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BoE UK gilt yield-curve signals (nominal spot curve)

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).

Source: BoE UK Yield-Curve Signals (derived)70,693 lignesMis à jour: 22/09/2026Licence: OGL-UK-3.0
ukgiltsyield-curveinterest-ratesbank-of-englandinversionslopemomentumvolatilityanomaly-detectionforecastingsignalsfixed-income

Qualité

98.7

Attribution

Bank of England (derived signals by Frontier Data Hub)

Schéma

ColonneTypeDescription
datestringReference date (daily; UK business days as published in the GLC dataset).
countrystringUnited Kingdom (all series are UK gilts).
country_codestringISO 3166-1 alpha-3 code: GBR.
series_idstringGLC curve tenor code, e.g. GLC_10Y for the 10-year nominal spot rate.
series_labelstringTenor label as derived from the Bank of England GLC nominal spot-curve maturity grid.
valuefloatUK nominal spot rate at the given maturity, in percent per annum, as published by the Bank of England. (unit: percent per annum)
momentum_3mfloat
change_21d_ppfloat
change_252d_ppfloat
volatility_30dfloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
level_z_1yfloat
curve_10y2yfloat
curve_5y2yfloat
curve_30y10yfloat
inversion_flaginteger
curve_steepening_3mfloat

Exemple de lignes

datecountrycountry_codeseries_idseries_labelvaluemomentum_3mchange_21d_ppchange_252d_ppvolatility_30danomaly_flagforecast_1mranklevel_z_1ycurve_10y2ycurve_5y2ycurve_30y10yinversion_flagcurve_steepening_3m
1979-05-02United KingdomGBRGLC_0.5YUK nominal spot rate, 0.5Y maturity (Bank of England GLC)10.17321019844945————0———0.86824536606087930.2891187027100379—00.16627314034200147
1979-05-03United KingdomGBRGLC_0.5YUK nominal spot rate, 0.5Y maturity (Bank of England GLC)10.161971407976052-0.011238790473397486———0———0.85285919647831680.2713328674743156—00.10649602080384923
1979-05-04United KingdomGBRGLC_0.5YUK nominal spot rate, 0.5Y maturity (Bank of England GLC)10.11363072827181-0.04834067970424272———0———0.69135464700973870.17428507624298462—00.04085954743741382
1979-05-08United KingdomGBRGLC_0.5YUK nominal spot rate, 0.5Y maturity (Bank of England GLC)10.175011044549180.061380316277370284———0———0.64325022994421670.11563481656793506—0-0.06233242535422434
1979-05-09United KingdomGBRGLC_0.5YUK nominal spot rate, 0.5Y maturity (Bank of England GLC)10.4213142813874380.2463032368382585———0———0.61501353401771470.0904625229881777—0-0.1449581136216498

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Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).

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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/boe_curve_signals/boe_uk_yield_curve_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/boe_curve_signals/boe_uk_yield_curve_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/boe_curve_signals/boe_uk_yield_curve_signals

Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.

BoE UK gilt yield-curve signals (nominal spot curve)