Canada sovereign bond-market signals (BoC benchmark yields, daily curve tracker)
Daily Canadian government-bond signals derived from the Bank of Canada's benchmark bond yields: 2y/3y/5y/7y/10y/long-term benchmark yields plus the long-term Real Return Bond yield since 2001, with day-on-day changes, 5-day momentum, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 12-day baseline, naive-drift 1-day forecasts, cross-tenor volatility ranks, the 10y-2y curve slope and inversion flags, the nominal-real (break-even) spread and a term-premium proxy. The monetizable signals layer on top of raw Bank of Canada yield data. Raw series: BoC Valet API, selected benchmark bond yields.
Quality
Attribution
Bank of Canada (Valet API; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Reference date of the Bank of Canada benchmark bond yield observation (daily). |
| country | string | |
| country_code | string | |
| series_id | string | Bank of Canada Valet series identifier for the benchmark bond yield. |
| series_label | string | Yield series label as published by the Bank of Canada (benchmark bond yield by tenor, plus the long-term Real Return Bond yield). |
| value | float | Yield in percent per annum, as published by the Bank of Canada (Valet API). |
| mom_change_bp | float | |
| momentum_5d | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| curve_10y2y | float | |
| inversion_flag | integer | |
| curve_5y2y | float | |
| real_10y_spread | float | |
| term_premium_proxy | float |
Sample rows
| date | country | country_code | series_id | series_label | value | mom_change_bp | momentum_5d | volatility_30d | anomaly_flag | forecast_1m | rank | curve_10y2y | inversion_flag | curve_5y2y | real_10y_spread | term_premium_proxy |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001-01-02 | Canada | CAN | BD.CDN.10YR.DQ.YLD | Benchmark bond yield: 10 year | 5.28 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.2YR.DQ.YLD | Benchmark bond yield: 2 year | 5.11 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.3YR.DQ.YLD | Benchmark bond yield: 3 year | 5.14 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.5YR.DQ.YLD | Benchmark bond yield: 5 year | 5.19 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.7YR.DQ.YLD | Benchmark bond yield: 7 year | 5.23 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
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/boc_bond_signals/canada_sovereign_bond_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/boc_bond_signals/canada_sovereign_bond_market_signals").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/boc_bond_signals/canada_sovereign_bond_market_signals
Tip: fetch /llms.txt for the full machine-readable catalog.