBLPDCLCTC_N_Q', 'FED/SUBLPDCLCS_N_Q', 'FED/SUBLPDCLCTE_N_Q', 'FED/SUBLPDCLCD_N_Q', 'FED/SUBLPDCLATS_N_Q', 'FED/SUBLPDCLATR_N_Q', 'FED/SUBLPDCLATM_N_Q', 'FED/SUBLPDCLATD_N_Q', 'FED/SUBLPDCLATE_N_Q', 'FED/SUBLPDCLAD_N_Q', 'FED/SUBLPDCLAS_N_Q', 'FED/SUBLPDCISTQ_N_Q', 'FED/SUBLPDCISTS_N_Q', 'FED/SUBLPDCISTC_N_Q', 'FED/SUBLPDCISTR_N_Q', 'FED/SUBLPDCISTL_N_Q', 'FED/SUBLPDCISTM_N_Q', 'FED/SUBLPDCILTS_N_Q', 'FED/SUBLPDCISS_N_Q', 'FED/SUBLPDCISD_N_Q', 'FED/SUBLPDCILTR_N_Q', 'FED/SUBLPDCILTL_N_Q', 'FED/SUBLPDCILTQ_N_Q', 'FED/SUBLPDCILTM_N_Q', 'FED/SUBLPDCILTC_N_Q', 'FED/SUBLPDCILD_N_Q', 'FED/SUBLPDCILS_N_Q', 'FED/SUBLPFCITA_N_Q', 'FED/SUBLPFCITF_N_Q', 'FED/SUBLPDCISTF_N_Q', 'FED/SUBLPDCISTA_N_Q', 'FED/SUBLPDCILTF_N_Q', 'FED/SUBLPDCILTA_N_Q', 'FED/SUBLPFCII_N_Q', 'FED/SUBLPDCIAI_N_Q', 'FED/RESPPALDMY01_N_WW', 'FED/RESPPALDOTAL2_N_WW', 'FED/RESPPALDOE_N_WW', 'FED/RESPPALDOD_N_WW', 'FED/RESPPALDOC2_N_WW', 'FED/RESPPALDOB_N_WW', 'FED/RESPPAATAL2LY01T05_N_WW', 'FED/RESPPAATAL2LY01_N_WW', 'FED/RESPPAATAL2LD16T90_N_WW', 'FED/RESPPAATAL2LD15_N_WW', 'FED/RESPPAATAL2L_N_WW', 'FED/RESPPAATAL2HC_N_WW', 'FED/RESPPAATAL2HA_N_WW', 'FED/RESPPAATAL2H_XCH52_N_WW', 'FED/RESPPAATAL2H_XCH1_N_WW', 'FED/RESPPAATAL2H_XAW_XCH52_N_WW', 'FED/RESPPAATAL2H_XAW_XCH1_N_WW', 'FED/RESPPAATAL2H_XAW_N_WW', 'FED/RESPPAATAL2H_N_WW', 'FED/RESPPAATAL2H_F12_N_WW', 'FED/RESPPAATAL2H_F11_N_WW', 'FED/RESPPAATAL2H_F10_N_WW', 'FED/RESPPAATAL2H_F09_N_WW', 'FED/RESPPAATAL2H_F08_N_WW', 'FED/RESPPAATAL2H_F07_N_WW', 'FED/RESPPAATAL2H_F06_N_WW', 'FED/RESPPAATAL2H_F05_N_WW', 'FED/RESPPAATAL2H_F04_N_WW', 'FED/RESPPAATAL2H_F03_N_WW', 'FED/RESPPAATAL2H_F02_N_WW', 'FED/RESPPAATAL2H_F01_N_WW', 'FED/RESPPAAEHC_N_WW', 'FED/RESPPAAEHA_N_WW', 'FED/RESPPAADHC_N_WW', 'FED/RESPPAADHA_N_WW', 'FED/RESPPAAC2HC_N_WW', 'FED/RESPPAAC2HA_N_WW', 'FED/RESPPAABHC_N_WW', 'FED/RESPPAABHA_N_WW', 'FED/RESPPAABH_XCH52_N_WW', 'FED/RESPPAABH_XCH1_N_WW', 'FED/RESPPAABH_XAW_XCH52_N_WW', 'FED/RESPPAABH_XAW_XCH1_N_WW', 'FED/RESPPAABH_XAW_N_WW', 'FED/RESPPAABH_N_WW', 'FED/RESPPAABH_F12_N_WW', 'FED/RESPPAABH_F11_N_WW', 'FED/RESPPAABH_F10_N_WW', 'FED/RESPPAABH_F09_N_WW', 'FED/RESPPAABH_F08_N_WW', 'FED/RESPPAABH_F07_N_WW', 'FED/RESPPAABH_F06_N_WW', 'FED/RESPPAABH_F05_N_WW', 'FED/RESPPAABH_F04_N_WW', 'FED/RESPPAABH_F03_N_WW', 'FED/RESPPAABH_F02_N_WW', 'FED/RESPPAABH_F01_N_WW', 'FED/RESPPAAEHLY01T05_N_WW', 'FED/RESPPAAEHLY01_N_WW', 'FED/RESPPAAEHLD16T90_N_WW', 'FED/RESPPAAEHLD15_N_WW', 'FED/RESPPAAEHL_N_WW', 'FED/RESPPAAEH_XCH52_N_WW', 'FED/RESPPAAEH_XCH1_N_WW', 'FED/RESPPAAEH_XAW_XCH52_N_WW', 'FED/RESPPAAEH_XAW_XCH1_N_WW', 'FED/RESPPAAEH_XAW_N_WW', 'FED/RESPPAAEH_N_WW', 'FED/RESPPAAEH_F12_N_WW', 'FED/RESPPAAEH_F11_N_WW', 'FED/RESPPAAEH_F10_N_WW', 'FED/RESPPAAEH_F09_N_WW', 'FED/RESPPAAEH_F08_N_WW', 'FED/RESPPAAEH_F07_N_WW', 'FED/RESPPAAEH_F06_N_WW', 'FED/RESPPAAEH_F05_N_WW', 'FED/RESPPAAEH_F04_N_WW', 'FED/RESPPAAEH_F03_N_WW', 'FED/RESPPAAEH_F02_N_WW', 'FED/RESPPAAEH_F01_N_WW', 'FED/RESPPAADHUY01T05_N_WW', 'FED/RESPPAADHUY01_N_WW', 'FED/RESPPAADHUD16T90_N_WW', 'FED/RESPPAADHUD15_N_WW', 'FED/RESPPAADHU_N_WW', 'FED/RESPPAADH_XCH52_N_WW', 'FED/RESPPAADH_XCH1_N_WW', 'FED/RESPPAADH_XAW_XCH52_N_WW', 'FED/RESPPAADH_XAW_XCH1_N_WW', 'FED/RESPPAADH_XAW_N_WW', 'FED/RESPPAADH_N_WW', 'FED/RESPPAADH_F12_N_WW', 'FED/RESPPAADH_F11_N_WW', 'FED/RESPPAADH_F10_N_WW', 'FED/RESPPAADH_F09_N_WW', 'FED/RESPPAADH_F08_N_WW', 'FED/RESPPAADH_F07_N_WW', 'FED/RESPPAADH_F06_N_WW', 'FED/RESPPAADH_F05_N_WW', 'FED/RESPPAADH_F04_N_WW', 'FED/RESPPAADH_F03_N_WW', 'FED/RESPPAADH_F02_N_WW', 'FED/RESPPAADH_F01_N_WW', 'FED/RESPPAAC2MBY01_N_WW', 'FED/RESPPAAC2MBD16T90_N_WW', 'FED/RESPPAAC2MBD15_N_WW', 'FED/RESPPAAC2MB_N_WW', 'FED/RESH4E_XCH52_N_WW', 'FED/RESH4E_XCH1_N_WW', 'FED/RESH4E_XAW_XCH52_N_WW', 'FED/RESH4E_XAW_XCH1_N_WW', 'FED/RESH4E_XAW_N_WW', 'FED/RESH4E_N_WW', 'FED/RESH4E_F12_N_WW', 'FED/RESH4E_F11_N_WW', 'FED/RESH4E_F10_N_WW', 'FED/RESH4E_F09_N_WW', 'FED/RESH4E_F08_N_WW', 'FED/RESH4E_F07_N_WW', 'FED/RESH4E_F06_N_WW', 'FED/RESH4E_F05_N_WW', 'FED/RESH4E_F04_N_WW', 'FED/RESH4E_F03_N_WW', 'FED/RESH4E_F02_N_WW', 'FED/RESH4E_F01_N_WW', 'FED/RESPPALDJ_XAW_XCH52_N_WW', 'FED/RESPPALDJ_XAW_XCH1_N_WW', 'FED/RESPPALDJ_XAW_N_WW', 'FED/RESPPALDJ_N_WW', 'FED/RESPPAAC2H_XCH52_N_WW', 'FED/RESPPAAC2H_XCH1_N_WW', 'FED/RESPPAAC2H_XAW_XCH52_N_WW', 'FED/RESPPAAC2H_XAW_XCH1_N_WW', 'FED/RESPPAAC2H_XAW_N_WW', 'FED/RESPPAAC2H_N_WW', 'FED/RESPPAAC2H_F12_N_WW', 'FED/RESPPAAC2H_F11_N_WW', 'FED/RESPPAAC2H_F10_N_WW', 'FED/RESPPAAC2H_F09_N_WW', 'FED/RESPPAAC2H_F08_N_WW', 'FED/RESPPAAC2H_F07_N_WW', 'FED/RESPPAAC2H_F06_N_WW', 'FED/RESPPAAC2H_F05_N_WW', 'FED/RESPPAAC2H_F04_N_WW', 'FED/RESPPAAC2H_F03_N_WW', 'FED/RESPPAAC2H_F02_N_WW', 'FED/RESPPAAC2H_F01_N_WW', 'FED/RESPPALGTRO_XAW_XCH52_N_WW', 'FED/RESPPALGTRO_XAW_XCH1_N_WW', 'FED/RESPPALGTRO_XAW_N_WW', 'FED/RESPPALGTRO_N_WW', 'FED/RESPPALGTRF_XAW_XCH52_N_WW', 'FED/RESPPALGTRF_XAW_XCH1_N_WW', 'FED/RESPPALGTRF_XAW_N_WW', 'FED/RESPPALGTRF_N_WW', 'FED/RESPPALGASMS_N_WW', 'FED/RESPPALGASMR_N_WW', 'FED/RESPPALDH_XAW_N_WW', 'FED/RESPPALDH_XAW_XCH52_N_WW', 'FED/RESPPALDH_XAW_XCH1_N_WW', 'FED/RESPPALDH_N_WW', 'FED/RESPPALDB_XAW_XCH52_N_WW', 'FED/RESPPALDB_XAW_N_WW', 'FED/RESPPALDB_XAW_XCH1_N_WW', 'FED/RESPPALDB_N_WW', 'FED/RESPPLLE_N_WW', 'FED/RESPPLLE_F10_N_WW', 'FED/RESPPLLE_F12_N_WW', 'FED/RESPPLLE_F09_N_WW', 'FED/RESPPLLE_F08_N_WW', 'FED/RESPPLLE_F11_N_WW', 'FED/RESPPLLE_F06_N_WW', 'FED/RESPPLLE_F07_N_WW', 'FED/RESPPLLE_F05_N_WW', 'FED/RESPPLLE_F04_N_WW', 'FED/RESPPLLE_F03_N_WW', 'FED/RESPPLLE_F02_N_WW', 'FED/RESPPLLE_F01_N_WW', 'FED/RESPPLLDE_F12_N_WW', 'FED/RESPPLLDE_N_WW', 'FED/RESPPLLDE_F10_N_WW', 'FED/RESPPLLDE_F11_N_WW', 'FED/RESPPLLDE_F04_N_WW', 'FED/RESPPLLDE_F08_N_WW', 'FED/RESPPLLDE_F07_N_WW', 'FED/RESPPLLDE_F09_N_WW', 'FED/RESPPLLDE_F05_N_WW', 'FED/RESPPLLDE_F06_N_WW', 'FED/RESPPLLDE_F03_N_WW', 'FED/RESPPLLDE_F01_N_WW', 'FED/RESPPLLDE_F02_N_WW', 'FED/RESPPAR_F06_N_WW', 'FED/RESPPAR_F09_N_WW', 'FED/RESPPAR_F12_N_WW', 'FED/RESPPAR_N_WW', 'FED/RESPPAR_F04_N_WW', 'FED/RESPPAR_F11_N_WW', 'FED/RESPPAR_F10_N_WW', 'FED/RESPPAR_F08_N_WW', 'FED/RESPPAR_F07_N_WW', 'FED/RESPPAR_F05_N_WW', 'FED/RESPPAR_F01_N_WW', 'FED/RESPPAR_F03_N_WW', 'FED/RESPPAR_F02_N_WW', 'FED/RESPPAE_F12_N_WW', 'FED/RESPPAE_F11_N_WW', 'FED/RESPPAE_N_WW', 'FED/RESPPAE_F05_N_WW', 'FED/RESPPAE_F10_N_WW', 'FED/RESPPAE_F06_N_WW', 'FED/RESPPAE_F07_N_WW', 'FED/RESPPAE_F09_N_WW', 'FED/RESPPAE_F08_N_WW', 'FED/RESPPAE_F03_N_WW', 'FED/RESPPAE_F01_N_WW', 'FED/RESPPAE_F04_N_WW', 'FED/RESPPAE_F02_N_WW', 'FED/RESPPALDV_N_WW', 'FED/RIFSPFF_N_BWAW', 'FED/RIFSPFF_N_D', 'FED/RIFSPFF_N_WW', 'FED/RIFSRP_F02_N_WW', 'FED/RIFSRP_F02_N_D', 'FED/RIFSPBLP_N_D', 'FED/RIFSPBLP_N_WW', 'FED/RESPPLCU_XCH52_N_WW', 'FED/RESPPLCU_XCH1_N_WW', 'FED/RESPPLCU_N_WW', 'FED/RESPPLCU_F12_N_WW', 'FED/RESPPLCU_F11_N_WW', 'FED/RESPPLCU_F10_N_WW', 'FED/RESPPLCU_F09_N_WW', 'FED/RESPPLCU_F08_N_WW', 'FED/RESPPLCU_F07_N_WW', 'FED/RESPPLCU_F06_N_WW', 'FED/RESPPLCU_F05_N_WW', 'FED/RESPPLCU_F04_N_WW', 'FED/RESPPLCU_F03_N_WW', 'FED/RESPPLCU_F02_N_WW', 'FED/RESPPLCU_F01_N_WW', 'FED/RESPPLC_XCH52_N_WW', 'FED/RESPPLC_XCH1_N_WW', 'FED/RESPPLC_N_WW', 'FED/RESPPL_N_WW', 'FED/RESPPL_F12_N_WW', 'FED/RESPPL_F11_N_WW', 'FED/RESPPL_F10_N_WW', 'FED/RESPPL_F09_N_WW', 'FED/RESPPL_F08_N_WW', 'FED/RESPPL_F07_N_WW', 'FED/RESPPL_F06_N_WW', 'FED/RESPPL_F05_N_WW', 'FED/RESPPL_F03_N_WW', 'FED/RESPPL_F04_N_WW', 'FED/RESPPL_F01_N_WW', 'FED/RESPPL_F02_N_WW', 'FED/RESPPAOF_XCH1_N_WW', 'FED/RESPPAOF_XCH52_N_WW', 'FED/RESPPAOF_XAW_XCH52_N_WW', 'FED/RESPPAOF_XAW_XCH1_N_WW', 'FED/RESPPAOF_XAW_N_WW', 'FED/RESPPAOF_N_WW', 'FED/RESPPAOF_F11_N_WW', 'FED/RESPPAOF_F12_N_WW', 'FED/RESPPAOF_F10_N_WW', 'FED/RESPPAOF_F09_N_WW', 'FED/RESPPAOF_F08_N_WW', 'FED/RESPPAOF_F07_N_WW', 'FED/RESPPAOF_F06_N_WW', 'FED/RESPPAOF_F05_N_WW', 'FED/RESPPAOF_F04_N_WW', 'FED/RESPPAOF_F02_N_WW', 'FED/RESPPAOF_F03_N_WW', 'FED/RESPPAOF_F01_N_WW', 'FED/RESPPALTD16T90_N_WW', 'FED/RESPPALTD15_N_WW', 'FED/RESPPALT_XCH52_N_WW', 'FED/RESPPALT_XCH1_N_WW', 'FED/RESPPALT_XAW_N_WW', 'FED/RESPPALT_XAW_XCH1_N_WW', 'FED/RESPPALT_XAW_XCH52_N_WW', 'FED/RESPPALT_N_WW', 'FED/RESPPALSP_XCH52_N_WW', 'FED/RESPPALSP_XCH1_N_WW', 'FED/RESPPALSP_XAW_XCH52_N_WW', 'FED/RESPPALSP_XAW_XCH1_N_WW', 'FED/RESPPALSP_XAW_N_WW', 'FED/RESPPALSP_N_WW', 'FED/RESPPALSD_XCH52_N_WW', 'FED/RESPPALSD_XAW_XCH1_N_WW', 'FED/RESPPALSD_XCH1_N_WW', 'FED/RESPPALSD_XAW_N_WW', 'FED/RESPPALSD_XAW_XCH52_N_WW', 'FED/RESPPALSD_N_WW', 'FED/RESH4R_XAW_XCH52_N_WW', 'FED/RESH4R_XAW_XCH1_N_WW', 'FED/RESH4R_XAW_N_WW', 'FED/RESH4R_N_WW', 'FED/RESH4FO_XAW_XCH52_N_WW', 'FED/RESH4FO_XAW_N_WW', 'FED/RESH4FO_XAW_XCH1_N_WW', 'FED/RESH4FG_N_WW', 'FED/RESH4FG_XAW_XCH1_N_WW', 'FED/RESH4FO_N_WW', 'FED/RESH4FG_XAW_XCH52_N_WW', 'FED/RESH4FG_XAW_N_WW', 'FED/RESH4FA_XAW_XCH52_N_WW', 'FED/RESH4FA_XAW_XCH1_N_WW', 'FED/RESH4FA_XAW_N_WW', 'FED/RESH4FA_N_WW', 'FED/RESH4F_XAW_XCH52_N_WW', 'FED/RESH4F_XAW_XCH1_N_WW', 'FED/RESH4F_XAW_N_WW', 'FED/RESH4F_N_WW', 'FED/RESH4DOT_XAW_XCH52_N_WW', 'FED/RESH4DOT_XAW_N_WW', 'FED/RESH4DOT_N_WW', 'FED/RESH4DOF_XAW_XCH52_N_WW', 'FED/RESH4DOF_XAW_XCH1_N_WW', 'FED/RESH4DOF_N_WW', 'FED/RESH4DO_XAW_XCH52_N_WW', 'FED/RESH4DO_XAW_XCH1_N_WW', 'FED/RESH4DO_XAW_N_WW', 'FED/RESH4DO_N_WW', 'FED/RESH4AO_XAW_XCH52_N_WW', 'FED/RESH4AO_XAW_XCH1_N_WW', 'FED/RESH4AO_N_WW', 'FED/RESH4AO_XAW_N_WW', 'FED/RESH4A_XAW_XCH52_N_WW', 'FED/RESH4A_XAW_XCH1_N_WW', 'FED/RESH4A_XAW_N_WW', 'FED/H0_RESPPLLDS_XCH52_N_WW', 'FED/H0_RESPPLLDS_XCH1_N_WW', 'FED/RESH4A_N_WW', 'FED/H0_RESPPLLDS_XAW_XCH1_N_WW', 'FED/H0_RESPPLLDS_XAW_XCH52_N_WW', 'FED/H0_RESPPLLDS_XAW_N_WW', 'FED/H0_RESPPLLDS_N_WW', 'FED/H0_RESPPLLDS_F12_N_WW', 'FED/H0_RESPPLLDS_F05_N_WW', 'FED/H0_RESPPLLDS_F11_N_WW', 'FED/H0_RESPPLLDS_F10_N_WW', 'FED/H0_RESPPLLDS_F09_N_WW', 'FED/H0_RESPPLLDS_F08_N_WW', 'FED/H0_RESPPLLDS_F04_N_WW', 'FED/H0_RESPPLLDS_F07_N_WW', 'FED/H0_RESPPLLDS_F06_N_WW', 'FED/H0_RESPPLLDS_F02_N_WW', 'FED/H0_RESPPLLDS_F03_N_WW', 'FED/H0_RESPPLLDS_F01_N_WW', 'FED/MKT_GT80_MKT_VOL', 'FED/MKT_41_80_MKT_VOL', 'FED/MKT_21_40_MKT_VOL', 'FED/MKT_10_20_MKT_VOL', 'FED/MKT_5_9_MKT_VOL', 'FED/MKT_1_4_MKT_VOL', 'FED/AB_GT80_AA_VOL', 'FED/AB_41_80_AA_VOL', 'FED/AB_21_40_AA_VOL', 'FED/AB_10_20_AA_VOL', 'FED/AB_5_9_AA_VOL', 'FED/AB_1_4_AA_VOL', 'FED/FIN_GT80_AA_VOL', 'FED/FIN_41_80_AA_VOL', 'FED/FIN_21_40_AA_VOL', 'FED/FIN_10_20_AA_VOL', 'FED/FIN_5_9_AA_VOL', 'FED/FIN_1_4_AA_VOL', 'FED/NONFIN_GT80_A2P2_VOL', 'FED/NONFIN_41_80_A2P2_VOL', 'FED/NONFIN_21_40_A2P2_VOL', 'FED/NONFIN_10_20_A2P2_VOL', 'FED/NONFIN_5_9_A2P2_VOL', 'FED/NONFIN_1_4_A2P2_VOL', 'FED/NONFIN_GT80_AA_VOL', 'FED/NONFIN_41_80_AA_VOL', 'FED/NONFIN_21_40_AA_VOL', 'FED/NONFIN_10_20_AA_VOL', 'FED/NONFIN_5_9_AA_VOL', 'FED/NONFIN_1_4_AA_VOL', 'FED/MKT_GT80_MKT_AMT', 'FED/MKT_41_80_MKT_AMT', 'FED/MKT_21_40_MKT_AMT', 'FED/MKT_10_20_MKT_AMT', 'FED/MKT_5_9_MKT_AMT', 'FED/MKT_1_4_MKT_AMT', 'FED/AB_GT80_AA_AMT', 'FED/AB_41_80_AA_AMT', 'FED/AB_21_40_AA_AMT', 'FED/AB_10_20_AA_AMT', 'FED/AB_5_9_AA_AMT', 'FED/AB_1_4_AA_AMT', 'FED/FIN_GT80_AA_AMT', 'FED/FIN_41_80_AA_AMT', 'FED/FIN_21_40_AA_AMT', 'FED/FIN_10_20_AA_AMT', 'FED/FIN_5_9_AA_AMT', 'FED/FIN_1_4_AA_AMT', 'FED/NONFIN_GT80_A2P2_AMT', 'FED/NONFIN_41_80_A2P2_AMT', 'FED/NONFIN_21_40_A2P2_AMT', 'FED/NONFIN_10_20_A2P2_AMT', 'FED/NONFIN_5_9_A2P2_AMT', 'FED/NONFIN_1_4_A2P2_AMT', 'FED/NONFIN_GT80_AA_AMT', 'FED/NONFIN_41_80_AA_AMT', 'FED/NONFIN_21_40_AA_AMT', 'FED/NONFIN_10_20_AA_AMT', 'FED/NONFIN_5_9_AA_AMT', 'FED/NONFIN_1_4_AA_AMT', 'FED/RIFLGFL_XII_N_B', 'FED/RIFLGFCY30_XII_N_B', 'FED/RIFLGFCY20_XII_N_B', 'FED/RIFLGFCY10_XII_N_B', 'FED/RIFLGFCY07_XII_N_B', 'FED/RIFLGFCY05_XII_N_B', 'FED/RIFLGFCY30_N_B', 'FED/RIFLGFCY20_N_B', 'FED/RIFLGFCY10_N_B', 'FED/RIFLGFCY07_N_B', 'FED/RIFLGFCY05_N_B', 'FED/RIFLGFCY03_N_B', 'FED/RIFLGFCY02_N_B', 'FED/RIFLGFCY01_N_B', 'FED/RIFLGFCM06_N_B', 'FED/RIFLGFCM03_N_B', 'FED/RIFLGFCM01_N_B', 'FED/RIFSGFSY01_N_B', 'FED/RIFSGFSM06_N_B', 'FED/RIFSGFSM03_N_B', 'FED/RIFSGFSW04_N_B', 'FED/RIFSRP_F02_N_B', 'FED/RIFSPBLP_N_B', 'FED/RIFSPFF_N_B', 'FED/DTBSPCKO_WW', 'FED/DTBSPCKA_WW', 'FED/DTBSPCKFO_WW', 'FED/DTBSPCKFF_WW', 'FED/DTBSPCKFD_WW', 'FED/DTBSPCKF_WW', 'FED/DTBSPCKNO_WW', 'FED/DTBSPCKNF_WW', 'FED/DTBSPCKND_WW', 'FED/DTBSPCKN_WW', 'FED/DTBSPCK_WW', 'FED/DTBSPCKPLO_N_WW', 'FED/DTBSPCKPLA_N_WW', 'FED/DTBSPCKPLF_N_WW', 'FED/DTBSPCKPLN_N_WW', 'FED/DTBSPCKPTO_N_WW', 'FED/DTBSPCKPTA_N_WW', 'FED/DTBSPCKPTF_N_WW', 'FED/DTBSPCKPTN_N_WW', 'FED/DTBSPCKCT2_N_WW', 'FED/DTBSPCKCT1_N_WW', 'FED/DTBSPCKO_N_WW', 'FED/DTBSPCKA_N_WW', 'FED/DTBSPCKFO_N_WW', 'FED/DTBSPCKFFO_N_WW', 'FED/DTBSPCKFFB_N_WW', 'FED/DTBSPCKFF_N_WW', 'FED/DTBSPCKFDO_N_WW', 'FED/DTBSPCKFDN_N_WW', 'FED/DTBSPCKFDB_N_WW', 'FED/DTBSPCKFDU_N_WW', 'FED/DTBSPCKFD_N_WW', 'FED/DTBSPCKF_N_WW', 'FED/DTBSPCKNO_N_WW', 'FED/DTBSPCKNF_N_WW', 'FED/DTBSPCKND_N_WW', 'FED/DTBSPCKN_N_WW', 'FED/DTBSPCK_N_WW', 'FED/RIFSPPAAAD90_N_B', 'FED/RIFSPPAAAD60_N_B', 'FED/RIFSPPAAAD30_N_B', 'FED/RIFSPPAAAD15_N_B', 'FED/RIFSPPAAAD07_N_B', 'FED/RIFSPPAAAD01_N_B', 'FED/RIFSPPFAAD90_N_B', 'FED/RIFSPPFAAD07_N_B', 'FED/RIFSPPFAAD01_N_B', 'FED/RIFSPPNA2P2D90_N_B', 'FED/RIFSPPNA2P2D60_N_B', 'FED/RIFSPPNA2P2D30_N_B', 'FED/RIFSPPNA2P2D15_N_B', 'FED/RIFSPPNA2P2D07_N_B', 'FED/RIFSPPNA2P2D01_N_B', 'FED/RIFSPPNAAD30_N_B', 'FED/RIFSPPNAAD15_N_B', 'FED/RIFSPPNAAD07_N_B', 'FED/RIFSPPNAAD01_N_B', 'FED/RESPPNTEP_N_WW', 'FED/RESH4MF_N_WW', 'FED/RESPPNT_N_WW', 'FED/RESPPNO_N_WW', 'FED/RESPPNTEPP_N_WW', 'FED/RESPPNS_N_WW', 'FED/RESPPNG_N_WW', 'FED/RESPPN_N_WW', 'FED/RESPPLLNOC_N_WW', 'FED/RESPPLLNON_N_WW', 'FED/RESPPLCS_F12_N_WW', 'FED/RESPPLCS_F11_N_WW', 'FED/RESPPLCS_F10_N_WW', 'FED/RESPPLCS_F09_N_WW', 'FED/RESPPLCS_F08_N_WW', 'FED/RESPPLCS_F07_N_WW', 'FED/RESPPLCS_F06_N_WW', 'FED/RESPPLCS_F05_N_WW', 'FED/RESPPLCS_F04_N_WW', 'FED/RESPPLCS_F03_N_WW', 'FED/RESPPLCS_F02_N_WW', 'FED/RESPPLCS_F01_N_WW', 'FED/RESPPLCP_F12_N_WW', 'FED/RESPPLCP_F11_N_WW', 'FED/RESPPLCP_F10_N_WW', 'FED/RESPPLCP_F09_N_WW', 'FED/RESPPLCP_F08_N_WW', 'FED/RESPPLCP_F07_N_WW', 'FED/RESPPLCP_F06_N_WW', 'FED/RESPPLCP_F05_N_WW', 'FED/RESPPLCP_F04_N_WW', 'FED/RESPPLCP_F03_N_WW', 'FED/RESPPLCP_F02_N_WW', 'FED/RESPPLCP_F01_N_WW', 'FED/RESPPLL_F12_N_WW', 'FED/RESPPLL_F11_N_WW', 'FED/RESPPLL_F10_N_WW', 'FED/RESPPLL_F09_N_WW', 'FED/RESPPLL_F08_N_WW', 'FED/RESPPLL_F07_N_WW', 'FED/RESPPLL_F06_N_WW', 'FED/RESPPLL_F05_N_WW', 'FED/RESPPLL_F04_N_WW', 'FED/RESPPLL_F03_N_WW', 'FED/RESPPLL_F02_N_WW', 'FED/RESPPLL_F01_N_WW', 'FED/RESPPLL_N_WW', 'FED/RESPPLLOP_F12_N_WW', 'FED/RESPPLLOP_F11_N_WW', 'FED/RESPPLLOP_F10_N_WW', 'FED/RESPPLLOP_F09_N_WW', 'FED/RESPPLLOP_F08_N_WW', 'FED/RESPPLLOP_F07_N_WW', 'FED/RESPPLLOP_F06_N_WW', 'FED/RESPPLLOP_F05_N_WW', 'FED/RESPPLLOP_F04_N_WW', 'FED/RESPPLLOP_F03_N_WW', 'FED/RESPPLLOP_F02_N_WW', 'FED/RESPPLLOP_F01_N_WW', 'FED/RESPPLLOP_N_WW', 'FED/RESPPLLC_N_WW', 'FED/RESPPMLLDO_F12_N_WW', 'FED/RESPPMLLDO_F11_N_WW', 'FED/RESPPMLLDO_F10_N_WW', 'FED/RESPPMLLDO_F09_N_WW', 'FED/RESPPMLLDO_F08_N_WW', 'FED/RESPPMLLDO_F07_N_WW', 'FED/RESPPMLLDO_F06_N_WW', 'FED/RESPPMLLDO_F05_N_WW', 'FED/RESPPMLLDO_F04_N_WW', 'FED/RESPPMLLDO_F03_N_WW', 'FED/RESPPMLLDO_F02_N_WW', 'FED/RESPPMLLDO_F01_N_WW', 'FED/RESPPMLLDO_N_WW', 'FED/RESPPLLDF_F12_N_WW', 'FED/RESPPLLDF_F11_N_WW', 'FED/RESPPLLDF_F10_N_WW', 'FED/RESPPLLDF_F09_N_WW', 'FED/RESPPLLDF_F08_N_WW', 'FED/RESPPLLDF_F07_N_WW', 'FED/RESPPLLDF_F06_N_WW', 'FED/RESPPLLDF_F05_N_WW', 'FED/RESPPLLDF_F04_N_WW', 'FED/RESPPLLDF_F03_N_WW', 'FED/RESPPLLDF_F02_N_WW', 'FED/RESPPLLDF_F01_N_WW', 'FED/RESPPLLDT_F12_N_WW', 'FED/RESPPLLDT_F11_N_WW', 'FED/RESPPLLDT_F10_N_WW', 'FED/RESPPLLDT_F09_N_WW', 'FED/RESPPLLDT_F08_N_WW', 'FED/RESPPLLDT_F07_N_WW', 'FED/RESPPLLDT_F06_N_WW', 'FED/RESPPLLDT_F05_N_WW', 'FED/RESPPLLDT_F04_N_WW', 'FED/RESPPLLDT_F03_N_WW', 'FED/RESPPLLDT_F02_N_WW', 'FED/RESPPLLDT_F01_N_WW', 'FED/RESPPLLD_F12_N_WW', 'FED/RESPPLLD_F11_N_WW', 'FED/RESPPLLD_F10_N_WW', 'FED/RESPPLLD_F09_N_WW', 'FED/RESPPLLD_F08_N_WW', 'FED/RESPPLLD_F07_N_WW', 'FED/RESPPLLD_F06_N_WW', 'FED/RESPPLLD_F05_N_WW', 'FED/RESPPLLD_F04_N_WW', 'FED/RESPPLLD_F03_N_WW', 'FED/RESPPLLD_F02_N_WW', 'FED/RESPPLLD_F01_N_WW', 'FED/RESPPLLD_N_WW', 'FED/RESPPLLR_F12_N_WW', 'FED/RESPPLLR_F11_N_WW', 'FED/RESPPLLR_F10_N_WW', 'FED/RESPPLLR_F09_N_WW', 'FED/RESPPLLR_F08_N_WW', 'FED/RESPPLLR_F07_N_WW', 'FED/RESPPLLR_F06_N_WW', 'FED/RESPPLLR_F05_N_WW', 'FED/RESPPLLR_F04_N_WW', 'FED/RESPPLLR_F03_N_WW', 'FED/RESPPLLR_F02_N_WW', 'FED/RESPPLLR_F01_N_WW', 'FED/RESPPLLN_F12_N_WW', 'FED/RESPPLLN_F11_N_WW', 'FED/RESPPLLN_F10_N_WW', 'FED/RESPPLLN_F09_N_WW', 'FED/RESPPLLN_F08_N_WW', 'FED/RESPPLLN_F07_N_WW', 'FED/RESPPLLN_F06_N_WW', 'FED/RESPPLLN_F05_N_WW', 'FED/RESPPLLN_F04_N_WW', 'FED/RESPPLLN_F03_N_WW', 'FED/RESPPLLN_F02_N_WW', 'FED/RESPPLLN_F01_N_WW', 'FED/RESPPLLNH_N_WW', 'FED/RESPPLLNO_N_WW', 'FED/RESPPA_F12_N_WW', 'FED/RESPPA_F11_N_WW', 'FED/RESPPA_F10_N_WW', 'FED/RESPPA_F09_N_WW', 'FED/RESPPA_F08_N_WW', 'FED/RESPPA_F07_N_WW', 'FED/RESPPA_F06_N_WW', 'FED/RESPPA_F05_N_WW', 'FED/RESPPA_F04_N_WW', 'FED/RESPPA_F03_N_WW', 'FED/RESPPA_F02_N_WW', 'FED/RESPPA_F01_N_WW', 'FED/RESPPA_N_WW', 'FED/RESPPAN_F12_N_WW', 'FED/RESPPAN_F11_N_WW', 'FED/RESPPAN_F10_N_WW', 'FED/RESPPAN_F09_N_WW', 'FED/RESPPAN_F08_N_WW', 'FED/RESPPAN_F07_N_WW', 'FED/RESPPAN_F06_N_WW', 'FED/RESPPAN_F05_N_WW', 'FED/RESPPAN_F04_N_WW', 'FED/RESPPAN_F03_N_WW', 'FED/RESPPAN_F02_N_WW', 'FED/RESPPAN_F01_N_WW', 'FED/RESPPAN_N_WW', 'FED/RESH4SCS_F12_N_WW', 'FED/RESH4SCS_F11_N_WW', 'FED/RESH4SCS_F10_N_WW', 'FED/RESH4SCS_F09_N_WW', 'FED/RESH4SCS_F08_N_WW', 'FED/RESH4SCS_F07_N_WW', 'FED/RESH4SCS_F06_N_WW', 'FED/RESH4SCS_F05_N_WW', 'FED/RESH4SCS_F04_N_WW', 'FED/RESH4SCS_F03_N_WW', 'FED/RESH4SCS_F02_N_WW', 'FED/RESH4SCS_F01_N_WW', 'FED/RESPPAI_N_WW', 'FED/RESPPALGUON_N_WW', 'FED/RESPPAL_F12_N_WW', 'FED/RESPPAL_F11_N_WW', 'FED/RESPPAL_F10_N_WW', 'FED/RESPPAL_F09_N_WW', 'FED/RESPPAL_F08_N_WW', 'FED/RESPPAL_F07_N_WW', 'FED/RESPPAL_F06_N_WW', 'FED/RESPPAL_F05_N_WW', 'FED/RESPPAL_F04_N_WW', 'FED/RESPPAL_F03_N_WW', 'FED/RESPPAL_F02_N_WW', 'FED/RESPPAL_F01_N_WW', 'FED/RESPPAC_F12_N_WW', 'FED/RESPPAC_F11_N_WW', 'FED/RESPPAC_F10_N_WW', 'FED/RESPPAC_F09_N_WW', 'FED/RESPPAC_F08_N_WW', 'FED/RESPPAC_F07_N_WW', 'FED/RESPPAC_F06_N_WW', 'FED/RESPPAC_F05_N_WW', 'FED/RESPPAC_F04_N_WW', 'FED/RESPPAC_F03_N_WW', 'FED/RESPPAC_F02_N_WW', 'FED/RESPPAC_F01_N_WW', 'FED/RESPPLCS_XCH52_N_WW', 'FED/RESPPLCS_XCH1_N_WW', 'FED/RESPPLCS_N_WW', 'FED/RESPPLCP_XCH52_N_WW', 'FED/RESPPLCP_XCH1_N_WW', 'FED/RESPPLCP_N_WW', 'FED/RESPPMLL_XCH52_N_WW', 'FED/RESPPMLL_XCH1_N_WW', 'FED/RESPPMLL_N_WW', 'FED/RESPPMLLX_N_WW', 'FED/RESPPLLO_XCH52_N_WW', 'FED/RESPPLLO_XCH1_N_WW', 'FED/RESPPLLO_N_WW', 'FED/RESPPMLLC_XCH52_N_WW', 'FED/RESPPMLLC_XCH1_N_WW', 'FED/RESPPMLLC_N_WW', 'FED/RESPPMLLCX_N_WW', 'FED/RESPPLLDO_XCH52_N_WW', 'FED/RESPPLLDO_XCH1_N_WW', 'FED/RESPPMLLDOX_N_WW', 'FED/RESPPLLDF_XCH52_N_WW', 'FED/RESPPLLDF_XCH1_N_WW', 'FED/RESPPLLDT_XCH52_N_WW', 'FED/RESPPLLDT_XCH1_N_WW', 'FED/RESPPLLDD_XCH52_N_WW', 'FED/RESPPLLDD_XCH1_N_WW', 'FED/RESPPLLDD_N_WW', 'FED/RESPPLLDA_XCH52_N_WW', 'FED/RESPPLLDA_XCH1_N_WW', 'FED/RESPPMLLD_XCH52_N_WW', 'FED/RESPPMLLD_XCH1_N_WW', 'FED/RESPPMLLD_N_WW', 'FED/RESPPMLLDX_N_WW', 'FED/RESPPLLR_XCH52_N_WW', 'FED/RESPPLLR_XCH1_N_WW', 'FED/RESPPLLN_XCH52_N_WW', 'FED/RESPPLLN_XCH1_N_WW', 'FED/RESPPLLN_N_WW', 'FED/RESPPMA_XCH52_N_WW', 'FED/RESPPMA_XCH1_N_WW', 'FED/RESPPMA_N_WW', 'FED/RESPPMAX_N_WW', 'FED/RESPPAO_XCH52_N_WW', 'FED/RESPPAO_XCH1_N_WW', 'FED/RESPPAO_N_WW', 'FED/RESH4SCS_XCH52_N_WW', 'FED/RESH4SCS_XCH1_N_WW', 'FED/RESPPAP_XCH52_N_WW', 'FED/RESPPAP_XCH1_N_WW', 'FED/RESPPAP_N_WW', 'FED/RESPPMAI_XCH52_N_WW', 'FED/RESPPMAI_XCH1_N_WW', 'FED/RESPPMAI_N_WW', 'FED/RESPPMAIX_N_WW', 'FED/RESPPALD_XCH52_N_WW', 'FED/RESPPALD_XCH1_N_WW', 'FED/RESPPALGTR_XCH52_N_WW', 'FED/RESPPALGTR_XCH1_N_WW', 'FED/RESPPALGASMO_XCH52_N_WW', 'FED/RESPPALGAO_XCH52_N_WW', 'FED/RESPPALGAO_XCH1_N_WW', 'FED/RESPPALGUOMC_XCH52_N_WW', 'FED/RESPPALGUOMC_XCH1_N_WW', 'FED/RESPPALGUOMI_XCH52_N_WW', 'FED/RESPPALGUOMI_XCH1_N_WW', 'FED/RESPPALGUOMN_XCH52_N_WW', 'FED/RESPPALGUOMN_XCH1_N_WW', 'FED/RESPPALGUOB_XCH52_N_WW', 'FED/RESPPALGUOB_XCH1_N_WW', 'FED/RESPPALGUO_XCH52_N_WW', 'FED/RESPPALGUO_XCH1_N_WW', 'FED/RESPPALG_XCH52_N_WW', 'FED/RESPPALG_XCH1_N_WW', 'FED/RESPPAL_XCH52_N_WW', 'FED/RESPPAL_XCH1_N_WW', 'FED/RESPPAL_N_WW', 'FED/RESPPAC_XCH52_N_WW', 'FED/RESPPAC_XCH1_N_WW', 'FED/RESPPAC_N_WW', 'FED/RESPPAS_XCH52_N_WW', 'FED/RESPPAS_XCH1_N_WW', 'FED/RESPPAG_XCH52_N_WW', 'FED/RESPPAG_XCH1_N_WW', 'FED/RESPPAG_N_WW', 'FED/RESPPLAML3LT_N_WW', 'FED/RESPPAAML3LI_N_WW', 'FED/RESPPAAML3LP_N_WW', 'FED/RESPPLAML2LT_N_WW', 'FED/RESPPAAML2LI_N_WW', 'FED/RESPPAAML2LP_N_WW', 'FED/RESPPLAML1LT_N_WW', 'FED/RESPPAAML1LI_N_WW', 