US Treasury foreign-holdings signals (TIC buying/selling flows, holder concentration, anomalies)
Monthly signals derived from the US Treasury's TIC portfolio-holdings data (redistributed by FRED): 30-month 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-month cross-holder volatility rank, the 12-month buying/selling flow gauge (millions of dollars) and each holder's share of total foreign holdings (the concentration gauge). Covers all-foreign holdings plus Japan, China and Canada. Rows are normalized by holder country_code (WLD/JPN/CHN/CAN) so they join cleanly with cross-country data. Underlying data: U.S. Department of the Treasury, Treasury International Capital.
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED; underlying data: U.S. Department of the Treasury, Treasury International Capital; 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 identifying the holder: FORTREASPOS69995 (all foreign countries), FORTREASPOS42609 (Japan), FORTREASPOS41408 (China, Mainland), FORTREASPOS29998 (Canada); FRED IDs resolve to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series (U.S. Department of the Treasury, Treasury International Capital). |
| value | float | Foreign investor holdings, at market value, of U.S. Treasury debt of all maturities, in millions of dollars; the all-countries series excludes international and regional organizations. See the series notes for methodology. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| flow_12m | float | |
| share_of_total | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | anomaly_flag | forecast_1m | rank | flow_12m | share_of_total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-02-01 | Canada | CAN | FORTREASPOS29998 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Canada | 9345 | — | — | — | 0 | — | — | — | 0.007530872952682425 |
| 2003-02-01 | China | CHN | FORTREASPOS41408 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: China, Mainland | 129282 | — | — | — | 0 | — | — | — | 0.10418473162853818 |
| 2003-02-01 | Japan | JPN | FORTREASPOS42609 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Japan | 399474 | — | — | — | 0 | — | — | — | 0.32192487339752374 |
| 2003-02-01 | World | WLD | FORTREASPOS69995 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: All Countries | 1240892 | — | — | — | 0 | — | — | — | 1 |
| 2003-03-01 | Canada | CAN | FORTREASPOS29998 | Foreign Portfolio Holdings of U.S. Long-Term and Short-Term Treasury Securities: Canada | 11583 | — | — | — | 0 | — | — | — | 0.009111654941792549 |
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/tic_signals/us_treasury_foreign_holdings_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/tic_signals/us_treasury_foreign_holdings_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/tic_signals/us_treasury_foreign_holdings_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.