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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

yields

  • Canada Sovereign Bond-Market Signals (derived)

    Canada sovereign bond-market signals (BoC benchmark yields, daily curve tracker)

    Daily Canadian government-bond signals derived from the Bank of Canada's benchmark bond yields: 2y/3y/5y/7y/10y/long-term benchmark yields plus the long-term Real Return Bond yield since 2001, with day-on-day changes, 5-day momentum, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 12-day baseline, naive-drift 1-day forecasts, cross-tenor volatility ranks, the 10y-2y curve slope and inversion flags, the nominal-real (break-even) spread and a term-premium proxy. The monetizable signals layer on top of raw Bank of Canada yield data. Raw series: BoC Valet API, selected benchmark bond yields.

    • bonds
    • yields
    • yield-curve
    • canada
    lignes
    45 011
    Qualité
    100
    Mis à jour
    22 sept. 2026
    Vieillissant
    Licence
    Usage commercial OK

  • 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

  • OECD Key Economic Indicators

    OECD Key Economic Indicators: long-term interest rates

    Monthly long-term interest rate (OECD KEI measure IRLT: "Long-term interest rates"; typically the 10-year government bond yield), in percent per annum, for OECD members, key partners and major aggregates.

    • interest-rates
    • bonds
    • yields
    • finance
    lignes
    21 470
    Qualité
    97
    Mis à jour
    21 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • Swiss National Bank — data portal

    Swiss bond spot interest rates by borrower and maturity, daily

    Daily spot interest rates on Swiss franc bond issues from the SNB data portal cube 'rendeiduebd': borrower categories (Swiss Confederation bonds, euro-area government bonds, cantons by rating tier, mortgage bond institutions, commercial banks by rating tier, manufacturing and trade by rating tier) crossed with residual maturity (1 to 30 years), in percent. History from 1988. The SNB publishes this cube monthly (end-of-month data).

    • switzerland
    • bonds
    • yields
    • interest-rates
    lignes
    188 502
    Qualité
    97
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial interdit

  • 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

  • Sovereign Yield Signals (derived)

    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.

    • bonds
    • yields
    • sovereign-debt
    • interest-rates
    lignes
    11 188
    Qualité
    98
    Mis à jour
    22 sept. 2026
    À jour
    Licence
    Usage commercial OK

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