Data Dictionary
Machine- & human-readable catalog. Full JSON at
/api/v1/dictionary.Primary source direct from the authoritative feedOfficial, republished official data via a redistributor (e.g. FRED)Derived from source the source computes it (e.g. breakevens)Proxy a stand-in, not the named instrumentNot available recorded, never faked
Market Series · 216
| Code | Class | Instrument | Metric | Tenor | Unit | Freq | Source |
|---|---|---|---|---|---|---|---|
| AUD_INTERBANK_3M | Proxy | Australia Interbank Rate (OECD) | reference rate | 3M | % | monthly, lagged | OECD |
| AUD_INTERBANK_ON | Proxy | Australia Interbank Rate (OECD) | reference rate | ON | % | monthly, lagged | OECD |
| BREAKEVEN_10Y | Derived from source | U.S. Treasury Nominal | breakeven | 10Y | % | daily | US_TREASURY |
| BREAKEVEN_5Y | Derived from source | U.S. Treasury Nominal | breakeven | 5Y | % | daily | US_TREASURY |
| CGB_CFETS_10Y | Primary source | China Government Bond | yield | 10Y | % | daily | CFETS |
| CGB_CFETS_1Y | Primary source | China Government Bond | yield | 1Y | % | daily | CFETS |
| CGB_CFETS_2Y | Primary source | China Government Bond | yield | 2Y | % | daily | CFETS |
| CGB_CFETS_30Y | Primary source | China Government Bond | yield | 30Y | % | daily | CFETS |
| CGB_CFETS_3M | Primary source | China Government Bond | yield | 3M | % | daily | CFETS |
| CGB_CFETS_3Y | Primary source | China Government Bond | yield | 3Y | % | daily | CFETS |
| CGB_CFETS_5Y | Primary source | China Government Bond | yield | 5Y | % | daily | CFETS |
| CGB_CFETS_6M | Primary source | China Government Bond | yield | 6M | % | daily | CFETS |
| CGB_CFETS_7Y | Primary source | China Government Bond | yield | 7Y | % | daily | CFETS |
| CMDTY_BRENT_SPOT | Official, republished | Brent Crude Oil | price | — | USD/bbl | daily | EIA |
| CMDTY_COPPER | Not available | Copper | price | — | USD/mt | daily | LME |
| CMDTY_GOLD | Not available | Gold | price | — | USD/oz | daily | LBMA |
| CMDTY_NATGAS_SPOT | Official, republished | Henry Hub Natural Gas | price | — | USD/MMBtu | daily | EIA |
| CMDTY_SILVER | Not available | Silver | price | — | USD/oz | daily | LBMA |
| CMDTY_WTI_SPOT | Official, republished | WTI Crude Oil | price | — | USD/bbl | daily | EIA |
| CNY_INTERBANK_3M | Proxy | China Interbank Rate (OECD) | reference rate | 3M | % | monthly, lagged | OECD |
| CNY_INTERBANK_ON | Not available | China Interbank Rate (OECD) | reference rate | ON | % | monthly, lagged | OECD |
| COT_EUR_NET | Primary source | CFTC COT: Euro FX | net position | — | contracts | weekly | CFTC |
| COT_EUR_OI | Primary source | CFTC COT: Euro FX | open interest | — | contracts | weekly | CFTC |
| COT_GOLD_NET | Primary source | CFTC COT: Gold | net position | — | contracts | weekly | CFTC |
| COT_GOLD_OI | Primary source | CFTC COT: Gold | open interest | — | contracts | weekly | CFTC |
| COT_JPY_NET | Primary source | CFTC COT: Japanese Yen | net position | — | contracts | weekly | CFTC |
| COT_JPY_OI | Primary source | CFTC COT: Japanese Yen | open interest | — | contracts | weekly | CFTC |
| COT_NASDAQ_NET | Primary source | CFTC COT: Nasdaq-100 | net position | — | contracts | weekly | CFTC |
| COT_NASDAQ_OI | Primary source | CFTC COT: Nasdaq-100 | open interest | — | contracts | weekly | CFTC |
| COT_SP500_NET | Primary source | CFTC COT: E-mini S&P 500 | net position | — | contracts | weekly | CFTC |
| COT_SP500_OI | Primary source | CFTC COT: E-mini S&P 500 | open interest | — | contracts | weekly | CFTC |
| COT_UST10Y_NET | Primary source | CFTC COT: UST 10Y Note | net position | — | contracts | weekly | CFTC |
| COT_UST10Y_OI | Primary source | CFTC COT: UST 10Y Note | open interest | — | contracts | weekly | CFTC |
| COT_UST2Y_NET | Primary source | CFTC COT: UST 2Y Note | net position | — | contracts | weekly | CFTC |
| COT_UST2Y_OI | Primary source | CFTC COT: UST 2Y Note | open interest | — | contracts | weekly | CFTC |
