US Treasury foreign-holdings signals (TIC buying/selling flows, holder concentration, anomalies)
Monthly signals derived from the US Treasury's TIC portfolio-holdings data (redistributed by FRED): 30-month annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-holder volatility rank, the 12-month buying/selling flow gauge (millions of dollars) and each holder's share of total foreign holdings (the concentration gauge). Covers all-foreign holdings plus Japan, China and Canada. Rows are normalized by holder country_code (WLD/JPN/CHN/CAN) so they join cleanly with cross-country data. Underlying data: U.S. Department of the Treasury, Treasury International Capital.
Quality
Attribution
Federal Reserve Bank of St. Louis (FRED; underlying data: U.S. Department of the Treasury, Treasury International Capital; 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 identifying the holder: FORTREASPOS69995 (all foreign countries), FORTREASPOS42609 (Japan), FORTREASPOS41408 (China, Mainland), FORTREASPOS29998 (Canada); FRED IDs resolve to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series (U.S. Department of the Treasury, Treasury International Capital). |
| value | float | Foreign investor holdings, at market value, of U.S. Treasury debt of all maturities, in millions of dollars; the all-countries series excludes international and regional organizations. See the series notes for methodology. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| flow_12m | float | |
| share_of_total | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | flow_12m | share_of_total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-02-01 | Canada | CAN | FORTREASPOS29998 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Canada | 9345 | — | — | — | 0 | — | — | — | 0.007530872952682425 |
| 2003-02-01 | China | CHN | FORTREASPOS41408 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: China, Mainland | 129282 | — | — | — | 0 | — | — | — | 0.10418473162853818 |
| 2003-02-01 | Japan | JPN | FORTREASPOS42609 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Japan | 399474 | — | — | — | 0 | — | — | — | 0.32192487339752374 |
| 2003-02-01 | World | WLD | FORTREASPOS69995 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: All Countries | 1240892 | — | — | — | 0 | — | — | — | 1 |
| 2003-03-01 | Canada | CAN | FORTREASPOS29998 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Canada | 11583 | — | — | — | 0 | — | — | — | 0.009111654941792549 |
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/tic_signals/us_treasury_foreign_holdings_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/tic_signals/us_treasury_foreign_holdings_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/tic_signals/us_treasury_foreign_holdings_signals
Tip: fetch /llms.txt for the full machine-readable catalog.