090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
7 datasets
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>
Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department (https://www.treasu…
U.S. Department of the Treasury — Fiscal Data
Monthly effective interest rates on U.S. Treasury securities outstanding, by marketable vs. non-marketable type and instrument (bills, notes, bonds, TIPS, savings securities and others), in percent per annum at month-end. History from 2001-01.
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.
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.
US Treasury Fiscal-Pulse Signals (derived)
High-frequency US federal fiscal signals from the Treasury Bureau of the Fiscal Service: daily debt velocity (debt-to-the-penny since 1993), the trailing-12-month deficit from Monthly Treasury Statements (nets out the fiscal-year sawtooth), the debt-held-by-public share, and the average interest rate on all interest-bearing debt with its 1-year repricing change. 30-period change volatility, 3-sigma shock flags, drift forecasts and a 12-period baseline. The daily/monthly companion to the quarterly FRED fiscal set. Public-domain US federal data.
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