'FED/RESPPAAML1LP_N_WW', 'FED/RESPPALGASME_N_WW', 'FED/RESPPALGASMCS_N_WW', 'FED/RESPPALGASMCB_N_WW', 'FED/RESPPLLDAY01_N_WW', 'FED/RESPPLLDAD16T90_N_WW', 'FED/RESPPLLDAD15_N_WW', 'FED/RESPPALRD16T90_N_WW', 'FED/RESPPALRD15_N_WW', 'FED/RESH4SCSY10P_N_WW', 'FED/RESH4SCSY05T10_N_WW', 'FED/RESH4SCSY01T05_N_WW', 'FED/RESH4SCSY01_N_WW', 'FED/RESH4SCSD16T90_N_WW', 'FED/RESH4SCSD15_N_WW', 'FED/RESPPALGTRD16T90_N_WW', 'FED/RESPPALGTRD15_N_WW', 'FED/RESPPALGASMO_XCH1_N_WW', 'FED/RESPPALGASMOY10P_XCH1_N_WW', 'FED/RESPPALGASMOY05T10_XCH1_N_WW', 'FED/RESPPALGASMOY01T05_XCH1_N_WW', 'FED/RESPPALGASMOY01_XCH1_N_WW', 'FED/RESPPALGASMOD16T90_XCH1_N_WW', 'FED/RESPPALGASMOD15_XCH1_N_WW', 'FED/RESPPALGASMOY10P_N_WW', 'FED/RESPPALGASMOY05T10_N_WW', 'FED/RESPPALGASMOY01T05_N_WW', 'FED/RESPPALGASMOY01_N_WW', 'FED/RESPPALGASMOD16T90_N_WW', 'FED/RESPPALGASMOD15_N_WW', 'FED/RESPPALGAM_XCH1_N_WW', 'FED/RESPPALGAMY10P_XCH1_N_WW', 'FED/RESPPALGAMY05T10_XCH1_N_WW', 'FED/RESPPALGAMY01T05_XCH1_N_WW', 'FED/RESPPALGAMY01_XCH1_N_WW', 'FED/RESPPALGAMD16T90_XCH1_N_WW', 'FED/RESPPALGAMD15_XCH1_N_WW', 'FED/RESPPALGAM_N_WW', 'FED/RESPPALGAMY10P_N_WW', 'FED/RESPPALGAMY05T10_N_WW', 'FED/RESPPALGAMY01T05_N_WW', 'FED/RESPPALGAMY01_N_WW', 'FED/RESPPALGAMD16T90_N_WW', 'FED/RESPPALGAMD15_N_WW', 'FED/RESPPALGUM_XCH1_N_WW', 'FED/RESPPALGUMY10P_XCH1_N_WW', 'FED/RESPPALGUMY05T10_XCH1_N_WW', 'FED/RESPPALGUMY01T05_XCH1_N_WW', 'FED/RESPPALGUMY01_XCH1_N_WW', 'FED/RESPPALGUMD16T90_XCH1_N_WW', 'FED/RESPPALGUMD15_XCH1_N_WW', 'FED/RESPPALGUM_N_WW', 'FED/RESPPALGUMY10P_N_WW', 'FED/RESPPALGUMY05T10_N_WW', 'FED/RESPPALGUMY01T05_N_WW', 'FED/RESPPALGUMY01_N_WW', 'FED/RESPPALGUMD16T90_N_WW', 'FED/RESPPALGUMD15_N_WW', 'FED/RESPPALDMY05T10_N_WW', 'FED/RESPPALDMY01T05_N_WW', 'FED/RESPPALDMD16T90_N_WW', 'FED/RESPPALDMD15_N_WW', 'FED/RESH4DOF_XAW_N_WW', 'FED/RESH4DOT_XAW_XCH1_N_WW', 'FED/RESH4D_N_WW', 'FED/RESH4D_XAW_XCH52_N_WW', 'FED/RESH4D_XAW_XCH1_N_WW', 'FED/RESH4D_XAW_N_WW', 'FED/RESPPLLDO_N_WW', 'FED/RESPPLLDO_XAW_XCH52_N_WW', 'FED/RESPPLLDO_XAW_XCH1_N_WW', 'FED/RESPPLLDO_XAW_N_WW', 'FED/RESPPLLDF_N_WW', 'FED/RESPPLLDF_XAW_XCH52_N_WW', 'FED/RESPPLLDF_XAW_XCH1_N_WW', 'FED/RESPPLLDF_XAW_N_WW', 'FED/RESPPLLDT_N_WW', 'FED/RESPPLLDT_XAW_XCH52_N_WW', 'FED/RESPPLLDT_XAW_XCH1_N_WW', 'FED/RESPPLLDT_XAW_N_WW', 'FED/RESPPLLDA_N_WW', 'FED/RESPPLLDA_XAW_XCH52_N_WW', 'FED/RESPPLLDA_XAW_XCH1_N_WW', 'FED/RESPPLLDA_XAW_N_WW', 'FED/RESPPLLB_N_WW', 'FED/RESPPLLB_XAW_XCH52_N_WW', 'FED/RESPPLLB_XAW_XCH1_N_WW', 'FED/RESPPLLB_XAW_N_WW', 'FED/RESTBHT_N_WW', 'FED/RESTBHT_XAW_XCH52_N_WW', 'FED/RESTBHT_XAW_XCH1_N_WW', 'FED/RESTBHT_XAW_N_WW', 'FED/RESPPLLRD_N_WW', 'FED/RESPPLLRD_XAW_XCH52_N_WW', 'FED/RESPPLLRD_XAW_XCH1_N_WW', 'FED/RESPPLLRD_XAW_N_WW', 'FED/RESPPLLRF_N_WW', 'FED/RESPPLLRF_XAW_XCH52_N_WW', 'FED/RESPPLLRF_XAW_XCH1_N_WW', 'FED/RESPPLLRF_XAW_N_WW', 'FED/RESPPLLR_N_WW', 'FED/RESPPLLR_XAW_XCH52_N_WW', 'FED/RESPPLLR_XAW_XCH1_N_WW', 'FED/RESPPLLR_XAW_N_WW', 'FED/RESTBC_N_WW', 'FED/RESTBC_XAW_XCH52_N_WW', 'FED/RESTBC_XAW_XCH1_N_WW', 'FED/RESTBC_XAW_N_WW', 'FED/RESH4S_N_WW', 'FED/RESH4S_XAW_XCH52_N_WW', 'FED/RESH4S_XAW_XCH1_N_WW', 'FED/RESH4S_XAW_N_WW', 'FED/RESTBMT_N_WW', 'FED/RESTBMT_XAW_XCH52_N_WW', 'FED/RESTBMT_XAW_XCH1_N_WW', 'FED/RESTBMT_XAW_N_WW', 'FED/RESPPAS_N_WW', 'FED/RESPPAS_XAW_XCH52_N_WW', 'FED/RESPPAS_XAW_XCH1_N_WW', 'FED/RESPPAS_XAW_N_WW', 'FED/RESTBMG_N_WW', 'FED/RESTBMG_XAW_XCH52_N_WW', 'FED/RESTBMG_XAW_XCH1_N_WW', 'FED/RESTBMG_XAW_N_WW', 'FED/RESH4SO_N_WW', 'FED/RESH4SO_XAW_XCH52_N_WW', 'FED/RESH4SO_XAW_XCH1_N_WW', 'FED/RESH4SO_XAW_N_WW', 'FED/RESH4SCS_N_WW', 'FED/RESH4SCS_XAW_XCH52_N_WW', 'FED/RESH4SCS_XAW_XCH1_N_WW', 'FED/RESH4SCS_XAW_N_WW', 'FED/RESH4SCF_N_WW', 'FED/RESH4SCF_XAW_XCH52_N_WW', 'FED/RESH4SCF_XAW_XCH1_N_WW', 'FED/RESH4SCF_XAW_N_WW', 'FED/RESPPALDC_N_WW', 'FED/RESPPALDC_XAW_XCH52_N_WW', 'FED/RESPPALDC_XAW_XCH1_N_WW', 'FED/RESPPALDC_XAW_N_WW', 'FED/RESPPALDT_N_WW', 'FED/RESPPALDT_XAW_XCH52_N_WW', 'FED/RESPPALDT_XAW_XCH1_N_WW', 'FED/RESPPALDT_XAW_N_WW', 'FED/RESPPALDS_N_WW', 'FED/RESPPALDS_XAW_XCH52_N_WW', 'FED/RESPPALDS_XAW_XCH1_N_WW', 'FED/RESPPALDS_XAW_N_WW', 'FED/RESPPALDQ_N_WW', 'FED/RESPPALDQ_XAW_XCH52_N_WW', 'FED/RESPPALDQ_XAW_XCH1_N_WW', 'FED/RESPPALDQ_XAW_N_WW', 'FED/RESPPALDP_N_WW', 'FED/RESPPALDP_XAW_XCH52_N_WW', 'FED/RESPPALDP_XAW_XCH1_N_WW', 'FED/RESPPALDP_XAW_N_WW', 'FED/RESPPALD_N_WW', 'FED/RESPPALD_XAW_XCH52_N_WW', 'FED/RESPPALD_XAW_XCH1_N_WW', 'FED/RESPPALD_XAW_N_WW', 'FED/RESPPALGTR_N_WW', 'FED/RESPPALGTR_XAW_XCH52_N_WW', 'FED/RESPPALGTR_XAW_XCH1_N_WW', 'FED/RESPPALGTR_XAW_N_WW', 'FED/RESPPALGASMO_N_WW', 'FED/RESPPALGASMO_XAW_XCH52_N_WW', 'FED/RESPPALGASMO_XAW_XCH1_N_WW', 'FED/RESPPALGASMO_XAW_N_WW', 'FED/RESPPALGAO_N_WW', 'FED/RESPPALGAO_XAW_XCH52_N_WW', 'FED/RESPPALGAO_XAW_XCH1_N_WW', 'FED/RESPPALGAO_XAW_N_WW', 'FED/RESPPALGUOMC_N_WW', 'FED/RESPPALGUOMC_XAW_XCH52_N_WW', 'FED/RESPPALGUOMC_XAW_XCH1_N_WW', 'FED/RESPPALGUOMC_XAW_N_WW', 'FED/RESPPALGUOMI_N_WW', 'FED/RESPPALGUOMI_XAW_XCH52_N_WW', 'FED/RESPPALGUOMI_XAW_XCH1_N_WW', 'FED/RESPPALGUOMI_XAW_N_WW', 'FED/RESPPALGUOMN_N_WW', 'FED/RESPPALGUOMN_XAW_XCH52_N_WW', 'FED/RESPPALGUOMN_XAW_XCH1_N_WW', 'FED/RESPPALGUOMN_XAW_N_WW', 'FED/RESPPALGUOB_N_WW', 'FED/RESPPALGUOB_XAW_XCH52_N_WW', 'FED/RESPPALGUOB_XAW_XCH1_N_WW', 'FED/RESPPALGUOB_XAW_N_WW', 'FED/RESPPALGUO_N_WW', 'FED/RESPPALGUO_XAW_XCH52_N_WW', 'FED/RESPPALGUO_XAW_XCH1_N_WW', 'FED/RESPPALGUO_XAW_N_WW', 'FED/RESPPALG_N_WW', 'FED/RESPPALG_XAW_XCH52_N_WW', 'FED/RESPPALG_XAW_XCH1_N_WW', 'FED/RESPPALG_XAW_N_WW', 'FED/RESH4SC_N_WW', 'FED/RESH4SC_XAW_XCH52_N_WW', 'FED/RESH4SC_XAW_XCH1_N_WW', 'FED/RESH4SC_XAW_N_WW', 'FED/RIFSPPFAAD30_N_B', 'FED/RIFSPPNAAD60_N_B', 'FED/RXI_N_B_VES', 'FED/RIFSPPFAAD90_N_WF', 'FED/RIFSPPNAAD90_N_WF', 'FED/RIFSPPNAAD60_N_WF', 'FED/RIFSPPNAAD30_N_WF', 'FED/RIFLGFL_XII_N_WF', 'FED/RIFLGFCY30_XII_N_WF', 'FED/RIFLGFCY20_XII_N_WF', 'FED/RIFLGFCY10_XII_N_WF', 'FED/RIFLGFCY07_XII_N_WF', 'FED/RIFLGFCY05_XII_N_WF', 'FED/RIFLGFCY30_N_WF', 'FED/RIFLGFCY20_N_WF', 'FED/RIFLGFCY10_N_WF', 'FED/RIFLGFCY07_N_WF', 'FED/RIFLGFCY05_N_WF', 'FED/RIFLGFCY03_N_WF', 'FED/RIFLGFCY02_N_WF', 'FED/RIFLGFCY01_N_WF', 'FED/RIFLGFCM06_N_WF', 'FED/RIFLGFCM03_N_WF', 'FED/RIFLGFCM01_N_WF', 'FED/RIFSGFSY01_N_WF', 'FED/RIFSGFSM06_N_WF', 'FED/RIFSGFSM03_N_WF', 'FED/RIFSGFSW04_N_WF', 'FED/PARAMS', 'FED/SVEN1F', 'FED/SVENY', 'FED/SVENF', 'FED/SVENPY', 'FED/RXI_N_B_TH', 'FED/RXI_N_B_SZ', 'FED/RXI_N_B_SL', 'FED/RXI_N_B_KO', 'FED/RXI_N_B_SI', 'FED/RXI_N_B_SF', 'FED/RXI_N_B_NO', 'FED/RXI_N_B_MX', 'FED/RXI_N_B_IN', 'FED/RXI_N_B_HK', 'FED/RXI_N_B_DN', 'FED/RXI_N_B_CH', 'FED/RXI_N_B_BZ', 'FED/RXI_US_N_B_UK', 'FED/RXI_US_N_B_NZ', 'FED/RXI_US_N_B_EU', 'FED/RXI_US_N_B_AL', 'FED/RXI_N_B_TA', 'FED/RXI_N_B_SD', 'FED/RXI_N_B_MA', 'FED/RXI_N_B_JA', 'FED/RXI_N_B_CA', 'FED/JRXWTFO_N_B', 'FED/JRXWTFN_N_B', 'FED/JRXWTFB_N_B', 'FED/RIFSPPNAAD90_N_B', 'FED/RIFSPPFAAD60_N_WF', 'FED/RIFSPPFAAD30_N_WF', 'FED/RIFSPPFAAD15_N_B', 'FED/B3095NFRD', 'FED/B3094NFRD', 'FED/B3053NFRD', 'FED/B3092NFRD', 'FED/B3095NFRA', 'FED/B3094NFRA', 'FED/B3053NFRA', 'FED/B3092NFRA', 'FED/B3095NSMD', 'FED/B3094NSMD', 'FED/B3053NSMD', 'FED/B3092NSMD', 'FED/B3095NSMA', 'FED/B3094NSMA', 'FED/B3053NSMA', 'FED/B3092NSMA', 'FED/B3095NLGD', 'FED/B3094NLGD', 'FED/B3053NLGD', 'FED/B3092NLGD', 'FED/B3095NLGA', 'FED/B3094NLGA', 'FED/B3053NLGA', 'FED/B3092NLGA', 'FED/B3095NDMD', 'FED/B3094NDMD', 'FED/B3053NDMD', 'FED/B3092NDMD', 'FED/B3095NDMA', 'FED/B3094NDMA', 'FED/B3053NDMA', 'FED/B3092NDMA', 'FED/B3095NCBD', 'FED/B3094NCBD', 'FED/B3092NCBD', 'FED/B3053NCBD', 'FED/B3095NCBA', 'FED/B3094NCBA', 'FED/B3053NCBA', 'FED/B3092NCBA', 'FED/B8321NFRD', 'FED/B1310NFRD', 'FED/B1030NFRD', 'FED/B3305NFRD', 'FED/B1245NFRD', 'FED/B1243NFRD', 'FED/B3248NFRD', 'FED/B1218NFRD', 'FED/B1217NFRD', 'FED/B1216NFRD', 'FED/B1215NFRD', 'FED/B3219NFRD', 'FED/B1221NFRD', 'FED/B8321NFRA', 'FED/B1310NFRA', 'FED/B1030NFRA', 'FED/B3305NFRA', 'FED/B1245NFRA', 'FED/B1243NFRA', 'FED/B3248NFRA', 'FED/B1218NFRA', 'FED/B1217NFRA', 'FED/B1215NFRA', 'FED/B1216NFRA', 'FED/B3219NFRA', 'FED/B1221NFRA', 'FED/B8321NSMD', 'FED/B1310NSMD', 'FED/B1030NSMD', 'FED/B3305NSMD', 'FED/B1243NSMD', 'FED/B1245NSMD', 'FED/B3248NSMD', 'FED/B1218NSMD', 'FED/B1217NSMD', 'FED/B1216NSMD', 'FED/B1215NSMD', 'FED/B3219NSMD', 'FED/B1221NSMD', 'FED/B8321NSMA', 'FED/B1310NSMA', 'FED/B1030NSMA', 'FED/B3305NSMA', 'FED/B1245NSMA', 'FED/B1243NSMA', 'FED/B3248NSMA', 'FED/B1218NSMA', 'FED/B1217NSMA', 'FED/B1216NSMA', 'FED/B1215NSMA', 'FED/B3219NSMA', 'FED/B1221NSMA', 'FED/B8321NLGD', 'FED/B1310NLGD', 'FED/B1030NLGD', 'FED/B3305NLGD', 'FED/B1245NLGD', 'FED/B1243NLGD', 'FED/B3248NLGD', 'FED/B1218NLGD', 'FED/B1217NLGD', 'FED/B1216NLGD', 'FED/B1215NLGD', 'FED/B3219NLGD', 'FED/B1221NLGD', 'FED/B8321NLGA', 'FED/B1310NLGA', 'FED/B1030NLGA', 'FED/B3305NLGA', 'FED/B1245NLGA', 'FED/B1243NLGA', 'FED/B3248NLGA', 'FED/B1218NLGA', 'FED/B1217NLGA', 'FED/B1216NLGA', 'FED/B1215NLGA', 'FED/B3219NLGA', 'FED/B1221NLGA', 'FED/B8321NDMD', 'FED/B1310NDMD', 'FED/B1030NDMD', 'FED/B3305NDMD', 'FED/B1245NDMD', 'FED/B3248NDMD', 'FED/B1243NDMD', 'FED/B1218NDMD', 'FED/B1217NDMD', 'FED/B1216NDMD', 'FED/B1215NDMD', 'FED/B3219NDMD', 'FED/B1221NDMD', 'FED/B8321NDMA', 'FED/B1310NDMA', 'FED/B1030NDMA', 'FED/B3305NDMA', 'FED/B1245NDMA', 'FED/B1243NDMA', 'FED/B3248NDMA', 'FED/B1218NDMA', 'FED/B1217NDMA', 'FED/B1216NDMA', 'FED/B1215NDMA', 'FED/B3219NDMA', 'FED/B1221NDMA', 'FED/B8321NCBD', 'FED/B1310NCBD', 'FED/B1030NCBD', 'FED/B3305NCBD', 'FED/B1245NCBD', 'FED/B1243NCBD', 'FED/B3248NCBD', 'FED/B1218NCBD', 'FED/B1217NCBD', 'FED/B1216NCBD', 'FED/B1215NCBD', 'FED/B3219NCBD', 'FED/B1221NCBD', 'FED/B8321NCBA', 'FED/B1310NCBA', 'FED/B1030NCBA', 'FED/B3305NCBA', 'FED/B1245NCBA', 'FED/B1243NCBA', 'FED/B3248NCBA', 'FED/B1218NCBA', 'FED/B1217NCBA', 'FED/B1216NCBA', 'FED/B1215NCBA', 'FED/B3219NCBA', 'FED/B1221NCBA', 'FED/B1231NFRD', 'FED/B1091NFRD', 'FED/B1152NFRD', 'FED/B1100NFRD', 'FED/B1110NFRD', 'FED/B1072NFRD', 'FED/B1058NFRD', 'FED/B1151NFRD', 'FED/B1048NFRD', 'FED/B1047NFRD', 'FED/B1043NFRD', 'FED/B1247NFRD', 'FED/B1029NFRD', 'FED/B1220NFRD', 'FED/B1027NFRD', 'FED/B1026NFRD', 'FED/B1023NFRD', 'FED/B1020NFRD', 'FED/B1304NFRD', 'FED/B1303NFRD', 'FED/B1011NFRD', 'FED/B1302NFRD', 'FED/B1301NFRD', 'FED/B1003NFRD', 'FED/B1002NFRD', 'FED/B1001NFRD', 'FED/B1231NFRA', 'FED/B1091NFRA', 'FED/B1152NFRA', 'FED/B1100NFRA', 'FED/B1110NFRA', 'FED/B1072NFRA', 'FED/B1058NFRA', 'FED/B1151NFRA', 'FED/B1048NFRA', 'FED/B1047NFRA', 'FED/B1043NFRA', 'FED/B1247NFRA', 'FED/B1029NFRA', 'FED/B1220NFRA', 'FED/B1027NFRA', 'FED/B1026NFRA', 'FED/B1023NFRA', 'FED/B1020NFRA', 'FED/B1304NFRA', 'FED/B1303NFRA', 'FED/B1011NFRA', 'FED/B1302NFRA', 'FED/B1301NFRA', 'FED/B1003NFRA', 'FED/B1002NFRA', 'FED/B1001NFRA', 'FED/B1231NSMD', 'FED/B1091NSMD', 'FED/B1152NSMD', 'FED/B1100NSMD', 'FED/B1110NSMD', 'FED/B1072NSMD', 'FED/B1058NSMD', 'FED/B1151NSMD', 'FED/B1048NSMD', 'FED/B1047NSMD', 'FED/B1043NSMD', 'FED/B1247NSMD', 'FED/B1029NSMD', 'FED/B1220NSMD', 'FED/B1027NSMD', 'FED/B1026NSMD', 'FED/B1023NSMD', 'FED/B1020NSMD', 'FED/B1304NSMD', 'FED/B1303NSMD', 'FED/B1011NSMD', 'FED/B1302NSMD', 'FED/B1301NSMD', 'FED/B1003NSMD', 'FED/B1002NSMD', 'FED/B1001NSMD', 'FED/B1231NSMA', 'FED/B1091NSMA', 'FED/B1152NSMA', 'FED/B1100NSMA', 'FED/B1110NSMA', 'FED/B1072NSMA', 'FED/B1058NSMA', 'FED/B1151NSMA', 'FED/B1048NSMA', 'FED/B1047NSMA', 'FED/B1043NSMA', 'FED/B1247NSMA', 'FED/B1029NSMA', 'FED/B1220NSMA', 'FED/B1027NSMA', 'FED/B1026NSMA', 'FED/B1023NSMA', 'FED/B1020NSMA', 'FED/B1304NSMA', 'FED/B1303NSMA', 'FED/B1011NSMA', 'FED/B1302NSMA', 'FED/B1301NSMA', 'FED/B1003NSMA', 'FED/B1002NSMA', 'FED/B1001NSMA', 'FED/B1231NLGD', 'FED/B1091NLGD', 'FED/B1152NLGD', 'FED/B1100NLGD', 'FED/B1110NLGD', 'FED/B1072NLGD', 'FED/B1058NLGD', 'FED/B1151NLGD', 'FED/B1048NLGD', 'FED/B1047NLGD', 'FED/B1043NLGD', 'FED/B1247NLGD', 'FED/B1029NLGD', 'FED/B1220NLGD', 'FED/B1027NLGD', 'FED/B1026NLGD', 'FED/B1023NLGD', 'FED/B1020NLGD', 'FED/B1304NLGD', 'FED/B1303NLGD', 'FED/B1011NLGD', 'FED/B1302NLGD', 'FED/B1301NLGD', 'FED/B1003NLGD', 'FED/B1002NLGD', 'FED/B1001NLGD', 'FED/B1231NLGA', 'FED/B1091NLGA', 'FED/B1152NLGA', 'FED/B1100NLGA', 'FED/B1110NLGA', 'FED/B1072NLGA', 'FED/B1058NLGA', 'FED/B1151NLGA', 'FED/B1048NLGA', 'FED/B1047NLGA', 'FED/B1043NLGA', 'FED/B1247NLGA', 'FED/B1029NLGA', 'FED/B1220NLGA', 'FED/B1027NLGA', 'FED/B1026NLGA', 'FED/B1023NLGA', 'FED/B1020NLGA', 'FED/B1304NLGA', 'FED/B1303NLGA', 'FED/B1011NLGA', 'FED/B1302NLGA', 'FED/B1301NLGA', 'FED/B1003NLGA', 'FED/B1002NLGA', 'FED/B1001NLGA', 'FED/B1231NDMD', 'FED/B1091NDMD', 'FED/B1152NDMD', 'FED/B1100NDMD', 'FED/B1110NDMD', 'FED/B1072NDMD', 'FED/B1058NDMD', 'FED/B1151NDMD', 'FED/B1048NDMD', 'FED/B1047NDMD', 'FED/B1043NDMD', 'FED/B1247NDMD', 'FED/B1029NDMD', 'FED/B1220NDMD', 'FED/B1027NDMD', 'FED/B1026NDMD', 'FED/B1023NDMD', 'FED/B1020NDMD', 'FED/B1304NDMD', 'FED/B1303NDMD', 'FED/B1011NDMD', 'FED/B1302NDMD', 'FED/B1301NDMD', 'FED/B1003NDMD', 'FED/B1002NDMD', 'FED/B1001NDMD', 'FED/B1231NDMA', 'FED/B1091NDMA', 'FED/B1152NDMA', 'FED/B1100NDMA', 'FED/B1110NDMA', 'FED/B1072NDMA', 'FED/B1058NDMA', 'FED/B1151NDMA', 'FED/B1048NDMA', 'FED/B1047NDMA', 'FED/B1043NDMA', 'FED/B1247NDMA', 'FED/B1029NDMA', 'FED/B1220NDMA', 'FED/B1027NDMA', 'FED/B1026NDMA', 'FED/B1023NDMA', 'FED/B1020NDMA', 'FED/B1304NDMA', 'FED/B1303NDMA', 'FED/B1011NDMA', 'FED/B1302NDMA', 'FED/B1301NDMA', 'FED/B1003NDMA', 'FED/B1002NDMA', 'FED/B1001NDMA', 'FED/B1231NCBD', 'FED/B1091NCBD', 'FED/B1152NCBD', 'FED/B1100NCBD', 'FED/B1110NCBD', 'FED/B1072NCBD', 'FED/B1058NCBD', 'FED/B1151NCBD', 'FED/B1048NCBD', 'FED/B1047NCBD', 'FED/B1043NCBD', 'FED/B1247NCBD', 'FED/B1029NCBD', 'FED/B1220NCBD', 'FED/B1027NCBD', 'FED/B1026NCBD', 'FED/B1023NCBD', 'FED/B1020NCBD', 'FED/B1304NCBD', 'FED/B1303NCBD', 'FED/B1011NCBD', 'FED/B1302NCBD', 'FED/B1301NCBD', 'FED/B1003NCBD', 'FED/B1002NCBD', 'FED/B1001NCBD', 'FED/B1231NCBA', 'FED/B1091NCBA', 'FED/B1152NCBA', 'FED/B1100NCBA', 'FED/B1110NCBA', 'FED/B1072NCBA', 'FED/B1058NCBA', 'FED/B1151NCBA', 'FED/B1048NCBA', 'FED/B1047NCBA', 'FED/B1043NCBA', 'FED/B1247NCBA', 'FED/B1029NCBA', 'FED/B1220NCBA', 'FED/B1027NCBA', 'FED/B1026NCBA', 'FED/B1023NCBA', 'FED/B1020NCBA', 'FED/B1304NCBA', 'FED/B1303NCBA', 'FED/B1011NCBA', 'FED/B1302NCBA', 'FED/B1301NCBA', 'FED/B1003NCBA', 'FED/B1002NCBA', 'FED/B1001NCBA', 'FED/RIFSPPFAAD60_N_B', 'FED/MDL_N_WM', 'FED/MMFGB_N_WM', 'FED/MDTS_N_WM', 'FED/MDD_N_WM', 'FED/MCU_N_WM', 'FED/M2_N_WM', 'FED/M1_N_WM', 'FED/RIW_G327213_S', 'FED/IP_G327213_N', 'FED/IP_G327213_S', 'FED/RIW_G21113PQ_S', 'FED/RIW_G21113_S', 'FED/RIW_G21112_S', 'FED/IP_G21113PQ_N', 'FED/IP_G21113PQ_S', 'FED/IP_G21113_N', 'FED/IP_G21113_S', 'FED/IP_G21112_N', 'FED/IP_G21112_S', 'FED/MIKD_N_M', 'FED/MDL_N_M', 'FED/MDL_M', 'FED/RIW_G32522_S', 'FED/CAPUTL_G32522_S', 'FED/CAP_G32522_S', 'FED/IP_G32522_N', 'FED/IP_G32522_S', 'FED/RIW_G221111A4T8_S', 'FED/IP_G221111A4T8_S', 'FED/IP_G221111A4T8_N', 'FED/B3095NFRDM', 'FED/B3094NFRDM', 'FED/B3053NFRDM', 'FED/B3092NFRDM', 'FED/B3095NFRCMG', 'FED/B3095NFRAM', 'FED/B3094NFRAM']
#region imports from AlgorithmImports import * #endregion class Fred: FRED = ['FRED/NROUST', 'FRED/GDPPOT', 'FRED/NGDPPOT', 'FRED/NROU', 'FRED/UNRATEMD', 'FRED/GDPC1MD', 'FRED/PCECTPIMD', 'FRED/JCXFEMD', 'FRED/FEDTARRL', 'FRED/FEDTARRM', 'FRED/FEDTARRH', 'FRED/FEDTARCTL', 'FRED/FEDTARCTM', 'FRED/FEDTARMD', 'FRED/FEDTARCTH', 'FRED/PCECTPIRM', 'FRED/JCXFERM', 'FRED/JCXFERL', 'FRED/JCXFERH', 'FRED/JCXFECTL', 'FRED/PCECTPIRL', 'FRED/JCXFECTM', 'FRED/GDPC1RL', 'FRED/UNRATERL', 'FRED/JCXFECTH', 'FRED/UNRATERH', 'FRED/GDPC1RH', 'FRED/UNRATERM', 'FRED/PCECTPIRH', 'FRED/UNRATECTL', 'FRED/GDPC1CTH', 'FRED/PCECTPICTL', 'FRED/PCECTPICTH', 'FRED/GDPC1RM', 'FRED/UNRATECTM', 'FRED/GDPC1CTL', 'FRED/PCECTPICTM', 'FRED/GDPC1CTM', 'FRED/UNRATECTH', 'FRED/RPTSYD', 'FRED/RPTTLD', 'FRED/RPONMBSD', 'FRED/RPONTSYD', 'FRED/RPONTTLD', 'FRED/RPONAGYD', 'FRED/RPMBSD', 'FRED/RPAGYD', 'FRED/RRPTTLD', 'FRED/RRPONTTLD', 'FRED/RRPTSYD', 'FRED/RRPONTSYD', 'FRED/T10Y2Y', 'FRED/T5YIE', 'FRED/T10Y3M', 'FRED/T10YIE', 'FRED/T5YIFR', 'FRED/FLEXSC', 'FRED/WUPSHO', 'FRED/WUDSHO', 'FRED/WSEFINOL', 'FRED/WSEFINTL1', 'FRED/WSEFINT1', 'FRED/WMTSEC1', 'FRED/WMTSECL1', 'FRED/WFASECL1', 'FRED/WFASEC1', 'FRED/WFCDA', 'FRED/WSEFINO', 'FRED/EFFR75', 'FRED/EFFR25', 'FRED/EFFR99', 'FRED/EFFRVOL', 'FRED/OBFR1', 'FRED/OBFR25', 'FRED/OBFR75', 'FRED/OBFRVOL', 'FRED/EFFR', 'FRED/EFFR1', 'FRED/OBFR', 'FRED/OBFR99', 'FRED/DTP10L25', 'FRED/D9WFCDA', 'FRED/D8WFCDA', 'FRED/D7WFCDA', 'FRED/D6WFCDA', 'FRED/D5WFCDA', 'FRED/D4WFCDA', 'FRED/D3WFCDA', 'FRED/D2WFCDA', 'FRED/D1WFCDA', 'FRED/D12WFCDA', 'FRED/D11WFCDA', 'FRED/D10WFCDA', 'FRED/NONFINGT80AAAMT', 'FRED/FINGT80AAAMT', 'FRED/ABGT80AAAMT', 'FRED/NONFINGT80A2P2AMT', 'FRED/NONFIN59AAAMT', 'FRED/FIN59AAAMT', 'FRED/AB59AAAMT', 'FRED/NONFIN59A2P2AMT', 'FRED/NONFIN4180AAAMT', 'FRED/FIN4180AAAMT', 'FRED/AB4180AAAMT', 'FRED/NONFIN4180A2P2AMT', 'FRED/NONFIN2140AAAMT', 'FRED/FIN2140AAAMT', 'FRED/AB2140AAAMT', 'FRED/NONFIN2140A2P2AMT', 'FRED/NONFIN14AAAMT', 'FRED/FIN14AAAMT', 'FRED/AB14AAAMT', 'FRED/NONFIN14A2P2AMT', 'FRED/NONFIN1020AAAMT', 'FRED/FIN1020AAAMT', 'FRED/NONFIN1020A2P2AMT', 'FRED/MKTGT80MKTAMT', 'FRED/MKT59MKTAMT', 'FRED/MKT4180MKTAMT', 'FRED/MKT2140MKTAMT', 'FRED/MKT14MKTAMT', 'FRED/MKT1020MKTAMT', 'FRED/RIFSPPNA2P2D01NB', 'FRED/FINGT80AAVOL', 'FRED/ABGT80AAVOL', 'FRED/NONFINGT80A2P2VOL', 'FRED/NONFIN59AAVOL', 'FRED/FIN59AAVOL', 'FRED/NONFIN59A2P2VOL', 'FRED/NONFIN4180AAVOL', 'FRED/FIN4180AAVOL', 'FRED/AB4180AAVOL', 'FRED/NONFIN4180A2P2VOL', 'FRED/NONFIN2140AAVOL', 'FRED/FIN2140AAVOL', 'FRED/AB2140AAVOL', 'FRED/NONFIN2140A2P2VOL', 'FRED/FIN14AAVOL', 'FRED/AB14AAVOL', 'FRED/NONFIN14A2P2VOL', 'FRED/NONFIN1020AAVOL', 'FRED/FIN1020AAVOL', 'FRED/AB1020AAVOL', 'FRED/NONFIN1020A2P2VOL', 'FRED/MKTGT80MKTVOL', 'FRED/MKT59MKTVOL', 'FRED/MKT4180MKTVOL', 'FRED/MKT2140MKTVOL', 'FRED/MKT14MKTVOL', 'FRED/MKT1020MKTVOL', 'FRED/DTBSPCKFFONWW', 'FRED/DTBSPCKFDUNWW', 'FRED/DTBSPCKFDONWW', 'FRED/DTBSPCKFDBNWW', 'FRED/DTBSPCKPTONWW', 'FRED/DTBSPCKPTNNWW', 'FRED/DTBSPCKPLONWW', 'FRED/RIFSPPNAAD07NB', 'FRED/RIFSPPAAAD07NB', 'FRED/RIFSPPNA2P2D07NB', 'FRED/RIFSPPAAAD15NB', 'FRED/RIFSPPNA2P2D15NB', 'FRED/DTBSPCKNOWW', 'FRED/DTBSPCKNONWW', 'FRED/NONFINGT80AAVOL', 'FRED/AB59AAVOL', 'FRED/DTBSPCKFFBNWW', 'FRED/DTBSPCKFDNNWW', 'FRED/DTBSPCKPTFNWW', 'FRED/DTBSPCKPLNNWW', 'FRED/DTBSPCKPLANWW', 'FRED/RIFSPPAAAD60NB', 'FRED/RIFSPPNAAD30NB', 'FRED/DTBSPCKFOWW', 'FRED/DTBSPCKFONWW', 'FRED/RIFSPPNA2P2D90NB', 'FRED/RIFSPPNAAD15NB', 'FRED/RIFSPPFAAD01NB', 'FRED/NONFIN14AAVOL', 'FRED/DTBSPCKCT2NWW', 'FRED/AB1020AAAMT', 'FRED/RIFSPPNAAD01NB', 'FRED/DTBSPCKPLFNWW', 'FRED/RIFSPPNA2P2D60NB', 'FRED/DTBSPCKPTANWW', 'FRED/RIFSPPAAAD01NB', 'FRED/RIFSPPAAAD90NB', 'FRED/RIFSPPNA2P2D30NB', 'FRED/DTBSPCKCT1NWW', 'FRED/RIFSPPFAAD07NB', 'FRED/RIFSPPAAAD30NB', 'FRED/RIFSPPFAAD90NB', 'FRED/T6MFF', 'FRED/T5YFF', 'FRED/T1YFF', 'FRED/T3MFF', 'FRED/AAAFF', 'FRED/CPFF', 'FRED/BAAFF', 'FRED/T10YFF', 'FRED/BAA10Y', 'FRED/AAA10Y', 'FRED/WLEMUINDXD', 'FRED/USEPUINDXD', 'FRED/TERM911Y', 'FRED/FEDD5T10', 'FRED/OTHL15', 'FRED/OTHL91T1Y', 'FRED/FEDD15', 'FRED/FEDD1690', 'FRED/WSDTREAA', 'FRED/WSDFDSA', 'FRED/WSDONTL', 'FRED/WLDECL', 'FRED/WLTEC', 'FRED/WSHOTSL', 'FRED/WLDACLC', 'FRED/WLRRAOL', 'FRED/WLTDHDIA', 'FRED/WLCFLSECL', 'FRED/WSHONBNA', 'FRED/WSHOFADSL', 'FRED/WSHOSHO', 'FRED/WOFDRBTHL', 'FRED/WLTLECL', 'FRED/WLDACL', 'FRED/WTCOL', 'FRED/WSHOBA', 'FRED/WTCOA', 'FRED/WLCFOCEL', 'FRED/WORAL', 'FRED/WOFSRBFL', 'FRED/WOLCL', 'FRED/WSRLL', 'FRED/WDTGAL', 'FRED/WPCLC', 'FRED/WPCL', 'FRED/WSDFDSL', 'FRED/WSDTREAL', 'FRED/WTFSRFL', 'FRED/WSHONBIIL', 'FRED/WSHONBNL', 'FRED/WSHONBIIA', 'FRED/WSHOICL', 'FRED/WSHOBL', 'FRED/WSHOICA', 'FRED/WABPL', 'FRED/WOFDRBORBL', 'FRED/WSDEALL', 'FRED/WLFN', 'FRED/WLAD', 'FRED/WLOCL', 'FRED/WOSDRL', 'FRED/WSHOTSA', 'FRED/WLCFLSCL', 'FRED/WACL', 'FRED/WOCE', 'FRED/WOFSRBFA', 'FRED/WDFOA', 'FRED/WOFDRBTHA', 'FRED/WDFOL', 'FRED/WCPCA', 'FRED/WAOAL', 'FRED/WSDONT', 'FRED/WSDEAL', 'FRED/WOFDRBORBA', 'FRED/WSB', 'FRED/WOFRAL', 'FRED/WCBLSA', 'FRED/WLCFLPCL', 'FRED/WTFORBAFA', 'FRED/WOSDRA', 'FRED/WOTHLIAB', 'FRED/WTFSRFA', 'FRED/WTFORBAFL', 'FRED/WCPIL', 'FRED/WLODLL', 'FRED/WLCFLL', 'FRED/WREPO', 'FRED/D8WLRRA', 'FRED/D8WLINT', 'FRED/D8WLTGAL', 'FRED/D8WLNNBH', 'FRED/D8WLOCL', 'FRED/D8WLFOL', 'FRED/D8WTLAC', 'FRED/D8WCPCA', 'FRED/D8WCPIL', 'FRED/D8WACL', 'FRED/REP1690', 'FRED/MBS1690', 'FRED/OTHL1690', 'FRED/MBS911Y', 'FRED/RREP1690', 'FRED/OTHL5T10', 'FRED/TERM15', 'FRED/FEDD1T5', 'FRED/OTHL1T5', 'FRED/REP15', 'FRED/TERM1690', 'FRED/FEDD10Y', 'FRED/SWP5T10', 'FRED/FEDD911Y', 'FRED/MBS1T5', 'FRED/RREP15', 'FRED/MBS5T10', 'FRED/SWP911Y', 