%run fetch_rates.pyConnecting to IB Gateway on 127.0.0.1:4002 (Paper Trading)...
Fetching FED (ZQ on CBOT)...
✓ ZQV6: 96.1150 (Implied: 3.885%)
✓ ZQX6: 96.0750 (Implied: 3.925%)
✓ ZQZ6: 95.9300 (Implied: 4.07%)
✓ ZQF7: 95.8600 (Implied: 4.14%)
✓ ZQG7: 95.7700 (Implied: 4.23%)
✓ ZQH7: 95.6900 (Implied: 4.31%)
✓ ZQJ7: 95.5900 (Implied: 4.41%)
✓ ZQK7: 95.5000 (Implied: 4.5%)
Fetching ECB (ST3 on EUREX)...
✓ FST3 20261216 M: 97.5400 (Implied: 2.46%)
✓ FST3 20270317 M: 97.3000 (Implied: 2.7%)
✓ FST3 20270616 M: 97.0450 (Implied: 2.955%)
✓ FST3 20270915 M: 96.8850 (Implied: 3.115%)
✓ FST3 20271215 M: 96.8125 (Implied: 3.1875%)
Fetching BOE (SONIA.N on ICEEU)...
✓ SO3U6: 96.1500 (Implied: 3.85%)
✓ SO3Z6: 95.7950 (Implied: 4.205%)
✓ SO3H7: 95.4500 (Implied: 4.55%)
✓ SO3M7: 95.2500 (Implied: 4.75%)
✓ SO3U7: 95.1550 (Implied: 4.845%)
Fetching BOJ (TONA on OSE.JPN)...
✓ 161090091: 98.7850 (Implied: 1.215%)
✓ 161120091: 98.5300 (Implied: 1.47%)
✓ 162030091: 98.2950 (Implied: 1.705%)
✓ 162060091: 98.1050 (Implied: 1.895%)
✓ 162090091: 97.9725 (Implied: 2.0275%)
Fetching RBA (IB on SNFE)...
✓ IBV6: 95.4050 (Implied: 4.595%)
✓ IBX6: 95.3400 (Implied: 4.66%)
✓ IBZ6: 95.2950 (Implied: 4.705%)
✓ IBF7: 95.2850 (Implied: 4.715%)
✓ IBG7: 95.2350 (Implied: 4.765%)
✓ IBH7: 95.2050 (Implied: 4.795%)
✓ IBJ7: 95.1800 (Implied: 4.82%)
✓ IBK7: 95.1400 (Implied: 4.86%)
Fetching BOC (CRA on CDE)...
✓ CRAU26: 97.6650 (Implied: 2.335%)
✓ CRAZ26: 97.3950 (Implied: 2.605%)
✓ CRAH27: 97.1150 (Implied: 2.885%)
✓ CRAM27: 96.9100 (Implied: 3.09%)
✓ CRAU27: 96.7500 (Implied: 3.25%)
Fetching SNB (SARON on EUREX)...
✓ FSR3 20261215 M: 100.0450 (Implied: -0.045%)
✓ FSR3 20270316 M: 99.9750 (Implied: 0.025%)
✓ FSR3 20270615 M: 99.8150 (Implied: 0.185%)
✓ FSR3 20270914 M: 99.6350 (Implied: 0.365%)
✓ FSR3 20271214 M: 99.4900 (Implied: 0.51%)
Disconnected from IB Gateway.
🎉 Successfully saved 41 contract quotes to data/raw_rates.csv
central_bank contract_month local_symbol date settle_price \
0 FED 202610 ZQV6 2026-10-11 96.1150
1 FED 202611 ZQX6 2026-10-11 96.0750
2 FED 202612 ZQZ6 2026-10-11 95.9300
3 FED 202701 ZQF7 2026-10-11 95.8600
4 FED 202702 ZQG7 2026-10-11 95.7700
5 FED 202703 ZQH7 2026-10-11 95.6900
6 FED 202704 ZQJ7 2026-10-11 95.5900
7 FED 202705 ZQK7 2026-10-11 95.5000
8 ECB 202609 FST3 20261216 M 2026-10-11 97.5400
9 ECB 202612 FST3 20270317 M 2026-10-11 97.3000
10 ECB 202703 FST3 20270616 M 2026-10-11 97.0450
11 ECB 202706 FST3 20270915 M 2026-10-11 96.8850
12 ECB 202709 FST3 20271215 M 2026-10-11 96.8125
13 BOE 202609 SO3U6 2026-10-11 96.1500
14 BOE 202612 SO3Z6 2026-10-11 95.7950
15 BOE 202703 SO3H7 2026-10-11 95.4500
16 BOE 202706 SO3M7 2026-10-11 95.2500
17 BOE 202709 SO3U7 2026-10-11 95.1550
18 BOJ 202609 161090091 2026-10-11 98.7850
19 BOJ 202612 161120091 2026-10-11 98.5300
20 BOJ 202703 162030091 2026-10-11 98.2950
21 BOJ 202706 162060091 2026-10-11 98.1050
22 BOJ 202709 162090091 2026-10-11 97.9725
23 RBA 202610 IBV6 2026-10-11 95.4050
24 RBA 202611 IBX6 2026-10-11 95.3400
25 RBA 202612 IBZ6 2026-10-11 95.2950
26 RBA 202701 IBF7 2026-10-11 95.2850
27 RBA 202702 IBG7 2026-10-11 95.2350
28 RBA 202703 IBH7 2026-10-11 95.2050
29 RBA 202704 IBJ7 2026-10-11 95.1800
30 RBA 202705 IBK7 2026-10-11 95.1400
31 BOC 202609 CRAU26 2026-10-11 97.6650
32 BOC 202612 CRAZ26 2026-10-11 97.3950
33 BOC 202703 CRAH27 2026-10-11 97.1150
34 BOC 202706 CRAM27 2026-10-11 96.9100
35 BOC 202709 CRAU27 2026-10-11 96.7500
36 SNB 202609 FSR3 20261215 M 2026-10-11 100.0450
37 SNB 202612 FSR3 20270316 M 2026-10-11 99.9750
38 SNB 202703 FSR3 20270615 M 2026-10-11 99.8150
39 SNB 202706 FSR3 20270914 M 2026-10-11 99.6350
40 SNB 202709 FSR3 20271214 M 2026-10-11 99.4900
implied_rate
0 3.8850
1 3.9250
2 4.0700
3 4.1400
4 4.2300
5 4.3100
6 4.4100
7 4.5000
8 2.4600
9 2.7000
10 2.9550
11 3.1150
12 3.1875
13 3.8500
14 4.2050
15 4.5500
16 4.7500
17 4.8450
18 1.2150
19 1.4700
20 1.7050
21 1.8950
22 2.0275
23 4.5950
24 4.6600
25 4.7050
26 4.7150
27 4.7650
28 4.7950
29 4.8200
30 4.8600
31 2.3350
32 2.6050
33 2.8850
34 3.0900
35 3.2500
36 -0.0450
37 0.0250
38 0.1850
39 0.3650
40 0.5100