BoE UK gilt yield-curve signals (nominal spot curve)
Daily UK gilt yield-curve signals from the Bank of England GLC nominal spot curve (1979 -> latest): 0.5y/1y/2y/5y/10y/20y/30y spot rates with 1-day, 21-day and 252-day changes, 30-day annualized change volatility, 3-sigma anomaly flags, drift forecasts, 1-year level z-scores and curve-shape gauges: the 10y-2y, 5y-2y and 30y-10y spreads, a curve-inversion flag and 3-month steepening momentum. The full-curve lens on UK rates — the gilt-market companion to the US curve in us-bond-signals and the Canadian curve in boc-bond-signals. Raw data: Bank of England (Open Government Licence).
Quality
Attribution
Bank of England (derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Reference date (daily; UK business days as published in the GLC dataset). |
| country | string | United Kingdom (all series are UK gilts). |
| country_code | string | ISO 3166-1 alpha-3 code: GBR. |
| series_id | string | GLC curve tenor code, e.g. GLC_10Y for the 10-year nominal spot rate. |
| series_label | string | Tenor label as derived from the Bank of England GLC nominal spot-curve maturity grid. |
| value | float | UK nominal spot rate at the given maturity, in percent per annum, as published by the Bank of England. (unit: percent per annum) |
| momentum_3m | float | |
| change_21d_pp | float | |
| change_252d_pp | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| level_z_1y | float | |
| curve_10y2y | float | |
| curve_5y2y | float | |
| curve_30y10y | float | |
| inversion_flag | integer | |
| curve_steepening_3m | float |
Sample rows
| date | country | country_code | series_id | series_label | value | momentum_3m | change_21d_pp | change_252d_pp | volatility_30d | anomaly_flag | forecast_1m | rank | level_z_1y | curve_10y2y | curve_5y2y | curve_30y10y | inversion_flag | curve_steepening_3m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1979-05-02 | United Kingdom | GBR | GLC_0.5Y | UK nominal spot rate, 0.5Y maturity (Bank of England GLC) | 10.17321019844945 | — | — | — | — | 0 | — | — | — | 0.8682453660608793 | 0.2891187027100379 | — | 0 | 0.16627314034200147 |
| 1979-05-03 | United Kingdom | GBR | GLC_0.5Y | UK nominal spot rate, 0.5Y maturity (Bank of England GLC) | 10.161971407976052 | -0.011238790473397486 | — | — | — | 0 | — | — | — | 0.8528591964783168 | 0.2713328674743156 | — | 0 | 0.10649602080384923 |
| 1979-05-04 | United Kingdom | GBR | GLC_0.5Y | UK nominal spot rate, 0.5Y maturity (Bank of England GLC) | 10.11363072827181 | -0.04834067970424272 | — | — | — | 0 | — | — | — | 0.6913546470097387 | 0.17428507624298462 | — | 0 | 0.04085954743741382 |
| 1979-05-08 | United Kingdom | GBR | GLC_0.5Y | UK nominal spot rate, 0.5Y maturity (Bank of England GLC) | 10.17501104454918 | 0.061380316277370284 | — | — | — | 0 | — | — | — | 0.6432502299442167 | 0.11563481656793506 | — | 0 | -0.06233242535422434 |
| 1979-05-09 | United Kingdom | GBR | GLC_0.5Y | UK nominal spot rate, 0.5Y maturity (Bank of England GLC) | 10.421314281387438 | 0.2463032368382585 | — | — | — | 0 | — | — | — | 0.6150135340177147 | 0.0904625229881777 | — | 0 | -0.1449581136216498 |
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/boe_curve_signals/boe_uk_yield_curve_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/boe_curve_signals/boe_uk_yield_curve_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/boe_curve_signals/boe_uk_yield_curve_signals
Tip: fetch /llms.txt for the full machine-readable catalog.