'FRED/SWP1T5', 'FRED/SWP15', 'FRED/MBS15', 'FRED/TREAS15', 'FRED/SWP10Y', 'FRED/TREAS911Y', 'FRED/TERMT', 'FRED/SWP1690', 'FRED/TREAS1590', 'FRED/MBS10Y', 'FRED/TREAS5T10', 'FRED/TREAS1T5', 'FRED/TREAS10Y', 'FRED/FEDDT', 'FRED/TREAST', 'FRED/SWPT', 'FRED/WALL', 'FRED/WLRRAL', 'FRED/WTREGEN', 'FRED/WLODL', 'FRED/WCICL', 'FRED/WREPODEL', 'FRED/WOFSRBRBC', 'FRED/WCSL', 'FRED/WSHOMCB', 'FRED/WPC', 'FRED/WSC', 'FRED/WLDLCL', 'FRED/WOFSRBGSL', 'FRED/WCTCL', 'FRED/WOFSRBGSA', 'FRED/WMBSEC', 'FRED/WRBWFRBL', 'FRED/WFEDSEC', 'FRED/WALCL', 'FRED/WOTHAST', 'FRED/WLRRAA', 'FRED/WSECOUT', 'FRED/WGCAL', 'FRED/WREPOFOR', 'FRED/WLRRAFOIAL', 'FRED/WOTHLB', 'FRED/WRESBAL', 'FRED/WRESCRT', 'FRED/WCURCIR', 'FRED/FNFINCP', 'FRED/DNFINCPN', 'FRED/DFINCPN', 'FRED/NFINCP', 'FRED/FINCPN', 'FRED/FFINCPN', 'FRED/ABCOMPN', 'FRED/DFINCP', 'FRED/COMPUTN', 'FRED/DNFINCP', 'FRED/FFINCP', 'FRED/FINCP', 'FRED/OTHCOMPN', 'FRED/FNFINCPN', 'FRED/OTHCOMP', 'FRED/D5WLTOTL', 'FRED/D5WLRRA', 'FRED/D5WLINT', 'FRED/D5WLNNBH', 'FRED/D5WLTGAL', 'FRED/D5WLFOL', 'FRED/D5WLOCL', 'FRED/D5WCSL', 'FRED/D5WCPCA', 'FRED/D5WTLAC', 'FRED/D5WCPIL', 'FRED/D5WATAL', 'FRED/D5WACL', 'FRED/D5WLDEP', 'FRED/D5WACBS', 'FRED/D5WSRLL', 'FRED/D5WAISAL', 'FRED/D8WLTOTL', 'FRED/D8WLDEP', 'FRED/D8WCSL', 'FRED/D8WSRLL', 'FRED/D8WATAL', 'FRED/D8WACBS', 'FRED/D8WAISAL', 'FRED/D12WLTOTL', 'FRED/D12WLRRA', 'FRED/D12WLINT', 'FRED/D12WLTGAL', 'FRED/D12WLOCL', 'FRED/D12WLFOL', 'FRED/D12WLDEP', 'FRED/D12WCSL', 'FRED/D12WTLAC', 'FRED/D12WCPCA', 'FRED/D12WCPIL', 'FRED/D12WSRLL', 'FRED/D12WATAL', 'FRED/D12WACL', 'FRED/D12WLNNBH', 'FRED/D12WAISAL', 'FRED/D12WACBS', 'FRED/D3WLTOTL', 'FRED/D3WLINT', 'FRED/D3WLNNBH', 'FRED/D3WLFOL', 'FRED/D3WLTGAL', 'FRED/D3WLOCL', 'FRED/D3WLDEP', 'FRED/D3WTLAC', 'FRED/D3WCSL', 'FRED/D3WCPCA', 'FRED/D3WCPIL', 'FRED/D3WSRLL', 'FRED/D3WACL', 'FRED/D3WLRRA', 'FRED/D3WATAL', 'FRED/D3WACBS', 'FRED/D3WAISAL', 'FRED/D10WLRRA', 'FRED/D10WLTOTL', 'FRED/D10WLTGAL', 'FRED/D10WLDEP', 'FRED/D10WLFOL', 'FRED/D10WLOCL', 'FRED/D10WCPIL', 'FRED/D10WATAL', 'FRED/D10WCPCA', 'FRED/D10WTLAC', 'FRED/D10WSRLL', 'FRED/D10WACL', 'FRED/D10WCSL', 'FRED/D10WACBS', 'FRED/D10WLNNBH', 'FRED/D10WLINT', 'FRED/D10WAISAL', 'FRED/D9WLTOTL', 'FRED/D9WLRRA', 'FRED/D9WLNNBH', 'FRED/D9WLTGAL', 'FRED/D9WLOCL', 'FRED/D9WLFOL', 'FRED/D9WLDEP', 'FRED/D9WTLAC', 'FRED/D9WCSL', 'FRED/D9WCPCA', 'FRED/D9WCPIL', 'FRED/D9WSRLL', 'FRED/D9WACL', 'FRED/D9WLINT', 'FRED/D9WATAL', 'FRED/D9WACBS', 'FRED/D9WAISAL', 'FRED/D2WLTOTL', 'FRED/D2WLINT', 'FRED/D2WLNNBH', 'FRED/D2WLFOL', 'FRED/D2WCSL', 'FRED/D2WTLAC', 'FRED/D2WCPIL', 'FRED/D2WCPCA', 'FRED/D2WLRRA', 'FRED/D2WLOCL', 'FRED/D2WATAL', 'FRED/D2WLDEP', 'FRED/D2WLTGAL', 'FRED/D2WACL', 'FRED/D2WSRLL', 'FRED/D2WACBS', 'FRED/D2WAISAL', 'FRED/D11WLTOTL', 'FRED/D11WLRRA', 'FRED/D11WLINT', 'FRED/D11WLNNBH', 'FRED/D11WLTGAL', 'FRED/D11WLFOL', 'FRED/D11WLDEP', 'FRED/D11WLOCL', 'FRED/D11WCPCA', 'FRED/D11WTLAC', 'FRED/D11WCSL', 'FRED/D11WATAL', 'FRED/D11WCPIL', 'FRED/D11WSRLL', 'FRED/D11WACL', 'FRED/D11WAISAL', 'FRED/D11WACBS', 'FRED/D4WLTOTL', 'FRED/D4WLRRA', 'FRED/D4WLNNBH', 'FRED/D4WLINT', 'FRED/D4WLTGAL', 'FRED/D4WLFOL', 'FRED/D4WLOCL', 'FRED/D4WCPCA', 'FRED/D4WCPIL', 'FRED/D4WACL', 'FRED/D4WLDEP', 'FRED/D4WTLAC', 'FRED/D4WSRLL', 'FRED/D4WCSL', 'FRED/D4WATAL', 'FRED/D4WACBS', 'FRED/D4WAISAL', 'FRED/D7WLRRA', 'FRED/D7WLTOTL', 'FRED/D7WLINT', 'FRED/D7WLTGAL', 'FRED/D7WLNNBH', 'FRED/D7WLFOL', 'FRED/D7WLOCL', 'FRED/D7WLDEP', 'FRED/D7WCPIL', 'FRED/D7WACL', 'FRED/D7WTLAC', 'FRED/D7WCSL', 'FRED/D7WCPCA', 'FRED/D7WATAL', 'FRED/D7WACBS', 'FRED/D7WSRLL', 'FRED/D7WAISAL', 'FRED/D1WLTOTL', 'FRED/D1WLRRA', 'FRED/D1WLINT', 'FRED/D1WLNNBH', 'FRED/D1WLTGAL', 'FRED/D1WLOCL', 'FRED/D1WLFOL', 'FRED/D1WLDEP', 'FRED/D1WCPCA', 'FRED/D1WCSL', 'FRED/D1WCPIL', 'FRED/D1WSRLL', 'FRED/D1WTLAC', 'FRED/D1WATAL', 'FRED/D1WACBS', 'FRED/D1WACL', 'FRED/D1WAISAL', 'FRED/D6WLTOTL', 'FRED/D6WLRRA', 'FRED/D6WLNNBH', 'FRED/D6WLTGAL', 'FRED/D6WLFOL', 'FRED/D6WLDEP', 'FRED/D6WLOCL', 'FRED/D6WTLAC', 'FRED/D6WCPCA', 'FRED/D6WCPIL', 'FRED/D6WLINT', 'FRED/D6WACL', 'FRED/D6WATAL', 'FRED/D6WCSL', 'FRED/D6WSRLL', 'FRED/D6WACBS', 'FRED/D6WAISAL', 'FRED/DLTIIT', 'FRED/DFII7', 'FRED/DGS6MO', 'FRED/DFII30', 'FRED/DGS30', 'FRED/DTB6', 'FRED/DTB1YR', 'FRED/WPCREDIT', 'FRED/DFEDTARL', 'FRED/DPCREDIT', 'FRED/DFEDTARU', 'FRED/DCPN30', 'FRED/DCPF3M', 'FRED/TOTBORR', 'FRED/WPRIME', 'FRED/DFII20', 'FRED/DGS7', 'FRED/DTB4WK', 'FRED/DGS3', 'FRED/DGS1MO', 'FRED/DFII5', 'FRED/DGS3MO', 'FRED/DGS2', 'FRED/DPRIME', 'FRED/FF', 'FRED/DGS1', 'FRED/DGS20', 'FRED/DGS5', 'FRED/DFII10', 'FRED/DFF', 'FRED/USRECDP', 'FRED/USRECDM', 'FRED/USRECD', 'FRED/ABCOMP', 'FRED/COMPAPER', 'FRED/COMPOUT', 'FRED/DTB3', 'FRED/DGS10', 'FRED/DHHNGSP', 'FRED/RIFSPPNAAD60NB', 'FRED/RIFSPPFAAD30NB', 'FRED/DCPN2M', 'FRED/DCPF1M', 'FRED/GASREGREFW', 'FRED/GASREGCOVW', 'FRED/GASPRMREFW', 'FRED/GASPRMCOVW', 'FRED/GASMIDREFW', 'FRED/GASMIDCOVW', 'FRED/GASDESLSW', 'FRED/GASALLREFW', 'FRED/GASALLCOVW', 'FRED/GASREGREFWCW', 'FRED/GASREGCOVWCW', 'FRED/GASPRMREFWCW', 'FRED/GASPRMCOVWCW', 'FRED/GASDESLSWCW', 'FRED/GASMIDREFWCW', 'FRED/GASMIDCOVWCW', 'FRED/GASALLREFWCW', 'FRED/GASALLCOVWCW', 'FRED/GASREGCOVRMW', 'FRED/GASPRMCOVRMW', 'FRED/GASDESLSRMW', 'FRED/GASMIDCOVRMW', 'FRED/GASALLCOVRMW', 'FRED/GASREGREFMWW', 'FRED/GASREGCOVMWW', 'FRED/GASPRMREFMWW', 'FRED/GASPRMCOVMWW', 'FRED/GASDESLSMWW', 'FRED/GASMIDREFMWW', 'FRED/GASMIDCOVMWW', 'FRED/GASALLREFMWW', 'FRED/GASALLCOVMWW', 'FRED/GASREGREFGCW', 'FRED/GASREGCOVGCW', 'FRED/GASPRMREFGCW', 'FRED/GASPRMCOVGCW', 'FRED/GASDESLSGCW', 'FRED/GASMIDREFGCW', 'FRED/GASMIDCOVGCW', 'FRED/GASALLREFGCW', 'FRED/GASALLCOVGCW', 'FRED/GASREGREFECW', 'FRED/GASREGCOVECW', 'FRED/GASPRMREFECW', 'FRED/GASPRMCOVECW', 'FRED/GASDESLSECW', 'FRED/GASMIDREFECW', 'FRED/GASMIDCOVECW', 'FRED/GASALLREFECW', 'FRED/GASALLCOVECW', 'FRED/GASMIDWCW', 'FRED/GASMIDRMW', 'FRED/GASPRMRMW', 'FRED/GASPRMMWW', 'FRED/GASMIDMWW', 'FRED/GASALLMWW', 'FRED/DDFUELNYH', 'FRED/DJFUELUSGULF', 'FRED/DGASNYH', 'FRED/DRGASLA', 'FRED/DDFUELLA', 'FRED/DGASUSGULF', 'FRED/DDFUELUSGULF', 'FRED/DHOILNYH', 'FRED/DPROPANEMBTX', 'FRED/DCOILWTICO', 'FRED/DCOILBRENTEU', 'FRED/GASPRMGCW', 'FRED/GASMIDGCW', 'FRED/GASPRMECW', 'FRED/GASALLGCW', 'FRED/GASPRMWCW', 'FRED/GASALLWCW', 'FRED/GASREGRMW', 'FRED/GASREGWCW', 'FRED/GASREGMWW', 'FRED/GASALLRMW', 'FRED/GASREGGCW', 'FRED/GASMIDECW', 'FRED/GASDESRMW', 'FRED/GASDESGCW', 'FRED/GASMIDW', 'FRED/GASDESMWW', 'FRED/GASREGECW', 'FRED/GASDESWCW', 'FRED/GASDESECW', 'FRED/GASPRMW', 'FRED/GASALLECW', 'FRED/GASALLW', 'FRED/GASDESW', 'FRED/GASREGW', 'FRED/ICNSA', 'FRED/ICSA', 'FRED/IC4WSA', 'FRED/STLFSI2', 'FRED/DTWEXBGS', 'FRED/THREEFYTP8', 'FRED/THREEFYTP9', 'FRED/THREEFYTP7', 'FRED/THREEFYTP6', 'FRED/THREEFYTP4', 'FRED/THREEFYTP3', 'FRED/THREEFYTP5', 'FRED/THREEFYTP2', 'FRED/THREEFYTP10', 'FRED/THREEFYTP1', 'FRED/THREEFY8', 'FRED/THREEFY9', 'FRED/THREEFY5', 'FRED/THREEFY3', 'FRED/THREEFY6', 'FRED/THREEFY7', 'FRED/THREEFY4', 'FRED/THREEFY2', 'FRED/THREEFY10', 'FRED/THREEFFTP9', 'FRED/THREEFFTP8', 'FRED/THREEFFTP7', 'FRED/THREEFY1', 'FRED/THREEFFTP10', 'FRED/THREEFFTP6', 'FRED/THREEFF8', 'FRED/THREEFFTP4', 'FRED/THREEFF5', 'FRED/THREEFF1', 'FRED/THREEFFTP3', 'FRED/THREEFFTP5', 'FRED/THREEFFTP1', 'FRED/THREEFF4', 'FRED/THREEFF7', 'FRED/THREEFF2', 'FRED/THREEFF9', 'FRED/THREEFFTP2', 'FRED/THREEFF6', 'FRED/THREEFF3', 'FRED/THREEFF10', 'FRED/WHHNGSP', 'FRED/RIFSPPNAAD90NB', 'FRED/NFCINONFINLEVERAGE', 'FRED/NFCIRISK', 'FRED/NFCILEVERAGE', 'FRED/NFCICREDIT', 'FRED/WLTIIT', 'FRED/WFII7', 'FRED/WFII30', 'FRED/WFII20', 'FRED/WFII5', 'FRED/WGS7YR', 'FRED/WGS1MO', 'FRED/WGS6MO', 'FRED/WGS20YR', 'FRED/WFII10', 'FRED/WGS3YR', 'FRED/WGS30YR', 'FRED/WTB6MS', 'FRED/WTB4WK', 'FRED/WTB1YR', 'FRED/WCPN2M', 'FRED/WCPN3M', 'FRED/WCPN1M', 'FRED/WCPF3M', 'FRED/DCPN3M', 'FRED/WGS3MO', 'FRED/WGS2YR', 'FRED/WGS5YR', 'FRED/WGS1YR', 'FRED/DEXVZUS', 'FRED/DEXNOUS', 'FRED/DEXSLUS', 'FRED/DEXDNUS', 'FRED/DEXHKUS', 'FRED/DEXSDUS', 'FRED/DEXTHUS', 'FRED/DEXSFUS', 'FRED/DEXSIUS', 'FRED/DEXUSNZ', 'FRED/DEXMAUS', 'FRED/DEXKOUS', 'FRED/DEXTAUS', 'FRED/DEXBZUS', 'FRED/DEXINUS', 'FRED/DEXSZUS', 'FRED/DEXUSAL', 'FRED/DEXUSUK', 'FRED/DEXCAUS', 'FRED/DEXMXUS', 'FRED/DEXCHUS', 'FRED/DEXJPUS', 'FRED/WDFUELNYH', 'FRED/WGASNYH', 'FRED/WPROPANEMBTX', 'FRED/WHOILNYH', 'FRED/WDFUELUSGULF', 'FRED/WRGASLA', 'FRED/WGASUSGULF', 'FRED/WDFUELLA', 'FRED/WJFUELUSGULF', 'FRED/WCOILBRENTEU', 'FRED/WCOILWTICO', 'FRED/NFCI', 'FRED/ANFCI', 'FRED/WGS10YR', 'FRED/WTB3MS', 'FRED/DEXUSEU', 'FRED/TEDRATE', 'FRED/VIRICLAIMS', 'FRED/PRIICLAIMS', 'FRED/WYICLAIMS', 'FRED/WVICLAIMS', 'FRED/SDICLAIMS', 'FRED/PAICLAIMS', 'FRED/TNICLAIMS', 'FRED/NMICLAIMS', 'FRED/NDICLAIMS', 'FRED/NHICLAIMS', 'FRED/NEICLAIMS', 'FRED/MTICLAIMS', 'FRED/MNICLAIMS', 'FRED/MSICLAIMS', 'FRED/KYICLAIMS', 'FRED/DCICLAIMS', 'FRED/DEICLAIMS', 'FRED/COICLAIMS', 'FRED/ARICLAIMS', 'FRED/AKICLAIMS', 'FRED/VAICLAIMS', 'FRED/WIICLAIMS', 'FRED/WAICLAIMS', 'FRED/TXICLAIMS', 'FRED/UTICLAIMS', 'FRED/VTICLAIMS', 'FRED/ORICLAIMS', 'FRED/RIICLAIMS', 'FRED/SCICLAIMS', 'FRED/OHICLAIMS', 'FRED/OKICLAIMS', 'FRED/NVICLAIMS', 'FRED/NYICLAIMS', 'FRED/NCICLAIMS', 'FRED/MOICLAIMS', 'FRED/NJICLAIMS', 'FRED/MDICLAIMS', 'FRED/MIICLAIMS', 'FRED/MAICLAIMS', 'FRED/MEICLAIMS', 'FRED/LAICLAIMS', 'FRED/KSICLAIMS', 'FRED/IAICLAIMS', 'FRED/ILICLAIMS', 'FRED/HIICLAIMS', 'FRED/INICLAIMS', 'FRED/IDICLAIMS', 'FRED/CTICLAIMS', 'FRED/GAICLAIMS', 'FRED/FLICLAIMS', 'FRED/CAICLAIMS', 'FRED/AZICLAIMS', 'FRED/ALICLAIMS', 'FRED/CCNSA', 'FRED/CC4WSA', 'FRED/IURNSA', 'FRED/IURSA', 'FRED/CCSA', 'FRED/RIFSPPFAAD15NB', 'FRED/WCPF2M', 'FRED/WCPF1M', 'FRED/OSEDCBW027NBOG', 'FRED/SNFSCBW027SBOG', 'FRED/SNFSCBW027NBOG', 'FRED/SNFLCBW027SBOG', 'FRED/SNFLCBW027NBOG', 'FRED/SNFFRIW027SBOG', 'FRED/SNFFRIW027NBOG', 'FRED/SNFACBW027NBOG', 'FRED/SNFACBW027SBOG', 'FRED/SNFDCBW027NBOG', 'FRED/SNFDCBW027SBOG', 'FRED/SMPSCBW027SBOG', 'FRED/SMPSCBW027NBOG', 'FRED/SMPLCBW027SBOG', 'FRED/SMPLCBW027NBOG', 'FRED/SMPFRIW027NBOG', 'FRED/SMPFRIW027SBOG', 'FRED/SMPDCBW027SBOG', 'FRED/SMPDCBW027NBOG', 'FRED/SMPACBW027SBOG', 'FRED/SMPACBW027NBOG', 'FRED/SBFSCBW027SBOG', 'FRED/SBFSCBW027NBOG', 'FRED/SBFLCBW027SBOG', 'FRED/SBFLCBW027NBOG', 'FRED/SBFFRIW027SBOG', 'FRED/SBFFRIW027NBOG', 'FRED/SBFDCBW027SBOG', 'FRED/SBFDCBW027NBOG', 'FRED/SBFACBW027NBOG', 'FRED/SBFACBW027SBOG', 'FRED/RRESCBW027SBOG', 'FRED/RRESCBW027NBOG', 'FRED/RRELCBW027SBOG', 'FRED/RRELCBW027NBOG', 'FRED/RREFRIW027SBOG', 'FRED/RREFRIW027NBOG', 'FRED/RREDCBW027SBOG', 'FRED/RREDCBW027NBOG', 'FRED/RREACBW027SBOG', 'FRED/RREACBW027NBOG', 'FRED/TAMLCBW027SBOG', 'FRED/TAMSCBW027SBOG', 'FRED/TAMSCBW027NBOG', 'FRED/TAMLCBW027NBOG', 'FRED/TAMDCBW027SBOG', 'FRED/TAMDCBW027NBOG', 'FRED/TAMFRIW027SBOG', 'FRED/TAMFRIW027NBOG', 'FRED/TAMACBW027SBOG', 'FRED/TAMACBW027NBOG', 'FRED/LNFSCBW027NBOG', 'FRED/LNFSCBW027SBOG', 'FRED/LNFLCBW027NBOG', 'FRED/LNFLCBW027SBOG', 'FRED/LNFFRIW027SBOG', 'FRED/LNFFRIW027NBOG', 'FRED/LNFDCBW027SBOG', 'FRED/LNFDCBW027NBOG', 'FRED/LNFACBW027SBOG', 'FRED/LNFACBW027NBOG', 'FRED/OLNSCBW027SBOG', 'FRED/OLNSCBW027NBOG', 'FRED/OLNLCBW027SBOG', 'FRED/OLNLCBW027NBOG', 'FRED/OLNACBW027NBOG', 'FRED/OLNACBW027SBOG', 'FRED/OLNDCBW027SBOG', 'FRED/OLNFRIW027NBOG', 'FRED/OLNDCBW027NBOG', 'FRED/OLNFRIW027SBOG', 'FRED/CLDSCBW027NBOG', 'FRED/CLDSCBW027SBOG', 'FRED/CLDFRIW027NBOG', 'FRED/CLDFRIW027SBOG', 'FRED/CLDLCBW027NBOG', 'FRED/CLDLCBW027SBOG', 'FRED/CLDDCBW027NBOG', 'FRED/CLDACBW027NBOG', 'FRED/CLDDCBW027SBOG', 'FRED/CLDACBW027SBOG', 'FRED/CARSCBW027NBOG', 'FRED/CARSCBW027SBOG', 'FRED/CARLCBW027SBOG', 'FRED/CARLCBW027NBOG', 'FRED/CARFRIW027SBOG', 'FRED/CARFRIW027NBOG', 'FRED/CARDCBW027SBOG', 'FRED/CARDCBW027NBOG', 'FRED/CARACBW027SBOG', 'FRED/CARACBW027NBOG', 'FRED/AOCSCBW027NBOG', 'FRED/AOCSCBW027SBOG', 'FRED/AOCLCBW027SBOG', 'FRED/AOCLCBW027NBOG', 'FRED/AOCFRIW027SBOG', 'FRED/AOCFRIW027NBOG', 'FRED/AOCDCBW027SBOG', 'FRED/AOCDCBW027NBOG', 'FRED/AOCACBW027SBOG', 'FRED/AOCACBW027NBOG', 'FRED/TASSCBW027SBOG', 'FRED/TASSCBW027NBOG', 'FRED/TNMSCBW027SBOG', 'FRED/TNMSCBW027NBOG', 'FRED/TNMLCBW027SBOG', 'FRED/TNMLCBW027NBOG', 'FRED/TNMFRIW027NBOG', 'FRED/TNMFRIW027SBOG', 'FRED/TNMDCBW027NBOG', 'FRED/TNMDCBW027SBOG', 'FRED/TNMACBW027SBOG', 'FRED/TNMACBW027NBOG', 'FRED/TMBSCBW027NBOG', 'FRED/TMBSCBW027SBOG', 'FRED/TMBLCBW027NBOG', 'FRED/TMBLCBW027SBOG', 'FRED/TMBFRIW027NBOG', 'FRED/TMBFRIW027SBOG', 'FRED/TMBDCBW027SBOG', 'FRED/TMBDCBW027NBOG', 'FRED/TMBACBW027NBOG', 'FRED/TMBACBW027SBOG', 'FRED/TASLCBW027SBOG', 'FRED/TASLCBW027NBOG', 'FRED/TASFRIW027SBOG', 'FRED/TASFRIW027NBOG', 'FRED/TASDCBW027NBOG', 'FRED/TASDCBW027SBOG', 'FRED/TASACBW027NBOG', 'FRED/TASACBW027SBOG', 'FRED/TLBSCBW027NBOG', 'FRED/TLBSCBW027SBOG', 'FRED/TLBLCBW027SBOG', 'FRED/TLBLCBW027NBOG', 'FRED/TLBFRIW027NBOG', 'FRED/TLBFRIW027SBOG', 'FRED/TLBDCBW027SBOG', 'FRED/TLBDCBW027NBOG', 'FRED/TLBACBW027SBOG', 'FRED/TLBACBW027NBOG', 'FRED/TLASCBW027NBOG', 'FRED/TLASCBW027SBOG', 'FRED/TLALCBW027SBOG', 'FRED/TLALCBW027NBOG', 'FRED/TLAFRIW027SBOG', 'FRED/TLAFRIW027NBOG', 'FRED/TLADCBW027NBOG', 'FRED/TLADCBW027SBOG', 'FRED/TLAACBW027SBOG', 'FRED/TLAACBW027NBOG', 'FRED/SBCSCBW027SBOG', 'FRED/SBCSCBW027NBOG', 'FRED/SBCLCBW027NBOG', 'FRED/SBCLCBW027SBOG', 'FRED/SBCFRIW027SBOG', 'FRED/SBCFRIW027NBOG', 'FRED/SBCDCBW027SBOG', 'FRED/SBCDCBW027NBOG', 'FRED/SBCACBW027NBOG', 'FRED/SBCACBW027SBOG', 'FRED/RALSCBW027NBOG', 'FRED/RALSCBW027SBOG', 'FRED/RALLCBW027SBOG', 'FRED/RALLCBW027NBOG', 'FRED/RALFRIW027NBOG', 'FRED/RALFRIW027SBOG', 'FRED/RALDCBW027NBOG', 'FRED/RALDCBW027SBOG', 'FRED/RALACBW027SBOG', 'FRED/RALACBW027NBOG', 'FRED/RELSCBW027NBOG', 'FRED/RELSCBW027SBOG', 'FRED/RHESCBW027NBOG', 'FRED/RHESCBW027SBOG', 'FRED/RHELCBW027SBOG', 'FRED/RHELCBW027NBOG', 'FRED/RHEFRIW027SBOG', 'FRED/RHEFRIW027NBOG', 'FRED/RHEDCBW027SBOG', 'FRED/RHEDCBW027NBOG', 'FRED/RHEACBW027NBOG', 'FRED/RHEACBW027SBOG', 'FRED/RELLCBW027SBOG', 'FRED/RELLCBW027NBOG', 'FRED/RELFRIW027SBOG', 'FRED/RELFRIW027NBOG', 'FRED/RELDCBW027NBOG', 'FRED/RELDCBW027SBOG', 'FRED/CRESCBW027NBOG', 'FRED/CRESCBW027SBOG', 'FRED/CRELCBW027SBOG', 'FRED/CRELCBW027NBOG', 'FRED/CREFRIW027NBOG', 'FRED/CREFRIW027SBOG', 'FRED/CREDCBW027SBOG', 'FRED/CREDCBW027NBOG', 'FRED/CREACBW027NBOG', 'FRED/CREACBW027SBOG', 'FRED/CRLSCBW027SBOG', 'FRED/CRLSCBW027NBOG', 'FRED/CRLLCBW027SBOG', 'FRED/CRLLCBW027NBOG', 'FRED/CRLFRIW027SBOG', 'FRED/CRLFRIW027NBOG', 'FRED/CRLDCBW027NBOG', 'FRED/CRLDCBW027SBOG', 'FRED/CRLACBW027SBOG', 'FRED/CRLACBW027NBOG', 'FRED/RELACBW027SBOG', 'FRED/RELACBW027NBOG', 'FRED/OSESCBW027SBOG', 'FRED/OSESCBW027NBOG', 'FRED/ONMSCBW027NBOG', 'FRED/ONMSCBW027SBOG', 'FRED/ONMLCBW027NBOG', 'FRED/ONMLCBW027SBOG', 'FRED/ONMFRIW027SBOG', 'FRED/ONMFRIW027NBOG', 'FRED/ONMDCBW027NBOG', 'FRED/ONMDCBW027SBOG', 'FRED/ONMACBW027SBOG', 'FRED/ONMACBW027NBOG', 'FRED/OMBSCBW027NBOG', 'FRED/OMBSCBW027SBOG', 'FRED/OMBLCBW027SBOG', 'FRED/OMBLCBW027NBOG', 'FRED/OMBFRIW027NBOG', 'FRED/OMBFRIW027SBOG', 'FRED/OMBDCBW027NBOG', 'FRED/OMBDCBW027SBOG', 'FRED/OMBACBW027NBOG', 'FRED/OMBACBW027SBOG', 'FRED/OSELCBW027NBOG', 'FRED/OSELCBW027SBOG', 'FRED/OSEFRIW027SBOG', 'FRED/OSEFRIW027NBOG', 'FRED/OSEDCBW027SBOG', 'FRED/OSEACBW027NBOG', 'FRED/OSEACBW027SBOG', 'FRED/AOLSCBW027SBOG', 'FRED/AOLSCBW027NBOG', 'FRED/AOLLCBW027SBOG', 'FRED/AOLLCBW027NBOG', 'FRED/AOLFRIW027SBOG', 'FRED/AOLFRIW027NBOG', 'FRED/AOLDCBW027SBOG', 'FRED/AOLDCBW027NBOG', 'FRED/AOLACBW027SBOG', 'FRED/AOLACBW027NBOG', 'FRED/ODSSCBW027NBOG', 'FRED/ODSSCBW027SBOG', 'FRED/ODSLCBW027NBOG', 'FRED/ODSLCBW027SBOG', 'FRED/ODSFRIW027SBOG', 'FRED/ODSFRIW027NBOG', 'FRED/ODSDCBW027NBOG', 'FRED/ODSDCBW027SBOG', 'FRED/ODSACBW027NBOG', 'FRED/ODSACBW027SBOG', 'FRED/NUGSCBW027SBOG', 'FRED/NUGSCBW027NBOG', 'FRED/NUGLCBW027SBOG', 'FRED/NUGLCBW027NBOG', 'FRED/NUGFRIW027NBOG', 'FRED/NUGFRIW027SBOG', 'FRED/NUGDCBW027NBOG', 'FRED/NUGDCBW027SBOG', 'FRED/NUGACBW027SBOG', 'FRED/NUGACBW027NBOG', 'FRED/NDFSCBW027NBOG', 'FRED/NDFSCBW027SBOG', 'FRED/NDFLCBW027SBOG', 'FRED/NDFLCBW027NBOG', 'FRED/NDFFRIW027NBOG', 'FRED/NDFFRIW027SBOG', 'FRED/NDFDCBW027NBOG', 'FRED/NDFDCBW027SBOG', 'FRED/NDFACBW027SBOG', 'FRED/NDFACBW027NBOG', 'FRED/LCBSCBW027SBOG', 'FRED/LCBSCBW027NBOG', 'FRED/LCBLCBW027NBOG', 'FRED/LCBLCBW027SBOG', 'FRED/LCBFRIW027NBOG', 'FRED/LCBFRIW027SBOG', 'FRED/LCBDCBW027NBOG', 'FRED/LCBDCBW027SBOG', 'FRED/LCBACBW027SBOG', 'FRED/LCBACBW027NBOG', 'FRED/LLBSCBW027SBOG', 'FRED/LLBSCBW027NBOG', 'FRED/LLBLCBW027NBOG', 'FRED/LLBLCBW027SBOG', 'FRED/LLBFRIW027NBOG', 'FRED/LLBFRIW027SBOG', 'FRED/LLBDCBW027SBOG', 'FRED/LLBDCBW027NBOG', 'FRED/TOTLLNSA', 'FRED/LTDSCBW027NBOG', 'FRED/LTDSCBW027SBOG', 'FRED/LTDLCBW027NBOG', 'FRED/LTDLCBW027SBOG', 'FRED/LTDFRIW027SBOG', 'FRED/LTDFRIW027NBOG', 'FRED/LTDDCBW027NBOG', 'FRED/LTDDCBW027SBOG', 'FRED/LTDACBW027NBOG', 'FRED/LTDACBW027SBOG', 'FRED/DPSSCBW027NBOG', 'FRED/DPSSCBW027SBOG', 'FRED/DPSLCBW027SBOG', 'FRED/DPSLCBW027NBOG', 'FRED/DPSFRIW027NBOG', 'FRED/DPSFRIW027SBOG', 'FRED/DPSDCBW027SBOG', 'FRED/DPSDCBW027NBOG', 'FRED/DPSACBW027NBOG', 'FRED/DPSACBW027SBOG', 'FRED/CLSSCBW027SBOG', 'FRED/CLSSCBW027NBOG', 'FRED/OCLSCBW027NBOG', 'FRED/OCLSCBW027SBOG', 'FRED/OCLLCBW027NBOG', 'FRED/OCLLCBW027SBOG', 'FRED/OCLFRIW027NBOG', 'FRED/OCLFRIW027SBOG', 'FRED/OCLDCBW027SBOG', 'FRED/OCLDCBW027NBOG', 'FRED/OCLACBW027NBOG', 'FRED/OCLACBW027SBOG', 'FRED/CLSLCBW027NBOG', 'FRED/CLSLCBW027SBOG', 'FRED/CLSFRIW027NBOG', 'FRED/CLSFRIW027SBOG', 'FRED/CLSDCBW027NBOG', 'FRED/CLSDCBW027SBOG', 'FRED/CCLSCBW027SBOG', 'FRED/CCLSCBW027NBOG', 'FRED/CCLLCBW027NBOG', 'FRED/CCLLCBW027SBOG', 'FRED/CCLFRIW027NBOG', 'FRED/CCLFRIW027SBOG', 'FRED/CCLDCBW027NBOG', 'FRED/CCLDCBW027SBOG', 'FRED/CCLACBW027SBOG', 'FRED/CCLACBW027NBOG', 'FRED/CLSACBW027NBOG', 'FRED/CLSACBW027SBOG', 'FRED/CILSCBW027NBOG', 'FRED/CILSCBW027SBOG', 'FRED/CIBOARDNSA', 'FRED/CILFRIW027NBOG', 'FRED/CILFRIW027SBOG', 'FRED/CILDCBW027NBOG', 'FRED/CILDCBW027SBOG', 'FRED/TOTCINSA', 'FRED/CASSCBW027NBOG', 'FRED/CASSCBW027SBOG', 'FRED/CASLCBW027SBOG', 'FRED/CASLCBW027NBOG', 'FRED/CASFRIW027SBOG', 'FRED/CASFRIW027NBOG', 'FRED/CASDCBW027NBOG', 'FRED/CASDCBW027SBOG', 'FRED/CASACBW027SBOG', 'FRED/CASACBW027NBOG', 'FRED/BC0SCBW027NBOG', 'FRED/BC0SCBW027SBOG', 'FRED/BC0LCBW027NBOG', 'FRED/BC0LCBW027SBOG', 'FRED/BC0FRIW027NBOG', 'FRED/BC0FRIW027SBOG', 'FRED/BC0DCBW027NBOG', 'FRED/BC0DCBW027SBOG', 'FRED/TOTBKCRNSA', 'FRED/ALLSCBW027NBOG', 'FRED/ALLSCBW027SBOG', 'FRED/ALLLCBW027SBOG', 'FRED/ALLLCBW027NBOG', 'FRED/ALLFRIW027NBOG', 'FRED/ALLFRIW027SBOG', 'FRED/ALLDCBW027NBOG', 'FRED/ALLDCBW027SBOG', 'FRED/ALLACBW027SBOG', 'FRED/ALLACBW027NBOG', 'FRED/TOTCI', 'FRED/CIBOARD', 'FRED/TOTLL', 'FRED/TOTBKCR', 'FRED/RIFSPPFAAD60NB', 'FRED/DCPF2M', 'FRED/VIRCEMPLOY', 'FRED/VIRCCLAIMS', 'FRED/VIRINSUREDUR', 'FRED/PRICCLAIMS', 'FRED/PRICEMPLOY', 'FRED/PRIINSUREDUR', 'FRED/VAINSUREDUR', 'FRED/WIINSUREDUR', 'FRED/WYINSUREDUR', 'FRED/WVINSUREDUR', 'FRED/WAINSUREDUR', 'FRED/TXINSUREDUR', 'FRED/UTINSUREDUR', 'FRED/UTCCLAIMS', 'FRED/SDINSUREDUR', 'FRED/SDCEMPLOY', 'FRED/PAINSUREDUR', 'FRED/TNINSUREDUR', 'FRED/ORINSUREDUR', 'FRED/ORCCLAIMS', 'FRED/RIINSUREDUR', 'FRED/OHCEMPLOY', 'FRED/OKINSUREDUR', 'FRED/NVINSUREDUR', 'FRED/NYINSUREDUR', 'FRED/NYCCLAIMS', 'FRED/NYCEMPLOY', 'FRED/NDINSUREDUR', 'FRED/MOCCLAIMS', 'FRED/NJINSUREDUR', 'FRED/NEINSUREDUR', 'FRED/MNINSUREDUR', 'FRED/MDINSUREDUR', 'FRED/MICEMPLOY', 'FRED/MICCLAIMS', 'FRED/MAINSUREDUR', 'FRED/MEINSUREDUR', 'FRED/LACEMPLOY', 'FRED/KYINSUREDUR', 'FRED/KSINSUREDUR', 'FRED/ILINSUREDUR', 'FRED/ILCEMPLOY', 'FRED/ILCCLAIMS', 'FRED/ININSUREDUR', 'FRED/INCEMPLOY', 'FRED/INCCLAIMS', 'FRED/IDINSUREDUR', 'FRED/CTINSUREDUR', 'FRED/CTCEMPLOY', 'FRED/GAINSUREDUR', 'FRED/FLINSUREDUR', 'FRED/FLCCLAIMS', 'FRED/CAINSUREDUR', 'FRED/AZINSUREDUR', 'FRED/ARINSUREDUR', 'FRED/ARCCLAIMS', 'FRED/ALINSUREDUR', 'FRED/VACEMPLOY', 'FRED/VACCLAIMS', 'FRED/WICEMPLOY', 'FRED/WICCLAIMS', 'FRED/WYCEMPLOY', 'FRED/WYCCLAIMS', 'FRED/WVCEMPLOY', 'FRED/WVCCLAIMS', 'FRED/WACEMPLOY', 'FRED/WACCLAIMS', 'FRED/TXCEMPLOY', 'FRED/TXCCLAIMS', 'FRED/UTCEMPLOY', 'FRED/VTCEMPLOY', 'FRED/VTINSUREDUR', 'FRED/VTCCLAIMS', 'FRED/SDCCLAIMS', 'FRED/PACCLAIMS', 'FRED/PACEMPLOY', 'FRED/TNCEMPLOY', 'FRED/TNCCLAIMS', 'FRED/ORCEMPLOY', 'FRED/RICEMPLOY', 'FRED/RICCLAIMS', 'FRED/SCCEMPLOY', 'FRED/SCINSUREDUR', 'FRED/SCCCLAIMS', 'FRED/OHINSUREDUR', 'FRED/OHCCLAIMS', 'FRED/OKCCLAIMS', 'FRED/OKCEMPLOY', 'FRED/NVCEMPLOY', 'FRED/NVCCLAIMS', 'FRED/NMCCLAIMS', 'FRED/NMINSUREDUR', 'FRED/NMCEMPLOY', 'FRED/NDCEMPLOY', 'FRED/NDCCLAIMS', 'FRED/NCCEMPLOY', 'FRED/NCINSUREDUR', 'FRED/NCCCLAIMS', 'FRED/NHCEMPLOY', 'FRED/NHCCLAIMS', 'FRED/NHINSUREDUR', 'FRED/MOINSUREDUR', 'FRED/MOCEMPLOY', 'FRED/NJCEMPLOY', 'FRED/NJCCLAIMS', 'FRED/NECEMPLOY', 