| COT_UST_BOND_NET | Primary source | CFTC COT: UST Bond (30Y) | net position | — | contracts | weekly | CFTC |
| COT_UST_BOND_OI | Primary source | CFTC COT: UST Bond (30Y) | open interest | — | contracts | weekly | CFTC |
| COT_WTI_NET | Primary source | CFTC COT: WTI Crude Oil | net position | — | contracts | weekly | CFTC |
| COT_WTI_OI | Primary source | CFTC COT: WTI Crude Oil | open interest | — | contracts | weekly | CFTC |
| CREDIT_CDX_HY | Not available | CDX North America High Yield | index level | — | price | daily | MARKIT_SP |
| CREDIT_CDX_IG | Not available | CDX North America Investment Grade | index level | — | bp | daily | MARKIT_SP |
| CREDIT_HK | Not available | Hong Kong Corporate Credit | spread oas | — | % | daily | HKMA |
| CREDIT_US_HY_OAS | Official, republished | ICE BofA US High Yield Index OAS | spread oas | — | % | daily | ICE_BOFA |
| CREDIT_US_IG_OAS | Official, republished | ICE BofA US Corporate Index OAS | spread oas | — | % | daily | ICE_BOFA |
| DEALER_UST_NET | Primary source | Primary Dealer U.S. Treasury Positions | dealer position | — | USD mn | weekly | NYFED |
| ECB_DFR | Primary source | ECB Key Interest Rates | policy rate | — | % | daily | ECB |
| ECB_MLF | Primary source | ECB Key Interest Rates | policy rate | — | % | daily | ECB |
| ECB_MRO | Primary source | ECB Key Interest Rates | policy rate | — | % | daily | ECB |
| ESTR | Primary source | Euro Short-Term Rate (€STR) | reference rate | ON | % | daily | ECB |
| EURIBOR_12M | Primary source | Euro Interbank Offered Rate | reference rate | 1Y | % | monthly | ECB |
| EURIBOR_1M | Primary source | Euro Interbank Offered Rate | reference rate | 1M | % | monthly | ECB |
| EURIBOR_1W | Not available | Euro Interbank Offered Rate | reference rate | 1W | % | monthly | ECB |
| EURIBOR_3M | Primary source | Euro Interbank Offered Rate | reference rate | 3M | % | monthly | ECB |
| EURIBOR_6M | Primary source | Euro Interbank Offered Rate | reference rate | 6M | % | monthly | ECB |
| FX_AUDUSD | Official, republished | Australian Dollar / US Dollar | fx rate | — | USD per AUD | daily | FED |
| FX_AUDUSD_ECB | Derived from source | Australian Dollar / US Dollar | fx rate | — | USD per AUD | daily | ECB |
| FX_DXY | Not available | ICE U.S. Dollar Index (DXY) | index level | — | index | daily | ICE |
| FX_EURUSD | Official, republished | Euro / US Dollar | fx rate | — | USD per EUR | daily | FED |
| FX_EURUSD_ECB | Primary source | Euro / US Dollar | fx rate | — | USD per EUR | daily | ECB |
| FX_GBPUSD | Official, republished | British Pound / US Dollar | fx rate | — | USD per GBP | daily | FED |
| FX_GBPUSD_ECB | Derived from source | British Pound / US Dollar | fx rate | — | USD per GBP | daily | ECB |
| FX_USDCHF | Official, republished | US Dollar / Swiss Franc | fx rate | — | CHF per USD | daily | FED |
| FX_USDCHF_ECB | Derived from source | US Dollar / Swiss Franc | fx rate | — | CHF per USD | daily | ECB |
| FX_USDCNH | Not available | US Dollar / Chinese Yuan (Offshore) | fx rate | — | CNH per USD | daily | OFFSHORE_FX |
| FX_USDCNY | Official, republished | US Dollar / Chinese Yuan (Onshore) | fx rate | — | CNY per USD | daily | FED |
| FX_USDCNY_CCPR | Primary source | USD/CNY Central Parity (PBoC / CFETS fixing) | fx rate | — | CNY per USD | daily | CFETS |
| FX_USDCNY_ECB | Derived from source | US Dollar / Chinese Yuan (Onshore) | fx rate | — | CNY per USD | daily | ECB |
| FX_USDHKD | Official, republished | US Dollar / Hong Kong Dollar | fx rate | — | HKD per USD | daily | FED |
| FX_USDHKD_ECB | Derived from source | US Dollar / Hong Kong Dollar | fx rate | — | HKD per USD | daily | ECB |
| FX_USDINR | Official, republished | US Dollar / Indian Rupee | fx rate | — | INR per USD | daily | FED |
| FX_USDINR_ECB | Derived from source | US Dollar / Indian Rupee | fx rate | — | INR per USD | daily | ECB |
| FX_USDJPY | Official, republished | US Dollar / Japanese Yen | fx rate | — | JPY per USD | daily | FED |
