US real yield & breakeven inflation signals (real curve slope, breakeven term spread, anomalies)
Daily/monthly signals derived from FRED's US real-yield and inflation-expectations series: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the 30Y-5Y real curve slope (the real-rate term-premium gauge) and the 30Y-vs-5Y breakeven term spread (long-run vs medium-term inflation expectations). Covers 5Y/7Y/20Y/30Y TIPS real yields, 5Y and 30Y breakeven inflation rates and the 10-year real interest rate. No overlap with the nominal-yield bond-market signals dataset. All rows are normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis (FRED).
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED; 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, e.g. DFII5, DFII30, T5YIE, T30YIEM, REAINTRATREARAT10Y; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Observation value as published by FRED for this series, in percent: TIPS real yields (DFII5/DFII7/DFII20/DFII30), breakeven inflation rates (T5YIE, T30YIEM) and the 10-year real interest rate (REAINTRATREARAT10Y); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| real_curve_slope | float | |
| breakeven_term_spread | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | anomaly_flag | forecast_1m | rank | real_curve_slope | breakeven_term_spread |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1982-01-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.62374231 | — | — | 0 | — | — | — | — |
| 1982-02-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.65664807 | — | — | 0 | — | — | — | — |
| 1982-03-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.12899337 | — | — | 0 | — | — | — | — |
| 1982-04-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.40834717 | — | -0.21539514000000004 | 0 | — | — | — | — |
| 1982-05-01 | United States | USA | REAINTRATREARAT10Y | 10-Year Real Interest Rate | 7.32004091 | — | -0.3366071599999998 | 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/realyield_signals/us_real_yield_breakeven_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/realyield_signals/us_real_yield_breakeven_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/realyield_signals/us_real_yield_breakeven_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.