Global commodity price index signals (IMF PCPS: energy/metals/food momentum, dislocation spreads, anomalies)

Name: Global commodity price index signals (IMF PCPS: energy/metals/food momentum, dislocation spreads, anomalies)
Creator: IMF Commodity Price Index Signals (derived)
License: https://fred.stlouisfed.org/legal
Keywords: commodities, energy, metals, food, inflation, terms-of-trade, volatility, momentum, anomaly-detection, forecasting, signals, fred, imf

Monthly/quarterly signals derived from the IMF Primary Commodity Price System indices (redistributed by FRED): 30-period annualized change volatility, ~3-month momentum, year-over-year change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-index volatility rank, and the energy-vs-food YoY spread (the commodity dislocation gauge). Covers the global energy, metals and food price indices plus the all-commodities index. All rows are normalized to country_code WLD (global benchmarks) so they join cleanly with other world macro data. Underlying data: International Monetary Fund, Primary Commodity Price System.

Source: IMF Commodity Price Index Signals (derived)1,383 lignesMis à jour: 22/09/2026

commoditiesenergymetalsfoodinflationterms-of-tradevolatilitymomentumanomaly-detectionforecastingsignalsfredimf

Qualité

91.9

Attribution

Federal Reserve Bank of St. Louis (FRED; underlying data: International Monetary Fund, Primary Commodity Price System; derived signals by Frontier Data Hub)

Schéma

Colonne	Type	Description
date	string	Observation date (FRED API field date; YYYY-MM-DD).
country	string
country_code	string
series_id	string	FRED series ID (PNRGINDEXM, PMETAINDEXM, PFOODINDEXM, PALLFNFINDEXQ); FRED IDs resolve to the series page at https://fred.stlouisfed.org/series/<id>.
series_label	string	Official FRED/IMF series title as published for the series (International Monetary Fund, Primary Commodity Price System).
value	float	IMF commodity price index value (Index 2016 = 100): benchmark prices representative of the global market, period averages in nominal U.S. dollars; see the series notes for methodology.
volatility_30d	float
momentum_3m	float
yoy_change_pct	float
anomaly_flag	integer
forecast_1m	float
rank	integer
energy_food_spread	float

Exemple de lignes

date	country	country_code	series_id	series_label	value	volatility_30d	momentum_3m	yoy_change_pct	forecast_1m	rank	energy_food_spread
1992-01-01	World	WLD	PALLFNFINDEXQ	Global Price Index of All Commodities	47.92810153194743	—	—	—	—	—	—
1992-01-01	World	WLD	PFOODINDEXM	Global price of Food index	57.73063636179108	—	—	—	—	—	—
1992-01-01	World	WLD	PMETAINDEXM	Global price of Metal index	46.94867280617911	—	—	—	—	—	—
1992-01-01	World	WLD	PNRGINDEXM	Global price of Energy index	44.45223524509338	—	—	—	—	—	—
1992-02-01	World	WLD	PFOODINDEXM	Global price of Food index	57.83864076602855	—	—	—	—	—	—

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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/imf_commodity_signals/global_commodity_price_index_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/imf_commodity_signals/global_commodity_price_index_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/imf_commodity_signals/global_commodity_price_index_signals

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