US bond market signals (yield volatility, momentum, anomalies, curve-inversion tracker)
Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. DGS10, T10Y2Y, BAMLH0A0HYM2; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value in percent as published by FRED for this series (yields, spreads and option-adjusted spreads are quoted in percent); see the series notes for methodology and revisions. (unit: percent) |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| inversion_flag | integer | |
| inversion_streak | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank | inversion_flag | inversion_streak |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1962-01-02 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 4.06 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-02 | United States | USA | DGS5 | Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis | 3.88 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-03 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 4.03 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-03 | United States | USA | DGS5 | Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis | 3.87 | — | — | 0 | — | — | 0 | 0 |
| 1962-01-04 | United States | USA | DGS10 | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | 3.99 | — | — | 0 | — | — | 0 | 0 |
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/bond_signals/us_bond_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/bond_signals/us_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/bond_signals/us_bond_market_signals
Tip: fetch /llms.txt for the full machine-readable catalog.