090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
8 datasets
Canada Sovereign Bond-Market Signals (derived)
Daily Canadian government-bond signals derived from the Bank of Canada's benchmark bond yields: 2y/3y/5y/7y/10y/long-term benchmark yields plus the long-term Real Return Bond yield since 2001, with day-on-day changes, 5-day momentum, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 12-day baseline, naive-drift 1-day forecasts, cross-tenor volatility ranks, the 10y-2y curve slope and inversion flags, the nominal-real (break-even) spread and a term-premium proxy. The monetizable signals layer on top of raw Bank of Canada yield data. Raw series: BoC Valet API, selected benchmark bond yields.
Bank of England (IADB)
Daily UK gilt nominal par yields from the Bank of England's Statistical Interactive Database (IADB): 5-year (IUDSNPY), 10-year (IUDMNPY) and 20-year (IUDLNPY) par yields in percent per annum, estimated from the Bank's fitted nominal gilt yield curve. The 10-year series starts 1993-11-01, the 5-year 1993-12-01 and the 20-year 2000-01-04; earlier dates are null by construction.
Bond Market Signals (derived)
Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. 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).
FRED (St. Louis Fed)
H.15 Statistical Release (https://www.federalreserve.gov/releases/h15/current/h15.pdf) notes and Treasury Yield Curve Methodology (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>
OECD Key Economic Indicators
Monthly long-term interest rate (OECD KEI measure IRLT: "Long-term interest rates"; typically the 10-year government bond yield), in percent per annum, for OECD members, key partners and major aggregates.
Swiss National Bank — data portal
Daily spot interest rates on Swiss franc bond issues from the SNB data portal cube 'rendeiduebd': borrower categories (Swiss Confederation bonds, euro-area government bonds, cantons by rating tier, mortgage bond institutions, commercial banks by rating tier, manufacturing and trade by rating tier) crossed with residual maturity (1 to 30 years), in percent. History from 1988. The SNB publishes this cube monthly (end-of-month data).
U.S. Department of the Treasury — Fiscal Data
Daily U.S. Treasury par yield curve rates: the par yield (yield to maturity on a hypothetical Treasury security priced at par) for standard maturities, in percent per annum. The Treasury interpolates the curve each business day from closing market bid yields on actively traded Treasury securities, as of about 3:30 PM Eastern. The published tenor grid changed over time: the 1990s history runs from 3 months to 30 years, the 20-year point appears from the mid-1990s, and the 1-month / 1.5-month / 2-month / 4-month points were added later — tenors are null before their introduction by construction. Coverage 1990-01-02 to present, U.S. business days only; each calendar year is fetched from the Treasury's official per-year CSV feed.
Sovereign Yield Signals (derived)
Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data OECD Main Economic Indicators.
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