US Treasury yield-curve signals (term structure)
Daily US Treasury constant-maturity yield-curve signals from the Fed H.15 release (FRED DGS series, 11 tenors from 1-month to 30-year): per-tenor 3-month momentum, year-on-year change, 30-day volatility, 3-sigma anomaly flags, naive-drift forecasts, and 5-year level z-scores, plus cross-tenor curve gauges — 10Y-3M, 10Y-2Y, 2Y-3M, 5Y-2Y, 30Y-5Y spreads, 10Y-3M and 10Y-2Y inversion flags, and 3-month curve steepening. The term-structure-shape lens on US rates — complementing bond-signals (credit spreads and breakeven inflation) with the recession-warning curve dynamics. All rows normalized to country_code USA. Raw series: U.S. Department of the Treasury via FRED.
Qualité
Attribution
U.S. Department of the Treasury via FRED; signals by Frontier Data Hub
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD, daily business days). |
| country | string | |
| country_code | string | |
| series_id | string | DGS1MO/DGS3MO/DGS6MO: 1/3/6-month Treasury constant maturity rates; DGS1/DGS2/DGS3/DGS5/DGS7/DGS10/DGS20/DGS30: 1/2/3/5/7/10/20/30-year Treasury constant maturity rates (FRED, percent, not seasonally adjusted, from the Federal Reserve H.15 release). |
| series_label | string | Treasury constant maturity rates are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities — the benchmark risk-free curve for US rates. |
| value | float | Constant-maturity yield in percent. Changes reflect shifts in rate expectations, inflation expectations, and term premia; curve spreads between tenors signal growth and recession expectations. |
| momentum_3m | float | |
| yoy_change | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| level_z_5y | float | |
| spread_10y3m | float | |
| spread_10y2y | float | |
| spread_2y3m | float | |
| spread_5y2y | float | |
| spread_30y5y | float | |
| inversion_10y3m_flag | integer | |
| inversion_10y2y_flag | integer | |
| curve_steepening_3m | float |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | momentum_3m | yoy_change | volatility_30d | anomaly_flag | forecast_1m | level_z_5y | spread_10y3m | spread_10y2y | spread_2y3m | spread_5y2y | spread_30y5y | inversion_10y3m_flag | inversion_10y2y_flag | curve_steepening_3m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1962-01-02 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.22 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-03 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.24 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-04 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.24 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-05 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.26 | — | — | — | 0 | — | — | — | — | — | — | — | 0 | 0 | — |
| 1962-01-08 | United States | USA | DGS1 | 1-Year Treasury Constant Maturity Rate (percent, H.15 via FRED) | 3.31 | — | — | — | 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/treasury_curve_signals/us_treasury_yield_curve_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/treasury_curve_signals/us_treasury_yield_curve_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/treasury_curve_signals/us_treasury_yield_curve_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.