1-- Interest Rates: Fed Funds, 2Y, 10Y Yields (Yield Curve)
2WITH
3  fed_funds AS (
4    SELECT
5      DATE_TRUNC('month', date::DATE) AS period,
6      AVG(value_raw) AS fed_funds_rate
7    FROM
8      "@fred.money_banking_finance.observations"
9    WHERE
10      series_id = 'FEDFUNDS'
11      AND date >= '2010-01-01'
12    GROUP BY
13      DATE_TRUNC('month', date::DATE)
14  ),
15  yield_2y AS (
16    SELECT
17      DATE_TRUNC('month', date::DATE) AS period,
18      AVG(value_raw) AS yield_2y
19    FROM
20      "@fred.money_banking_finance.observations"
21    WHERE
22      series_id = 'DGS2' -- 2-Year Treasury
23      AND date >= '2010-01-01'
24    GROUP BY
25      DATE_TRUNC('month', date::DATE)
26  ),
27  yield_10y AS (
28    SELECT
29      DATE_TRUNC('month', date::DATE) AS period,
30      AVG(value_raw) AS yield_10y
31    FROM
32      "@fred.money_banking_finance.observations"
33    WHERE
34      series_id = 'DGS10' -- 10-Year Treasury
35      AND date >= '2010-01-01'
36    GROUP BY
37      DATE_TRUNC('month', date::DATE)
38  )
39SELECT
40  COALESCE(f.period, t2.period, t10.period) AS date,
41  ROUND(f.fed_funds_rate, 2) AS fed_funds_pct,
42  ROUND(t2.yield_2y, 2) AS yield_2y_pct,
43  ROUND(t10.yield_10y, 2) AS yield_10y_pct
44FROM
45  fed_funds f
46  FULL OUTER JOIN yield_2y t2 ON f.period = t2.period
47  FULL OUTER JOIN yield_10y t10 ON f.period = t10.period
48ORDER BY
49  date ASC