US 5-year breakeven inflation signals (market-implied expectations)
Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
Qualité
Attribution
Federal Reserve Bank of St. Louis via FRED; derived signals by Frontier Data Hub
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Reference day (FRED observation date; daily). |
| country | string | United States (all series are US national). |
| country_code | string | ISO 3166-1 alpha-3 code: USA. |
| series_id | string | FRED series ID: T5YIE (5-Year Breakeven Inflation Rate). |
| series_label | string | Official FRED series title as published in the series metadata. |
| value | float | 5-year breakeven inflation rate in percent: the nominal 5-year Treasury yield minus the 5-year TIPS real yield — the bond market's priced-in average inflation expectation over the next 5 years (includes an inflation risk premium and a TIPS liquidity premium); Federal Reserve Bank of St. Louis via FRED. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pp | float | |
| expectations_z_1y | float | |
| anchoring_gap_pp | float | |
| above_target_flag | integer | |
| deanchored_flag | integer | |
| anomaly_flag | integer | |
| forecast_1m | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pp | expectations_z_1y | anchoring_gap_pp | above_target_flag | deanchored_flag | anomaly_flag | forecast_1m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-01-02 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.3 | — | — | — | — | -0.7 | 0 | 0 | 0 | — |
| 2003-01-03 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.28 | — | — | — | — | -0.72 | 0 | 0 | 0 | — |
| 2003-01-06 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.31 | — | — | — | — | -0.69 | 0 | 0 | 0 | — |
| 2003-01-07 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.28 | — | — | — | — | -0.72 | 0 | 0 | 0 | — |
| 2003-01-08 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.33 | — | — | — | — | -0.6699999999999999 | 0 | 0 | 0 | — |
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/breakeven5y_signals/us_5y_breakeven_inflation_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/breakeven5y_signals/us_5y_breakeven_inflation_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/breakeven5y_signals/us_5y_breakeven_inflation_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.