| FX_USDJPY_ECB | Derived from source | US Dollar / Japanese Yen | fx rate | — | JPY per USD | daily | ECB |
| FX_USDKRW | Official, republished | US Dollar / Korean Won | fx rate | — | KRW per USD | daily | FED |
| FX_USDKRW_ECB | Derived from source | US Dollar / Korean Won | fx rate | — | KRW per USD | daily | ECB |
| FX_USDSGD | Official, republished | US Dollar / Singapore Dollar | fx rate | — | SGD per USD | daily | FED |
| FX_USDSGD_ECB | Derived from source | US Dollar / Singapore Dollar | fx rate | — | SGD per USD | daily | ECB |
| FX_USD_BROAD_INDEX | Official, republished | Nominal Broad U.S. Dollar Index | index level | — | index | daily | FED |
| GOVT_ACGB_10Y | Official, republished | Australian Commonwealth Government Bonds | yield | 10Y | % | monthly, lagged | OECD |
| GOVT_ACGB_10Y_RBA | Primary source | Australian Commonwealth Government Bonds | yield | 10Y | % | daily | RBA |
| GOVT_BUND_10Y | Official, republished | German Federal Bond (Bund) | yield | 10Y | % | monthly, lagged | OECD |
| GOVT_BUND_10Y_BBK | Primary source | German Federal Bond (Bund) | yield | 10Y | % | daily | BUNDESBANK |
| GOVT_CGB_10Y | Not available | China Government Bond | yield | 10Y | % | daily | CHINABOND |
| GOVT_EA_AAA_10Y | Primary source | Euro Area AAA Government Yield Curve (ECB) | yield | 10Y | % | daily | ECB |
| GOVT_GILT_10Y | Official, republished | UK Gilt | yield | 10Y | % | monthly, lagged | OECD |
| GOVT_GILT_10Y_BOE | Primary source | UK Gilt | yield | 10Y | % | daily | BOE |
| GOVT_GOC_10Y | Official, republished | Government of Canada Bonds | yield | 10Y | % | monthly, lagged | OECD |
| GOVT_GOC_10Y_BOC | Primary source | Government of Canada Bonds | yield | 10Y | % | daily | BOC |
| GOVT_JGB_10Y | Official, republished | Japan Government Bond | yield | 10Y | % | monthly, lagged | OECD |
| HIBOR_12M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1Y | % | daily, lagged | HKMA |
| HIBOR_1M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1M | % | daily | HKMA |
| HIBOR_1W | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1W | % | daily, lagged | HKMA |
| HIBOR_3M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 3M | % | daily, lagged | HKMA |
| HIBOR_6M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 6M | % | daily, lagged | HKMA |
| HIBOR_HKAB_12M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1Y | % | daily | HKAB |
| HIBOR_HKAB_1M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1M | % | daily | HKAB |
| HIBOR_HKAB_1W | Primary source | Hong Kong Interbank Offered Rate | reference rate | 1W | % | daily | HKAB |
| HIBOR_HKAB_2M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 2M | % | daily | HKAB |
| HIBOR_HKAB_2W | Primary source | Hong Kong Interbank Offered Rate | reference rate | 2W | % | daily | HKAB |
| HIBOR_HKAB_3M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 3M | % | daily | HKAB |
| HIBOR_HKAB_6M | Primary source | Hong Kong Interbank Offered Rate | reference rate | 6M | % | daily | HKAB |
| HIBOR_HKAB_ON | Primary source | Hong Kong Interbank Offered Rate | reference rate | ON | % | daily | HKAB |
| HIBOR_ON | Primary source | Hong Kong Interbank Offered Rate | reference rate | ON | % | daily | HKMA |
| HKD_TWI | Primary source | Hong Kong Dollar Trade-Weighted Index | index level | — | index | daily | HKMA |
| HKGB_YIELD_10Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 10Y | % | daily, lagged | HKMA |
| HKGB_YIELD_15Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 15Y | % | daily, lagged | HKMA |
| HKGB_YIELD_1M | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 1M | % | daily, lagged | HKMA |
| HKGB_YIELD_1W | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 1W | % | daily, lagged | HKMA |
| HKGB_YIELD_1Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 1Y | % | daily, lagged | HKMA |
| HKGB_YIELD_20Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 20Y | % | daily, lagged | HKMA |
| HKGB_YIELD_2Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 2Y | % | daily, lagged | HKMA |
