# Exact sources and frozen vintages

This inventory describes the **17 September 2026 checkpoint**, with market observations no later than **31 July 2026**. Direct decomposition inputs are separated from sources used only in the inherited CPIH conversion.

[sources.json](sources.json) lists exact URLs, filenames, series identifiers, original SHA-256 hashes and retrieval metadata. Unknown dates remain unknown. Provider pages may now serve revised vintages.

| Source | Official link | Exact selection | Retrieval and vintage |
|---|---|---|---|
| BoE nominal | [Yield curves](https://www.bankofengland.co.uk/statistics/yield-curves) | `glcnominalddata.zip`; full spot worksheet, exact 5/10-year columns. Annual continuous percentages. | 15 September 2026, 15:27 UTC. Latest-vintage fitted curves; observation publication times unknown. |
| BoE implied inflation | [Daily archive](https://www.bankofengland.co.uk/-/media/boe/files/statistics/yield-curves/glcinflationddata.zip) | Exact 5/10 implied-inflation spot nodes. RPI is read from this curve, not independently recalculated from nominal and real archives. | Fresh comparison retrieved 15 September 2026, 16:00 UTC. CPIH retains its inherited public vintage and correction. |
| BoE real curve | [Official collection](https://www.bankofengland.co.uk/statistics/yield-curves) | Separately published family, not a direct downstream input. UK adjusted real is nominal minus frozen CPIH-equivalent compensation. | No separate real-archive retrieval or vintage is claimed here. |
| ONS MM23 | [RPI CHAW](https://www.ons.gov.uk/economy/inflationandpriceindices/timeseries/chaw/mm23), [CPIH L522](https://www.ons.gov.uk/economy/inflationandpriceindices/timeseries/l522/mm23), [formula CPTJ](https://www.ons.gov.uk/economy/inflationandpriceindices/timeseries/cptj/mm23) | Indices CHAW/L522; annual rates CZBH/L55O; formula CPTJ; reconciliation CPTE, CPTG, CPTH, CTUY, CPTI, CPTK, CPTF. Upstream conversion only. | 19 August 2026 release through July; retrieved 10 September. Individual timestamps and hashes in JSON. |
| HMT forecasts | [Database](https://www.gov.uk/government/statistics/database-of-forecasts-for-the-uk-economy) | 84 rounds, February 2005 to May 2026. Published Independent average, terminal calendar year = round year +4. Annual-average Bank Rate/repo and CPI. PDF M3/M4 and June 2026 panel; source row/page per observation. | Retrieved 17 September 2026. Earlier archived PDFs; later retrospective database. Seven month-end date proxies in the specification. |
| BoE MPS | [Market Participants Survey](https://www.bankofengland.co.uk/markets/market-intelligence/market-participants-survey) | 27 releases, March 2023 to June 2026. Seven-bin probabilities for annual CPI inflation averaged over years 5-10; exact sheet/cell per row. | Workbooks retrieved 15 September 2026. Publication dates and fieldwork windows retained. |
| Fed TIPS | [TIPS curve](https://www.federalreserve.gov/data/tips-yield-curve-and-inflation-compensation.htm) | `feds200805.csv`: `Date`, `TIPSY05`, `TIPSY10`, continuous zero yields. Coupon-equivalent `TIPS5F5` excluded. | Retrieved 15 September 2026, 16:00 UTC; HTTP modification 8 September. Revisable provider estimates. |
| German Finance Agency | [Inflation-linked securities](https://www.deutsche-finanzagentur.de/en/federal-securities/federal-securities/inflation-linked-federal-securities) | ISIN factsheets, embedded Price histories: real clean prices around noon Frankfurt. Terms from index-ratio workbook headers. Individual ISIN URLs/hashes in JSON. | Retrieved 17 September 2026. Data through 31 July. Exact dated constituents and endpoint schedules bundled. |
| RBA / AOFM linkers | [RBA tables](https://www.rba.gov.au/statistics/tables/), [AOFM bonds](https://www.aofm.gov.au/securities/treasury-indexed-bonds) | F16 security real yields/terms: 1992-2008, 2009-13 and current. Actual RDP 2018-02 supplement observations fill supported missing dates. TI identifiers retained; ISIN crosswalk unverified. | Current CSV retrieved 17 September 2026, 15:31 UTC. Some archive retrieval times absent; byte capture verified that day. Supplement retrieved 15 September. |
| NYFed Primary Dealers | [Archive](https://www.newyorkfed.org/markets/primarydealer_survey_questions) | 114 longer-run policy forecasts, June 2012 to July 2026. Median dealer modal forecast/longer-run estimate from original pre-meeting releases. Fieldwork-end dating. | Frozen acquisition 17 September 2026; individual original-file metadata in JSON. Most results-publication dates unverified. |
| Philadelphia SPF | [SPF](https://www.philadelphiafed.org/surveys-and-data/real-time-data-research/survey-of-professional-forecasters) | `CPI05YF05` observed mean, 84 rounds August 2005 to May 2026. Calendar-deferred annual CPI average; response-deadline dates. | Retrieved 15 September 2026. Calendar-defined horizon differs from rolling interval. |
| ECB SMA | [Survey of Monetary Analysts](https://www.ecb.europa.eu/stats/ecb_surveys/sma/html/index.en.html) | 42 CSV rounds: `measure=MEDIAN`, `date_descr=long run`, `area=U2`; DFR/ESTR units I, HIC units Y. Per-round keys supplied. | Retrieved 17 September 2026. Submission-deadline updates; publication dates separate. |
| RBA J1 | [CSV](https://www.rba.gov.au/statistics/tables/csv/j1-star-variables.csv) | `JSVNNIREMN` / `JSVNNIREMED`: neutral-rate mean/median. `JSVIEXPMN` / `JSVIEXPMED`: next-5-10-year inflation mean/median. | Retrieved 17 September 2026; snapshot update 28 August. Use rounds through May. Reference-month ends proxy historical release dates. |
| HLW neutral rates | [NYFed r-star](https://www.newyorkfed.org/research/policy/rstar) | Real-time workbook, sheet `2026Q1`: US r-star (K), euro-area r-star (M); one-sided 2023 COVID-adjusted model. Real annual percentages. | Retrieved 17 September 2026. Reference vintage scheduled 1 June 2026. Later revised history is a sensitivity. |
| RBA macro models | [26 March 2026 speech](https://www.rba.gov.au/speeches/2026/sp-ag-2026-03-26.html) | Data sheet, Graph 3, columns H/I/J: three identically labelled Semi structural nominal-neutral variants. Exact columns used; unique variant names unavailable. | Published 26 March 2026; retrieved 17 September, 15:50 UTC. Retrospective quarters through December 2025. |
| FRED reform control | [T5YIFR](https://fred.stlouisfed.org/series/T5YIFR) | Upstream CPIH policy control alongside T5YIE/T10YIE. Public HTML date/value extract; converted with log(1+rate). Not the downstream US real curve. | Retrieved 10 September 2026, 10:38:51 UTC. Direct CSV attempts failed; captured-table provenance explicit. |