'FRED/NECCLAIMS', 'FRED/MTCEMPLOY', 'FRED/MTINSUREDUR', 'FRED/MTCCLAIMS', 'FRED/MNCEMPLOY', 'FRED/MNCCLAIMS', 'FRED/MSCEMPLOY', 'FRED/MSCCLAIMS', 'FRED/MSINSUREDUR', 'FRED/MDCEMPLOY', 'FRED/MDCCLAIMS', 'FRED/MIINSUREDUR', 'FRED/MACCLAIMS', 'FRED/MACEMPLOY', 'FRED/MECCLAIMS', 'FRED/MECEMPLOY', 'FRED/LAINSUREDUR', 'FRED/LACCLAIMS', 'FRED/KYCEMPLOY', 'FRED/KYCCLAIMS', 'FRED/KSCEMPLOY', 'FRED/KSCCLAIMS', 'FRED/IACEMPLOY', 'FRED/IACCLAIMS', 'FRED/IAINSUREDUR', 'FRED/HICCLAIMS', 'FRED/HIINSUREDUR', 'FRED/HICEMPLOY', 'FRED/IDCEMPLOY', 'FRED/IDCCLAIMS', 'FRED/CTCCLAIMS', 'FRED/DCCCLAIMS', 'FRED/DCCEMPLOY', 'FRED/DCINSUREDUR', 'FRED/GACEMPLOY', 'FRED/GACCLAIMS', 'FRED/FLCEMPLOY', 'FRED/DECEMPLOY', 'FRED/DECCLAIMS', 'FRED/DEINSUREDUR', 'FRED/COINSUREDUR', 'FRED/COCEMPLOY', 'FRED/COCCLAIMS', 'FRED/CACEMPLOY', 'FRED/CACCLAIMS', 'FRED/AZCCLAIMS', 'FRED/AZCEMPLOY', 'FRED/ARCEMPLOY', 'FRED/AKINSUREDUR', 'FRED/AKCCLAIMS', 'FRED/AKCEMPLOY', 'FRED/ALCEMPLOY', 'FRED/ALCCLAIMS', 'FRED/COVEMP', 'FRED/TRINTDEXR', 'FRED/WSMTMNS', 'FRED/WRMFNS', 'FRED/WCURRNS', 'FRED/WDDNS', 'FRED/WM1NS', 'FRED/WM2NS', 'FRED/RSBKCRNS', 'FRED/WBBNDEC156MNFRBPHI', 'FRED/WBBNINC156MNFRBPHI', 'FRED/WBBNDIF066MNFRBPHI', 'FRED/WBBNNC156MNFRBPHI', 'FRED/UOBNNC156MNFRBPHI', 'FRED/UOBNINC156MNFRBPHI', 'FRED/UOBNDIF066MNFRBPHI', 'FRED/UOBNDEC156MNFRBPHI', 'FRED/SRBNINC156MNFRBPHI', 'FRED/SRBNNC156MNFRBPHI', 'FRED/SRBNDIF066MNFRBPHI', 'FRED/SRBNDEC156MNFRBPHI', 'FRED/UOFNNA156MNFRBPHI', 'FRED/UOFNSA156MSFRBPHI', 'FRED/UOFISA156MSFRBPHI', 'FRED/UOFINA156MNFRBPHI', 'FRED/UOCISA156MSFRBPHI', 'FRED/UOFDNA156MNFRBPHI', 'FRED/UOFDSA156MSFRBPHI', 'FRED/UOFDFNA066MNFRBPHI', 'FRED/UOFDFSA066MSFRBPHI', 'FRED/UOCNNA156MNFRBPHI', 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'FRED/WPCDINA066MNFRBNY', 'FRED/PPCDINA066MNFRBNY', 'FRED/EMCNNA156MNFRBNY', 'FRED/CSCNNA156MNFRBNY', 'FRED/WPFINA156MNFRBNY', 'FRED/WPCDNA156MNFRBNY', 'FRED/BCCINA156MNFRBNY', 'FRED/EMFINA156MNFRBNY', 'FRED/BACDNA156MNFRBNY', 'FRED/PRCDINA066MNFRBNY', 'FRED/BCCDINA066MNFRBNY', 'FRED/CSCDNA156MNFRBNY', 'FRED/CSFINA156MNFRBNY', 'FRED/BAFDINA066MNFRBNY', 'FRED/BAFINA156MNFRBNY', 'FRED/WPCINA156MNFRBNY', 'FRED/BCCDNA156MNFRBNY', 'FRED/BACDINA066MNFRBNY', 'FRED/CSFDINA066MNFRBNY', 'FRED/EMCDINA066MNFRBNY', 'FRED/CSCDINA066MNFRBNY', 'FRED/CSCINA156MNFRBNY', 'FRED/LODINIM066N', 'FRED/TREASURY', 'FRED/CURRCIR', 'FRED/IORR', 'FRED/IOER', 'FRED/SMU32298200500000001', 'FRED/WPU14210206', 'FRED/WPU561102', 'FRED/CGMD2564', 'FRED/TOTLUW5564', 'FRED/TOTLUW65O', 'FRED/TOTLUW4554', 'FRED/TOTLUW2534', 'FRED/TOTLUM65O', 'FRED/TOTLUW25O', 'FRED/TOTLUW2024', 'FRED/TOTLUW2564', 'FRED/TOTLUW3544', 'FRED/TOTLUW1819', 'FRED/TOTLUW1617', 'FRED/TOTLUW1619', 'FRED/TOTLUM5564', 'FRED/TOTLUM4554', 'FRED/TOTLUM3544', 'FRED/TOTLUM1619', 'FRED/TOTLUM2534', 'FRED/TOTLUM2564', 'FRED/TOTLUM1617', 'FRED/TOTLUM25O', 'FRED/TOTLU4554', 'FRED/TOTLUM2024', 'FRED/TOTLUM1819', 'FRED/TOTLU2534', 'FRED/TOTLU5564', 'FRED/TOTLU25O', 'FRED/TOTLU65O', 'FRED/TOTLU3544', 'FRED/TOTLLW4554', 'FRED/TOTLU2564', 'FRED/TOTLU1819', 'FRED/TOTLU1617', 'FRED/TOTLLW2564', 'FRED/TOTLLW5564', 'FRED/TOTLLW2534', 'FRED/TOTLLW25O', 'FRED/TOTLLW3544', 'FRED/TOTLLW1619', 'FRED/TOTLLW65O', 'FRED/TOTLLW1819', 'FRED/TOTLLW1617', 'FRED/TOTLLM2534', 'FRED/TOTLLM5564', 'FRED/TOTLLW2024', 'FRED/TOTLLM3544', 'FRED/TOTLLM1619', 'FRED/TOTLLM2564', 'FRED/TOTLL5564', 'FRED/TOTLLM1617', 'FRED/TOTLLM65O', 'FRED/TOTLLM1819', 'FRED/TOTLL2564', 'FRED/TOTLLM2024', 'FRED/TOTLLM4554', 'FRED/TOTLLM25O', 'FRED/TOTLL25O', 'FRED/TOTL2564W', 'FRED/TOTLL65O', 'FRED/TOTL2564', 'FRED/TOTLL4554', 'FRED/TOTLL2534', 'FRED/TOTLL3544', 'FRED/TOTL2564M', 'FRED/TOTLL1819', 'FRED/TOTLL1617', 'FRED/SCNDUW5564', 'FRED/SCNDUW65O', 'FRED/SCNDUW3544', 'FRED/SCNDUW16O', 'FRED/SCNDUM5564', 'FRED/SCNDUW4554', 'FRED/SCNDUM3544', 'FRED/SCNDUW2564', 'FRED/SCNDUW25O', 'FRED/SCNDUM25O', 'FRED/SCNDUW1819', 'FRED/SCNDUW2534', 'FRED/SCNDUW2024', 'FRED/SCNDUM2024', 'FRED/SCNDUW1619', 'FRED/SCNDUM65O', 'FRED/SCNDUM1619', 'FRED/SCNDUM4554', 'FRED/SCNDUM2564', 'FRED/SCNDUM2534', 'FRED/SCNDUM1819', 'FRED/SCNDUM16O', 'FRED/SCNDU65O', 'FRED/SCNDU5564', 'FRED/SCNDUM1617', 'FRED/SCNDU4554', 'FRED/SCNDU25O', 'FRED/SCNDU3544', 'FRED/SCNDU2534', 'FRED/SCNDU1819', 'FRED/SCNDU2024', 'FRED/SCNDU1619']
from AlgorithmImports import * from pcm import InsightVariableWeightingPortfolioConstructionModel from feature import add_features, get_exhaustive_features_list from ensemble import EnsembleModel from datetime import timedelta import pandas as pd import numpy as np import statistics import math from alpha import WeightedClassifierAlpha from data import Data from sklearn.feature_selection import SelectKBest from sklearn.feature_selection import f_classif from mlxtend.feature_selection import SequentialFeatureSelector from sklearn.ensemble import ExtraTreesClassifier # import pickle # import hashlib class TransdimensionalDynamicThrustAssembly(QCAlgorithm): def Initialize(self): # self.i = int(self.GetParameter('nasdaq_endpoint', 0)) featureset = 2 self.num_features = 6 # 6, next best 3 # self.num_features = int(self.GetParameter('num_features', 5)) self.UniverseSize = 7 # self.UniverseSize = int(self.GetParameter('UniverseSize', 9)) self.kelly_multiplier = 10 self.stopLoss = 0.05 self.takeProfit = 0.05 self.feature_optimization_type = 4 self.MLModel = EnsembleModel self.proxy = None self.vix_lookback = 60 self.vix_threshold = None self.vix_ma_threshold = 1 self.ETFSymbol = 'ACWI' out_of_sample_test = False if not out_of_sample_test: self.SetStartDate(2010, 1, 1) # Set Start Date self.SetEndDate(2020, 1, 1) # Set End Date # self.SetStartDate(2020, 2, 1) # Set Start Date # self.SetEndDate(2020, 3, 1) # Set End Date else: self.SetStartDate(2020, 1, 1) # Set Start Date self.SetEndDate(2023, 1, 1) # Set End Date # self.SetStartDate(2023, 1, 1) # Set Start Date # self.SetEndDate(2023, 7, 1) # Set End Date self.InitCash = 100000 self.firstDay = True self.SetCash(self.InitCash) self.SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Margin) self.SetSecurityInitializer(lambda security: security.SetMarketPrice(self.GetLastKnownPrice(security))) # time frames and frequencies self.resolution = Resolution.Daily self.rebalancefunc = Expiry.EndOfQuarter self.models = {} self.features = {} self.rebalanceTime = datetime.min self.symbols = [] self.symbols_to_be_trained = [] self.kelly_size = {} # ML parameters self.lookback_days = 365 * 4 # 4 years (365 * 4) for Resolution.Daily and 1/2 year (183) for Hours? or 209? (same amount of rows as 4 years worth of daily) self.lookback_offset = 70 # best for hourly: 20, best for daily: 70 or 110 self.n_estimators = 10 self.criterion = 'entropy' # entropy {“gini”, “entropy”, “log_loss”} self.max_depth = 4 # 4, originally: 3 self.min_samples_split = 170 # 140, 200 getting the best balanced results between backtesting and out of sample testing, 140 killing it in backtesting, but not performing as well in out of sample # self.min_samples_split = int(self.GetParameter('min_samples_split', 130)) self.num_iter = 20 # originally: 20 self.num_test_records = 60 # Dependant variable for the model: weekly returns 'returns_1w' or daily returns 'returns_1d' self.returns_range = 1 self.target = 'variable_returns' # add the benchmark but don't trade it (that's what self.exclusions is for, it's being checked at various points)! self.benchmark_symbol = 'SPY' self.SetBenchmark(self.benchmark_symbol) self.MKT = self.AddEquity(self.benchmark_symbol, self.resolution).Symbol self.mkt = [] self.exclusions = [self.benchmark_symbol] + ['VIX'] self.data = Data(self, self.resolution, self.returns_range) self.Train(self.OptimizeAndTrain) self.UniverseSettings.Resolution = self.resolution # self.all_features = self.data.allTAFeatures + ['VIX'] # self.all_features = self.data.allTAFeatures + ['VIX'] + self.data.allNasdaqFeatures self.all_features = self.get_all_features() self.Debug("All features: "+str(len(self.all_features))) # original best features, manually selected self.static_featureset = ['HT_DCPERIOD', 'HT_DCPHASE', 'MOM_5', 'ADX_10_diff','MOM_5_diff'] self.proxy_symbol = None if self.proxy: if all([x.isupper() for x in self.proxy.split(".")]): self.proxy_symbol = self.AddEquity(self.proxy, self.resolution).Symbol self.exclusions.append(self.proxy_symbol) optimization_type_name = ['none - static', 'feature importance', 'KBestFeatures','SequentialFeatureSelector'] self.Debug("target: "+self.target+" Full Feature set: "+str(self.all_features)) if self.feature_optimization_type > 0: self.static_featureset = None if self.proxy_symbol: self.Debug("Using Proxy Symbol for feature Optimization: "+str(self.proxy_symbol)) else: self.Debug("static feature set: "+str(self.static_featureset)) self.Debug("Feature Optimization Type: "+str(self.feature_optimization_type)) self.Debug(" Number of features: "+str(self.num_features)) # self.lookback = 150 # 250 getting the best balanced results between backtesting and out of sample testing, 150 killing it in backtesting, but not performing as well in out of sample lookback = 150 self.SetWarmup(lookback) self.BearMarket = False self.vixBear = False self.AddUniverse(self.Universe.ETF(self.ETFSymbol, Market.USA, self.UniverseSettings, self.ETFConstituentsFilterStatic)) # self.vix = self.AddData(CBOE, "VIX", Resolution.Daily).Symbol # Equally weigh securities in portfolio, based on insights pcm = InsightVariableWeightingPortfolioConstructionModel(self) self.SetPortfolioConstruction(pcm) # self.weightCap = 1 # Select the alpha model self.SetAlpha(WeightedClassifierAlpha(self, pcm)) self.SetExecution(VolumeWeightedAveragePriceExecutionModel()) self.SetRiskManagement(NullRiskManagementModel()) self.AddRiskManagement(MaximumUnrealizedProfitPercentPerSecurity(self.takeProfit)) def ETFConstituentsFilterStatic(self, constituents: List[ETFConstituentData]) -> List[Symbol]: # Get the UniverseSize securities with the largest weight in the index selected = sorted([c for c in constituents if c.Weight], key=lambda c: c.Weight, reverse=True) if not selected: self.Debug(str(self.Time)+" Returning Universe Unchanged: "+str([c.Value for c in Universe.Unchanged])) return Universe.Unchanged else: if self.proxy == 'weight': highest_weight = selected[0].Symbol.Value self.proxy_symbol = self.AddEquity(highest_weight, self.resolution).Symbol return [c.Symbol for c in selected][:self.UniverseSize] def OnEndOfDay(self, symbol): # plot the benchmark on the main equities chart for comparison (for backtesting only) if not self.IsWarmingUp and not self.LiveMode: if self.firstDay: self.initCash = self.Portfolio.MarginRemaining self.firstDay = False mkt_price = self.History(self.MKT, 2, self.resolution)['close'].unstack(level= 0).iloc[-1] self.mkt.append(mkt_price) mkt_perf = self.InitCash * self.mkt[-1] / self.mkt[0] self.Plot('Strategy Equity', self.MKT, mkt_perf) def OnSecuritiesChanged(self, changes: SecurityChanges) -> None: self.symbols_to_be_trained = [] for security in changes.RemovedSecurities: if security.Symbol in self.symbols: self.symbols.remove(security.Symbol) if security.Invested and not self.IsWarmingUp: self.EmitInsights( Insight.Price(security.Symbol, timedelta(days=2), InsightDirection.Flat, 1, None, None, 0)) if changes.RemovedSecurities: self.Debug(str(self.Time) + " Removing from universe: " + str( [security.Symbol.Value for security in changes.RemovedSecurities])) for security in changes.AddedSecurities: if security.Symbol.Value not in self.exclusions: self.symbols_to_be_trained.append(security.Symbol) if changes.AddedSecurities: self.Debug(str(self.Time) + " Adding to universe: " + str( [security.Symbol.Value for security in changes.AddedSecurities])) self.OptimizeAndTrain() def TrainModel(self, symbol, features): model = None if features and (symbol.Value not in self.exclusions or symbol.Value == self.proxy_symbol): try: start = self.Time - timedelta(days=self.lookback_days) end = self.Time extra_featuredata, ta_features = self.SplitFeatures(self.data, features) X_symbol, y_symbol, returns_symbol = self.data.GetXy(symbol = symbol, target = self.target, ta_features = ta_features, extra_featuredata = extra_featuredata, vix = ('VIX' in features), start = start, end = end) # X_symbol, y_symbol, returns_symbol = self.data.GetXy(symbol = symbol, # target = self.target, # ta_features = features, # vix = ('VIX' in features), # start = start, # end = end) # build model for the symbol symbol = SymbolCache.GetSymbol(symbol) self.kelly_size[symbol] = 0 if len(X_symbol) > self.num_test_records *2: model = self.MLModel(self) # model.features = sorted(X_symbol.columns) X_symbol.columns = X_symbol.columns.astype(str) model.Train(X_symbol, y_symbol, returns_symbol) if model.models: # every time the model is trained we take the mean value of all num_iter models of this symbol. That's going to be the kelly size we'll use as weight when creating insights cleanlist = [i.kelly_size for i in model.models if not math.isnan(i.kelly_size)] self.kelly_size[symbol] = statistics.fmean(cleanlist) if cleanlist else 0 else: self.Error(str(self.Time)+" X_symbol too short; model.Train did not produce a model for "+str(symbol.Value)) except Exception as e: self.Log('Unexpected error trying to build models:' + str(e)) raise return model def OptimizeAndTrain(self): retrain = False if self.Time > self.rebalanceTime: # it's time to re-train all models (and not just the newly added ones) self.symbols_to_be_trained = self.symbols + list(set(self.symbols_to_be_trained) - set(self.symbols)) self.rebalanceTime = self.rebalancefunc(self.Time) retrain = True # refresh the available Nasdaq feature endpoints in case features have come available that weren't when data was initialised # self.data.allNasdaqFeatures = self.data.getAvailableNasdaqFeatures() # self.all_features = self.get_all_features() if self.symbols_to_be_trained: if self.features: optimized_features = next(iter(self.features.items()))[1] for symbol in self.symbols_to_be_trained: if self.feature_optimization_type == 0: self.features[symbol] = self.static_featureset self.Debug(str(self.Time) + " Using static features set for " + str(symbol.Value) + ": " + str( self.features[symbol])) elif self.feature_optimization_type == 3: self.features[symbol] = self.all_features self.Debug( str(self.Time) + " All available features for " + str(symbol.Value) + ": " + str( self.features[symbol])) elif self.feature_optimization_type == 4: self.features[symbol] = self.OptimizeFeatures(symbol, self.num_features) self.Debug( str(self.Time) + " Individually optimized features for " + str(symbol.Value) + ": " + str( self.features[symbol])) if not self.IsWarmingUp and not symbol.Value == 'SPY' and len(self.features[symbol]) == 1: raise else: self.features[symbol] = [] if retrain or not symbol in self.models: if self.features[symbol]: try: self.models[symbol] = self.TrainModel(symbol, self.features[symbol]) # in case during the model Training features are dropped (which shouldn't happen, but apprently occasionally does), we're resettint the features to what's actually in the model. # self.features[symbol] = sorted(self.models[symbol].features) # features = self.models[symbol].getFeatures() # if self.features[symbol] != features: # if set(self.features[symbol]) == set(features): # self.Error(str(self.Time) + " Features after training model for "+str(symbol.Value)+" in a different order as list passed on: "+str(self.features[symbol])+" model's features: "+str(features)) # else: # self.Error(str(self.Time) + " Features after training model for "+str(symbol.Value)+" different to list passed on: "+str(self.features[symbol])+" model's features: "+str(features)) # else: # self.Debug(str(self.Time) + " Features after training model for "+str(symbol.Value)+" the same as list passed on: "+str(self.features[symbol])) except Exception as e: self.Log('Unexpected error during insights generation:' + str(e)) raise self.symbols = self.symbols + list(set(self.symbols_to_be_trained) - set(self.symbols)) self.symbols_to_be_trained = [] def OptimizeFeatures(self, symbol, num_features): selected_features = [] feature_importance_model = self.TrainModel(symbol, self.all_features) # self.Debug("feeding the model with all_features "+str(list(self.all_features))) # model_hash = self.object_md5(feature_importance_model) # self.Debug("Trained Model for feature optimization. Hash:"+str(model_hash)) if feature_importance_model: # features = sorted(feature_importance_model.features) # self.Debug("feature_importance_model features "+str(list(features))) # trying using the model's features inste`d of all_features. This should actually be the exact same thing, but weirdly it isnt (?!)` # selected_features = feature_importance_model.OptimizeFeatures(symbol, self.all_features, num_features) selected_features = feature_importance_model.OptimizeFeatures(symbol, num_features) return selected_features def SplitFeatures(self, data, allfeatures): nasdaq_features = [feature for feature in allfeatures if feature in data.allNasdaqFeatures] ta_features = [feature for feature in allfeatures if feature in data.allTAFeatures] return nasdaq_features, ta_features def get_all_features(self): return self.data.allTAFeatures + ['VIX'] # + self.data.allNasdaqFeatures # def object_md5(self, obj): # """Generate MD5 hash for a Python object.""" # serialized_obj = pickle.dumps(obj, protocol=4) # Use protocol 4 or higher for larger objects # md5_hash = hashlib.md5(serialized_obj).hexdigest() # return md5_hash
#region imports from AlgorithmImports import * #endregion from sklearn.ensemble import ExtraTreesClassifier from sklearn.model_selection import train_test_split import numpy as np import pandas as pd class ClassifierModel(): def __init__(self, algo): self.algo = algo self.model = None self.params = None self.test_score = None self.test_dist = None self.threshold = None # Train the model def Train(self, X, y, params): self.params = params self.params['class_weight'] = self.GetClassWeight(y) self.model = ExtraTreesClassifier(**self.params) self.model.fit(X, y) self.test_dist = self.model.predict_proba(X)[:, 1] # Return prediction as a +/- Z-Score of the prediction from the the threshold def Predict(self, X): idx = X.index probs = pd.Series(self.model.predict_proba(X)[:, 1]) d = self.test_dist return (probs[0] - self.threshold) / d.std() def GetClassWeight(self, y_train): pos = y_train.sum()/(len(y_train)) neg = 1 - pos pw = neg/pos nw = pos/neg return {0:nw,1:pw}
