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Données ouvertes

Bibliothèque

Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

2 jeux de données

breakeven-inflation
  • US Breakeven Inflation Term Structure (Fed via FRED, keyless)

    US breakeven inflation term-structure panel (5y/10y/5y5y, daily)

    Daily US market-implied inflation-expectations term structure, 2003-01-02 onward: 5-year, 10-year, and 5-year-5-year forward breakeven inflation rates (percent, Board of Governors of the Federal Reserve System via keyless FRED fredgraph.csv). Each trading day carries the three breakeven levels, the 10y-5y term spread and the 5y5y-vs-5y forward gap, 1-week/1-month/3-month/1-year changes in percentage points, 1-year z-scores, 30-day annualized change volatility, the anchoring gap vs the Fed's 2% target, above-target / de-anchored / inversion / 3-sigma shock flags, and a deterministic row hash. Weekends and market holidays are honest gaps, never filled. One row per trading day; join keys: date, country_code=USA. Who joins this: online shops join daily be5y and the anchoring gap on date to time price changes against inflation-expectation regimes; subscription businesses use deanchored_flag as a churn-pricing regime input; sales teams weight pipeline by expectation momentum. The breakeven embeds an inflation risk premium and a TIPS liquidity premium — it is the market's priced-in expectation, not a pure forecast.

    • inflation
    • inflation-expectations
    • breakeven-inflation
    • macroeconomics
    lignes
    5 940
    Qualité
    100
    Mis à jour
    30 sept. 2026
    À jour
    Licence
    Usage commercial OK
  • Real Yield & Breakeven Inflation Signals (derived)

    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).

    • real-yields
    • tips
    • breakeven-inflation
    • inflation-expectations
    lignes
    28 246
    Qualité
    99
    Mis à jour
    26 sept. 2026
    Périmé
    Licence
    Usage commercial OK

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