10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity
Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department (https://www.treasu…
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | |
| value | float |
Sample rows
| date | value |
|---|---|
| 1976-06-01 | 0.68 |
| 1976-06-02 | 0.71 |
| 1976-06-03 | 0.7 |
| 1976-06-04 | 0.77 |
| 1976-06-07 | 0.79 |
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y
Tip: fetch /llms.txt for the full machine-readable catalog.