UK mortgage & rate pass-through signals (mortgage momentum, bank-rate pass-through spread, anomalies, forecasts)
Signals derived from the Bank of England's Statistical Interactive Database: 30-period annualized volatility of monthly rate changes, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-series volatility rank, and the bank-rate-to-mortgage pass-through spread (quoted 2-year fixed 75% LTV mortgage minus Bank Rate). Covers IUMBV34 (quoted 2-yr fixed mortgage rate), IUDBEDR (official Bank Rate) and IUDSOIA (SONIA overnight average; daily series aggregated to monthly averages). All rows are normalized to country_code GBR so they join cleanly with UK data. Raw series: Bank of England (IADB), free and keyless.
Quality
Attribution
Bank of England
Schema
| Column | Type | Description |
|---|---|---|
| date | string | First day of the observation month (YYYY-MM-DD); monthly series publish at month-end, daily series are averaged to the month). |
| country | string | |
| country_code | string | |
| series_id | string | Bank of England IADB series code: IUMBV34 (quoted 2-year fixed 75% LTV mortgage rate), IUDBEDR (official Bank Rate) or IUDSOIA (SONIA overnight average). |
| series_label | string | Human-readable label for the IADB series code, from the Bank of England's series descriptions. |
| value | float | Rate in percent per annum as published by the Bank of England (monthly series as published; daily IUDBEDR/IUDSOIA aggregated to the monthly mean). Note: yoy_change_pct is expressed in percentage points for these rate series. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| passthrough_spread | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | passthrough_spread |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1997-01-01 | United Kingdom | GBR | IUDBEDR | Official Bank Rate (BoE IADB IUDBEDR) | 5.9375 | — | — | — | 0 | — | — | 1.3525 |
| 1997-01-01 | United Kingdom | GBR | IUDSOIA | Sterling Overnight Index Average, SONIA (BoE IADB IUDSOIA) | 5.900454545454545 | — | — | — | 0 | — | — | — |
| 1997-01-01 | United Kingdom | GBR | IUMBV34 | Quoted household interest rate, 2-year fixed 75% LTV mortgage (BoE IADB IUMBV34) | 7.29 | — | — | — | 0 | — | — | 1.3525 |
| 1997-02-01 | United Kingdom | GBR | IUDBEDR | Official Bank Rate (BoE IADB IUDBEDR) | 5.9375 | — | — | — | 0 | — | — | 1.4124999999999996 |
| 1997-02-01 | United Kingdom | GBR | IUDSOIA | Sterling Overnight Index Average, SONIA (BoE IADB IUDSOIA) | 5.985 | — | — | — | 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/uk_mortgage_signals/uk_mortgage_rate_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/uk_mortgage_signals/uk_mortgage_rate_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/uk_mortgage_signals/uk_mortgage_rate_signals
Tip: fetch /llms.txt for the full machine-readable catalog.