090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
IMF Commodity Price Index Signals (derived)
Monthly/quarterly signals derived from the IMF Primary Commodity Price System indices (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-index volatility rank, and the energy-vs-food YoY spread (the commodity dislocation gauge). Covers the global energy, metals and food price indices plus the all-commodities index. All rows are normalized to country_code WLD (global benchmarks) so they join cleanly with other world macro data. Underlying data: International Monetary Fund, Primary Commodity Price System.
World Bank Pink Sheet Commodity Intelligence
Monthly global commodity-price intelligence from the World Bank Commodity Markets Pink Sheet (CMO-Historical-Data-Monthly.xlsx, keyless): 71 commodities across 10 Pink Sheet categories — energy, beverages, oils & meals, grains, other food, timber, other raw materials, fertilizers, metals & minerals, precious metals — in nominal US dollars, 1960M01 onward (50 series start 1960M01; series start dates differ, latest starter 2003M12). Carries 1- and 12-month percent changes, deviation from the trailing 12-month average, rolling 12-month realized volatility (percentage points), and the percent below the trailing 60-month maximum (boom/bust gauge). One row per month x commodity; genuine upstream gaps are kept as nulls, never imputed. Who joins this: commodity desks and procurement teams join input costs on year_month + commodity_code; macro models use energy/food momentum as inflation pass-through features.
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