| HKGB_YIELD_3M | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 3M | % | daily, lagged | HKMA |
| HKGB_YIELD_3Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 3Y | % | daily, lagged | HKMA |
| HKGB_YIELD_5Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 5Y | % | daily, lagged | HKMA |
| HKGB_YIELD_6M | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 6M | % | daily, lagged | HKMA |
| HKGB_YIELD_7Y | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 7Y | % | daily, lagged | HKMA |
| HKGB_YIELD_9M | Primary source | Hong Kong Government Bond / Exchange Fund Notes | yield | 9M | % | daily, lagged | HKMA |
| HK_AGG_BALANCE | Primary source | HK Banking System Aggregate Balance | volume | — | HKD mn | daily | HKMA |
| HK_BASE_RATE | Primary source | HKMA Base Rate (Discount Window) | policy rate | — | % | daily | HKMA |
| HONIA | Primary source | HKD Overnight Index Average | reference rate | ON | % | daily, lagged | HKMA |
| JGB_MOF_10Y | Primary source | Japan Government Bond | yield | 10Y | % | daily | JP_MOF |
| JGB_MOF_20Y | Primary source | Japan Government Bond | yield | 20Y | % | daily | JP_MOF |
| JGB_MOF_2Y | Primary source | Japan Government Bond | yield | 2Y | % | daily | JP_MOF |
| JGB_MOF_30Y | Primary source | Japan Government Bond | yield | 30Y | % | daily | JP_MOF |
| JGB_MOF_40Y | Primary source | Japan Government Bond | yield | 40Y | % | daily | JP_MOF |
| JGB_MOF_5Y | Primary source | Japan Government Bond | yield | 5Y | % | daily | JP_MOF |
| JPY_INTERBANK_3M | Proxy | Japan Interbank/Call Rate (OECD) | reference rate | 3M | % | monthly, lagged | OECD |
| JPY_INTERBANK_ON | Proxy | Japan Interbank/Call Rate (OECD) | reference rate | ON | % | monthly, lagged | OECD |
| JP_MONETARY_BASE | Primary source | Japan Monetary Base | volume | — | JPY 100mn | monthly | BOJ |
| LIQ_FED_ASSETS | Official, republished | Federal Reserve Total Assets | volume | — | USD mn | weekly | FED |
| LIQ_FED_REPO_OPS | Primary source | Fed Repo Operations (incl. Standing Repo Facility) | volume | — | USD bn | daily | NYFED |
| LIQ_ON_RRP | Official, republished | Overnight Reverse Repo Facility Take-up | volume | — | USD bn | daily | FED |
| LIQ_RESERVES | Official, republished | Reserve Balances with Federal Reserve Banks | volume | — | USD mn | weekly | FED |
| LIQ_TGA | Official, republished | U.S. Treasury General Account | volume | — | USD mn | weekly | FED |
| LIQ_TGA_DAILY | Primary source | U.S. Treasury General Account | volume | — | USD mn | daily | US_TREASURY |
| LIQ_TGA_WED | Official, republished | U.S. Treasury General Account | volume | — | USD mn | weekly | FED |
| NYFED_BGCR | Primary source | Broad General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_BGCR_P01 | Primary source | Broad General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_BGCR_P25 | Primary source | Broad General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_BGCR_P75 | Primary source | Broad General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_BGCR_P99 | Primary source | Broad General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_BGCR_VOLUME | Primary source | Broad General Collateral Rate | volume | — | USD bn | daily | NYFED |
| NYFED_EFFR | Primary source | Effective Federal Funds Rate | reference rate | — | % | daily | NYFED |
| NYFED_EFFR_P01 | Primary source | Effective Federal Funds Rate | reference rate | — | % | daily | NYFED |
| NYFED_EFFR_P25 | Primary source | Effective Federal Funds Rate | reference rate | — | % | daily | NYFED |
| NYFED_EFFR_P75 | Primary source | Effective Federal Funds Rate | reference rate | — | % | daily | NYFED |
| NYFED_EFFR_P99 | Primary source | Effective Federal Funds Rate | reference rate | — | % | daily | NYFED |
| NYFED_EFFR_VOLUME | Primary source | Effective Federal Funds Rate | volume | — | USD bn | daily | NYFED |
| NYFED_OBFR | Primary source | Overnight Bank Funding Rate | reference rate | — | % | daily | NYFED |
