10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity
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…
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | |
| value | float |
Exemple de lignes
| date | value |
|---|---|
| 1976-06-01 | 0.68 |
| 1976-06-02 | 0.71 |
| 1976-06-03 | 0.7 |
| 1976-06-04 | 0.77 |
| 1976-06-07 | 0.79 |
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/fred/treasury_spread_10y2y" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred/treasury_spread_10y2y").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/fred/treasury_spread_10y2y
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.