#region imports from AlgorithmImports import * #endregion class Nasdaq: MANUAL_INC_COLUMNS = ['ECONOMIST/BIGMAC_USA@dollar_ex', 'ECONOMIST/BIGMAC_USA@dollar_ppp', 'ECONOMIST/BIGMAC_USA@dollar_price', 'ECONOMIST/BIGMAC_USA@euro_adj_valuation', 'ECONOMIST/BIGMAC_USA@local_price', 'ECONOMIST/BIGMAC_USA@sterling_adj_valuation', 'ECONOMIST/BIGMAC_USA@yen_adj_valuation', 'ECONOMIST/BIGMAC_USA@yuan_adj_valuation', 'ECONOMIST/BIGMAC_EUR@dollar_adj_valuation', 'ECONOMIST/BIGMAC_EUR@dollar_ex', 'ECONOMIST/BIGMAC_EUR@dollar_ppp', 'ECONOMIST/BIGMAC_EUR@dollar_price', 'ECONOMIST/BIGMAC_EUR@dollar_valuation', 'ECONOMIST/BIGMAC_EUR@local_price', 'ECONOMIST/BIGMAC_EUR@sterling_adj_valuation', 'ECONOMIST/BIGMAC_EUR@yen_adj_valuation', 'ECONOMIST/BIGMAC_EUR@yuan_adj_valuation', 'FED/RIFLGFCY30_XII_N_B@value', 'FED/RIFLGFCY20_XII_N_B@value', 'FED/RIFLGFCY10_XII_N_B@value', 'FED/RIFLGFCY07_XII_N_B@value', 'FED/RIFLGFCY05_XII_N_B@value', 'FED/RIFLGFCY30_N_B@value', 'FED/RIFLGFCY20_N_B@value', 'FED/RIFLGFCY10_N_B@value', 'FED/RIFLGFCY07_N_B@value', 'FED/RIFLGFCY05_N_B@value', 'FED/RIFLGFCY03_N_B@value', 'FED/RIFLGFCY02_N_B@value', 'FED/RIFLGFCY01_N_B@value', 'FED/RIFLGFCM06_N_B@value', 'FED/RIFLGFCM03_N_B@value', 'FED/RIFLGFCM01_N_B@value', 'FED/RIFSGFSY01_N_B@value', 'FED/RIFSGFSM06_N_B@value', 'FED/RIFSGFSM03_N_B@value', 'FED/RIFSGFSW04_N_B@value', 'FED/RIFSRP_F02_N_B@value', 'FED/RIFSPBLP_N_B@value', 'FED/RIFSPFF_N_B@value', 'FED/RIFSPPAAAD90_N_B@value', 'FED/RIFSPPAAAD60_N_B@value', 'FED/RIFSPPAAAD30_N_B@value', 'FED/RIFSPPAAAD15_N_B@value', 'FED/RIFSPPAAAD07_N_B@value', 'FED/RIFSPPAAAD01_N_B@value', 'FED/RIFSPPFAAD90_N_B@value', 'FED/RIFSPPFAAD07_N_B@value', 'FED/RIFSPPFAAD01_N_B@value', 'FED/RIFSPPNA2P2D90_N_B@value', 'FED/RIFSPPNA2P2D60_N_B@value', 'FED/RIFSPPNA2P2D30_N_B@value', 'FED/RIFSPPNA2P2D15_N_B@value', 'FED/RIFSPPNA2P2D07_N_B@value', 'FED/RIFSPPNA2P2D01_N_B@value', 'FED/RIFSPPNAAD30_N_B@value', 'FED/RIFSPPNAAD15_N_B@value', 'FED/RIFSPPNAAD07_N_B@value', 'FED/RIFSPPNAAD01_N_B@value', 'FED/JRXWTFO_N_B@value', 'FED/JRXWTFN_N_B@value', 'FED/JRXWTFB_N_B@value', 'FED/RIFSPPNAAD90_N_B@value', 'FED/RIFSPPFAAD15_N_B@value', 'FED/RIFSPPFAAD60_N_B@value', 'FRED/RPONMBSD@value', 'FRED/RPONTSYD@value', 'FRED/RPONTTLD@value', 'FRED/RPONAGYD@value', 'FRED/T10Y2Y@value', 'FRED/T5YIE@value', 'FRED/T10Y3M@value', 'FRED/T10YIE@value', 'FRED/T5YIFR@value', 'FRED/OBFR1@value', 'FRED/OBFR25@value', 'FRED/OBFR75@value', 'FRED/OBFRVOL@value', 'FRED/WLEMUINDXD@value', 'FRED/USEPUINDXD@value', 'FRED/DFEDTARL@value', 'FRED/DPCREDIT@value', 'FRED/DFEDTARU@value', 'FRED/TOTLUW25O@value', 'FRED/TOTLUM25O@value', 'FRED/TOTLL25O@value', 'FRED/SCNDUW25O@value', 'FRED/SCNDUM25O@value', 'MULTPL/SP500_DIV_YIELD_MONTH@value', 'MULTPL/SP500_PE_RATIO_MONTH@value', 'MULTPL/SHILLER_PE_RATIO_MONTH@value', 'MULTPL/SP500_EARNINGS_YIELD_MONTH@value', 'MULTPL/SP500_REAL_PRICE_MONTH@value', 'MULTPL/SP500_INFLADJ_MONTH@value', 'MULTPL/SP500_DIV_MONTH@value', 'MULTPL/SP500_EARNINGS_MONTH@value', 'RATEINF/CPI_USA@value', 'RATEINF/CPI_EUR@value', 'RATEINF/INFLATION_USA@value', 'RATEINF/INFLATION_EUR@value', 'UMICH/SOC35@bad time to buy', 'UMICH/SOC35@good time to buy', 'UMICH/SOC35@relative', 'UMICH/SOC35@uncertain / depends', 'UMICH/SOC22@$100_000 - $199_999', 'UMICH/SOC22@$200_000 - $299_999', 'UMICH/SOC22@$300_000 - $399_999', 'UMICH/SOC22@$400_000 - $499_999', 'UMICH/SOC22@$500_000 +', 'UMICH/SOC22@25th percentile', 'UMICH/SOC22@75th percentile', 'UMICH/SOC22@dk; na', 'UMICH/SOC22@interquartile range (75th-25th)', 'UMICH/SOC22@median', 'UMICH/SOC22@under $100_000', 'UMICH/SOC16@0%', 'UMICH/SOC16@1-24%', 'UMICH/SOC16@100%', 'UMICH/SOC16@25-49%', 'UMICH/SOC16@50%', 'UMICH/SOC16@51-74%', 'UMICH/SOC16@75-99%', 'UMICH/SOC16@dk; na', 'UMICH/SOC16@mean', 'UMICH/SOC1@index', 'UMICH/SOC47@25th percentile', 'UMICH/SOC47@75th percentile', 'UMICH/SOC47@decrease', 'UMICH/SOC47@dk; na', 'UMICH/SOC47@increase', 'UMICH/SOC47@interquartile rang (75th-25th)', 'UMICH/SOC47@mean', 'UMICH/SOC47@median', 'UMICH/SOC47@same', 'UMICH/SOC47@variance', 'UMICH/SOC46@25th percentile', 'UMICH/SOC46@75th percentile', 'UMICH/SOC46@decrease', 'UMICH/SOC46@dk; na', 'UMICH/SOC46@increase', 'UMICH/SOC46@interquartile rang (75th-25th)', 'UMICH/SOC46@mean', 'UMICH/SOC46@median', 'UMICH/SOC46@same', 'UMICH/SOC46@variance', 'UMICH/SOC45@dk; na', 'UMICH/SOC45@relative', 'UMICH/SOC45@value decreased', 'UMICH/SOC45@value increased', 'UMICH/SOC45@value same', "UMICH/SOC44@bad time<br>can't afford", 'UMICH/SOC44@bad time<br>depreciation', 'UMICH/SOC44@bad time<br>interest rates high', 'UMICH/SOC44@bad time<br>prices are low', 'UMICH/SOC44@bad time<br>uncertain future', 'UMICH/SOC44@good time<br>appreciation', 'UMICH/SOC44@good time<br>interest rates low', 'UMICH/SOC44@good time<br>prices are high', "UMICH/SOC44@good time<br>prices won't go up", 'UMICH/SOC44@good time<br>rising interest rates', 'UMICH/SOC44@good time<br>times good', 'UMICH/SOC44@relative: interest rates', 'UMICH/SOC44@relative: investment', 'UMICH/SOC44@relative: prices', 'UMICH/SOC44@relative: times', 'UMICH/SOC43@bad time to sell', 'UMICH/SOC43@good time to sell', 'UMICH/SOC43@relative', 'UMICH/SOC43@uncertain / depends', 'UMICH/SOC42@bad time<br>bad investment', "UMICH/SOC42@bad time<br>can't afford", 'UMICH/SOC42@bad time<br>interest rates high', 'UMICH/SOC42@bad time<br>prices are high', 'UMICH/SOC42@bad time<br>uncertain future', 'UMICH/SOC42@good time<br>good investment', 'UMICH/SOC42@good time<br>interest rates low', 'UMICH/SOC42@good time<br>prices low', 'UMICH/SOC42@good time<br>prices will increase', 'UMICH/SOC42@good time<br>rising interest rates', 'UMICH/SOC42@good time<br>times good', 'UMICH/SOC42@relative: interest rates', 'UMICH/SOC42@relative: investment', 'UMICH/SOC42@relative: prices', 'UMICH/SOC42@relative: time', 'UMICH/SOC41@bad time to buy', 'UMICH/SOC41@good time to buy', 'UMICH/SOC41@relative', 'UMICH/SOC41@uncertain / depends', 'UMICH/SOC40@decrease', 'UMICH/SOC40@dk; na', 'UMICH/SOC40@increase', 'UMICH/SOC40@mean', 'UMICH/SOC40@median', 'UMICH/SOC40@remain the same', 'UMICH/SOC39@decrease', 'UMICH/SOC39@dk; na', 'UMICH/SOC39@increase', 'UMICH/SOC39@mean', 'UMICH/SOC39@median', 'UMICH/SOC39@remain the same', "UMICH/SOC38@bad time<br>can't afford", 'UMICH/SOC38@bad time<br>gas prices', 'UMICH/SOC38@bad time<br>interest rates high', 'UMICH/SOC38@bad time<br>poor selection', 'UMICH/SOC38@bad time<br>prices high', 'UMICH/SOC38@bad time<br>uncertain future', 'UMICH/SOC38@good time<br>fuel efficiency', 'UMICH/SOC38@good time<br>interest rates low', 'UMICH/SOC38@good time<br>prices are low', 'UMICH/SOC38@good time<br>prices will increase', 'UMICH/SOC38@good time<br>rising interest rates', 'UMICH/SOC38@good time<br>times good', 'UMICH/SOC38@relative: prices', 'UMICH/SOC38@relative: rates', 'UMICH/SOC37@bad time to buy', 'UMICH/SOC37@good time to buy', 'UMICH/SOC37@relative', 'UMICH/SOC37@uncertain'] MANUAL = ['ECONOMIST/BIGMAC_USA', 'ECONOMIST/BIGMAC_EUR', 'FED/RIFLGFCY30_XII_N_B', 'FED/RIFLGFCY20_XII_N_B', 'FED/RIFLGFCY10_XII_N_B', 'FED/RIFLGFCY07_XII_N_B', 'FED/RIFLGFCY05_XII_N_B', 'FED/RIFLGFCY30_N_B', 'FED/RIFLGFCY20_N_B', 'FED/RIFLGFCY10_N_B', 'FED/RIFLGFCY07_N_B', 'FED/RIFLGFCY05_N_B', 'FED/RIFLGFCY03_N_B', 'FED/RIFLGFCY02_N_B', 'FED/RIFLGFCY01_N_B', 'FED/RIFLGFCM06_N_B', 'FED/RIFLGFCM03_N_B', 'FED/RIFLGFCM01_N_B', 'FED/RIFSGFSY01_N_B', 'FED/RIFSGFSM06_N_B', 'FED/RIFSGFSM03_N_B', 'FED/RIFSGFSW04_N_B', 'FED/RIFSRP_F02_N_B', 'FED/RIFSPBLP_N_B', 'FED/RIFSPFF_N_B', 'FED/RIFSPPAAAD90_N_B', 'FED/RIFSPPAAAD60_N_B', 'FED/RIFSPPAAAD30_N_B', 'FED/RIFSPPAAAD15_N_B', 'FED/RIFSPPAAAD07_N_B', 'FED/RIFSPPAAAD01_N_B', 'FED/RIFSPPFAAD90_N_B', 'FED/RIFSPPFAAD07_N_B', 'FED/RIFSPPFAAD01_N_B', 'FED/RIFSPPNA2P2D90_N_B', 'FED/RIFSPPNA2P2D60_N_B', 'FED/RIFSPPNA2P2D30_N_B', 'FED/RIFSPPNA2P2D15_N_B', 'FED/RIFSPPNA2P2D07_N_B', 'FED/RIFSPPNA2P2D01_N_B', 'FED/RIFSPPNAAD30_N_B', 'FED/RIFSPPNAAD15_N_B', 'FED/RIFSPPNAAD07_N_B', 'FED/RIFSPPNAAD01_N_B', 'FED/JRXWTFO_N_B', 'FED/JRXWTFN_N_B', 'FED/JRXWTFB_N_B', 'FED/RIFSPPNAAD90_N_B', 'FED/RIFSPPFAAD15_N_B', 'FED/RIFSPPFAAD60_N_B', 'FRED/RPONMBSD', 'FRED/RPONTSYD', 'FRED/RPONTTLD', 'FRED/RPONAGYD', 'FRED/T10Y2Y', 'FRED/T5YIE', 'FRED/T10Y3M', 'FRED/T10YIE', 'FRED/T5YIFR', 'FRED/OBFR1', 'FRED/OBFR25', 'FRED/OBFR75', 'FRED/OBFRVOL', 'FRED/WLEMUINDXD', 'FRED/USEPUINDXD', 'FRED/DFEDTARL', 'FRED/DPCREDIT', 'FRED/DFEDTARU', 'FRED/TOTLUW25O', 'FRED/TOTLUM25O', 'FRED/TOTLL25O', 'FRED/SCNDUW25O', 'FRED/SCNDUM25O', 'MULTPL/SP500_DIV_YIELD_MONTH', 'MULTPL/SP500_PE_RATIO_MONTH', 'MULTPL/SHILLER_PE_RATIO_MONTH', 'MULTPL/SP500_EARNINGS_YIELD_MONTH', 'MULTPL/SP500_REAL_PRICE_MONTH', 'MULTPL/SP500_INFLADJ_MONTH', 'MULTPL/SP500_DIV_MONTH', 'MULTPL/SP500_EARNINGS_MONTH', 'RATEINF/CPI_USA', 'RATEINF/CPI_EUR', 'RATEINF/INFLATION_USA', 'RATEINF/INFLATION_EUR', 'UMICH/SOC35', 'UMICH/SOC22', 'UMICH/SOC16', 'UMICH/SOC1', 'UMICH/SOC47', 'UMICH/SOC46', 'UMICH/SOC45', 'UMICH/SOC44', 'UMICH/SOC43', 'UMICH/SOC42', 'UMICH/SOC41', 'UMICH/SOC40', 'UMICH/SOC39', 'UMICH/SOC38', 'UMICH/SOC37', 'UMICH/SOC36', 'UMICH/SOC34', 'UMICH/SOC33', 'UMICH/SOC32', 'UMICH/SOC31', 'UMICH/SOC30', 'UMICH/SOC29', 'UMICH/SOC28', 'UMICH/SOC27', 'UMICH/SOC26', 'UMICH/SOC25', 'UMICH/SOC24', 'UMICH/SOC23', 'UMICH/SOC21', 'UMICH/SOC20', 'UMICH/SOC19', 'UMICH/SOC18', 'UMICH/SOC17', 'UMICH/SOC15', 'UMICH/SOC14', 'UMICH/SOC13', 'UMICH/SOC12', 'UMICH/SOC11', 'UMICH/SOC10', 'UMICH/SOC9', 'UMICH/SOC8', 'UMICH/SOC7', 'UMICH/SOC6', 'UMICH/SOC5', 'UMICH/SOC4', 'UMICH/SOC3', 'UMICH/SOC2', 'USTREASURY/REALLONGTERM', 'USTREASURY/REALYIELD', 'USTREASURY/BILLRATES', 'USTREASURY/YIELD', 'USTREASURY/LONGTERMRATES', 'USTREASURY/HQMYC', 'USTREASURY/MATDIS', 'USTREASURY/AVMAT', 'USTREASURY/TNMBOR', 'USTREASURY/TMBOR', 'USTREASURY/MKTDM', 'USTREASURY/BRDNM'] CFTC = ['CFTC/066393_FO_L_CHG', 'CFTC/066393_FO_CHG', 'CFTC/066393_F_L_CHG', 'CFTC/066393_F_CHG', 'CFTC/021A65_FO_L_CHG', 'CFTC/021A65_FO_CHG', 'CFTC/021A65_F_L_CHG', 'CFTC/021A65_F_CHG', 'CFTC/021A65_FO_L_OTR_CR', 'CFTC/021A65_FO_L_OLD_CR', 'CFTC/021A65_FO_L_ALL_CR', 'CFTC/021A65_FO_L_OTR_NT', 'CFTC/021A65_FO_L_OLD_NT', 'CFTC/021A65_FO_L_ALL_NT', 'CFTC/021A65_FO_L_OTR_OI', 'CFTC/021A65_FO_L_OLD_OI', 'CFTC/021A65_FO_L_ALL_OI', 'CFTC/021A65_FO_L_OTR', 'CFTC/021A65_FO_L_OLD', 'CFTC/021A65_FO_L_ALL', 'CFTC/021A65_FO_OTR_CR', 'CFTC/021A65_FO_OLD_CR', 'CFTC/021A65_FO_ALL_CR', 'CFTC/021A65_FO_OTR_NT', 'CFTC/021A65_FO_OLD_NT', 'CFTC/021A65_FO_ALL_NT', 'CFTC/021A65_FO_OTR_OI', 'CFTC/021A65_FO_OLD_OI', 'CFTC/021A65_FO_ALL_OI', 'CFTC/021A65_FO_OTR', 'CFTC/021A65_FO_OLD', 'CFTC/021A65_FO_ALL', 'CFTC/021A65_F_L_OTR_CR', 'CFTC/021A65_F_L_OLD_CR', 'CFTC/021A65_F_L_ALL_CR', 'CFTC/021A65_F_L_OTR_NT', 'CFTC/021A65_F_L_OLD_NT', 'CFTC/021A65_F_L_ALL_NT', 'CFTC/021A65_F_L_OTR_OI', 'CFTC/021A65_F_L_OLD_OI', 'CFTC/021A65_F_L_ALL_OI', 'CFTC/021A65_F_L_OTR', 'CFTC/021A65_F_L_OLD', 'CFTC/021A65_F_L_ALL', 'CFTC/021A65_F_OTR_CR', 'CFTC/021A65_F_OLD_CR', 'CFTC/021A65_F_ALL_CR', 'CFTC/021A65_F_OTR_NT', 'CFTC/021A65_F_OLD_NT', 'CFTC/021A65_F_ALL_NT', 'CFTC/021A65_F_OTR_OI', 'CFTC/021A65_F_OLD_OI', 'CFTC/021A65_F_ALL_OI', 'CFTC/021A65_F_OTR', 'CFTC/021A65_F_OLD', 'CFTC/021A65_F_ALL', 'CFTC/023B98_FO_L_CHG', 'CFTC/023B98_FO_CHG', 'CFTC/023B98_F_L_CHG', 'CFTC/023B98_F_CHG', 'CFTC/023B98_FO_L_OTR_CR', 'CFTC/023B98_FO_L_OLD_CR', 'CFTC/023B98_FO_L_ALL_CR', 'CFTC/023B98_FO_L_OTR_NT', 'CFTC/023B98_FO_L_OLD_NT', 'CFTC/023B98_FO_L_ALL_NT', 'CFTC/023B98_FO_L_OTR_OI', 'CFTC/023B98_FO_L_OLD_OI', 'CFTC/023B98_FO_L_ALL_OI', 'CFTC/023B98_FO_L_OTR', 'CFTC/023B98_FO_L_OLD', 'CFTC/023B98_FO_L_ALL', 'CFTC/023B98_FO_OTR_CR', 'CFTC/023B98_FO_OLD_CR', 'CFTC/023B98_FO_ALL_CR', 'CFTC/023B98_FO_OTR_NT', 'CFTC/023B98_FO_OLD_NT', 'CFTC/023B98_FO_ALL_NT', 'CFTC/023B98_FO_OTR_OI', 'CFTC/023B98_FO_OLD_OI', 'CFTC/023B98_FO_ALL_OI', 'CFTC/023B98_FO_OTR', 'CFTC/023B98_FO_OLD', 'CFTC/023B98_FO_ALL', 'CFTC/023B98_F_L_OTR_CR', 'CFTC/023B98_F_L_OLD_CR', 'CFTC/023B98_F_L_ALL_CR', 'CFTC/023B98_F_L_OTR_NT', 'CFTC/023B98_F_L_OLD_NT', 'CFTC/023B98_F_L_ALL_NT', 'CFTC/023B98_F_L_OTR_OI', 'CFTC/023B98_F_L_OLD_OI', 'CFTC/023B98_F_L_ALL_OI', 'CFTC/023B98_F_L_OTR', 'CFTC/023B98_F_L_OLD', 'CFTC/023B98_F_L_ALL', 'CFTC/023B98_F_OTR_CR', 'CFTC/023B98_F_OLD_CR', 'CFTC/023B98_F_ALL_CR', 'CFTC/023B98_F_OTR_NT', 'CFTC/023B98_F_OLD_NT', 'CFTC/023B98_F_ALL_NT', 'CFTC/023B98_F_OTR_OI', 'CFTC/023B98_F_OLD_OI', 'CFTC/023B98_F_ALL_OI', 'CFTC/023B98_F_OTR', 'CFTC/023B98_F_OLD', 'CFTC/023B98_F_ALL', 'CFTC/133742_FO_CHG', 'CFTC/133742_F_CHG', 'CFTC/133742_FO_L_CHG', 'CFTC/133742_F_L_CHG', 'CFTC/133742_FO_ALL_CR', 'CFTC/133742_FO_ALL_NT', 'CFTC/133742_FO_ALL_OI', 'CFTC/133742_FO_ALL', 'CFTC/133742_F_ALL_CR', 'CFTC/133742_F_ALL_NT', 'CFTC/133742_F_ALL_OI', 'CFTC/133742_F_ALL', 'CFTC/133742_FO_L_OTR_CR', 'CFTC/133742_FO_L_OLD_CR', 'CFTC/133742_FO_L_ALL_CR', 'CFTC/133742_FO_L_OTR_NT', 'CFTC/133742_FO_L_OLD_NT', 'CFTC/133742_FO_L_ALL_NT', 'CFTC/133742_FO_L_OTR_OI', 'CFTC/133742_FO_L_OLD_OI', 'CFTC/133742_FO_L_ALL_OI', 'CFTC/133742_FO_L_OTR', 'CFTC/133742_FO_L_OLD', 'CFTC/133742_FO_L_ALL', 'CFTC/133742_F_L_OTR_CR', 'CFTC/133742_F_L_OLD_CR', 'CFTC/133742_F_L_ALL_CR', 'CFTC/133742_F_L_OTR_NT', 'CFTC/133742_F_L_OLD_NT', 'CFTC/133742_F_L_ALL_NT', 'CFTC/133742_F_L_OTR_OI', 'CFTC/133742_F_L_OLD_OI', 'CFTC/133742_F_L_ALL_OI', 'CFTC/133742_F_L_OTR', 'CFTC/133742_F_L_OLD', 'CFTC/133742_F_L_ALL', 'CFTC/066393_FO_L_OTR_CR', 'CFTC/066393_FO_L_OLD_CR', 'CFTC/066393_FO_L_ALL_CR', 'CFTC/066393_FO_L_OTR_NT', 'CFTC/066393_FO_L_OLD_NT', 'CFTC/066393_FO_L_ALL_NT', 'CFTC/066393_FO_L_OTR_OI', 'CFTC/066393_FO_L_OLD_OI', 'CFTC/066393_FO_L_ALL_OI', 'CFTC/066393_FO_L_OTR', 'CFTC/066393_FO_L_OLD', 'CFTC/066393_FO_L_ALL', 'CFTC/066393_FO_OTR_CR', 'CFTC/066393_FO_OLD_CR', 'CFTC/066393_FO_ALL_CR', 'CFTC/066393_FO_OTR_NT', 'CFTC/066393_FO_OLD_NT', 'CFTC/066393_FO_ALL_NT', 'CFTC/066393_FO_OTR_OI', 'CFTC/066393_FO_OLD_OI', 'CFTC/066393_FO_ALL_OI', 'CFTC/066393_FO_OTR', 'CFTC/066393_FO_OLD', 'CFTC/066393_FO_ALL', 'CFTC/066393_F_L_OTR_CR', 'CFTC/066393_F_L_OLD_CR', 'CFTC/066393_F_L_ALL_CR', 'CFTC/066393_F_L_OTR_NT', 'CFTC/066393_F_L_OLD_NT', 'CFTC/066393_F_L_ALL_NT', 'CFTC/066393_F_L_OTR_OI', 'CFTC/066393_F_L_OLD_OI', 'CFTC/066393_F_L_ALL_OI', 'CFTC/066393_F_L_OTR', 'CFTC/066393_F_L_OLD', 'CFTC/066393_F_L_ALL', 'CFTC/066393_F_OTR_CR', 'CFTC/066393_F_OLD_CR', 'CFTC/066393_F_ALL_CR', 'CFTC/066393_F_OTR_NT', 'CFTC/066393_F_OLD_NT', 'CFTC/066393_F_ALL_NT', 'CFTC/066393_F_OTR_OI', 'CFTC/066393_F_OLD_OI', 'CFTC/066393_F_ALL_OI', 'CFTC/066393_F_OTR', 'CFTC/066393_F_OLD', 'CFTC/066393_F_ALL', 'CFTC/146021_FO_CHG', 'CFTC/146021_F_CHG', 'CFTC/146021_FO_L_CHG', 'CFTC/146021_F_L_CHG', 'CFTC/146021_FO_ALL_CR', 'CFTC/146021_FO_ALL_NT', 'CFTC/146021_FO_ALL_OI', 'CFTC/146021_FO_ALL', 'CFTC/146021_F_ALL_CR', 'CFTC/146021_F_ALL_NT', 'CFTC/146021_F_ALL_OI', 'CFTC/146021_F_ALL', 'CFTC/146021_FO_L_OTR_CR', 'CFTC/146021_FO_L_OLD_CR', 'CFTC/146021_FO_L_ALL_CR', 'CFTC/146021_FO_L_OTR_NT', 'CFTC/146021_FO_L_OLD_NT', 'CFTC/146021_FO_L_ALL_NT', 'CFTC/146021_FO_L_OTR_OI', 'CFTC/146021_FO_L_OLD_OI', 'CFTC/146021_FO_L_ALL_OI', 'CFTC/146021_FO_L_OTR', 'CFTC/146021_FO_L_OLD', 'CFTC/146021_FO_L_ALL', 'CFTC/146021_F_L_OTR_CR', 'CFTC/146021_F_L_OLD_CR', 'CFTC/146021_F_L_ALL_CR', 'CFTC/146021_F_L_OTR_NT', 'CFTC/146021_F_L_OLD_NT', 'CFTC/146021_F_L_ALL_NT', 'CFTC/146021_F_L_OTR_OI', 'CFTC/146021_F_L_OLD_OI', 'CFTC/146021_F_L_ALL_OI', 'CFTC/146021_F_L_OTR', 'CFTC/146021_F_L_OLD', 'CFTC/146021_F_L_ALL', 'CFTC/0643IK_FO_L_CHG', 'CFTC/0643IK_FO_CHG', 'CFTC/0643IK_F_L_CHG', 'CFTC/0643IK_F_CHG', 'CFTC/0643IK_FO_L_OTR_CR', 'CFTC/0643IK_FO_L_OLD_CR', 'CFTC/0643IK_FO_L_ALL_CR', 'CFTC/0643IK_FO_L_OTR_NT', 'CFTC/0643IK_FO_L_OLD_NT', 'CFTC/0643IK_FO_L_ALL_NT', 'CFTC/0643IK_FO_L_OTR_OI', 'CFTC/0643IK_FO_L_OLD_OI', 'CFTC/0643IK_FO_L_ALL_OI', 'CFTC/0643IK_FO_L_OTR', 'CFTC/0643IK_FO_L_OLD', 'CFTC/0643IK_FO_L_ALL', 'CFTC/0643IK_FO_OTR_CR', 'CFTC/0643IK_FO_OLD_CR', 'CFTC/0643IK_FO_ALL_CR', 'CFTC/0643IK_FO_OTR_NT', 'CFTC/0643IK_FO_OLD_NT', 'CFTC/0643IK_FO_ALL_NT', 'CFTC/0643IK_FO_OTR_OI', 'CFTC/0643IK_FO_OLD_OI', 'CFTC/0643IK_FO_ALL_OI', 'CFTC/0643IK_FO_OTR', 'CFTC/0643IK_FO_OLD', 'CFTC/0643IK_FO_ALL', 'CFTC/0643IK_F_L_OTR_CR', 'CFTC/0643IK_F_L_OLD_CR', 'CFTC/0643IK_F_L_ALL_CR', 'CFTC/0643IK_F_L_OTR_NT', 'CFTC/0643IK_F_L_OLD_NT', 'CFTC/0643IK_F_L_ALL_NT', 'CFTC/0643IK_F_L_OTR_OI', 'CFTC/0643IK_F_L_OLD_OI', 'CFTC/0643IK_F_L_ALL_OI', 'CFTC/0643IK_F_L_OTR', 'CFTC/0643IK_F_L_OLD', 'CFTC/0643IK_F_L_ALL', 'CFTC/0643IK_F_OTR_CR', 'CFTC/0643IK_F_OLD_CR', 'CFTC/0643IK_F_ALL_CR', 'CFTC/0643IK_F_OTR_NT', 'CFTC/0643IK_F_OLD_NT', 'CFTC/0643IK_F_ALL_NT', 'CFTC/0643IK_F_OTR_OI', 'CFTC/0643IK_F_OLD_OI', 'CFTC/0643IK_F_ALL_OI', 'CFTC/0643IK_F_OTR', 'CFTC/0643IK_F_OLD', 'CFTC/0643IK_F_ALL', 'CFTC/0063DA_FO_L_CHG', 'CFTC/0063DA_FO_CHG', 'CFTC/0063DA_F_L_CHG', 'CFTC/0063DA_F_CHG', 'CFTC/0063DA_FO_L_OTR_CR', 'CFTC/0063DA_FO_L_OLD_CR', 'CFTC/0063DA_FO_L_ALL_CR', 'CFTC/0063DA_FO_L_OTR_NT', 'CFTC/0063DA_FO_L_OLD_NT', 'CFTC/0063DA_FO_L_ALL_NT', 'CFTC/0063DA_FO_L_OTR_OI', 'CFTC/0063DA_FO_L_OLD_OI', 'CFTC/0063DA_FO_L_ALL_OI', 'CFTC/0063DA_FO_L_OTR', 'CFTC/0063DA_FO_L_OLD', 'CFTC/0063DA_FO_L_ALL', 'CFTC/0063DA_FO_OTR_CR', 'CFTC/0063DA_FO_OLD_CR', 'CFTC/0063DA_FO_ALL_CR', 'CFTC/0063DA_FO_OTR_NT', 'CFTC/0063DA_FO_OLD_NT', 'CFTC/0063DA_FO_ALL_NT', 'CFTC/0063DA_FO_OTR_OI', 'CFTC/0063DA_FO_OLD_OI', 'CFTC/0063DA_FO_ALL_OI', 'CFTC/0063DA_FO_OTR', 'CFTC/0063DA_FO_OLD', 'CFTC/0063DA_FO_ALL', 'CFTC/0063DA_F_L_OTR_CR', 'CFTC/0063DA_F_L_OLD_CR', 'CFTC/0063DA_F_L_ALL_CR', 'CFTC/0063DA_F_L_OTR_NT', 'CFTC/0063DA_F_L_OLD_NT', 'CFTC/0063DA_F_L_ALL_NT', 'CFTC/0063DA_F_L_OTR_OI', 'CFTC/0063DA_F_L_OLD_OI', 'CFTC/0063DA_F_L_ALL_OI', 'CFTC/0063DA_F_L_OTR', 'CFTC/0063DA_F_L_OLD', 'CFTC/0063DA_F_L_ALL', 'CFTC/0063DA_F_OTR_CR', 'CFTC/0063DA_F_OLD_CR', 'CFTC/0063DA_F_ALL_CR', 'CFTC/0063DA_F_OTR_NT', 'CFTC/0063DA_F_OLD_NT', 'CFTC/0063DA_F_ALL_NT', 'CFTC/0063DA_F_OTR_OI', 'CFTC/0063DA_F_OLD_OI', 'CFTC/0063DA_F_ALL_OI', 'CFTC/0063DA_F_OTR', 'CFTC/0063DA_F_OLD', 'CFTC/0063DA_F_ALL', 'CFTC/06439U_FO_L_CHG', 'CFTC/06439S_FO_L_CHG', 'CFTC/06439U_FO_CHG', 'CFTC/06439S_FO_CHG', 'CFTC/06439U_F_L_CHG', 'CFTC/06439S_F_L_CHG', 'CFTC/06439U_F_CHG', 'CFTC/06439S_F_CHG', 'CFTC/06439U_FO_L_OTR_CR', 'CFTC/06439U_FO_L_OLD_CR', 'CFTC/06439U_FO_L_ALL_CR', 'CFTC/06439U_FO_L_OTR_NT', 'CFTC/06439U_FO_L_OLD_NT', 'CFTC/06439U_FO_L_ALL_NT', 'CFTC/06439U_FO_L_OTR_OI', 'CFTC/06439U_FO_L_OLD_OI', 'CFTC/06439U_FO_L_ALL_OI', 'CFTC/06439U_FO_L_OTR', 'CFTC/06439U_FO_L_OLD', 'CFTC/06439U_FO_L_ALL', 'CFTC/06439S_FO_L_OTR_CR', 'CFTC/06439S_FO_L_OLD_CR', 'CFTC/06439S_FO_L_ALL_CR', 'CFTC/06439S_FO_L_OTR_NT', 'CFTC/06439S_FO_L_OLD_NT', 'CFTC/06439S_FO_L_ALL_NT', 'CFTC/06439S_FO_L_OTR_OI', 'CFTC/06439S_FO_L_OLD_OI', 'CFTC/06439S_FO_L_ALL_OI', 'CFTC/06439S_FO_L_OTR', 'CFTC/06439S_FO_L_OLD', 'CFTC/06439S_FO_L_ALL', 'CFTC/06439U_FO_OTR_CR', 'CFTC/06439U_FO_OLD_CR', 'CFTC/06439U_FO_ALL_CR', 'CFTC/06439U_FO_OTR_NT', 'CFTC/06439U_FO_OLD_NT', 'CFTC/06439U_FO_ALL_NT', 'CFTC/06439U_FO_OTR_OI', 'CFTC/06439U_FO_OLD_OI', 'CFTC/06439U_FO_ALL_OI', 'CFTC/06439U_FO_OTR', 'CFTC/06439U_FO_OLD', 'CFTC/06439U_FO_ALL', 'CFTC/06439S_FO_OTR_CR', 'CFTC/06439S_FO_OLD_CR', 'CFTC/06439S_FO_ALL_CR', 'CFTC/06439S_FO_OTR_NT', 'CFTC/06439S_FO_OLD_NT', 'CFTC/06439S_FO_ALL_NT', 'CFTC/06439S_FO_OTR_OI', 'CFTC/06439S_FO_OLD_OI', 'CFTC/06439S_FO_ALL_OI', 'CFTC/06439S_FO_OTR', 'CFTC/06439S_FO_OLD', 'CFTC/06439S_FO_ALL', 'CFTC/06439U_F_L_OTR_CR', 'CFTC/06439U_F_L_OLD_CR', 'CFTC/06439U_F_L_ALL_CR', 'CFTC/06439U_F_L_OTR_NT', 'CFTC/06439U_F_L_OLD_NT', 'CFTC/06439U_F_L_ALL_NT', 'CFTC/06439U_F_L_OTR_OI', 'CFTC/06439U_F_L_OLD_OI', 'CFTC/06439U_F_L_ALL_OI', 'CFTC/06439U_F_L_OTR', 'CFTC/06439U_F_L_OLD', 'CFTC/06439U_F_L_ALL', 'CFTC/06439S_F_L_OTR_CR', 'CFTC/06439S_F_L_OLD_CR', 'CFTC/06439S_F_L_ALL_CR', 'CFTC/06439S_F_L_OTR_NT', 'CFTC/06439S_F_L_OLD_NT', 'CFTC/06439S_F_L_ALL_NT', 'CFTC/06439S_F_L_OTR_OI', 'CFTC/06439S_F_L_OLD_OI', 'CFTC/06439S_F_L_ALL_OI', 'CFTC/06439S_F_L_OTR', 'CFTC/06439S_F_L_OLD', 'CFTC/06439S_F_L_ALL', 'CFTC/06439U_F_OTR_CR', 'CFTC/06439U_F_OLD_CR', 'CFTC/06439U_F_ALL_CR', 'CFTC/06439U_F_OTR_NT', 'CFTC/06439U_F_OLD_NT', 'CFTC/06439U_F_ALL_NT', 'CFTC/06439U_F_OTR_OI', 'CFTC/06439U_F_OLD_OI', 'CFTC/06439U_F_ALL_OI', 'CFTC/06439U_F_OTR', 'CFTC/06439U_F_OLD', 'CFTC/06439U_F_ALL', 'CFTC/06439S_F_OTR_CR', 'CFTC/06439S_F_OLD_CR', 'CFTC/06439S_F_ALL_CR', 'CFTC/06439S_F_OTR_NT', 'CFTC/06439S_F_OLD_NT', 'CFTC/06439S_F_ALL_NT', 'CFTC/06439S_F_OTR_OI', 'CFTC/06439S_F_OLD_OI', 'CFTC/06439S_F_ALL_OI', 'CFTC/06439S_F_OTR', 'CFTC/06439S_F_OLD', 'CFTC/06439S_F_ALL', 'CFTC/088695_FO_L_OTR_CR', 'CFTC/088695_FO_L_OLD_CR', 'CFTC/088695_FO_L_ALL_CR', 'CFTC/088695_FO_L_OTR_NT', 'CFTC/088695_FO_L_OLD_NT', 'CFTC/088695_FO_L_ALL_NT', 'CFTC/088695_FO_L_OTR_OI', 'CFTC/088695_FO_L_OLD_OI', 'CFTC/088695_FO_L_ALL_OI', 'CFTC/088695_FO_L_OTR', 'CFTC/088695_FO_L_OLD', 'CFTC/088695_FO_L_ALL', 'CFTC/088695_FO_OTR_CR', 'CFTC/088695_FO_OLD_CR', 'CFTC/088695_FO_ALL_CR', 'CFTC/088695_FO_OTR_NT', 'CFTC/088695_FO_OLD_NT', 'CFTC/088695_FO_ALL_NT', 'CFTC/088695_FO_OTR_OI', 'CFTC/088695_FO_OLD_OI', 'CFTC/088695_FO_ALL_OI', 'CFTC/088695_FO_OTR', 'CFTC/088695_FO_OLD', 'CFTC/088695_FO_ALL', 'CFTC/088695_F_L_OTR_CR', 'CFTC/088695_F_L_OLD_CR', 'CFTC/088695_F_L_ALL_CR', 'CFTC/088695_F_L_OTR_NT', 'CFTC/088695_F_L_OLD_NT', 'CFTC/088695_F_L_ALL_NT', 'CFTC/088695_F_L_OTR_OI', 'CFTC/088695_F_L_OLD_OI', 'CFTC/088695_F_L_ALL_OI', 'CFTC/088695_F_L_OTR', 'CFTC/088695_F_L_OLD', 'CFTC/088695_F_L_ALL', 'CFTC/088695_F_OTR_CR', 'CFTC/088695_F_OLD_CR', 'CFTC/088695_F_ALL_CR', 'CFTC/088695_F_OTR_NT', 'CFTC/088695_F_OLD_NT', 'CFTC/088695_F_ALL_NT', 'CFTC/088695_F_OTR_OI', 'CFTC/088695_F_OLD_OI', 'CFTC/088695_F_ALL_OI', 'CFTC/088695_F_OTR', 'CFTC/088695_F_OLD', 'CFTC/088695_F_ALL', 'CFTC/06739C_FO_L_CHG', 'CFTC/06739C_FO_CHG', 'CFTC/06739C_F_L_CHG', 'CFTC/06739C_F_CHG', 'CFTC/06739C_FO_L_OTR_CR', 'CFTC/06739C_FO_L_OLD_CR', 'CFTC/06739C_FO_L_ALL_CR', 'CFTC/06739C_FO_L_OTR_NT', 'CFTC/06739C_FO_L_OLD_NT', 'CFTC/06739C_FO_L_ALL_NT', 'CFTC/06739C_FO_L_OTR_OI', 'CFTC/06739C_FO_L_OLD_OI', 'CFTC/06739C_FO_L_ALL_OI', 'CFTC/06739C_FO_L_OTR', 'CFTC/06739C_FO_L_OLD', 'CFTC/06739C_FO_L_ALL', 'CFTC/06739C_FO_OTR_CR', 'CFTC/06739C_FO_OLD_CR', 'CFTC/06739C_FO_ALL_CR', 'CFTC/06739C_FO_OTR_NT', 'CFTC/06739C_FO_OLD_NT', 'CFTC/06739C_FO_ALL_NT', 'CFTC/06739C_FO_OTR_OI', 'CFTC/06739C_FO_OLD_OI', 'CFTC/06739C_FO_ALL_OI', 'CFTC/06739C_FO_OTR', 'CFTC/06739C_FO_OLD', 'CFTC/06739C_FO_ALL', 'CFTC/06739C_F_L_OTR_CR', 'CFTC/06739C_F_L_OLD_CR', 'CFTC/06739C_F_L_ALL_CR', 'CFTC/06739C_F_L_OTR_NT', 'CFTC/06739C_F_L_OLD_NT', 