090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
1 datasets
US Breakeven Inflation Term Structure (Fed via FRED, keyless)
Daily US market-implied inflation-expectations term structure, 2003-01-02 onward: 5-year, 10-year, and 5-year-5-year forward breakeven inflation rates (percent, Board of Governors of the Federal Reserve System via keyless FRED fredgraph.csv). Each trading day carries the three breakeven levels, the 10y-5y term spread and the 5y5y-vs-5y forward gap, 1-week/1-month/3-month/1-year changes in percentage points, 1-year z-scores, 30-day annualized change volatility, the anchoring gap vs the Fed's 2% target, above-target / de-anchored / inversion / 3-sigma shock flags, and a deterministic row hash. Weekends and market holidays are honest gaps, never filled. One row per trading day; join keys: date, country_code=USA. Who joins this: online shops join daily be5y and the anchoring gap on date to time price changes against inflation-expectation regimes; subscription businesses use deanchored_flag as a churn-pricing regime input; sales teams weight pipeline by expectation momentum. The breakeven embeds an inflation risk premium and a TIPS liquidity premium — it is the market's priced-in expectation, not a pure forecast.
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.