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Global sovereign yield signals (10y bond yields, momentum, spreads, anomalies)

Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data OECD Main Economic Indicators.

Source: Sovereign Yield Signals (derived)11,188 lignesMis à jour: 22/09/2026
bondsyieldssovereign-debtinterest-rateseuro-areaspreadvolatilitymomentumanomaly-detectionforecastingsignalsfred

Qualité

98

Attribution

Federal Reserve Bank of St. Louis (FRED; OECD; derived signals by Frontier Data Hub)

Schéma

ColonneTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD).
countrystring
country_codestring
series_idstringFRED series ID, e.g. IRLTLT01USM156N; resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_labelstringOfficial FRED series title as published for the series (OECD long-term government bond yield, 10-year, monthly).
valuefloat10-year government bond yield in percent per annum, as published by FRED/OECD for this series; see the series notes for methodology and revisions.
volatility_30dfloat
momentum_3mfloat
yoy_changefloat
anomaly_flaginteger
forecast_1mfloat
rankinteger
spread_vs_de_ppfloat

Exemple de lignes

datecountrycountry_codeseries_idseries_labelvaluevolatility_30dmomentum_3myoy_changeanomaly_flagforecast_1mrankspread_vs_de_pp
1953-04-01United StatesUSAIRLTLT01USM156NInterest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States2.83———0———
1953-05-01United StatesUSAIRLTLT01USM156NInterest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States3.05———0———
1953-06-01United StatesUSAIRLTLT01USM156NInterest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States3.11———0———
1953-07-01United StatesUSAIRLTLT01USM156NInterest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States2.93—0.10000000000000009—0———
1953-08-01United StatesUSAIRLTLT01USM156NInterest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United States2.95—-0.09999999999999964—0———

Télécharger un échantillon

Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).

Télécharger l'exemple CSVTélécharger l'exemple JSON

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/yield_signals/global_sovereign_yield_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/yield_signals/global_sovereign_yield_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/yield_signals/global_sovereign_yield_signals

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

Global sovereign yield signals (10y bond yields, momentum, spreads, anomalies)