'CFTC/06739C_F_L_ALL_NT', 'CFTC/06739C_F_L_OTR_OI', 'CFTC/06739C_F_L_OLD_OI', 'CFTC/06739C_F_L_ALL_OI', 'CFTC/06739C_F_L_OTR', 'CFTC/06739C_F_L_OLD', 'CFTC/06739C_F_L_ALL', 'CFTC/06739C_F_OTR_CR', 'CFTC/06739C_F_OLD_CR', 'CFTC/06739C_F_ALL_CR', 'CFTC/06739C_F_OTR_NT', 'CFTC/06739C_F_OLD_NT', 'CFTC/06739C_F_ALL_NT', 'CFTC/06739C_F_OTR_OI', 'CFTC/06739C_F_OLD_OI', 'CFTC/06739C_F_ALL_OI', 'CFTC/06739C_F_OTR', 'CFTC/06739C_F_OLD', 'CFTC/06739C_F_ALL', 'CFTC/191696_FO_L_CHG', 'CFTC/191696_FO_CHG', 'CFTC/191696_F_L_CHG', 'CFTC/191696_F_CHG', 'CFTC/191696_FO_L_OTR_CR', 'CFTC/191696_FO_L_OLD_CR', 'CFTC/191696_FO_L_ALL_CR', 'CFTC/191696_FO_L_OTR_NT', 'CFTC/191696_FO_L_OLD_NT', 'CFTC/191696_FO_L_ALL_NT', 'CFTC/191696_FO_L_OTR_OI', 'CFTC/191696_FO_L_OLD_OI', 'CFTC/191696_FO_L_ALL_OI', 'CFTC/191696_FO_L_OTR', 'CFTC/191696_FO_L_OLD', 'CFTC/191696_FO_L_ALL', 'CFTC/191696_FO_OTR_CR', 'CFTC/191696_FO_OLD_CR', 'CFTC/191696_FO_ALL_CR', 'CFTC/191696_FO_OTR_NT', 'CFTC/191696_FO_OLD_NT', 'CFTC/191696_FO_ALL_NT', 'CFTC/191696_FO_OTR_OI', 'CFTC/191696_FO_OLD_OI', 'CFTC/191696_FO_ALL_OI', 'CFTC/191696_FO_OTR', 'CFTC/191696_FO_OLD', 'CFTC/191696_FO_ALL', 'CFTC/191696_F_L_OTR_CR', 'CFTC/191696_F_L_OLD_CR', 'CFTC/191696_F_L_ALL_CR', 'CFTC/191696_F_L_OTR_NT', 'CFTC/191696_F_L_OLD_NT', 'CFTC/191696_F_L_ALL_NT', 'CFTC/191696_F_L_OTR_OI', 'CFTC/191696_F_L_OLD_OI', 'CFTC/191696_F_L_ALL_OI', 'CFTC/191696_F_L_OTR', 'CFTC/191696_F_L_OLD', 'CFTC/191696_F_L_ALL', 'CFTC/191696_F_OTR_CR', 'CFTC/191696_F_OLD_CR', 'CFTC/191696_F_ALL_CR', 'CFTC/191696_F_OTR_NT', 'CFTC/191696_F_OLD_NT', 'CFTC/191696_F_ALL_NT', 'CFTC/191696_F_OTR_OI', 'CFTC/191696_F_OLD_OI', 'CFTC/191696_F_ALL_OI', 'CFTC/191696_F_OTR', 'CFTC/191696_F_OLD', 'CFTC/191696_F_ALL', 'CFTC/06641E_FO_L_CHG', 'CFTC/06641E_FO_CHG', 'CFTC/06641E_F_L_CHG', 'CFTC/06641E_F_CHG', 'CFTC/06641E_FO_L_OTR_CR', 'CFTC/06641E_FO_L_OLD_CR', 'CFTC/06641E_FO_L_ALL_CR', 'CFTC/06641E_FO_L_OTR_NT', 'CFTC/06641E_FO_L_OLD_NT', 'CFTC/06641E_FO_L_ALL_NT', 'CFTC/06641E_FO_L_OTR_OI', 'CFTC/06641E_FO_L_OLD_OI', 'CFTC/06641E_FO_L_ALL_OI', 'CFTC/06641E_FO_L_OTR', 'CFTC/06641E_FO_L_OLD', 'CFTC/06641E_FO_L_ALL', 'CFTC/06641E_FO_OTR_CR', 'CFTC/06641E_FO_OLD_CR', 'CFTC/06641E_FO_ALL_CR', 'CFTC/06641E_FO_OTR_NT', 'CFTC/06641E_FO_OLD_NT', 'CFTC/06641E_FO_ALL_NT', 'CFTC/06641E_FO_OTR_OI', 'CFTC/06641E_FO_OLD_OI', 'CFTC/06641E_FO_ALL_OI', 'CFTC/06641E_FO_OTR', 'CFTC/06641E_FO_OLD', 'CFTC/06641E_FO_ALL', 'CFTC/06641E_F_L_OTR_CR', 'CFTC/06641E_F_L_OLD_CR', 'CFTC/06641E_F_L_ALL_CR', 'CFTC/06641E_F_L_OTR_NT', 'CFTC/06641E_F_L_OLD_NT', 'CFTC/06641E_F_L_ALL_NT', 'CFTC/06641E_F_L_OTR_OI', 'CFTC/06641E_F_L_OLD_OI', 'CFTC/06641E_F_L_ALL_OI', 'CFTC/06641E_F_L_OTR', 'CFTC/06641E_F_L_OLD', 'CFTC/06641E_F_L_ALL', 'CFTC/06641E_F_OTR_CR', 'CFTC/06641E_F_OLD_CR', 'CFTC/06641E_F_ALL_CR', 'CFTC/06641E_F_OTR_NT', 'CFTC/06641E_F_OLD_NT', 'CFTC/06641E_F_ALL_NT', 'CFTC/06641E_F_OTR_OI', 'CFTC/06641E_F_OLD_OI', 'CFTC/06641E_F_ALL_OI', 'CFTC/06641E_F_OTR', 'CFTC/06641E_F_OLD', 'CFTC/06641E_F_ALL', 'CFTC/0063DX_FO_L_CHG', 'CFTC/0063DW_FO_L_CHG', 'CFTC/0063DX_FO_CHG', 'CFTC/0063DW_FO_CHG', 'CFTC/0063DX_F_L_CHG', 'CFTC/0063DW_F_L_CHG', 'CFTC/0063DX_F_CHG', 'CFTC/0063DW_F_CHG', 'CFTC/209747_FO_CHG', 'CFTC/209747_F_CHG', 'CFTC/209747_FO_L_CHG', 'CFTC/0063DX_FO_L_OTR_CR', 'CFTC/0063DX_FO_L_OLD_CR', 'CFTC/0063DX_FO_L_ALL_CR', 'CFTC/0063DX_FO_L_OTR_NT', 'CFTC/0063DX_FO_L_OLD_NT', 'CFTC/0063DX_FO_L_ALL_NT', 'CFTC/0063DX_FO_L_OTR_OI', 'CFTC/0063DX_FO_L_OLD_OI', 'CFTC/0063DX_FO_L_ALL_OI', 'CFTC/0063DX_FO_L_OTR', 'CFTC/0063DX_FO_L_OLD', 'CFTC/0063DX_FO_L_ALL', 'CFTC/0063DW_FO_L_OTR_CR', 'CFTC/0063DW_FO_L_OLD_CR', 'CFTC/0063DW_FO_L_ALL_CR', 'CFTC/0063DW_FO_L_OTR_NT', 'CFTC/0063DW_FO_L_OLD_NT', 'CFTC/0063DW_FO_L_ALL_NT', 'CFTC/0063DW_FO_L_OTR_OI', 'CFTC/0063DW_FO_L_OLD_OI', 'CFTC/0063DW_FO_L_ALL_OI', 'CFTC/0063DW_FO_L_OTR', 'CFTC/0063DW_FO_L_OLD', 'CFTC/0063DW_FO_L_ALL', 'CFTC/0063DX_FO_OTR_CR', 'CFTC/0063DX_FO_OLD_CR', 'CFTC/0063DX_FO_ALL_CR', 'CFTC/0063DX_FO_OTR_NT', 'CFTC/0063DX_FO_OLD_NT', 'CFTC/0063DX_FO_ALL_NT', 'CFTC/0063DX_FO_OTR_OI', 'CFTC/0063DX_FO_OLD_OI', 'CFTC/0063DX_FO_ALL_OI', 'CFTC/0063DX_FO_OTR', 'CFTC/0063DX_FO_OLD', 'CFTC/0063DX_FO_ALL', 'CFTC/0063DW_FO_OTR_CR', 'CFTC/0063DW_FO_OLD_CR', 'CFTC/0063DW_FO_ALL_CR', 'CFTC/0063DW_FO_OTR_NT', 'CFTC/0063DW_FO_OLD_NT', 'CFTC/0063DW_FO_ALL_NT', 'CFTC/0063DW_FO_OTR_OI', 'CFTC/0063DW_FO_OLD_OI', 'CFTC/0063DW_FO_ALL_OI', 'CFTC/0063DW_FO_OTR', 'CFTC/0063DW_FO_OLD', 'CFTC/0063DW_FO_ALL', 'CFTC/209747_F_L_CHG', 'CFTC/0063DX_F_L_OTR_CR', 'CFTC/0063DX_F_L_OLD_CR', 'CFTC/0063DX_F_L_ALL_CR', 'CFTC/0063DX_F_L_OTR_NT', 'CFTC/0063DX_F_L_OLD_NT', 'CFTC/0063DX_F_L_ALL_NT', 'CFTC/0063DX_F_L_OTR_OI', 'CFTC/0063DX_F_L_OLD_OI', 'CFTC/0063DX_F_L_ALL_OI', 'CFTC/0063DX_F_L_OTR', 'CFTC/0063DX_F_L_OLD', 'CFTC/0063DX_F_L_ALL', 'CFTC/0063DW_F_L_OTR_CR', 'CFTC/0063DW_F_L_OLD_CR', 'CFTC/0063DW_F_L_ALL_CR', 'CFTC/0063DW_F_L_OTR_NT', 'CFTC/0063DW_F_L_OLD_NT', 'CFTC/0063DW_F_L_ALL_NT', 'CFTC/0063DW_F_L_OTR_OI', 'CFTC/0063DW_F_L_OLD_OI', 'CFTC/0063DW_F_L_ALL_OI', 'CFTC/0063DW_F_L_OTR', 'CFTC/0063DW_F_L_OLD', 'CFTC/0063DW_F_L_ALL', 'CFTC/0063DX_F_OTR_CR', 'CFTC/0063DX_F_OLD_CR', 'CFTC/0063DX_F_ALL_CR', 'CFTC/0063DX_F_OTR_NT', 'CFTC/0063DX_F_OLD_NT', 'CFTC/0063DX_F_ALL_NT', 'CFTC/0063DX_F_OTR_OI', 'CFTC/0063DX_F_OLD_OI', 'CFTC/0063DX_F_ALL_OI', 'CFTC/0063DX_F_OTR', 'CFTC/0063DX_F_OLD', 'CFTC/0063DX_F_ALL', 'CFTC/0063DW_F_OTR_CR', 'CFTC/0063DW_F_OLD_CR', 'CFTC/0063DW_F_ALL_CR', 'CFTC/0063DW_F_OTR_NT', 'CFTC/0063DW_F_OLD_NT', 'CFTC/0063DW_F_ALL_NT', 'CFTC/0063DW_F_OTR_OI', 'CFTC/0063DW_F_OLD_OI', 'CFTC/0063DW_F_ALL_OI', 'CFTC/0063DW_F_OTR', 'CFTC/0063DW_F_OLD', 'CFTC/0063DW_F_ALL', 'CFTC/209747_FO_ALL_CR', 'CFTC/209747_FO_ALL_NT', 'CFTC/209747_FO_ALL_OI', 'CFTC/209747_FO_ALL', 'CFTC/209747_F_ALL_CR', 'CFTC/209747_F_ALL_NT', 'CFTC/209747_F_ALL_OI', 'CFTC/209747_F_ALL', 'CFTC/209747_FO_L_OTR_CR', 'CFTC/209747_FO_L_OLD_CR', 'CFTC/209747_FO_L_ALL_CR', 'CFTC/209747_FO_L_OTR_NT', 'CFTC/209747_FO_L_OLD_NT', 'CFTC/209747_FO_L_ALL_NT', 'CFTC/209747_FO_L_OTR_OI', 'CFTC/209747_FO_L_OLD_OI', 'CFTC/209747_FO_L_ALL_OI', 'CFTC/209747_FO_L_OTR', 'CFTC/209747_FO_L_OLD', 'CFTC/209747_FO_L_ALL', 'CFTC/209747_F_L_OTR_CR', 'CFTC/209747_F_L_OLD_CR', 'CFTC/209747_F_L_ALL_CR', 'CFTC/209747_F_L_OTR_NT', 'CFTC/209747_F_L_OLD_NT', 'CFTC/209747_F_L_ALL_NT', 'CFTC/209747_F_L_OTR_OI', 'CFTC/209747_F_L_OLD_OI', 'CFTC/209747_F_L_ALL_OI', 'CFTC/209747_F_L_OTR', 'CFTC/209747_F_L_OLD', 'CFTC/209747_F_L_ALL', 'CFTC/13874U_FO_ALL_CR', 'CFTC/13874U_FO_ALL_NT', 'CFTC/13874U_FO_ALL_OI', 'CFTC/13874U_FO_ALL', 'CFTC/13874U_F_ALL_CR', 'CFTC/13874U_F_ALL_NT', 'CFTC/13874U_F_ALL_OI', 'CFTC/13874U_F_ALL', 'CFTC/13874U_FO_L_OTR_CR', 'CFTC/13874U_FO_L_OLD_CR', 'CFTC/13874U_FO_L_ALL_CR', 'CFTC/13874U_FO_L_OTR_NT', 'CFTC/13874U_FO_L_OLD_NT', 'CFTC/13874U_FO_L_ALL_NT', 'CFTC/13874U_FO_L_OTR_OI', 'CFTC/13874U_FO_L_OLD_OI', 'CFTC/13874U_FO_L_ALL_OI', 'CFTC/13874U_FO_L_OTR', 'CFTC/13874U_FO_L_OLD', 'CFTC/13874U_FO_L_ALL', 'CFTC/0063DB_FO_L_CHG', 'CFTC/0063DB_FO_CHG', 'CFTC/13874U_F_L_OTR_CR', 'CFTC/13874U_F_L_OLD_CR', 'CFTC/13874U_F_L_ALL_CR', 'CFTC/13874U_F_L_OTR_NT', 'CFTC/13874U_F_L_OLD_NT', 'CFTC/13874U_F_L_ALL_NT', 'CFTC/13874U_F_L_OTR_OI', 'CFTC/13874U_F_L_OLD_OI', 'CFTC/13874U_F_L_ALL_OI', 'CFTC/13874U_F_L_OTR', 'CFTC/13874U_F_L_OLD', 'CFTC/13874U_F_L_ALL', 'CFTC/0063DB_F_L_CHG', 'CFTC/0063DB_F_CHG', 'CFTC/064CZS_FO_L_CHG', 'CFTC/064CZS_FO_CHG', 'CFTC/064CZS_F_L_CHG', 'CFTC/064CZS_F_CHG', 'CFTC/064CZS_FO_L_OTR_CR', 'CFTC/064CZS_FO_L_OLD_CR', 'CFTC/064CZS_FO_L_ALL_CR', 'CFTC/064CZS_FO_L_OTR_NT', 'CFTC/064CZS_FO_L_OLD_NT', 'CFTC/064CZS_FO_L_ALL_NT', 'CFTC/064CZS_FO_L_OTR_OI', 'CFTC/064CZS_FO_L_OLD_OI', 'CFTC/064CZS_FO_L_ALL_OI', 'CFTC/064CZS_FO_L_OTR', 'CFTC/064CZS_FO_L_OLD', 'CFTC/064CZS_FO_L_ALL', 'CFTC/064CZS_FO_OTR_CR', 'CFTC/064CZS_FO_OLD_CR', 'CFTC/064CZS_FO_ALL_CR', 'CFTC/064CZS_FO_OTR_NT', 'CFTC/064CZS_FO_OLD_NT', 'CFTC/064CZS_FO_ALL_NT', 'CFTC/064CZS_FO_OTR_OI', 'CFTC/064CZS_FO_OLD_OI', 'CFTC/064CZS_FO_ALL_OI', 'CFTC/064CZS_FO_OTR', 'CFTC/064CZS_FO_OLD', 'CFTC/064CZS_FO_ALL', 'CFTC/064CZS_F_L_OTR_CR', 'CFTC/064CZS_F_L_OLD_CR', 'CFTC/064CZS_F_L_ALL_CR', 'CFTC/064CZS_F_L_OTR_NT', 'CFTC/064CZS_F_L_OLD_NT', 'CFTC/064CZS_F_L_ALL_NT', 'CFTC/064CZS_F_L_OTR_OI', 'CFTC/064CZS_F_L_OLD_OI', 'CFTC/064CZS_F_L_ALL_OI', 'CFTC/064CZS_F_L_OTR', 'CFTC/064CZS_F_L_OLD', 'CFTC/064CZS_F_L_ALL', 'CFTC/064CZS_F_OTR_CR', 'CFTC/064CZS_F_OLD_CR', 'CFTC/064CZS_F_ALL_CR', 'CFTC/064CZS_F_OTR_NT', 'CFTC/064CZS_F_OLD_NT', 'CFTC/064CZS_F_ALL_NT', 'CFTC/064CZS_F_OTR_OI', 'CFTC/064CZS_F_OLD_OI', 'CFTC/064CZS_F_ALL_OI', 'CFTC/064CZS_F_OTR', 'CFTC/064CZS_F_OLD', 'CFTC/064CZS_F_ALL', 'CFTC/06439W_FO_L_CHG', 'CFTC/06439W_FO_CHG', 'CFTC/06439W_F_L_CHG', 'CFTC/06439W_F_CHG', 'CFTC/06439W_FO_L_OTR_CR', 'CFTC/06439W_FO_L_OLD_CR', 'CFTC/06439W_FO_L_ALL_CR', 'CFTC/06439W_FO_L_OTR_NT', 'CFTC/06439W_FO_L_OLD_NT', 'CFTC/06439W_FO_L_ALL_NT', 'CFTC/06439W_FO_L_OTR_OI', 'CFTC/06439W_FO_L_OLD_OI', 'CFTC/06439W_FO_L_ALL_OI', 'CFTC/06439W_FO_L_OTR', 'CFTC/06439W_FO_L_OLD', 'CFTC/06439W_FO_L_ALL', 'CFTC/06439W_FO_OTR_CR', 'CFTC/06439W_FO_OLD_CR', 'CFTC/06439W_FO_ALL_CR', 'CFTC/06439W_FO_OTR_NT', 'CFTC/06439W_FO_OLD_NT', 'CFTC/06439W_FO_ALL_NT', 'CFTC/06439W_FO_OTR_OI', 'CFTC/06439W_FO_OLD_OI', 'CFTC/06439W_FO_ALL_OI', 'CFTC/06439W_FO_OTR', 'CFTC/06439W_FO_OLD', 'CFTC/06439W_FO_ALL', 'CFTC/06439W_F_L_OTR_CR', 'CFTC/06439W_F_L_OLD_CR', 'CFTC/06439W_F_L_ALL_CR', 'CFTC/06439W_F_L_OTR_NT', 'CFTC/06439W_F_L_OLD_NT', 'CFTC/06439W_F_L_ALL_NT', 'CFTC/06439W_F_L_OTR_OI', 'CFTC/06439W_F_L_OLD_OI', 'CFTC/06439W_F_L_ALL_OI', 'CFTC/06439W_F_L_OTR', 'CFTC/06439W_F_L_OLD', 'CFTC/06439W_F_L_ALL', 'CFTC/06439W_F_OTR_CR', 'CFTC/06439W_F_OLD_CR', 'CFTC/06439W_F_ALL_CR', 'CFTC/06439W_F_OTR_NT', 'CFTC/06439W_F_OLD_NT', 'CFTC/06439W_F_ALL_NT', 'CFTC/06439W_F_OTR_OI', 'CFTC/06439W_F_OLD_OI', 'CFTC/06439W_F_ALL_OI', 'CFTC/06439W_F_OTR', 'CFTC/06439W_F_OLD', 'CFTC/06439W_F_ALL', 'CFTC/06665S_FO_L_CHG', 'CFTC/064CTQ_FO_L_CHG', 'CFTC/06665S_FO_CHG', 'CFTC/064CTQ_FO_CHG', 'CFTC/06665S_F_L_CHG', 'CFTC/064CTQ_F_L_CHG', 'CFTC/06665S_F_CHG', 'CFTC/064CTQ_F_CHG', 'CFTC/064CTQ_FO_L_OTR_CR', 'CFTC/064CTQ_FO_L_OLD_CR', 'CFTC/064CTQ_FO_L_ALL_CR', 'CFTC/064CTQ_FO_L_OTR_NT', 'CFTC/064CTQ_FO_L_OLD_NT', 'CFTC/064CTQ_FO_L_ALL_NT', 'CFTC/064CTQ_FO_L_OTR_OI', 'CFTC/064CTQ_FO_L_OLD_OI', 'CFTC/064CTQ_FO_L_ALL_OI', 'CFTC/064CTQ_FO_L_OTR', 'CFTC/064CTQ_FO_L_OLD', 'CFTC/064CTQ_FO_L_ALL', 'CFTC/06439V_FO_L_CHG', 'CFTC/064CTQ_FO_OTR_CR', 'CFTC/064CTQ_FO_OLD_CR', 'CFTC/064CTQ_FO_ALL_CR', 'CFTC/064CTQ_FO_OTR_NT', 'CFTC/064CTQ_FO_OLD_NT', 'CFTC/064CTQ_FO_ALL_NT', 'CFTC/064CTQ_FO_OTR_OI', 'CFTC/064CTQ_FO_OLD_OI', 'CFTC/064CTQ_FO_ALL_OI', 'CFTC/064CTQ_FO_OTR', 'CFTC/064CTQ_FO_OLD', 'CFTC/064CTQ_FO_ALL', 'CFTC/06439V_FO_CHG', 'CFTC/064CTQ_F_L_OTR_CR', 'CFTC/064CTQ_F_L_OLD_CR', 'CFTC/064CTQ_F_L_ALL_CR', 'CFTC/064CTQ_F_L_OTR_NT', 'CFTC/064CTQ_F_L_OLD_NT', 'CFTC/064CTQ_F_L_ALL_NT', 'CFTC/064CTQ_F_L_OTR_OI', 'CFTC/064CTQ_F_L_OLD_OI', 'CFTC/064CTQ_F_L_ALL_OI', 'CFTC/064CTQ_F_L_OTR', 'CFTC/064CTQ_F_L_OLD', 'CFTC/064CTQ_F_L_ALL', 'CFTC/06439V_F_L_CHG', 'CFTC/064CTQ_F_OTR_CR', 'CFTC/064CTQ_F_OLD_CR', 'CFTC/064CTQ_F_ALL_CR', 'CFTC/064CTQ_F_OTR_NT', 'CFTC/064CTQ_F_OLD_NT', 'CFTC/064CTQ_F_ALL_NT', 'CFTC/064CTQ_F_OTR_OI', 'CFTC/064CTQ_F_OLD_OI', 'CFTC/064CTQ_F_ALL_OI', 'CFTC/064CTQ_F_OTR', 'CFTC/064CTQ_F_OLD', 'CFTC/064CTQ_F_ALL', 'CFTC/06439V_F_CHG', 'CFTC/06439V_FO_L_OTR_CR', 'CFTC/06439V_FO_L_OLD_CR', 'CFTC/06439V_FO_L_ALL_CR', 'CFTC/06439V_FO_L_OTR_NT', 'CFTC/06439V_FO_L_OLD_NT', 'CFTC/06439V_FO_L_ALL_NT', 'CFTC/06439V_FO_L_OTR_OI', 'CFTC/06439V_FO_L_OLD_OI', 'CFTC/06439V_FO_L_ALL_OI', 'CFTC/06439V_FO_L_OTR', 'CFTC/06439V_FO_L_OLD', 'CFTC/06439V_FO_L_ALL', 'CFTC/06439V_FO_OTR_CR', 'CFTC/06439V_FO_OLD_CR', 'CFTC/06439V_FO_ALL_CR', 'CFTC/06439V_FO_OTR_NT', 'CFTC/06439V_FO_OLD_NT', 'CFTC/06439V_FO_ALL_NT', 'CFTC/06439V_FO_OTR_OI', 'CFTC/06439V_FO_OLD_OI', 'CFTC/06439V_FO_ALL_OI', 'CFTC/06439V_FO_OTR', 'CFTC/06439V_FO_OLD', 'CFTC/06439V_FO_ALL', 'CFTC/06439V_F_L_OTR_CR', 'CFTC/06439V_F_L_OLD_CR', 'CFTC/06439V_F_L_ALL_CR', 'CFTC/06439V_F_L_OTR_NT', 'CFTC/06439V_F_L_OLD_NT', 'CFTC/06439V_F_L_ALL_NT', 'CFTC/06439V_F_L_OTR_OI', 'CFTC/06439V_F_L_OLD_OI', 'CFTC/06439V_F_L_ALL_OI', 'CFTC/06439V_F_L_OTR', 'CFTC/06439V_F_L_OLD', 'CFTC/06439V_F_L_ALL', 'CFTC/06439V_F_OTR_CR', 'CFTC/06439V_F_OLD_CR', 'CFTC/06439V_F_ALL_CR', 'CFTC/06439V_F_OTR_NT', 'CFTC/06439V_F_OLD_NT', 'CFTC/06439V_F_ALL_NT', 'CFTC/06439V_F_OTR_OI', 'CFTC/06439V_F_OLD_OI', 'CFTC/06439V_F_ALL_OI', 'CFTC/06439V_F_OTR', 'CFTC/06439V_F_OLD', 'CFTC/06439V_F_ALL', 'CFTC/111A34_FO_L_CHG', 'CFTC/111A34_FO_CHG', 'CFTC/111A34_F_L_CHG', 'CFTC/111A34_F_CHG', 'CFTC/021397_FO_L_CHG', 'CFTC/021397_FO_CHG', 'CFTC/021397_F_L_CHG', 'CFTC/021397_F_CHG', 'CFTC/021397_FO_L_OLD_CR', 'CFTC/021397_FO_L_OTR_CR', 'CFTC/021397_FO_L_ALL_CR', 'CFTC/021397_FO_L_ALL_NT', 'CFTC/021397_FO_L_OTR_NT', 'CFTC/021397_FO_L_OLD_NT', 'CFTC/021397_FO_L_OTR', 'CFTC/021397_FO_L_OLD_OI', 'CFTC/021397_FO_L_OTR_OI', 'CFTC/021397_FO_L_ALL_OI', 'CFTC/021397_FO_L_OLD', 'CFTC/021397_FO_L_ALL', 'CFTC/0063DB_FO_L_OLD_CR', 'CFTC/0063DB_FO_L_OTR_CR', 'CFTC/0063DB_FO_L_OLD_NT', 'CFTC/0063DB_FO_L_ALL_NT', 'CFTC/0063DB_FO_L_ALL_CR', 'CFTC/0063DB_FO_L_OTR_NT', 'CFTC/0063DB_FO_L_OLD_OI', 'CFTC/0063DB_FO_L_OTR', 'CFTC/0063DB_FO_L_OTR_OI', 'CFTC/0063DB_FO_L_ALL', 'CFTC/0063DB_FO_L_ALL_OI', 'CFTC/0063DB_FO_L_OLD', 'CFTC/021397_FO_OLD_CR', 'CFTC/021397_FO_OTR_CR', 'CFTC/021397_FO_OLD_OI', 'CFTC/021397_FO_ALL_CR', 'CFTC/021397_FO_OTR_NT', 'CFTC/021397_FO_OTR', 'CFTC/021397_FO_ALL_OI', 'CFTC/021397_FO_OLD_NT', 'CFTC/021397_FO_ALL_NT', 'CFTC/021397_FO_OTR_OI', 'CFTC/021397_FO_OLD', 'CFTC/021397_FO_ALL', 'CFTC/0063DB_FO_OTR_CR', 'CFTC/0063DB_FO_OLD_CR', 'CFTC/0063DB_FO_ALL_NT', 'CFTC/0063DB_FO_OLD_NT', 'CFTC/0063DB_FO_OTR_NT', 'CFTC/0063DB_FO_ALL_CR', 'CFTC/0063DB_FO_OLD_OI', 'CFTC/0063DB_FO_ALL_OI', 'CFTC/0063DB_FO_OTR_OI', 'CFTC/0063DB_FO_OLD', 'CFTC/0063DB_FO_OTR', 'CFTC/0063DB_FO_ALL', 'CFTC/021397_F_L_OTR_CR', 'CFTC/021397_F_L_ALL_CR', 'CFTC/021397_F_L_OLD_NT', 'CFTC/021397_F_L_ALL_OI', 'CFTC/021397_F_L_OTR', 'CFTC/021397_F_L_ALL_NT', 'CFTC/021397_F_L_OLD_CR', 'CFTC/021397_F_L_OTR_OI', 'CFTC/021397_F_L_OTR_NT', 'CFTC/021397_F_L_OLD_OI', 'CFTC/021397_F_L_ALL', 'CFTC/021397_F_L_OLD', 'CFTC/0063DB_F_L_ALL_OI', 'CFTC/0063DB_F_L_OTR_NT', 'CFTC/0063DB_F_L_OLD_OI', 'CFTC/0063DB_F_L_OLD_NT', 'CFTC/0063DB_F_L_ALL_CR', 'CFTC/0063DB_F_L_OLD_CR', 'CFTC/0063DB_F_L_OTR', 'CFTC/0063DB_F_L_OTR_CR', 'CFTC/0063DB_F_L_OTR_OI', 'CFTC/0063DB_F_L_ALL_NT', 'CFTC/0063DB_F_L_ALL', 'CFTC/0063DB_F_L_OLD', 'CFTC/021397_F_ALL_CR', 'CFTC/021397_F_OTR_CR', 'CFTC/021397_F_OLD_NT', 'CFTC/021397_F_OTR_OI', 'CFTC/021397_F_ALL_OI', 'CFTC/021397_F_OLD_CR', 'CFTC/021397_F_OTR_NT', 'CFTC/021397_F_ALL', 'CFTC/021397_F_OLD_OI', 'CFTC/021397_F_ALL_NT', 'CFTC/021397_F_OLD', 'CFTC/021397_F_OTR', 'CFTC/0063DB_F_OTR_NT', 'CFTC/0063DB_F_OTR', 'CFTC/0063DB_F_OTR_CR', 'CFTC/0063DB_F_ALL_NT', 'CFTC/0063DB_F_OLD_OI', 'CFTC/0063DB_F_ALL_CR', 'CFTC/0063DB_F_ALL', 'CFTC/0063DB_F_OLD_CR', 'CFTC/0063DB_F_OTR_OI', 'CFTC/0063DB_F_ALL_OI', 'CFTC/0063DB_F_OLD_NT', 'CFTC/0063DB_F_OLD', 'CFTC/0233DW_FO_L_CHG', 'CFTC/0233DW_FO_CHG', 'CFTC/0233DW_F_L_CHG', 'CFTC/0233DW_F_CHG', 'CFTC/239744_FO_CHG', 'CFTC/239744_F_CHG', 'CFTC/239744_FO_L_CHG', 'CFTC/191694_FO_L_CHG', 'CFTC/191694_FO_CHG', 'CFTC/239744_F_L_CHG', 'CFTC/191694_F_L_CHG', 'CFTC/191694_F_CHG', 'CFTC/191694_FO_L_ALL_CR', 'CFTC/191694_FO_L_OLD_CR', 'CFTC/191694_FO_L_OTR_CR', 'CFTC/191694_FO_L_OTR_NT', 'CFTC/191694_FO_L_ALL_NT', 'CFTC/191694_FO_L_OTR_OI', 'CFTC/191694_FO_L_OLD_OI', 'CFTC/191694_FO_L_OLD_NT', 'CFTC/191694_FO_L_OLD', 'CFTC/191694_FO_L_ALL_OI', 'CFTC/191694_FO_L_OTR', 'CFTC/191694_FO_L_ALL', 'CFTC/191694_FO_OLD_OI', 'CFTC/191694_FO_OTR_CR', 'CFTC/191694_FO_ALL_CR', 'CFTC/191694_FO_OLD_CR', 'CFTC/191694_FO_OLD_NT', 'CFTC/191694_FO_OTR_NT', 'CFTC/191694_FO_ALL_NT', 'CFTC/191694_FO_OTR_OI', 'CFTC/191694_FO_ALL', 'CFTC/191694_FO_ALL_OI', 'CFTC/191694_FO_OLD', 'CFTC/191694_FO_OTR', 'CFTC/191694_F_L_OLD_CR', 'CFTC/191694_F_L_ALL_CR', 'CFTC/191694_F_L_OTR_CR', 'CFTC/191694_F_L_OTR_OI', 'CFTC/191694_F_L_OLD_OI', 'CFTC/191694_F_L_ALL_NT', 'CFTC/191694_F_L_OLD_NT', 'CFTC/191694_F_L_OTR_NT', 'CFTC/191694_F_L_ALL', 'CFTC/191694_F_L_OTR', 'CFTC/191694_F_L_ALL_OI', 'CFTC/191694_F_L_OLD', 'CFTC/191694_F_ALL_CR', 'CFTC/191694_F_OTR_CR', 'CFTC/191694_F_OLD_CR', 'CFTC/191694_F_OLD_NT', 'CFTC/191694_F_OLD_OI', 'CFTC/191694_F_OTR_OI', 'CFTC/191694_F_OTR_NT', 'CFTC/191694_F_ALL_NT', 'CFTC/191694_F_OLD', 'CFTC/191694_F_ALL_OI', 'CFTC/191694_F_ALL', 'CFTC/191694_F_OTR', 'CFTC/06665S_FO_L_OTR_CR', 'CFTC/06665S_FO_L_OTR_NT', 'CFTC/06665S_FO_L_OLD_NT', 'CFTC/06665S_FO_L_ALL_NT', 'CFTC/06665S_FO_L_OLD_CR', 'CFTC/06665S_FO_L_ALL_CR', 'CFTC/06665S_FO_L_OTR', 'CFTC/06665S_FO_L_ALL_OI', 'CFTC/06665S_FO_L_OTR_OI', 'CFTC/06665S_FO_L_OLD', 'CFTC/06665S_FO_L_OLD_OI', 'CFTC/06665S_FO_L_ALL', 'CFTC/06665S_FO_OTR_CR', 'CFTC/06665S_FO_OTR_NT', 'CFTC/06665S_FO_ALL_CR', 'CFTC/06665S_FO_OLD_CR', 'CFTC/06665S_FO_OLD_NT', 'CFTC/06665S_FO_ALL_OI', 'CFTC/06665S_FO_ALL_NT', 'CFTC/06665S_FO_OTR_OI', 'CFTC/06665S_FO_OTR', 'CFTC/06665S_FO_OLD_OI', 'CFTC/06665S_FO_ALL', 'CFTC/06665S_FO_OLD', 'CFTC/06665S_F_L_OTR_CR', 'CFTC/06665S_F_L_ALL_CR', 'CFTC/06665S_F_L_OLD_NT', 'CFTC/06665S_F_L_OLD_CR', 'CFTC/06665S_F_L_OTR_NT', 'CFTC/06665S_F_L_ALL', 'CFTC/06665S_F_L_OTR_OI', 'CFTC/06665S_F_L_ALL_OI', 'CFTC/06665S_F_L_ALL_NT', 'CFTC/06665S_F_L_OLD', 'CFTC/06665S_F_L_OLD_OI', 'CFTC/06665S_F_L_OTR', 'CFTC/06665S_F_OTR_CR', 'CFTC/06665S_F_OLD_CR', 'CFTC/06665S_F_OLD_NT', 'CFTC/06665S_F_OTR_NT', 'CFTC/06665S_F_ALL_OI', 'CFTC/06665S_F_ALL_CR', 'CFTC/06665S_F_ALL_NT', 'CFTC/06665S_F_OTR_OI', 'CFTC/06665S_F_OLD_OI', 'CFTC/06665S_F_OLD', 'CFTC/06665S_F_ALL', 'CFTC/06665S_F_OTR', 'CFTC/0643ID_FO_L_CHG', 'CFTC/0643ID_FO_CHG', 'CFTC/0643ID_F_L_CHG', 'CFTC/0063DK_F_L_CHG', 'CFTC/0643ID_F_CHG', 'CFTC/0063DK_FO_L_CHG', 'CFTC/0063DK_FO_CHG', 'CFTC/0063DK_F_CHG', 'CFTC/0063DK_FO_L_ALL_CR', 'CFTC/0063DK_FO_L_OLD_CR', 'CFTC/0063DK_FO_L_ALL_NT', 'CFTC/0063DK_FO_L_OTR_CR', 'CFTC/0063DK_FO_L_OTR_NT', 'CFTC/0063DK_FO_L_OLD_NT', 'CFTC/0063DK_FO_L_OTR_OI', 'CFTC/0063DK_FO_L_OLD', 'CFTC/0063DK_FO_L_OLD_OI', 'CFTC/0063DK_FO_L_OTR', 'CFTC/0063DK_FO_L_ALL', 'CFTC/0063DK_FO_L_ALL_OI', 'CFTC/0063DK_FO_OLD_CR', 'CFTC/0063DK_FO_OLD_NT', 'CFTC/0063DK_FO_OLD_OI', 'CFTC/0063DK_FO_OTR_OI', 'CFTC/0063DK_FO_OTR_CR', 'CFTC/0063DK_FO_OTR_NT', 'CFTC/0063DK_FO_ALL_CR', 'CFTC/0063DK_FO_OTR', 'CFTC/0063DK_FO_ALL_NT', 'CFTC/0063DK_FO_ALL', 'CFTC/0063DK_FO_OLD', 'CFTC/0063DK_FO_ALL_OI', 'CFTC/0063DK_F_L_OTR_CR', 'CFTC/0063DK_F_L_OLD_CR', 'CFTC/0063DK_F_L_ALL_CR', 'CFTC/0063DK_F_L_ALL_NT', 'CFTC/0063DK_F_L_OTR_OI', 'CFTC/0063DK_F_L_OLD_NT', 'CFTC/0063DK_F_L_OTR_NT', 'CFTC/0063DK_F_L_OLD_OI', 'CFTC/0063DK_F_L_ALL', 'CFTC/0063DK_F_L_OTR', 'CFTC/0063DK_F_L_OLD', 'CFTC/0063DK_F_L_ALL_OI', 'CFTC/0063DK_F_OTR_CR', 'CFTC/0063DK_F_ALL_NT', 'CFTC/0063DK_F_ALL_CR', 'CFTC/0063DK_F_OLD_NT', 'CFTC/0063DK_F_ALL_OI', 'CFTC/0063DK_F_OLD_CR', 'CFTC/0063DK_F_OTR_OI', 'CFTC/0063DK_F_OTR_NT', 'CFTC/0063DK_F_OLD', 'CFTC/0063DK_F_OTR', 'CFTC/0063DK_F_OLD_OI', 'CFTC/0063DK_F_ALL', 'CFTC/064DEU_FO_L_CHG', 'CFTC/064DEU_FO_CHG', 'CFTC/064DEU_F_L_CHG', 'CFTC/064DEU_F_CHG', 'CFTC/064DEU_FO_L_OTR_CR', 'CFTC/064DEU_FO_L_ALL_CR', 'CFTC/064DEU_FO_L_OLD_CR', 'CFTC/064DEU_FO_L_ALL_NT', 'CFTC/064DEU_FO_L_ALL_OI', 'CFTC/064DEU_FO_L_OTR_NT', 'CFTC/064DEU_FO_L_OLD_NT', 'CFTC/064DEU_FO_L_OTR', 'CFTC/064DEU_FO_L_OLD_OI', 'CFTC/064DEU_FO_L_OTR_OI', 'CFTC/064DEU_FO_L_OLD', 'CFTC/064DEU_FO_L_ALL', 'CFTC/0063D9_FO_L_CHG', 'CFTC/064DEU_FO_OTR_NT', 'CFTC/064DEU_FO_ALL_CR', 'CFTC/064DEU_FO_OLD_NT', 'CFTC/064DEU_FO_OLD_CR', 'CFTC/064DEU_FO_OLD_OI', 'CFTC/064DEU_FO_OTR_CR', 'CFTC/064DEU_FO_OTR_OI', 'CFTC/064DEU_FO_ALL_NT', 'CFTC/064DEU_FO_OLD', 'CFTC/064DEU_FO_ALL_OI', 'CFTC/064DEU_FO_OTR', 'CFTC/064DEU_FO_ALL', 'CFTC/0063D9_FO_CHG', 'CFTC/064DEU_F_L_OTR_OI', 'CFTC/064DEU_F_L_ALL_CR', 'CFTC/064DEU_F_L_ALL_OI', 'CFTC/064DEU_F_L_OTR_CR', 'CFTC/064DEU_F_L_ALL_NT', 'CFTC/064DEU_F_L_OTR_NT', 'CFTC/064DEU_F_L_OLD_OI', 'CFTC/064DEU_F_L_OLD_CR', 'CFTC/064DEU_F_L_OTR', 'CFTC/064DEU_F_L_OLD_NT', 'CFTC/064DEU_F_L_ALL', 'CFTC/064DEU_F_L_OLD', 'CFTC/0063D9_F_L_CHG', 'CFTC/064DEU_F_OLD_CR', 'CFTC/064DEU_F_OTR_CR', 'CFTC/064DEU_F_OLD_NT', 'CFTC/064DEU_F_OLD', 'CFTC/064DEU_F_ALL_CR', 'CFTC/064DEU_F_OTR_OI', 'CFTC/064DEU_F_OTR', 'CFTC/064DEU_F_ALL_NT', 'CFTC/064DEU_F_OTR_NT', 'CFTC/064DEU_F_OLD_OI', 'CFTC/064DEU_F_ALL_OI', 'CFTC/064DEU_F_ALL', 