Canada sovereign bond-market signals (BoC benchmark yields, daily curve tracker)
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.
Qualité
Attribution
Bank of Canada (Valet API; derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Reference date of the Bank of Canada benchmark bond yield observation (daily). |
| country | string | |
| country_code | string | |
| series_id | string | Bank of Canada Valet series identifier for the benchmark bond yield. |
| series_label | string | Yield series label as published by the Bank of Canada (benchmark bond yield by tenor, plus the long-term Real Return Bond yield). |
| value | float | Yield in percent per annum, as published by the Bank of Canada (Valet API). |
| mom_change_bp | float | |
| momentum_5d | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| curve_10y2y | float | |
| inversion_flag | integer | |
| curve_5y2y | float | |
| real_10y_spread | float | |
| term_premium_proxy | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | mom_change_bp | momentum_5d | volatility_30d | anomaly_flag | forecast_1m | rank | curve_10y2y | inversion_flag | curve_5y2y | real_10y_spread | term_premium_proxy |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001-01-02 | Canada | CAN | BD.CDN.10YR.DQ.YLD | Benchmark bond yield: 10 year | 5.28 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.2YR.DQ.YLD | Benchmark bond yield: 2 year | 5.11 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.3YR.DQ.YLD | Benchmark bond yield: 3 year | 5.14 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.5YR.DQ.YLD | Benchmark bond yield: 5 year | 5.19 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
| 2001-01-02 | Canada | CAN | BD.CDN.7YR.DQ.YLD | Benchmark bond yield: 7 year | 5.23 | — | — | — | 0 | — | — | 16.999999999999993 | 0 | 8.000000000000007 | 189 | 23.999999999999932 |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/boc_bond_signals/canada_sovereign_bond_market_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/boc_bond_signals/canada_sovereign_bond_market_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API: https://datazimuts.com/v1/datasets/boc_bond_signals/canada_sovereign_bond_market_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.