090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
9 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.
Canada Monetary Policy Signals (derived)
Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).
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.
BoE UK Yield-Curve Signals (derived)
Daily UK gilt yield-curve signals from the Bank of England GLC nominal spot curve (1979 -> latest): 0.5y/1y/2y/5y/10y/20y/30y spot rates with 1-day, 21-day and 252-day changes, 30-day annualized change volatility, 3-sigma anomaly flags, drift forecasts, 1-year level z-scores and curve-shape gauges: the 10y-2y, 5y-2y and 30y-10y spreads, a curve-inversion flag and 3-month steepening momentum. The full-curve lens on UK rates — the gilt-market companion to the US curve in us-bond-signals and the Canadian curve in boc-bond-signals. Raw data: Bank of England (Open Government Licence).
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).
Real Yield & Breakeven Inflation Signals (derived)
Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis (FRED).
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.
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.
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