US real yield & breakeven inflation signals (real curve slope, breakeven term spread, anomalies)
Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. 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. DFII5, DFII30, T5YIE, T30YIEM, REAINTRATREARAT10Y; 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 as published by FRED for this series, in percent: TIPS real yields (DFII5/DFII7/DFII20/DFII30), breakeven inflation rates (T5YIE, T30YIEM) and the 10-year real interest rate (REAINTRATREARAT10Y); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| real_curve_slope | float | |
| breakeven_term_spread | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank | real_curve_slope | breakeven_term_spread |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1982-01-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.62374231 | — | — | 0 | — | — | — | — |
| 1982-02-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.65664807 | — | — | 0 | — | — | — | — |
| 1982-03-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.12899337 | — | — | 0 | — | — | — | — |
| 1982-04-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.40834717 | — | -0.21539514000000004 | 0 | — | — | — | — |
| 1982-05-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.32004091 | — | -0.3366071599999998 | 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/realyield_signals/us_real_yield_breakeven_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/realyield_signals/us_real_yield_breakeven_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/realyield_signals/us_real_yield_breakeven_signals
Tip: fetch /llms.txt for the full machine-readable catalog.