| NYFED_OBFR_P01 | Primary source | Overnight Bank Funding Rate | reference rate | — | % | daily | NYFED |
| NYFED_OBFR_P25 | Primary source | Overnight Bank Funding Rate | reference rate | — | % | daily | NYFED |
| NYFED_OBFR_P75 | Primary source | Overnight Bank Funding Rate | reference rate | — | % | daily | NYFED |
| NYFED_OBFR_P99 | Primary source | Overnight Bank Funding Rate | reference rate | — | % | daily | NYFED |
| NYFED_OBFR_VOLUME | Primary source | Overnight Bank Funding Rate | volume | — | USD bn | daily | NYFED |
| NYFED_SOFR | Primary source | Secured Overnight Financing Rate | reference rate | — | % | daily | NYFED |
| NYFED_SOFR_P01 | Primary source | Secured Overnight Financing Rate | reference rate | — | % | daily | NYFED |
| NYFED_SOFR_P25 | Primary source | Secured Overnight Financing Rate | reference rate | — | % | daily | NYFED |
| NYFED_SOFR_P75 | Primary source | Secured Overnight Financing Rate | reference rate | — | % | daily | NYFED |
| NYFED_SOFR_P99 | Primary source | Secured Overnight Financing Rate | reference rate | — | % | daily | NYFED |
| NYFED_SOFR_VOLUME | Primary source | Secured Overnight Financing Rate | volume | — | USD bn | daily | NYFED |
| NYFED_TGCR | Primary source | Tri-Party General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_TGCR_P01 | Primary source | Tri-Party General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_TGCR_P25 | Primary source | Tri-Party General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_TGCR_P75 | Primary source | Tri-Party General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_TGCR_P99 | Primary source | Tri-Party General Collateral Rate | reference rate | — | % | daily | NYFED |
| NYFED_TGCR_VOLUME | Primary source | Tri-Party General Collateral Rate | volume | — | USD bn | daily | NYFED |
| RATE_CORRA | Primary source | Canadian Overnight Repo Rate Average (CORRA) | reference rate | ON | % | daily | BOC |
| RATE_CP_FIN_3M | Official, republished | Commercial Paper — AA Financial | reference rate | 3M | % | daily | FED |
| RATE_CP_NONFIN_30D | Official, republished | Commercial Paper — AA Nonfinancial | reference rate | 1M | % | daily | FED |
| RATE_EFFR | Official, republished | Effective Federal Funds Rate | reference rate | — | % | daily | FED |
| RATE_FEDFUNDS_LOWER | Official, republished | Federal Funds Target Range | policy rate | — | % | daily | FED |
| RATE_FEDFUNDS_UPPER | Official, republished | Federal Funds Target Range | policy rate | — | % | daily | FED |
| RATE_IORB | Official, republished | Interest on Reserve Balances | policy rate | — | % | daily | FED |
| RATE_JPY_CALL | Primary source | Uncollateralized Overnight Call Rate (Japan) | reference rate | — | % | daily | BOJ |
| RATE_SARON | Primary source | Swiss Average Rate Overnight (SARON) | reference rate | ON | % | daily, lagged | SNB |
| RATE_SOFR | Official, republished | Secured Overnight Financing Rate | reference rate | — | % | daily | FED |
| RATE_SONIA | Primary source | Sterling Overnight Index Average (SONIA) | reference rate | ON | % | daily | BOE |
| SHIBOR_1M | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 1M | % | daily | CFETS |
| SHIBOR_1W | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 1W | % | daily | CFETS |
| SHIBOR_1Y | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 1Y | % | daily | CFETS |
| SHIBOR_2W | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 2W | % | daily | CFETS |
| SHIBOR_3M | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 3M | % | daily | CFETS |
| SHIBOR_6M | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 6M | % | daily | CFETS |
| SHIBOR_9M | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | 9M | % | daily | CFETS |
| SHIBOR_ON | Primary source | Shanghai Interbank Offered Rate (Shibor) | reference rate | ON | % | daily | CFETS |
| STRESS_NFCI | Official, republished | Chicago Fed National Financial Conditions Index | stress index | — | index | weekly | FED |
