090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
14 datasets
US Bank Lending Standards Signals (derived)
Quarterly US credit-conditions signals derived from FRED's Senior Loan Officer Opinion Survey (SLOOS): net percentages of banks tightening lending standards for C&I loans, with quarter-on-quarter and year-on-year changes in percentage points, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, tightening regime flags with 4-year z-scores, and the large-firm minus small-firm tightening spread (the flight-to-quality gauge). 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); underlying survey: Board of Governors of the Federal Reserve System.
US Treasury Yield-Curve Signals (derived)
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.
Once today's free allowance is used up, AI features can run on your own provider account.
Kept in this browser tab only (cleared when you close it) and sent with each AI request. Our servers use it for that request and never store or log it.