'CFTC/0063D9_F_CHG', 'CFTC/0643ID_FO_L_OLD_CR', 'CFTC/0643ID_FO_L_ALL_CR', 'CFTC/0643ID_FO_L_OTR_CR', 'CFTC/0643ID_FO_L_OTR_NT', 'CFTC/0643ID_FO_L_OLD_OI', 'CFTC/0643ID_FO_L_OLD_NT', 'CFTC/0643ID_FO_L_ALL_NT', 'CFTC/0643ID_FO_L_OTR_OI', 'CFTC/0643ID_FO_L_OTR', 'CFTC/0643ID_FO_L_ALL_OI', 'CFTC/0643ID_FO_L_OLD', 'CFTC/0643ID_FO_L_ALL', 'CFTC/0643ID_FO_OTR_NT', 'CFTC/0643ID_FO_OTR_CR', 'CFTC/0643ID_FO_OLD_NT', 'CFTC/0643ID_FO_OTR', 'CFTC/0643ID_FO_ALL_NT', 'CFTC/0643ID_FO_OLD_CR', 'CFTC/0643ID_FO_OTR_OI', 'CFTC/0643ID_FO_OLD_OI', 'CFTC/0643ID_FO_ALL_CR', 'CFTC/0643ID_FO_ALL', 'CFTC/0643ID_FO_ALL_OI', 'CFTC/0643ID_FO_OLD', 'CFTC/0643ID_F_L_OTR_CR', 'CFTC/0643ID_F_L_ALL_CR', 'CFTC/0643ID_F_L_ALL_NT', 'CFTC/0643ID_F_L_OLD_NT', 'CFTC/0643ID_F_L_OLD_CR', 'CFTC/0643ID_F_L_OLD', 'CFTC/0643ID_F_L_OTR_NT', 'CFTC/0643ID_F_L_OLD_OI', 'CFTC/0643ID_F_L_ALL_OI', 'CFTC/0643ID_F_L_OTR_OI', 'CFTC/0643ID_F_L_ALL', 'CFTC/0643ID_F_L_OTR', 'CFTC/0643ID_F_OTR_CR', 'CFTC/0643ID_F_OLD_NT', 'CFTC/0643ID_F_ALL_CR', 'CFTC/0643ID_F_OLD_CR', 'CFTC/0643ID_F_ALL_NT', 'CFTC/0643ID_F_OTR_NT', 'CFTC/0643ID_F_ALL_OI', 'CFTC/0643ID_F_OLD_OI', 'CFTC/0643ID_F_OTR_OI', 'CFTC/0643ID_F_OTR', 'CFTC/0643ID_F_OLD', 'CFTC/0643ID_F_ALL', 'CFTC/0643IB_FO_L_CHG', 'CFTC/0643IB_FO_CHG', 'CFTC/0643IB_F_L_CHG', 'CFTC/0643IB_F_CHG', 'CFTC/0643IB_FO_L_OTR_NT', 'CFTC/0643IB_FO_L_OLD_CR', 'CFTC/0643IB_FO_L_OTR_CR', 'CFTC/0643IB_FO_L_ALL_CR', 'CFTC/0643IB_FO_L_OLD_NT', 'CFTC/0643IB_FO_L_OTR_OI', 'CFTC/0643IB_FO_L_ALL', 'CFTC/0643IB_FO_L_ALL_NT', 'CFTC/0643IB_FO_L_OLD_OI', 'CFTC/0643IB_FO_L_ALL_OI', 'CFTC/0643IB_FO_L_OLD', 'CFTC/0643IB_FO_L_OTR', 'CFTC/0643IB_FO_OTR_NT', 'CFTC/0643IB_FO_ALL_CR', 'CFTC/0643IB_FO_OLD_NT', 'CFTC/0643IB_FO_OTR_OI', 'CFTC/0643IB_FO_OTR_CR', 'CFTC/0643IB_FO_ALL_NT', 'CFTC/0643IB_FO_OLD_CR', 'CFTC/0643IB_FO_OTR', 'CFTC/0643IB_FO_ALL_OI', 'CFTC/0643IB_FO_OLD_OI', 'CFTC/0643IB_FO_ALL', 'CFTC/0643IB_FO_OLD', 'CFTC/0643IB_F_L_ALL_CR', 'CFTC/0643IB_F_L_OTR_CR', 'CFTC/0643IB_F_L_ALL_NT', 'CFTC/0643IB_F_L_OLD_CR', 'CFTC/0643IB_F_L_OTR_OI', 'CFTC/0643IB_F_L_OTR_NT', 'CFTC/0643IB_F_L_OLD_NT', 'CFTC/0643IB_F_L_OLD', 'CFTC/0643IB_F_L_ALL_OI', 'CFTC/0643IB_F_L_OTR', 'CFTC/0643IB_F_L_OLD_OI', 'CFTC/0643IB_F_L_ALL', 'CFTC/0643IB_F_OTR_CR', 'CFTC/0643IB_F_OLD_CR', 'CFTC/0643IB_F_OTR_NT', 'CFTC/0643IB_F_ALL_CR', 'CFTC/0643IB_F_OLD_NT', 'CFTC/0643IB_F_OTR_OI', 'CFTC/0643IB_F_ALL_NT', 'CFTC/0643IB_F_OLD_OI', 'CFTC/0643IB_F_ALL', 'CFTC/0643IB_F_OTR', 'CFTC/0643IB_F_ALL_OI', 'CFTC/0643IB_F_OLD', 'CFTC/0063D9_FO_L_OTR_NT', 'CFTC/0063D9_FO_L_OLD_CR', 'CFTC/0063D9_FO_L_OTR_CR', 'CFTC/0063D9_FO_L_ALL_CR', 'CFTC/0063D9_FO_L_OLD_NT', 'CFTC/0063D9_FO_L_ALL_NT', 'CFTC/0063D9_FO_L_OTR', 'CFTC/0063D9_FO_L_ALL_OI', 'CFTC/0063D9_FO_L_OLD_OI', 'CFTC/0063D9_FO_L_OTR_OI', 'CFTC/0063D9_FO_L_ALL', 'CFTC/0063D9_FO_L_OLD', 'CFTC/0063D9_FO_OLD_CR', 'CFTC/0063D9_FO_ALL_CR', 'CFTC/0063D9_FO_OTR_NT', 'CFTC/0063D9_FO_OTR_CR', 'CFTC/0063D9_FO_OLD_NT', 'CFTC/0063D9_FO_ALL_NT', 'CFTC/0063D9_FO_OTR_OI', 'CFTC/0063D9_FO_OTR', 'CFTC/0063D9_FO_OLD_OI', 'CFTC/0063D9_FO_ALL_OI', 'CFTC/0063D9_FO_ALL', 'CFTC/0063D9_FO_OLD', 'CFTC/0063D9_F_L_OLD_CR', 'CFTC/0063D9_F_L_OTR_CR', 'CFTC/0063D9_F_L_ALL_CR', 'CFTC/0063D9_F_L_OTR_NT', 'CFTC/0063D9_F_L_OLD_NT', 'CFTC/0063D9_F_L_ALL_NT', 'CFTC/0063D9_F_L_OTR_OI', 'CFTC/0063D9_F_L_OTR', 'CFTC/0063D9_F_L_ALL', 'CFTC/0063D9_F_L_ALL_OI', 'CFTC/0063D9_F_L_OLD', 'CFTC/0063D9_F_L_OLD_OI', 'CFTC/0063D9_F_OTR_NT', 'CFTC/0063D9_F_OTR_CR', 'CFTC/0063D9_F_ALL_CR', 'CFTC/0063D9_F_ALL_NT', 'CFTC/0063D9_F_OLD_NT', 'CFTC/0063D9_F_OLD_CR', 'CFTC/0063D9_F_OTR_OI', 'CFTC/0063D9_F_OLD', 'CFTC/0063D9_F_OLD_OI', 'CFTC/0063D9_F_ALL_OI', 'CFTC/0063D9_F_OTR', 'CFTC/0063D9_F_ALL', 'CFTC/0063DN_FO_L_CHG', 'CFTC/0063DL_FO_L_CHG', 'CFTC/0063CH_FO_L_CHG', 'CFTC/0063CC_FO_L_CHG', 'CFTC/0063DN_FO_CHG', 'CFTC/0063DL_FO_CHG', 'CFTC/0063CH_FO_CHG', 'CFTC/0063CC_FO_CHG', 'CFTC/0063DN_F_L_CHG', 'CFTC/0063DL_F_L_CHG', 'CFTC/0063CH_F_L_CHG', 'CFTC/0063CC_F_L_CHG', 'CFTC/0063DN_F_CHG', 'CFTC/0063DL_F_CHG', 'CFTC/0063CH_F_CHG', 'CFTC/0063CC_F_CHG', 'CFTC/0063DN_FO_L_OLD_CR', 'CFTC/0063DN_FO_L_OTR_CR', 'CFTC/0063DN_FO_L_OLD_NT', 'CFTC/0063DN_FO_L_ALL_CR', 'CFTC/0063DN_FO_L_ALL_NT', 'CFTC/0063DN_FO_L_OLD_OI', 'CFTC/0063DN_FO_L_ALL_OI', 'CFTC/0063DN_FO_L_OTR_OI', 'CFTC/0063DN_FO_L_OTR_NT', 'CFTC/0063DL_FO_L_OLD_CR', 'CFTC/0063DN_FO_L_OTR', 'CFTC/0063DL_FO_L_ALL_CR', 'CFTC/0063DN_FO_L_OLD', 'CFTC/0063DL_FO_L_OTR_CR', 'CFTC/0063DN_FO_L_ALL', 'CFTC/0063DL_FO_L_OTR_NT', 'CFTC/0063DL_FO_L_ALL_NT', 'CFTC/0063DL_FO_L_OLD_NT', 'CFTC/0063DL_FO_L_OTR_OI', 'CFTC/0063DL_FO_L_ALL_OI', 'CFTC/0063DL_FO_L_OLD', 'CFTC/0063DL_FO_L_OLD_OI', 'CFTC/0063DL_FO_L_OTR', 'CFTC/0063DL_FO_L_ALL', 'CFTC/0063CH_FO_L_OLD_CR', 'CFTC/0063CH_FO_L_OTR_NT', 'CFTC/0063CH_FO_L_ALL_CR', 'CFTC/0063CH_FO_L_OTR_OI', 'CFTC/0063CH_FO_L_OLD_NT', 'CFTC/0063CH_FO_L_ALL_NT', 'CFTC/0063CH_FO_L_OTR_CR', 'CFTC/0063CH_FO_L_ALL', 'CFTC/0063CH_FO_L_OLD_OI', 'CFTC/0063CH_FO_L_OTR', 'CFTC/0063CH_FO_L_ALL_OI', 'CFTC/0063CH_FO_L_OLD', 'CFTC/0063CC_FO_L_OLD_CR', 'CFTC/0063CC_FO_L_OTR_CR', 'CFTC/0063CC_FO_L_ALL_CR', 'CFTC/0063CC_FO_L_OTR_OI', 'CFTC/0063CC_FO_L_ALL_NT', 'CFTC/0063CC_FO_L_OLD_OI', 'CFTC/0063CC_FO_L_OLD_NT', 'CFTC/0063CC_FO_L_OTR_NT', 'CFTC/0063CC_FO_L_ALL_OI', 'CFTC/0063CC_FO_L_OTR', 'CFTC/0063CC_FO_L_ALL', 'CFTC/0063CC_FO_L_OLD', 'CFTC/0063DN_FO_OTR_CR', 'CFTC/0063DN_FO_ALL_CR', 'CFTC/0063DN_FO_OLD_NT', 'CFTC/0063DN_FO_OLD_CR', 'CFTC/0063DN_FO_ALL_OI', 'CFTC/0063DN_FO_OLD_OI', 'CFTC/0063DN_FO_OTR_NT', 'CFTC/0063DN_FO_OTR_OI', 'CFTC/0063DN_FO_ALL_NT', 'CFTC/0063DL_FO_OTR_CR', 'CFTC/0063DN_FO_OTR', 'CFTC/0063DN_FO_ALL', 'CFTC/0063DN_FO_OLD', 'CFTC/0063DL_FO_ALL_CR', 'CFTC/0063DL_FO_OLD_NT', 'CFTC/0063DL_FO_OTR_NT', 'CFTC/0063DL_FO_OLD_CR', 'CFTC/0063DL_FO_ALL_OI', 'CFTC/0063DL_FO_ALL_NT', 'CFTC/0063DL_FO_OTR_OI', 'CFTC/0063DL_FO_OLD_OI', 'CFTC/0063DL_FO_ALL', 'CFTC/0063DL_FO_OTR', 'CFTC/0063DL_FO_OLD', 'CFTC/0063CH_FO_OTR_CR', 'CFTC/0063CH_FO_OLD_CR', 'CFTC/0063CH_FO_ALL_NT', 'CFTC/0063CH_FO_ALL_CR', 'CFTC/0063CH_FO_OLD_OI', 'CFTC/0063CH_FO_OLD_NT', 'CFTC/0063CH_FO_OTR_OI', 'CFTC/0063CH_FO_OTR_NT', 'CFTC/0063CH_FO_ALL_OI', 'CFTC/0063CH_FO_OLD', 'CFTC/0063CH_FO_OTR', 'CFTC/0063CH_FO_ALL', 'CFTC/0063CC_FO_OLD_NT', 'CFTC/0063CC_FO_OTR_CR', 'CFTC/0063CC_FO_OTR_NT', 'CFTC/0063CC_FO_OLD_CR', 'CFTC/0063CC_FO_ALL_CR', 'CFTC/0063CC_FO_ALL_OI', 'CFTC/0063CC_FO_OLD_OI', 'CFTC/0063CC_FO_OTR_OI', 'CFTC/0063CC_FO_ALL_NT', 'CFTC/0063CC_FO_OLD', 'CFTC/0063CC_FO_OTR', 'CFTC/0063CC_FO_ALL', 'CFTC/0063DN_F_L_OLD_CR', 'CFTC/0063DN_F_L_OTR_CR', 'CFTC/0063DN_F_L_OTR', 'CFTC/0063DN_F_L_ALL_NT', 'CFTC/0063DN_F_L_ALL_CR', 'CFTC/0063DN_F_L_OLD_NT', 'CFTC/0063DN_F_L_OTR_NT', 'CFTC/0063DN_F_L_OLD_OI', 'CFTC/0063DN_F_L_OTR_OI', 'CFTC/0063DL_F_L_OLD_CR', 'CFTC/0063DL_F_L_ALL_CR', 'CFTC/0063DN_F_L_OLD', 'CFTC/0063DN_F_L_ALL_OI', 'CFTC/0063DL_F_L_OTR_NT', 'CFTC/0063DL_F_L_OTR_CR', 'CFTC/0063DL_F_L_ALL_OI', 'CFTC/0063DN_F_L_ALL', 'CFTC/0063DL_F_L_OLD_OI', 'CFTC/0063DL_F_L_OTR_OI', 'CFTC/0063DL_F_L_OLD_NT', 'CFTC/0063DL_F_L_ALL_NT', 'CFTC/0063DL_F_L_ALL', 'CFTC/0063DL_F_L_OTR', 'CFTC/0063DL_F_L_OLD', 'CFTC/0063CH_F_L_OTR_CR', 'CFTC/0063CH_F_L_ALL_CR', 'CFTC/0063CH_F_L_ALL_NT', 'CFTC/0063CH_F_L_OTR_OI', 'CFTC/0063CH_F_L_OLD_NT', 'CFTC/0063CH_F_L_OLD_CR', 'CFTC/0063CH_F_L_ALL_OI', 'CFTC/0063CH_F_L_OTR_NT', 'CFTC/0063CH_F_L_OLD', 'CFTC/0063CH_F_L_OLD_OI', 'CFTC/0063CH_F_L_ALL', 'CFTC/0063CH_F_L_OTR', 'CFTC/0063CC_F_L_ALL_CR', 'CFTC/0063CC_F_L_OTR_CR', 'CFTC/0063CC_F_L_OTR_NT', 'CFTC/0063CC_F_L_OLD_NT', 'CFTC/0063CC_F_L_ALL_NT', 'CFTC/0063CC_F_L_OLD_CR', 'CFTC/0063CC_F_L_OLD_OI', 'CFTC/0063CC_F_L_OTR_OI', 'CFTC/0063CC_F_L_OTR', 'CFTC/0063CC_F_L_ALL_OI', 'CFTC/0063CC_F_L_OLD', 'CFTC/0063CC_F_L_ALL', 'CFTC/0063DN_F_OTR_CR', 'CFTC/0063DN_F_OLD_NT', 'CFTC/0063DN_F_OTR_OI', 'CFTC/0063DN_F_OTR_NT', 'CFTC/0063DN_F_ALL_NT', 'CFTC/0063DN_F_OLD_CR', 'CFTC/0063DN_F_ALL_CR', 'CFTC/0063DN_F_OLD_OI', 'CFTC/0063DN_F_OTR', 'CFTC/0063DN_F_OLD', 'CFTC/0063DN_F_ALL_OI', 'CFTC/0063DN_F_ALL', 'CFTC/0063DL_F_OTR_CR', 'CFTC/0063DL_F_OLD_CR', 'CFTC/0063DL_F_OTR_OI', 'CFTC/0063DL_F_OLD_NT', 'CFTC/0063DL_F_OTR_NT', 'CFTC/0063DL_F_ALL_CR', 'CFTC/0063DL_F_ALL_OI', 'CFTC/0063DL_F_OTR', 'CFTC/0063DL_F_ALL_NT', 'CFTC/0063DL_F_OLD_OI', 'CFTC/0063DL_F_OLD', 'CFTC/0063DL_F_ALL', 'CFTC/0063CH_F_OTR_NT', 'CFTC/0063CH_F_OTR_CR', 'CFTC/0063CH_F_OLD_CR', 'CFTC/0063CH_F_ALL_CR', 'CFTC/0063CH_F_OLD_NT', 'CFTC/0063CH_F_ALL_OI', 'CFTC/0063CH_F_OLD_OI', 'CFTC/0063CH_F_OTR_OI', 'CFTC/0063CH_F_OLD', 'CFTC/0063CH_F_ALL', 'CFTC/0063CH_F_OTR', 'CFTC/0063CH_F_ALL_NT', 'CFTC/0063CC_F_OTR_CR', 'CFTC/0063CC_F_ALL_CR', 'CFTC/0063CC_F_OLD_OI', 'CFTC/0063CC_F_OLD_NT', 'CFTC/0063CC_F_ALL_NT', 'CFTC/0063CC_F_OLD_CR', 'CFTC/0063CC_F_OTR_NT', 'CFTC/0063CC_F_OTR_OI', 'CFTC/0063CC_F_OTR', 'CFTC/0063CC_F_ALL_OI', 'CFTC/0063CC_F_ALL', 'CFTC/0063CC_F_OLD', 'CFTC/111A34_FO_L_OTR_CR', 'CFTC/111A34_FO_L_OLD_NT', 'CFTC/111A34_FO_L_OTR_NT', 'CFTC/111A34_FO_L_ALL_CR', 'CFTC/111A34_FO_L_OLD_CR', 'CFTC/111A34_FO_L_OLD_OI', 'CFTC/111A34_FO_L_ALL_NT', 'CFTC/111A34_FO_L_OTR_OI', 'CFTC/111A34_FO_L_OLD', 'CFTC/111A34_FO_L_OTR', 'CFTC/111A34_FO_L_ALL', 'CFTC/111A34_FO_L_ALL_OI', 'CFTC/111A34_FO_OTR_CR', 'CFTC/111A34_FO_OLD_CR', 'CFTC/111A34_FO_ALL_CR', 'CFTC/111A34_FO_OLD_NT', 'CFTC/111A34_FO_OTR_NT', 'CFTC/111A34_FO_ALL_OI', 'CFTC/111A34_FO_OTR_OI', 'CFTC/111A34_FO_OTR', 'CFTC/111A34_FO_OLD_OI', 'CFTC/111A34_FO_ALL_NT', 'CFTC/111A34_FO_ALL', 'CFTC/111A34_FO_OLD', 'CFTC/111A34_F_L_OTR_CR', 'CFTC/111A34_F_L_OLD_NT', 'CFTC/111A34_F_L_OLD_CR', 'CFTC/111A34_F_L_ALL_NT', 'CFTC/111A34_F_L_OTR_NT', 'CFTC/111A34_F_L_OTR_OI', 'CFTC/111A34_F_L_ALL_OI', 'CFTC/111A34_F_L_ALL_CR', 'CFTC/111A34_F_L_OLD_OI', 'CFTC/111A34_F_L_OTR', 'CFTC/111A34_F_L_OLD', 'CFTC/111A34_F_L_ALL', 'CFTC/111A34_F_ALL_CR', 'CFTC/111A34_F_OTR_CR', 'CFTC/111A34_F_OLD_CR', 'CFTC/111A34_F_OTR_NT', 'CFTC/111A34_F_OTR_OI', 'CFTC/111A34_F_OLD_NT', 'CFTC/111A34_F_OLD_OI', 'CFTC/111A34_F_ALL_NT', 'CFTC/111A34_F_OTR', 'CFTC/111A34_F_ALL', 'CFTC/111A34_F_ALL_OI', 'CFTC/111A34_F_OLD', 'CFTC/06742T_FO_L_CHG', 'CFTC/06742T_FO_CHG', 'CFTC/06742T_F_L_CHG', 'CFTC/06742T_F_CHG', 'CFTC/06742T_FO_L_OTR_NT', 'CFTC/06742T_FO_L_OTR_CR', 'CFTC/06742T_FO_L_OLD_NT', 'CFTC/06742T_FO_L_OTR_OI', 'CFTC/06742T_FO_L_OLD_CR', 'CFTC/06742T_FO_L_ALL_CR', 'CFTC/06742T_FO_L_OLD_OI', 'CFTC/06742T_FO_L_ALL_NT', 'CFTC/06742T_FO_L_ALL_OI', 'CFTC/06742T_FO_L_ALL', 'CFTC/06742T_FO_L_OLD', 'CFTC/06742T_FO_L_OTR', 'CFTC/06742T_FO_OTR_CR', 'CFTC/06742T_FO_OLD_CR', 'CFTC/06742T_FO_ALL_CR', 'CFTC/06742T_FO_ALL_NT', 'CFTC/06742T_FO_ALL_OI', 'CFTC/06742T_FO_OLD_NT', 'CFTC/06742T_FO_OLD', 'CFTC/06742T_FO_OLD_OI', 'CFTC/06742T_FO_OTR_OI', 'CFTC/06742T_FO_OTR', 'CFTC/06742T_FO_OTR_NT', 'CFTC/06742T_FO_ALL', 'CFTC/06742T_F_L_ALL_CR', 'CFTC/06742T_F_L_OLD_CR', 'CFTC/06742T_F_L_ALL_NT', 'CFTC/06742T_F_L_OTR_CR', 'CFTC/06742T_F_L_OTR_NT', 'CFTC/06742T_F_L_OLD_OI', 'CFTC/06742T_F_L_ALL', 'CFTC/06742T_F_L_ALL_OI', 'CFTC/06742T_F_L_OLD_NT', 'CFTC/06742T_F_L_OLD', 'CFTC/06742T_F_L_OTR_OI', 'CFTC/06742T_F_L_OTR', 'CFTC/06742T_F_OLD_NT', 'CFTC/06742T_F_OTR_CR', 'CFTC/06742T_F_OTR_OI', 'CFTC/06742T_F_OTR_NT', 'CFTC/06742T_F_OLD_CR', 'CFTC/06742T_F_ALL_CR', 'CFTC/06742T_F_OLD_OI', 'CFTC/06742T_F_ALL_OI', 'CFTC/06742T_F_ALL_NT', 'CFTC/06742T_F_ALL', 'CFTC/06742T_F_OLD', 'CFTC/06742T_F_OTR', 'CFTC/0063CA_F_L_CHG', 'CFTC/0063CA_F_CHG', 'CFTC/0063CJ_FO_L_CHG', 'CFTC/0063CJ_FO_CHG', 'CFTC/0063CJ_F_L_CHG', 'CFTC/0063CA_F_L_OLD_CR', 'CFTC/0063CA_F_L_OTR_CR', 'CFTC/0063CA_F_L_OTR_NT', 'CFTC/0063CA_F_L_ALL_NT', 'CFTC/0063CA_F_L_ALL_CR', 'CFTC/0063CA_F_L_ALL_OI', 'CFTC/0063CA_F_L_OLD_OI', 'CFTC/0063CA_F_L_OLD_NT', 'CFTC/0063CA_F_L_OTR', 'CFTC/0063CA_F_L_OTR_OI', 'CFTC/0063CA_F_L_ALL', 'CFTC/0063CA_F_L_OLD', 'CFTC/0063CJ_F_CHG', 'CFTC/0063CA_F_OLD_CR', 'CFTC/0063CA_F_OTR_CR', 'CFTC/0063CA_F_ALL_CR', 'CFTC/0063CA_F_ALL_NT', 'CFTC/0063CA_F_OTR_NT', 'CFTC/0063CA_F_OTR', 'CFTC/0063CA_F_OLD_NT', 'CFTC/0063CA_F_OLD_OI', 'CFTC/0063CA_F_ALL', 'CFTC/0063CA_F_OLD', 'CFTC/0063CA_F_ALL_OI', 'CFTC/0063CA_F_OTR_OI', 'CFTC/02141R_FO_L_CHG', 'CFTC/0063CJ_FO_L_ALL_CR', 'CFTC/0063CJ_FO_L_OLD_CR', 'CFTC/0063CJ_FO_L_OTR_OI', 'CFTC/0063CJ_FO_L_OTR_CR', 'CFTC/0063CJ_FO_L_OLD_NT', 'CFTC/0063CJ_FO_L_OLD_OI', 'CFTC/0063CJ_FO_L_OTR_NT', 'CFTC/0063CJ_FO_L_ALL_NT', 'CFTC/0063CJ_FO_L_OTR', 'CFTC/0063CJ_FO_L_ALL_OI', 'CFTC/0063CJ_FO_L_OLD', 'CFTC/0063CJ_FO_L_ALL', 'CFTC/0063CA_FO_L_CHG', 'CFTC/02141R_FO_CHG', 'CFTC/0063CJ_FO_OTR_CR', 'CFTC/0063CJ_FO_OLD_NT', 'CFTC/0063CJ_FO_ALL_CR', 'CFTC/0063CJ_FO_OTR_OI', 'CFTC/0063CJ_FO_OLD_CR', 'CFTC/0063CJ_FO_OLD_OI', 'CFTC/0063CJ_FO_ALL_NT', 'CFTC/0063CJ_FO_OTR_NT', 'CFTC/0063CJ_FO_ALL_OI', 'CFTC/0063CJ_FO_OTR', 'CFTC/0063CJ_FO_ALL', 'CFTC/0063CJ_FO_OLD', 'CFTC/0063CA_FO_CHG', 'CFTC/02141R_F_L_CHG', 'CFTC/0063CJ_F_L_ALL_CR', 'CFTC/0063CJ_F_L_OTR_CR', 'CFTC/0063CJ_F_L_OTR_OI', 'CFTC/0063CJ_F_L_OTR_NT', 'CFTC/0063CJ_F_L_OLD_NT', 'CFTC/0063CJ_F_L_ALL_NT', 'CFTC/0063CJ_F_L_OLD_CR', 'CFTC/0063CJ_F_L_OLD_OI', 'CFTC/0063CJ_F_L_ALL_OI', 'CFTC/0063CJ_F_L_OTR', 'CFTC/0063CJ_F_L_OLD', 'CFTC/0063CJ_F_L_ALL', 'CFTC/02141R_F_CHG', 'CFTC/0063CJ_F_OTR_NT', 'CFTC/0063CJ_F_OTR_CR', 'CFTC/0063CJ_F_OLD_NT', 'CFTC/0063CJ_F_OLD_CR', 'CFTC/0063CJ_F_ALL_NT', 'CFTC/0063CJ_F_ALL_CR', 'CFTC/0063CJ_F_OTR_OI', 'CFTC/0063CJ_F_OLD_OI', 'CFTC/0063CJ_F_ALL_OI', 'CFTC/0063CJ_F_ALL', 'CFTC/0063CJ_F_OLD', 'CFTC/0063CJ_F_OTR', 'CFTC/02141R_FO_L_OTR_CR', 'CFTC/02141R_FO_L_ALL_CR', 'CFTC/02141R_FO_L_ALL_OI', 'CFTC/02141R_FO_L_ALL_NT', 'CFTC/02141R_FO_L_OLD_CR', 'CFTC/02141R_FO_L_OLD_OI', 'CFTC/02141R_FO_L_OLD_NT', 'CFTC/02141R_FO_L_OTR_NT', 'CFTC/02141R_FO_L_OTR_OI', 'CFTC/02141R_FO_L_OTR', 'CFTC/02141R_FO_L_ALL', 'CFTC/02141R_FO_L_OLD', 'CFTC/0063CA_FO_L_OTR_CR', 'CFTC/0063CA_FO_L_ALL_CR', 'CFTC/0063CA_FO_L_OLD_NT', 'CFTC/0063CA_FO_L_OLD_CR', 'CFTC/0063CA_FO_L_OTR_NT', 'CFTC/0063CA_FO_L_OTR_OI', 'CFTC/0063CA_FO_L_ALL_NT', 'CFTC/0063CA_FO_L_ALL_OI', 'CFTC/0063CA_FO_L_OLD_OI', 'CFTC/0063CA_FO_L_OTR', 'CFTC/0063CA_FO_L_OLD', 'CFTC/0063CA_FO_L_ALL', 'CFTC/02141R_FO_OTR_CR', 'CFTC/02141R_FO_OTR_OI', 'CFTC/02141R_FO_OLD_CR', 'CFTC/02141R_FO_OLD_NT', 'CFTC/02141R_FO_ALL_CR', 'CFTC/02141R_FO_ALL_NT', 'CFTC/02141R_FO_ALL_OI', 'CFTC/02141R_FO_OTR_NT', 'CFTC/02141R_FO_OLD_OI', 'CFTC/02141R_FO_OTR', 'CFTC/02141R_FO_OLD', 'CFTC/02141R_FO_ALL', 'CFTC/0063CA_FO_OTR_CR', 'CFTC/0063CA_FO_OTR_NT', 'CFTC/0063CA_FO_OLD_CR', 'CFTC/0063CA_FO_OLD_NT', 'CFTC/0063CA_FO_OTR_OI', 'CFTC/0063CA_FO_ALL_NT', 'CFTC/0063CA_FO_ALL_CR', 'CFTC/0063CA_FO_OLD_OI', 'CFTC/0063CA_FO_ALL_OI', 'CFTC/0063CA_FO_OTR', 'CFTC/0063CA_FO_ALL', 'CFTC/0063CA_FO_OLD', 'CFTC/02141R_F_L_OLD_CR', 'CFTC/02141R_F_L_OTR_CR', 'CFTC/02141R_F_L_ALL_CR', 'CFTC/02141R_F_L_OTR_NT', 'CFTC/02141R_F_L_OLD_NT', 'CFTC/02141R_F_L_ALL_OI', 'CFTC/02141R_F_L_OTR', 'CFTC/02141R_F_L_OLD_OI', 'CFTC/02141R_F_L_ALL_NT', 'CFTC/02141R_F_L_OTR_OI', 'CFTC/02141R_F_L_ALL', 'CFTC/02141R_F_L_OLD', 'CFTC/02141R_F_OTR_CR', 'CFTC/02141R_F_OLD_NT', 'CFTC/02141R_F_ALL_CR', 'CFTC/02141R_F_OLD_CR', 'CFTC/02141R_F_ALL_NT', 'CFTC/02141R_F_OLD_OI', 'CFTC/02141R_F_OTR_NT', 'CFTC/02141R_F_ALL_OI', 'CFTC/02141R_F_OTR', 'CFTC/02141R_F_OTR_OI', 'CFTC/02141R_F_OLD', 'CFTC/02141R_F_ALL', 'CFTC/0233DW_FO_L_OTR_CR', 'CFTC/0233DW_FO_L_ALL_CR', 'CFTC/0233DW_FO_L_OLD_NT', 'CFTC/0233DW_FO_L_OTR_NT', 'CFTC/0233DW_FO_L_OLD_CR', 'CFTC/0233DW_FO_L_OLD_OI', 'CFTC/0233DW_FO_L_ALL_NT', 'CFTC/0233DW_FO_L_OTR_OI', 'CFTC/0233DW_FO_L_ALL_OI', 'CFTC/0233DW_FO_L_ALL', 'CFTC/0233DW_FO_L_OLD', 'CFTC/0233DW_FO_L_OTR', 'CFTC/0233DW_FO_OLD_CR', 'CFTC/0233DW_FO_OTR_CR', 'CFTC/0233DW_FO_ALL_CR', 'CFTC/0233DW_FO_ALL_NT', 'CFTC/0233DW_FO_OLD_NT', 'CFTC/0233DW_FO_OLD_OI', 'CFTC/0233DW_FO_OTR_NT', 'CFTC/0233DW_FO_OTR', 'CFTC/0233DW_FO_ALL_OI', 'CFTC/0233DW_FO_OTR_OI', 'CFTC/0233DW_FO_OLD', 'CFTC/0233DW_FO_ALL', 'CFTC/0233DW_F_L_OTR_CR', 'CFTC/0233DW_F_L_OLD_CR', 'CFTC/0233DW_F_L_OTR_NT', 'CFTC/0233DW_F_L_ALL_CR', 'CFTC/0233DW_F_L_OLD_NT', 'CFTC/0233DW_F_L_OLD_OI', 'CFTC/0233DW_F_L_ALL_NT', 'CFTC/0233DW_F_L_OTR_OI', 'CFTC/0233DW_F_L_OTR', 'CFTC/0233DW_F_L_ALL_OI', 'CFTC/0233DW_F_L_OLD', 'CFTC/0233DW_F_L_ALL'] UMICH = ['UMICH/SOC35', 'UMICH/SOC22', 'UMICH/SOC16', 'UMICH/SOC1', 'UMICH/SOC47', 'UMICH/SOC46', 'UMICH/SOC45', 'UMICH/SOC44', 'UMICH/SOC43', 'UMICH/SOC42', 'UMICH/SOC41', 'UMICH/SOC40', 'UMICH/SOC39', 'UMICH/SOC38', 'UMICH/SOC37', 'UMICH/SOC36', 'UMICH/SOC34', 'UMICH/SOC33', 'UMICH/SOC32', 'UMICH/SOC31', 'UMICH/SOC30', 'UMICH/SOC29', 'UMICH/SOC28', 'UMICH/SOC27', 'UMICH/SOC26', 'UMICH/SOC25', 'UMICH/SOC24', 'UMICH/SOC23', 'UMICH/SOC21', 'UMICH/SOC20', 'UMICH/SOC19', 'UMICH/SOC18', 'UMICH/SOC17', 'UMICH/SOC15', 'UMICH/SOC14', 'UMICH/SOC13', 'UMICH/SOC12', 'UMICH/SOC11', 'UMICH/SOC10', 'UMICH/SOC9', 'UMICH/SOC8', 'UMICH/SOC7', 'UMICH/SOC6', 'UMICH/SOC5', 'UMICH/SOC4', 'UMICH/SOC3', 'UMICH/SOC2'] MULTPL = ['MULTPL/SP500_DIV_YIELD_MONTH', 'MULTPL/SP500_PE_RATIO_MONTH', 'MULTPL/SHILLER_PE_RATIO_YEAR', 'MULTPL/SHILLER_PE_RATIO_MONTH', 'MULTPL/SP500_PE_RATIO_YEAR', 'MULTPL/SP500_PSR_QUARTER', 'MULTPL/SP500_DIV_YIELD_YEAR', 'MULTPL/SP500_PSR_YEAR', 'MULTPL/SP500_EARNINGS_YIELD_MONTH', 'MULTPL/SP500_PBV_RATIO_QUARTER', 'MULTPL/SP500_EARNINGS_YIELD_YEAR', 'MULTPL/SP500_PBV_RATIO_YEAR', 'MULTPL/SP500_REAL_PRICE_MONTH', 'MULTPL/SP500_REAL_PRICE_YEAR', 'MULTPL/SP500_INFLADJ_MONTH', 'MULTPL/SP500_INFLADJ_YEAR', 'MULTPL/SP500_DIV_MONTH', 'MULTPL/SP500_DIV_YEAR', 'MULTPL/SP500_DIV_GROWTH_YEAR', 'MULTPL/SP500_DIV_GROWTH_QUARTER', 'MULTPL/SP500_SALES_YEAR', 'MULTPL/SP500_SALES_GROWTH_YEAR', 'MULTPL/SP500_SALES_QUARTER', 'MULTPL/SP500_REAL_SALES_GROWTH_QUARTER', 'MULTPL/SP500_SALES_GROWTH_QUARTER', 'MULTPL/SP500_REAL_SALES_GROWTH_YEAR', 'MULTPL/SP500_REAL_EARNINGS_GROWTH_YEAR', 'MULTPL/SP500_REAL_SALES_YEAR', 'MULTPL/SP500_REAL_EARNINGS_GROWTH_QUARTER', 'MULTPL/SP500_EARNINGS_GROWTH_QUARTER', 'MULTPL/SP500_REAL_SALES_QUARTER', 'MULTPL/SP500_EARNINGS_MONTH', 'MULTPL/SP500_BVPS_YEAR', 'MULTPL/SP500_EARNINGS_YEAR', 'MULTPL/SP500_EARNINGS_GROWTH_YEAR', 'MULTPL/SP500_BVPS_QUARTER'] RATEINF = ['RATEINF/CPI_USA', 'RATEINF/CPI_GBR', 'RATEINF/CPI_CHE', 'RATEINF/CPI_JPN', 'RATEINF/CPI_ITA', 'RATEINF/CPI_FRA', 'RATEINF/CPI_EUR', 'RATEINF/CPI_DEU', 'RATEINF/CPI_CAN', 'RATEINF/INFLATION_USA', 'RATEINF/INFLATION_GBR', 'RATEINF/INFLATION_CHE', 'RATEINF/INFLATION_JPN', 'RATEINF/INFLATION_ITA', 'RATEINF/INFLATION_FRA', 'RATEINF/INFLATION_EUR', 'RATEINF/INFLATION_DEU', 'RATEINF/INFLATION_CAN', 'RATEINF/CPI_NZL', 'RATEINF/CPI_AUS', 'RATEINF/INFLATION_NZL', 'RATEINF/INFLATION_AUS', 'RATEINF/INFLATION_RUS', 'RATEINF/CPI_RUS', 'RATEINF/CPI_ARG', 'RATEINF/INFLATION_ARG'] USTREASURY = ['USTREASURY/REALLONGTERM', 'USTREASURY/REALYIELD', 'USTREASURY/BILLRATES', 'USTREASURY/YIELD', 'USTREASURY/LONGTERMRATES', 'USTREASURY/HQMYC', 'USTREASURY/MATDIS', 'USTREASURY/AVMAT', 'USTREASURY/TNMBOR', 'USTREASURY/TMBOR', 'USTREASURY/MKTDM', 'USTREASURY/BRDNM'] ECONOMIST = ['ECONOMIST/BIGMAC_ROU', 'ECONOMIST/BIGMAC_QAT', 'ECONOMIST/BIGMAC_OMN', 'ECONOMIST/BIGMAC_NIC', 'ECONOMIST/BIGMAC_MDA', 'ECONOMIST/BIGMAC_LBN', 'ECONOMIST/BIGMAC_KWT', 'ECONOMIST/BIGMAC_JOR', 'ECONOMIST/BIGMAC_HRV', 'ECONOMIST/BIGMAC_HND', 'ECONOMIST/BIGMAC_GTM', 'ECONOMIST/BIGMAC_BHR', 'ECONOMIST/BIGMAC_AZE', 'ECONOMIST/BIGMAC_ARE', 'ECONOMIST/BIGMAC_VNM', 'ECONOMIST/BIGMAC_VEN', 'ECONOMIST/BIGMAC_URY', 'ECONOMIST/BIGMAC_USA', 'ECONOMIST/BIGMAC_UKR', 'ECONOMIST/BIGMAC_TUR', 'ECONOMIST/BIGMAC_THA', 'ECONOMIST/BIGMAC_ROC', 'ECONOMIST/BIGMAC_CHE', 'ECONOMIST/BIGMAC_SWE', 'ECONOMIST/BIGMAC_LKA', 'ECONOMIST/BIGMAC_KOR', 'ECONOMIST/BIGMAC_ZAF', 'ECONOMIST/BIGMAC_SIN', 'ECONOMIST/BIGMAC_SAU', 'ECONOMIST/BIGMAC_RUS', 'ECONOMIST/BIGMAC_POL', 'ECONOMIST/BIGMAC_PHL', 'ECONOMIST/BIGMAC_PER', 'ECONOMIST/BIGMAC_PAK', 'ECONOMIST/BIGMAC_NOR', 'ECONOMIST/BIGMAC_NZL', 'ECONOMIST/BIGMAC_MEX', 'ECONOMIST/BIGMAC_MYS', 'ECONOMIST/BIGMAC_JPN', 'ECONOMIST/BIGMAC_ISR', 'ECONOMIST/BIGMAC_IDN', 'ECONOMIST/BIGMAC_IND', 'ECONOMIST/BIGMAC_HUN', 'ECONOMIST/BIGMAC_HKG', 'ECONOMIST/BIGMAC_EUR', 'ECONOMIST/BIGMAC_EGY', 'ECONOMIST/BIGMAC_DNK', 'ECONOMIST/BIGMAC_CZE', 'ECONOMIST/BIGMAC_CRI', 'ECONOMIST/BIGMAC_COL', 'ECONOMIST/BIGMAC_CHN', 'ECONOMIST/BIGMAC_CHL', 'ECONOMIST/BIGMAC_CAN', 'ECONOMIST/BIGMAC_GBR', 'ECONOMIST/BIGMAC_BRA', 'ECONOMIST/BIGMAC_AUS', 'ECONOMIST/BIGMAC_ARG', 'ECONOMIST/BIGMAC_LVA', 'ECONOMIST/BIGMAC_ESP', 'ECONOMIST/BIGMAC_PRT', 'ECONOMIST/BIGMAC_NLD', 'ECONOMIST/BIGMAC_ITA', 'ECONOMIST/BIGMAC_IRL', 'ECONOMIST/BIGMAC_GRC', 'ECONOMIST/BIGMAC_DEU', 'ECONOMIST/BIGMAC_FRA', 'ECONOMIST/BIGMAC_FIN', 'ECONOMIST/BIGMAC_EST', 'ECONOMIST/BIGMAC_BEL', 'ECONOMIST/BIGMAC_AUT', 'ECONOMIST/BIGMAC_UAE', 'ECONOMIST/BIGMAC_LTU']