| STRESS_OFR_FSI | Primary source | OFR Financial Stress Index | stress index | — | index | daily | OFR |
| STRESS_STLFSI | Official, republished | St. Louis Fed Financial Stress Index | stress index | — | index | weekly | FED |
| TIPS_YIELD_10Y | Primary source | U.S. Treasury Inflation-Protected (TIPS) | yield real | 10Y | % | daily | US_TREASURY |
| TIPS_YIELD_20Y | Primary source | U.S. Treasury Inflation-Protected (TIPS) | yield real | 20Y | % | daily | US_TREASURY |
| TIPS_YIELD_30Y | Primary source | U.S. Treasury Inflation-Protected (TIPS) | yield real | 30Y | % | daily | US_TREASURY |
| TIPS_YIELD_5Y | Primary source | U.S. Treasury Inflation-Protected (TIPS) | yield real | 5Y | % | daily | US_TREASURY |
| TIPS_YIELD_7Y | Primary source | U.S. Treasury Inflation-Protected (TIPS) | yield real | 7Y | % | daily | US_TREASURY |
| UST_TERM_PREMIUM_10Y | Derived from source | U.S. Treasury Term Premium (Fed Board Kim-Wright model) | term premium | 10Y | % | daily | FED |
| UST_YIELD_10Y | Primary source | U.S. Treasury Nominal | yield | 10Y | % | daily | US_TREASURY |
| UST_YIELD_1M | Primary source | U.S. Treasury Nominal | yield | 1M | % | daily | US_TREASURY |
| UST_YIELD_1Y | Primary source | U.S. Treasury Nominal | yield | 1Y | % | daily | US_TREASURY |
| UST_YIELD_20Y | Primary source | U.S. Treasury Nominal | yield | 20Y | % | daily | US_TREASURY |
| UST_YIELD_2M | Primary source | U.S. Treasury Nominal | yield | 2M | % | daily | US_TREASURY |
| UST_YIELD_2Y | Primary source | U.S. Treasury Nominal | yield | 2Y | % | daily | US_TREASURY |
| UST_YIELD_30Y | Primary source | U.S. Treasury Nominal | yield | 30Y | % | daily | US_TREASURY |
| UST_YIELD_3M | Primary source | U.S. Treasury Nominal | yield | 3M | % | daily | US_TREASURY |
| UST_YIELD_3Y | Primary source | U.S. Treasury Nominal | yield | 3Y | % | daily | US_TREASURY |
| UST_YIELD_4M | Primary source | U.S. Treasury Nominal | yield | 4M | % | daily | US_TREASURY |
| UST_YIELD_5Y | Primary source | U.S. Treasury Nominal | yield | 5Y | % | daily | US_TREASURY |
| UST_YIELD_6M | Primary source | U.S. Treasury Nominal | yield | 6M | % | daily | US_TREASURY |
| UST_YIELD_6W | Primary source | U.S. Treasury Nominal | yield | 6W | % | daily | US_TREASURY |
| UST_YIELD_7Y | Primary source | U.S. Treasury Nominal | yield | 7Y | % | daily | US_TREASURY |
| VOL_GVZ | Official, republished | Cboe Gold ETF Volatility Index (GVZ) | vol index | — | index | daily | CBOE |
| VOL_MOVE | Not available | ICE BofA MOVE Index | vol index | — | index | daily | ICE |
| VOL_OVX | Official, republished | Cboe Crude Oil Volatility Index (OVX) | vol index | — | index | daily | CBOE |
| VOL_VHSI | Not available | HSI Volatility Index (VHSI) | vol index | — | index | daily | HKEX |
| VOL_VIX | Official, republished | Cboe Volatility Index (VIX) | vol index | — | index | daily | CBOE |
| VOL_VIX3M | Official, republished | Cboe 3-Month Volatility Index (VIX3M) | vol index | 3M | index | daily | CBOE |
| VOL_VIX9D | Official, republished | Cboe 9-Day Volatility Index (VIX9D) | vol index | — | index | daily | CBOE_WEB |
| VOL_VVIX | Official, republished | Cboe VIX of VIX Index (VVIX) | vol index | — | index | daily | CBOE_WEB |
Macro Indicators · 71
| Code | Class | Name | Country | Unit | Freq | Source |
|---|---|---|---|---|---|---|
| CAPEX_AMZN | Primary source | Amazon — Capital Expenditure (quarterly) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| CAPEX_GOOGL | Primary source | Alphabet — Capital Expenditure (quarterly) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| CAPEX_META | Primary source | Meta Platforms — Capital Expenditure (quarterly) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| CAPEX_MSFT | Primary source | Microsoft — Capital Expenditure (quarterly) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| CAPEX_ORCL | Primary source | Oracle — Capital Expenditure (quarterly) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| CN_CPI | Not available | China CPI | CN | index | monthly | National Bureau of Statistics of China |
