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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.

7 jeux de données

treasury

  • Bond Market Signals (derived)

    US bond market signals (yield volatility, momentum, anomalies, curve-inversion tracker)

    Daily bond-market signals derived from FRED's US Treasury and credit-spread series: 30-day annualized yield volatility, 3-month momentum, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-day cross-series volatility rank, and a 10Y-2Y curve-inversion tracker (flag + consecutive-days streak). Covers 2Y/5Y/10Y/30Y Treasury yields, the 10Y-2Y spread, the 10Y real yield, 10Y breakeven inflation and the US high-yield option-adjusted spread. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED).

    • bonds
    • treasury
    • yields
    • volatility
    lignes
    82 519
    Qualité
    100
    Mis à jour
    21 sept. 2026
    Vieillissant
    Licence
    Usage commercial OK

  • FRED (St. Louis Fed)

    Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis

    H.15 Statistical Release (https://www.federalreserve.gov/releases/h15/current/h15.pdf) notes and Treasury Yield Curve Methodology (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

    • treasury
    • bonds
    • fred
    lignes
    16 883
    Qualité
    99
    Mis à jour
    21 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • FRED (St. Louis Fed)

    10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

    Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department (https://www.treasu…

    • treasury
    • spread
    • fred
    lignes
    13 124
    Qualité
    99
    Mis à jour
    21 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • U.S. Department of the Treasury — Fiscal Data

    Average interest rates on U.S. Treasury securities, monthly

    Monthly effective interest rates on U.S. Treasury securities outstanding, by marketable vs. non-marketable type and instrument (bills, notes, bonds, TIPS, savings securities and others), in percent per annum at month-end. History from 2001-01.

    • interest-rates
    • treasury
    • debt
    • us
    lignes
    5 009
    Qualité
    100
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • U.S. Department of the Treasury — Fiscal Data

    U.S. Treasury par yield curve rates, daily

    Daily U.S. Treasury par yield curve rates: the par yield (yield to maturity on a hypothetical Treasury security priced at par) for standard maturities, in percent per annum. The Treasury interpolates the curve each business day from closing market bid yields on actively traded Treasury securities, as of about 3:30 PM Eastern. The published tenor grid changed over time: the 1990s history runs from 3 months to 30 years, the 20-year point appears from the mid-1990s, and the 1-month / 1.5-month / 2-month / 4-month points were added later — tenors are null before their introduction by construction. Coverage 1990-01-02 to present, U.S. business days only; each calendar year is fetched from the Treasury's official per-year CSV feed.

    • treasury
    • yields
    • yield-curve
    • interest-rates
    lignes
    100 605
    Qualité
    100
    Mis à jour
    23 sept. 2026
    À jour
    Licence
    Usage commercial OK

  • US Treasury Yield-Curve Signals (derived)

    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.

    • treasury
    • yield-curve
    • interest-rates
    • term-structure
    lignes
    147 201
    Qualité
    98
    Mis à jour
    22 sept. 2026
    Vieillissant
    Licence
    Usage commercial OK

  • US Treasury Fiscal-Pulse Signals (derived)

    US Treasury fiscal-pulse signals (high-frequency fiscal flows)

    High-frequency US federal fiscal signals from the Treasury Bureau of the Fiscal Service: daily debt velocity (debt-to-the-penny since 1993), the trailing-12-month deficit from Monthly Treasury Statements (nets out the fiscal-year sawtooth), the debt-held-by-public share, and the average interest rate on all interest-bearing debt with its 1-year repricing change. 30-period change volatility, 3-sigma shock flags, drift forecasts and a 12-period baseline. The daily/monthly companion to the quarterly FRED fiscal set. Public-domain US federal data.

    • fiscal-policy
    • federal-debt
    • deficit
    • treasury
    lignes
    20 012
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

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