US Treasury yield-curve signals (term structure)
Daily US Treasury constant-maturity yield-curve signals from the Fed H.15 release (FRED DGS series, 11 tenors from 1-month to 30-year): per-tenor 3-month momentum, year-on-year change, 30-day volatility, 3-sigma anomaly flags, naive-drift forecasts, and 5-year level z-scores, plus cross-tenor curve gauges — 10Y-3M, 10Y-2Y, 2Y-3M, 5Y-2Y, 30Y-5Y spreads, 10Y-3M and 10Y-2Y inversion flags, and 3-month curve steepening. The term-structure-shape lens on US rates — complementing bond-signals (credit spreads and breakeven inflation) with the recession-warning curve dynamics. All rows normalized to country_code USA. Raw series: U.S. Department of the Treasury via FRED.
Quality
Attribution
U.S. Department of the Treasury via FRED; signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD, daily business days). |
| country | string | |
| country_code | string | |
| series_id | string | DGS1MO/DGS3MO/DGS6MO: 1/3/6-month Treasury constant maturity rates; DGS1/DGS2/DGS3/DGS5/DGS7/DGS10/DGS20/DGS30: 1/2/3/5/7/10/20/30-year Treasury constant maturity rates (FRED, percent, not seasonally adjusted, from the Federal Reserve H.15 release). |
| series_label | string | Treasury constant maturity rates are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities — the benchmark risk-free curve for US rates. |
| value | float | Constant-maturity yield in percent. Changes reflect shifts in rate expectations, inflation expectations, and term premia; curve spreads between tenors signal growth and recession expectations. |
| momentum_3m | float | |
| yoy_change | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| level_z_5y | float | |
| spread_10y3m | float | |
| spread_10y2y | float | |
| spread_2y3m | float | |
| spread_5y2y | float | |
| spread_30y5y | float | |
| inversion_10y3m_flag | integer | |
| inversion_10y2y_flag | integer | |
| curve_steepening_3m | float |
Sample rows
| date | country | country_code | series_id | series_label | value | momentum_3m | yoy_change | volatility_30d | anomaly_flag | forecast_1m | level_z_5y | spread_10y3m | spread_10y2y | spread_2y3m | spread_5y2y | spread_30y5y | inversion_10y3m_flag | inversion_10y2y_flag | curve_steepening_3m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1962-01-02 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.22 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-03 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.24 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-04 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.24 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-05 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.26 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-08 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.31 | — | — | — | 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/treasury_curve_signals/us_treasury_yield_curve_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/treasury_curve_signals/us_treasury_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/treasury_curve_signals/us_treasury_yield_curve_signals
Tip: fetch /llms.txt for the full machine-readable catalog.