| CN_FAI | Not available | China Fixed Asset Investment | CN | % | monthly | National Bureau of Statistics of China |
| CN_GDP | Not available | China Real GDP Growth | CN | % | quarterly | National Bureau of Statistics of China |
| CN_INDUSTRIAL_PRODUCTION | Not available | China Industrial Production | CN | % | monthly | National Bureau of Statistics of China |
| CN_PMI | Not available | China Manufacturing PMI | CN | index | monthly | National Bureau of Statistics of China |
| CN_PPI | Not available | China PPI | CN | index | monthly | National Bureau of Statistics of China |
| CN_PROPERTY | Not available | China Property Investment | CN | % | monthly | National Bureau of Statistics of China |
| CN_RETAIL_SALES | Not available | China Retail Sales | CN | % | monthly | National Bureau of Statistics of China |
| EZ_CORE_HICP | Primary source | Eurozone Core HICP (YoY) | EA | % | monthly | Eurostat |
| EZ_GDP | Official, republished | Eurozone Real GDP | EA | EUR mn | quarterly | Eurostat |
| EZ_HICP | Official, republished | Eurozone HICP | EA | index | monthly | Eurostat |
| EZ_PMI | Not available | Eurozone Composite PMI | EA | index | monthly | S&P Global PMI (proprietary) |
| EZ_UNEMPLOYMENT | Primary source | Eurozone Unemployment Rate | EA | % | monthly | Eurostat |
| HK_CPI | Primary source | Hong Kong Composite CPI | HK | index | monthly | Hong Kong Census and Statistics Department |
| HK_EXPORTS | Primary source | Hong Kong Total Exports (value) | HK | HKD mn | monthly | Hong Kong Census and Statistics Department |
| HK_GDP | Primary source | Hong Kong Real GDP (YoY) | HK | % | quarterly | Hong Kong Census and Statistics Department |
| HK_IMPORTS | Primary source | Hong Kong Total Imports (value) | HK | HKD mn | monthly | Hong Kong Census and Statistics Department |
| HK_M1 | Primary source | Hong Kong Money Supply M1 | HK | HKD mn | monthly | Hong Kong Monetary Authority |
| HK_M2 | Primary source | Hong Kong Money Supply M2 | HK | HKD mn | monthly | Hong Kong Monetary Authority |
| HK_M3 | Primary source | Hong Kong Money Supply M3 | HK | HKD mn | monthly | Hong Kong Monetary Authority |
| HK_RETAIL_SALES | Primary source | Hong Kong Retail Sales (value) | HK | HKD mn | monthly | Hong Kong Census and Statistics Department |
| HK_UNEMPLOYMENT | Primary source | Hong Kong Unemployment Rate | HK | % | monthly | Hong Kong Census and Statistics Department |
| JP_CPI | Primary source | Japan CPI | JP | index | monthly | Statistics Bureau of Japan |
| JP_GDP | Official, republished | Japan Real GDP | JP | JPY bn | quarterly | Cabinet Office of Japan (ESRI) |
| JP_PMI | Not available | Japan Manufacturing PMI | JP | index | monthly | S&P Global PMI (proprietary) |
| JP_WAGES | Not available | Japan Cash Earnings | JP | index | monthly | Japan Ministry of Health, Labour and Welfare |
| US_AHE | Primary source | US Average Hourly Earnings | US | USD | monthly | U.S. Bureau of Labor Statistics |
| US_BUILDING_PERMITS | Primary source | US Building Permits | US | thousand (SAAR) | monthly | U.S. Census Bureau |
| US_CASE_SHILLER | Official, republished | US Case-Shiller National Home Price Index | US | index | monthly | S&P CoreLogic Case-Shiller (S&P DJI) |
| US_CONSUMER_SENTIMENT | Official, republished | US UMich Consumer Sentiment | US | index | monthly | University of Michigan (Surveys of Consumers) |
| US_CONTINUED_CLAIMS | Official, republished | US Continued Jobless Claims | US | persons | weekly | U.S. Department of Labor (ETA) |
| US_CORE_CAPEX_ORDERS | Primary source | US Core Capital Goods Orders | US | USD mn | monthly | U.S. Census Bureau |
| US_CORE_CAPEX_SHIPMENTS | Primary source | US Core Capital Goods Shipments | US | USD mn | monthly | U.S. Census Bureau |
| US_CORE_CPI | Primary source | US Core CPI (ex food & energy, SA) | US | index | monthly | U.S. Bureau of Labor Statistics |
