imf_reader.sdr

Special Drawing Rights (SDR) reader module.

This module offers access to the IMF’s Special Drawing Rights (SDR) data. The SDR is an international reserve asset created by the IMF in 1969. It is not a currency, but the holder of SDRs can exchange them for usable currencies in times of need.

Usage:

Import the module

`python from imf_reader import sdr `

Read allocations and holdings data

`python sdr.fetch_allocations_holdings() ` SDRs holdings and allocations are published at a monthly frequency. The function fetches the latest data available by default. Check the latest available date

`python sdr.fetch_latest_allocations_holdings_date() `

To retrieve SDR holdings and allocations for a specific month and year, eg April 2021, pass the year and month as a tuple

`python sdr.fetch_allocations_holdings((2021, 4)) `

Read interest rates

`python sdr.fetch_interest_rates() `

Read exchange rates

`python sdr.fetch_exchange_rates() ` By default, the exchange rate is in USDs per 1 SDR. To get the exchange rate in SDRs per 1 USD, pass the unit basis as “USD”

`python sdr.fetch_exchange_rates("USD") `

Clear cached data

`python sdr.clear_cache() `

Submodules

Functions

`fetch_interest_rates`(→ pandas.DataFrame)	Fetch the historic SDR interest rates from the IMF
`fetch_exchange_rates`(→ pandas.DataFrame)	Fetch the historic SDR exchange rates from the IMF
`fetch_allocations_holdings`(→ pandas.DataFrame)	Fetch SDR holdings and allocations data for a given date. If date is not specified, it fetches data for the latest date
`fetch_latest_allocations_holdings_date`(→ tuple[int, int])	Get the latest available SDR allocation holdings date.
`clear_cache`(→ None)	Clear the cache for all SDR data.

Package Contents

imf_reader.sdr.fetch_interest_rates() → pandas.DataFrame

Fetch the historic SDR interest rates from the IMF

The SDR interest rate is based on the sum of the multiplicative products in SDR terms of the currency amounts in the SDR valuation basket, the level of the interest rate on the financial instrument of each component currency in the basket, and the exchange rate of each currency against the SDR. The SDR interest rate for the current week is released on Sunday morning, Washington D.C. time.

Returns:: A DataFrame with the historical SDR interest rates

imf_reader.sdr.fetch_exchange_rates(unit_basis: Literal['SDR', 'USD'] = 'SDR') → pandas.DataFrame

Fetch the historic SDR exchange rates from the IMF

The currency value of the SDR is determined by summing the values in U.S. dollars, based on market exchange rates, of a basket of major currencies (the U.S. dollar, Euro, Japanese yen, pound sterling and the Chinese renminbi). The SDR currency value is calculated daily except on IMF holidays, or whenever the IMF is closed for business, or on an ad-hoc basis to facilitate unscheduled IMF operations. The SDR valuation basket is reviewed and adjusted every five years.

Parameters:: unit_basis – The unit basis for the exchange rate. Default is “SDR” i.e. 1 SDR in USD. Other option is “USD” i.e. 1 USD in SDR
Returns:: A DataFrame with the exchange rate data

imf_reader.sdr.fetch_allocations_holdings(date: tuple[int, int] | None = None) → pandas.DataFrame

Fetch SDR holdings and allocations data for a given date. If date is not specified, it fetches data for the latest date

Parameters:

date – tuple[int, int]. The year and month to get allocations and holdings data for. e.g. (2024, 11) for November 2024.
None (If)
fetched. (the latest announcements released are)

Returns:

A dataframe with the SDR allocations and holdings data

imf_reader.sdr.fetch_latest_allocations_holdings_date() → tuple[int, int]: Get the latest available SDR allocation holdings date. :returns: A tuple containing the year and month of the latest SDR data. :rtype: tuple[int, int]

imf_reader.sdr.clear_cache() → None: Clear the cache for all SDR data.

Deprecated since version 1.5.0: Use imf_reader.cache.clear_cache() instead.