#region imports from AlgorithmImports import * #endregion from sklearn.ensemble import ExtraTreesClassifier from scipy.stats.mstats import gmean import numpy as np import pandas as pd import math from sklearn.metrics import auc,roc_curve,precision_recall_curve, roc_auc_score, accuracy_score from model import ClassifierModel class ModelOptimizer(): def __init__(self, algo): self.algo = algo self.validation_score = 0 self.test_score = 0 self.test_dist = None self.threshold = None def BuildModels(self, X, y, returns): # Need to continue to play with min samples split and estimators and maybe class weights params = {'n_jobs':-1,'random_state':0,'n_estimators': self.algo.n_estimators, 'min_samples_split': self.algo.min_samples_split, 'class_weight' : {0:1,1:1}, 'max_features': 'auto', 'max_depth': self.algo.max_depth, 'criterion': self.algo.criterion, 'bootstrap': True} # Train and validate using walk forward validation max_score = -1 max_y = None max_probs = None num_iter = self.algo.num_iter num_test_records = self.algo.num_test_records num_records = len(X) num_train_records = num_records - num_test_records batch_size = 4 models = [] results = [] # Iterate ove the dataset and create a number (num_iter) of models. # trendtrades = [True] * (num_test_records-1) for i in range(0, num_iter): probs = [] y_test_all = [] returns_test_all = [] # closes_test_all = [] end_idx = num_records # This is important. Copy params so each model keeps a distinct copy with it's own random seed model_params = params.copy() model_params['random_state']= i # Loop through and do walk forward validation j = num_train_records while j < end_idx: # Add the next segment of data idx = j + batch_size if idx >= end_idx: idx = end_idx-1 X_train, X_test = X[0:j], X[j:idx] y_train, y_test = y[0:j], y[j:idx] returns_train, returns_test = returns[0:j], returns[j:idx] j = j + batch_size # Set the class weight based positives vs negatives model_params['class_weight'] = self.get_class_weights(y_train) # Train the model clf = ExtraTreesClassifier(**model_params) try: clf.fit(X_train, y_train) # Predict using the model if X_test.empty: self.algo.Error(str(self.algo.Time)+" X_test EMPTY! ") p = pd.Series(clf.predict_proba(X_test)[:, 1]) # Add the predicions probs.extend(p) y_test_all.extend(y_test) returns_test_all.extend(returns_test) except Exception as e: self.algo.Log('Unexpected error during Model fit:' + str(e)) # pass raise # Build model on all the data model = ClassifierModel(self.algo) # X.columns = X.columns.astype(str) model.Train(X, y, model_params) # Since each models predictive results tend to skew, we calculate a threshold for what is a positive result model.threshold = self.get_threshold(pd.Series(y), model.test_dist) # Give the model a score for use in weighting models y_pred = probs > model.threshold score = self.score_results(y_test_all, probs, model.threshold) model.test_score = score # add win/loss stats as properties tothe model, so they can be used in the Alpha Model for bet sizing model.test_y = y_test_all model.test_returns = returns_test_all model.pred_y = y_pred # model.kelly_size, model.avg_win, model.avg_loss = self.kelly_size(y_test_all, y_pred, returns_test_all, trendtrades) if len(returns_test_all) == len(y_test_all): model.kelly_size, model.avg_win, model.avg_loss = self.kelly_size(y_test_all, y_pred, returns_test_all) else: model.kelly_size = 0 model.avg_win = 0 model.avg_loss = 0 models.append(model) return models # Calculate the model threshold for predicting positives def get_threshold(self, y_true, probs): # calculate percent positive pos = y_true.sum()/(len(y_true)) # use that percent as threshold cutoff return sorted(probs, reverse=True)[int(round(len(probs)*pos))] def weighted_score(self, y_true, probs): # There are two ways we want to weight a prediction # 1. More recent predictions are weighted more heavily # 2. The larger the prediction value is weighted more heavily (positive or negative) y_test_all = np.asarray(y_true) probs_all = pd.Series(probs) splits = 6 length = math.floor(len(probs_all)/splits) start = 0 end = length-1 scores = [] for i in range(0,splits): y_test = y_test_all[start:end] if y_test.sum() != 0: probs = probs_all[start:end] precision, recall, threshold = precision_recall_curve(y_test, probs) pauc = auc(recall, precision) if math.isnan(pauc): pauc = 0 scores.append(pauc*(1+i/self.algo.num_iter)) end = end + length start = start + length if (end >= len(probs_all)): end = len(probs_all)-1 return gmean(scores) # def kelly_size(self, y_true, y_pred, returns, trendtrades): # # calculate the symbol's kelly size based on the predictions of the model # df = pd.DataFrame({'y_true':y_true, 'y_pred':y_pred, 'returns': returns, 'trends': trendtrades}) # trades = df[(df['y_pred']) & (df['trends'])] # wins = df[(df['y_true']) & (df['y_pred']) & (df['trends'])] # losses = df[(df['y_true'] == 0) & (df['y_pred']) & (df['trends'])] # avg_win = 0 # avg_loss = 0 # kelly = 0 # if len(trades) > 0: # win_rate = len(wins)/len(trades) # loss_rate = 1-win_rate # avg_win = wins['returns'].mean() # avg_loss = -losses['returns'].mean() # # used two different ways to calculate the Kelly size. (win_rate/avg_loss - loss_rate/avg_win) isn't the textbook Kelly formula, but it performed better # # return the kelly size, but also average win and loss separately so it can be used for the MLFinLab bet sizing. # if avg_loss > 0 and avg_win > 0: # kelly = (win_rate/avg_loss - loss_rate/avg_win) # # return win_rate - (loss_rate/(avg_win/avg_loss)), avg_win, avg_loss # return kelly, avg_win, avg_loss def kelly_size(self, y_true, y_pred, returns): # calculate the symbol's kelly size based on the predictions of the model df = pd.DataFrame({'y_true':y_true, 'y_pred':y_pred, 'returns': returns}) trades = df[(df['y_pred'])] wins = df[(df['y_true']) & (df['y_pred'])] losses = df[(df['y_true'] == 0) & (df['y_pred'])] avg_win = 0 avg_loss = 0 kelly = 0 if len(trades) > 0: win_rate = len(wins)/len(trades) loss_rate = 1-win_rate avg_win = wins['returns'].mean() avg_loss = -losses['returns'].mean() # used two different ways to calculate the Kelly size. (win_rate/avg_loss - loss_rate/avg_win) isn't the textbook Kelly formula, but it performed better # return the kelly size, but also average win and loss separately so it can be used for the MLFinLab bet sizing. if avg_loss > 0 and avg_win > 0: kelly = (win_rate/avg_loss - loss_rate/avg_win) # return win_rate - (loss_rate/(avg_win/avg_loss)), avg_win, avg_loss return kelly, avg_win, avg_loss def score_results(self, y_true, probs, threshold): y_pred = probs > threshold return accuracy_score(y_true, y_pred) def get_class_weights(self, y): # Calculate class weights pos = y.sum()/(len(y)) neg = 1 - pos pw = neg/pos nw = pos/neg return {0:nw,1:pw}
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. # Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from AlgorithmImports import * # from InsightWeightingPortfolioConstructionModel import InsightWeightingPortfolioConstructionModel, PortfolioBias class InsightVariableWeightingPortfolioConstructionModel(InsightWeightingPortfolioConstructionModel): '''Provides an implementation of IPortfolioConstructionModel that generates percent targets based on the Insight.Weight. The target percent holdings of each Symbol is given by the Insight.Weight from the last active Insight for that symbol. For insights of direction InsightDirection.Up, long targets are returned and for insights of direction InsightDirection.Down, short targets are returned. If the sum of all the last active Insight per symbol is bigger than 1, it will factor down each target percent holdings proportionally so the sum is 1. It will ignore Insight that have no Insight.Weight value.''' def __init__(self, algo, rebalance = Resolution.Daily, portfolioBias = PortfolioBias.LongShort): '''Initialize a new instance of InsightWeightingPortfolioConstructionModel Args: rebalance: Rebalancing parameter. If it is a timedelta, date rules or Resolution, it will be converted into a function. If None will be ignored. The function returns the next expected rebalance time for a given algorithm UTC DateTime. The function returns null if unknown, in which case the function will be called again in the next loop. Returning current time will trigger rebalance. portfolioBias: Specifies the bias of the portfolio (Short, Long/Short, Long)''' self.weightCap = 1 self.algo = algo super().__init__(rebalance, portfolioBias) def DetermineTargetPercent(self, activeInsights): '''Will determine the target percent for each insight Args: activeInsights: The active insights to generate a target for''' result = {} # We will adjust weights proportionally in case the sum is > self.algo.weightCap so it sums to self.algo.weightCap. weightSums = sum(self.GetValue(insight) for insight in activeInsights if self.RespectPortfolioBias(insight)) weightFactor = 1.0 # if self.weightCap < 1: # self.algo.Debug(str(self.algo.Time)+" in PCM. Bear Market. Weight cap "+str(self.weightCap)) if weightSums > self.weightCap: weightFactor = self.weightCap / weightSums for insight in activeInsights: result[insight] = (insight.Direction if self.RespectPortfolioBias(insight) else InsightDirection.Flat) * self.GetValue(insight) * weightFactor return result
#region imports from AlgorithmImports import * #endregion from QuantConnect.Algorithm.Framework.Risk import RiskManagementModel from clr import AddReference AddReference("System") AddReference("QuantConnect.Common") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Algorithm.Framework") from QuantConnect.Algorithm import * from QuantConnect.Algorithm.Framework import * from QuantConnect.Algorithm.Framework.Portfolio import PortfolioTarget, PortfolioTargetCollection from QuantConnect.Algorithm.Framework.Risk import RiskManagementModel from itertools import groupby # bracket risk model class class BracketRiskModel(RiskManagementModel): '''Creates a trailing stop loss for the maximumDrawdownPercent value and a profit taker for the maximumUnrealizedProfitPercent value''' def __init__(self, maximumDrawdownPercent = 0.05, maximumUnrealizedProfitPercent = 0.05): self.maximumDrawdownPercent = -abs(maximumDrawdownPercent) self.trailingHighs = dict() self.maximumUnrealizedProfitPercent = abs(maximumUnrealizedProfitPercent) self.liquidated = set() def ManageRisk(self, algorithm, targets): riskAdjustedTargets = list() for kvp in algorithm.Securities: symbol = kvp.Key security = kvp.Value # Remove if not invested if not security.Invested: self.trailingHighs.pop(symbol, None) continue pnl = security.Holdings.UnrealizedProfitPercent if pnl > self.maximumUnrealizedProfitPercent or security.Symbol in self.liquidated: # liquidate algorithm.Debug(f"Profit Taken: {security.Symbol}") algorithm.Log(f"Profit Taken: {security.Symbol}") riskAdjustedTargets.append(PortfolioTarget(security.Symbol, 0)) if algorithm.Securities[security.Symbol].Invested: self.liquidated.add(security.Symbol) algorithm.Log(f"Liquidating {security.Symbol}") return riskAdjustedTargets # Add newly invested securities if symbol not in self.trailingHighs: self.trailingHighs[symbol] = security.Holdings.AveragePrice # Set to average holding cost continue # Check for new highs and update - set to tradebar high if self.trailingHighs[symbol] < security.High: self.trailingHighs[symbol] = security.High continue # Check for securities past the drawdown limit securityHigh = self.trailingHighs[symbol] drawdown = (security.Low / securityHigh) - 1 if drawdown < self.maximumDrawdownPercent or security.Symbol in self.liquidated: # liquidate algorithm.Debug(f"Losses Taken: {security.Symbol}") algorithm.Log(f"Losses Taken: {security.Symbol}") riskAdjustedTargets.append(PortfolioTarget(symbol, 0)) if algorithm.Securities[security.Symbol].Invested: self.liquidated.add(security.Symbol) algorithm.Log(f"Liquidating {security.Symbol}") return riskAdjustedTargets # Trailing Stop risk model class class TrailingStopRiskManagementModelLiquidation(RiskManagementModel): '''Provides an implementation of IRiskManagementModel that limits the maximum possible loss measured from the highest unrealized profit''' def __init__(self, maximumDrawdownPercent = 0.05): '''Initializes a new instance of the TrailingStopRiskManagementModel class Args: maximumDrawdownPercent: The maximum percentage drawdown allowed for algorithm portfolio compared with the highest unrealized profit, defaults to 5% drawdown''' self.maximumDrawdownPercent = abs(maximumDrawdownPercent) self.trailingAbsoluteHoldingsState = dict() self.liquidated = set() def ManageRisk(self, algorithm, targets): '''Manages the algorithm's risk at each time step Args: algorithm: The algorithm instance targets: The current portfolio targets to be assessed for risk''' riskAdjustedTargets = list() for kvp in algorithm.Securities: symbol = kvp.Key security = kvp.Value # Remove if not invested if not security.Invested: self.trailingAbsoluteHoldingsState.pop(symbol, None) continue position = PositionSide.Long if security.Holdings.IsLong else PositionSide.Short absoluteHoldingsValue = security.Holdings.AbsoluteHoldingsValue trailingAbsoluteHoldingsState = self.trailingAbsoluteHoldingsState.get(symbol) # Add newly invested security (if doesn't exist) or reset holdings state (if position changed) if trailingAbsoluteHoldingsState == None or position != trailingAbsoluteHoldingsState.position: self.trailingAbsoluteHoldingsState[symbol] = trailingAbsoluteHoldingsState = self.HoldingsState(position, security.Holdings.AbsoluteHoldingsCost) trailingAbsoluteHoldingsValue = trailingAbsoluteHoldingsState.absoluteHoldingsValue # Check for new max (for long position) or min (for short position) absolute holdings value if ((position == PositionSide.Long and trailingAbsoluteHoldingsValue < absoluteHoldingsValue) or (position == PositionSide.Short and trailingAbsoluteHoldingsValue > absoluteHoldingsValue)): self.trailingAbsoluteHoldingsState[symbol].absoluteHoldingsValue = absoluteHoldingsValue continue drawdown = abs((trailingAbsoluteHoldingsValue - absoluteHoldingsValue) / trailingAbsoluteHoldingsValue) if self.maximumDrawdownPercent < drawdown or security.Symbol in self.liquidated: self.trailingAbsoluteHoldingsState.pop(symbol, None) # liquidate riskAdjustedTargets.append(PortfolioTarget(symbol, 0)) if algorithm.Securities[security.Symbol].Invested: self.liquidated.add(security.Symbol) algorithm.Log(f"Liquidating {security.Symbol}") return riskAdjustedTargets class HoldingsState: def __init__(self, position, absoluteHoldingsValue): self.position = position self.absoluteHoldingsValue = absoluteHoldingsValue # Maximum Sector Exposure risk model class class ETFMaximumSectorExposureRiskManagementModel(RiskManagementModel): '''Provides an implementation of IRiskManagementModel that that limits the sector exposure to the specified percentage''' def __init__(self, exclusions, maximumSectorExposure = 0.20): '''Initializes a new instance of the MaximumSectorExposureRiskManagementModel class Args: maximumDrawdownPercent: The maximum exposure for any sector, defaults to 20% sector exposure.''' if maximumSectorExposure <= 0: raise ValueError('MaximumSectorExposureRiskManagementModel: the maximum sector exposure cannot be a non-positive value.') self.maximumSectorExposure = maximumSectorExposure self.targetsCollection = PortfolioTargetCollection() self.exclusions = exclusions def ManageRisk(self, algorithm, targets): '''Manages the algorithm's risk at each time step Args: algorithm: The algorithm instance''' maximumSectorExposureValue = float(algorithm.Portfolio.TotalPortfolioValue) * self.maximumSectorExposure self.targetsCollection.AddRange(targets) risk_targets = list() # Group the securities by their sector filtered = list(filter(lambda x: x.Value.Fundamentals is not None and x.Value.Fundamentals.HasFundamentalData, algorithm.UniverseManager.ActiveSecurities)) filtered.sort(key = lambda x: x.Value.Fundamentals.CompanyReference.IndustryTemplateCode) groupBySector = groupby(filtered, lambda x: x.Value.Fundamentals.CompanyReference.IndustryTemplateCode) for code, securities in groupBySector: # Compute the sector absolute holdings value # If the construction model has created a target, we consider that # value to calculate the security absolute holding value quantities = {} sectorAbsoluteHoldingsValue = 0 for security in securities: symbol = security.Value.Symbol quantities[symbol] = security.Value.Holdings.Quantity absoluteHoldingsValue = security.Value.Holdings.AbsoluteHoldingsValue if self.targetsCollection.ContainsKey(symbol): quantities[symbol] = self.targetsCollection[symbol].Quantity absoluteHoldingsValue = (security.Value.Price * abs(quantities[symbol]) * security.Value.SymbolProperties.ContractMultiplier * security.Value.QuoteCurrency.ConversionRate) sectorAbsoluteHoldingsValue += absoluteHoldingsValue # If the ratio between the sector absolute holdings value and the maximum sector exposure value # exceeds the unity, it means we need to reduce each security of that sector by that ratio # Otherwise, it means that the sector exposure is below the maximum and there is nothing to do. ratio = float(sectorAbsoluteHoldingsValue) / maximumSectorExposureValue if ratio > 1: algorithm.Debug("Reducing ratio for sector "+str(code)+": "+str(ratio)) for symbol, quantity in quantities.items(): if quantity != 0: risk_targets.append(PortfolioTarget(symbol, float(quantity) / ratio)) return risk_targets def OnSecuritiesChanged(self, algorithm, changes): '''Event fired each time the we add/remove securities from the data feed Args: algorithm: The algorithm instance that experienced the change in securities changes: The security additions and removals from the algorithm''' anyFundamentalData = any([ (kvp.Value.Fundamentals is not None and kvp.Value.Fundamentals.HasFundamentalData) or kvp.Value.Symbol.Value in self.exclusions for kvp in algorithm.ActiveSecurities ]); if not anyFundamentalData: raise Exception("MaximumSectorExposureRiskManagementModel.OnSecuritiesChanged: Please select a portfolio selection model that selects securities with fundamental data.") class MaximumExposureRiskManagementModel(RiskManagementModel): '''Provides an implementation of IRiskManagementModel that that limits the sector exposure to the specified percentage''' def __init__(self, maximumExposure = 0.20): '''Initializes a new instance of the maximumExposureRiskManagementModel class Args: maximumDrawdownPercent: The maximum exposure for any sector, defaults to 20% sector exposure.''' if maximumExposure <= 0: raise ValueError('maximumExposureRiskManagementModel: the maximum sector exposure cannot be a non-positive value.') self.maximumExposure = maximumExposure self.targetsCollection = PortfolioTargetCollection() def ManageRisk(self, algorithm, targets): '''Manages the algorithm's risk at each time step Args: algorithm: The algorithm instance''' maximumExposureValue = float(algorithm.Portfolio.TotalPortfolioValue) * self.maximumExposure totalPortfolioValue = float(algorithm.Portfolio.TotalPortfolioValue) remainingCash = float(algorithm.Portfolio.CashBook[algorithm.AccountCurrency].Amount) self.targetsCollection.AddRange(targets) risk_targets = list() # Group the securities by their sector securities = algorithm.UniverseManager.ActiveSecurities quantities = {} absoluteHoldingsValue = 0 for security in securities: symbol = security.Value.Symbol quantities[symbol] = security.Value.Holdings.Quantity symbolAbsoluteHoldingsValue = security.Value.Holdings.AbsoluteHoldingsValue if self.targetsCollection.ContainsKey(symbol): quantities[symbol] += self.targetsCollection[symbol].Quantity symbolAbsoluteHoldingsValue = (security.Value.Price * abs(quantities[symbol]) * security.Value.SymbolProperties.ContractMultiplier * security.Value.QuoteCurrency.ConversionRate) absoluteHoldingsValue += symbolAbsoluteHoldingsValue # If the ratio between the sector absolute holdings value and the maximum sector exposure value # exceeds the unity, it means we need to reduce each security of that sector by that ratio # Otherwise, it means that the sector exposure is below the maximum and there is nothing to do. ratio = float(absoluteHoldingsValue) / maximumExposureValue if ratio > 1: algorithm.Debug(str(algorithm.Time)+" RISK MANAGEMENT. Scaling down portfolio targets. Ratio: "+str(ratio)) for symbol, quantity in quantities.items(): if quantity != 0: risk_targets.append(PortfolioTarget(symbol, float(quantity) / ratio)) return risk_targets