| US_CORE_PCE | Primary source | US Core PCE Price Index | US | index | monthly | U.S. Bureau of Economic Analysis |
| US_CORP_ISSUANCE | Official, republished | US Corporate Bond Issuance (SIFMA, monthly total) | US | USD bn | monthly | Securities Industry and Financial Markets Association |
| US_CPI | Primary source | US CPI (All Urban, SA) | US | index | monthly | U.S. Bureau of Labor Statistics |
| US_DURABLE_GOODS_ORDERS | Primary source | US Durable Goods Orders | US | USD mn | monthly | U.S. Census Bureau |
| US_ECI | Primary source | US Employment Cost Index | US | index | quarterly | U.S. Bureau of Labor Statistics |
| US_FACTORY_ORDERS | Primary source | US Factory Orders | US | USD mn | monthly | U.S. Census Bureau |
| US_GDP | Primary source | US Real GDP (chained, SAAR) | US | USD bn | quarterly | U.S. Bureau of Economic Analysis |
| US_HOUSING_STARTS | Primary source | US Housing Starts | US | thousand (SAAR) | monthly | U.S. Census Bureau |
| US_HYPERSCALER_CAPEX | Not available | Hyperscaler Capex (MSFT/AMZN/GOOGL/META) | US | USD bn | quarterly | U.S. SEC EDGAR (company filings) |
| US_INDUSTRIAL_PRODUCTION | Official, republished | US Industrial Production | US | index | monthly | Federal Reserve System |
| US_INITIAL_CLAIMS | Official, republished | US Initial Jobless Claims | US | persons | weekly | U.S. Department of Labor (ETA) |
| US_IP_COMPUTER_ELECTRONIC | Official, republished | US IP: Computer & Electronic Products | US | index | monthly | Federal Reserve System |
| US_IP_SEMICONDUCTOR | Official, republished | US IP: Semiconductors & Components | US | index | monthly | Federal Reserve System |
| US_ISM_MFG | Not available | US ISM Manufacturing PMI | US | index | monthly | Institute for Supply Management (proprietary) |
| US_ISM_SERVICES | Not available | US ISM Services PMI | US | index | monthly | Institute for Supply Management (proprietary) |
| US_JOLTS | Primary source | US Job Openings (JOLTS) | US | thousands | monthly | U.S. Bureau of Labor Statistics |
| US_JOLTS_QUITS | Primary source | US JOLTS Quits Rate | US | % | monthly | U.S. Bureau of Labor Statistics |
| US_MORTGAGE_30Y | Official, republished | US 30-Year Fixed Mortgage Rate | US | % | weekly | Freddie Mac (Primary Mortgage Market Survey) |
| US_NFP | Primary source | US Nonfarm Payrolls | US | thousand persons | monthly | U.S. Bureau of Labor Statistics |
| US_NONRES_CONSTRUCTION | Primary source | US Nonresidential Construction Spending | US | USD mn | monthly | U.S. Census Bureau |
| US_PARTICIPATION | Primary source | US Labor Force Participation Rate | US | % | monthly | U.S. Bureau of Labor Statistics |
| US_PCE | Primary source | US PCE Price Index | US | index | monthly | U.S. Bureau of Economic Analysis |
| US_PPI | Primary source | US PPI (Final Demand) | US | index | monthly | U.S. Bureau of Labor Statistics |
| US_REAL_DPI | Primary source | US Real Disposable Personal Income | US | USD bn (chained) | monthly | U.S. Bureau of Economic Analysis |
| US_REAL_PCE | Primary source | US Real Personal Consumption | US | USD bn (chained) | monthly | U.S. Bureau of Economic Analysis |
| US_RETAIL_SALES | Primary source | US Advance Retail Sales | US | USD mn | monthly | U.S. Census Bureau |
| US_SAVING_RATE | Primary source | US Personal Saving Rate | US | % | monthly | U.S. Bureau of Economic Analysis |
| US_SEMI_SALES | Primary source | Global Semiconductor Sales (SIA/WSTS, 3MMA) | US | USD bn | monthly | Semiconductor Industry Association / WSTS |
| US_SOFTWARE_INVESTMENT | Primary source | US Private Software Investment | US | USD bn | quarterly | U.S. Bureau of Economic Analysis |
| US_U6 | Primary source | US U-6 Underemployment Rate | US | % | monthly | U.S. Bureau of Labor Statistics |
| US_UNEMPLOYMENT | Primary source | US Unemployment Rate | US | % | monthly | U.S. Bureau of Labor Statistics |
| US_VEHICLE_SALES | Official, republished | US Total Vehicle Sales | US | mn (SAAR) | monthly | U.S. Bureau of Economic Analysis |