## Frozen numerical inputs

The [download inventory](frozen_inputs_manifest.json) identifies each numerical file, byte size, SHA-256 and original source hash. It distinguishes byte copies from selections and deterministic term/schedule exports. The [specification](specification.md) explains their use.

The pack includes selected numerical extracts, author calculations, dated security membership, endpoint cash flows and reference outputs. It excludes executable code and complete provider HTML, PDF, XLS/XLSX and ZIP documents. Original provider hashes allow comparison if the same vintage is obtained independently.

## CPIH replication boundary

Use [cpih_equivalent_frozen_daily.csv](inputs/cpih_equivalent_frozen_daily.csv) as the standalone market input. The [matched market table](inputs/market_forwards_and_cpih.csv) supplies all three conversion variants on the exact downstream grid. Rebuilding the ONS statistical wedge and policy add-back is a separate research exercise.

## Metadata and rights

Some Australian archive retrieval timestamps were not retained. Byte-capture verification times are shown separately and are not substituted for retrieval dates. Historical release dates and original-vintage availability are incomplete. Australian TI identifiers lack a verified ISIN crosswalk. The RBA workbook identifies exact H/I/J columns without distinct variant names.

Original text, charts and research outputs by Russ Oxley are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0). Third-party inputs remain subject to their publishers’ terms; this licence does not relicense third-party documents or databases. [Read the licence](https://creativecommons.org/licenses/by/4.0/). Original provider documents are not bundled.