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PreReason Treasury Yield Curve & Inflation Expectations
x402
PreReason Treasury Yield Curve & Inflation Expectations is a paid API for AI agents from api.prereason.com, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-12).
Returns the full US Treasury par yield curve (1M–30Y maturities), key rate spreads, breakeven inflation rates, forward inflation expectations, and German/French benchmark yields for macro analysis.
Price / call$0.05
Success—
StatusUnknown
How this service works
Financial market context for AI agents: macro, rates, bonds, FX, commodities, companies and Bitcoin. One API call returns a briefing with the reasoning already in it.
Output
Returns a structured dataset with 22 named metrics: Treasury par yields at every standard maturity (1M, 2M, 3M, 4M, 6M, 1Y, 1.5Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y), the 10Y-2Y and 10Y-3M spreads, 5Y and 10Y breakeven inflation rates, the 5y5y forward inflation rate (T5YIFR), Germany 10Y Bund yield, France 10Y yield, and the France-Germany 10Y spread. Metadata includes briefing name, description, metric count, and correlation count. Available in JSON or token-optimized markdown format. Covers today's data or any historical date on record.
Example use cases
Recession indicator monitoring
“Check the current 10Y-3M Treasury spread and the 10Y-2Y spread — is the yield curve inverted right now, and what does that signal about recession risk?”
Inflation expectations snapshot
“What are the current 5-year and 10-year breakeven inflation rates, and where does the 5y5y forward inflation expectation stand today?”
Historical rate comparison
“Get me the full Treasury yield curve data for March 15, 2023 as JSON — I want to compare where rates stood during the regional banking stress period.”
Technical details
Endpoint
GEThttps://api.prereason.com/api/macro/rates?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a comprehensive, pre-packaged rates dashboard covering the entire US Treasury yield curve plus inflation expectations and European benchmarks in a single call. It is ideal for macro agents that need recession-indicator spreads (10Y-3M), inflation breakevens, and cross-region rate comparison (US vs Eurozone) together without stitching multiple data sources. Prefer this over generic financial data APIs when you also need the 5y5y forward inflation rate and FOMC decision context bundled with yield data. The markdown format option makes it especially efficient for LLM-based macro reasoning workflows.
Side effects
- Date not on record — requested historical date has no data available
- Invalid date format — date parameter must match YYYY-MM-DD pattern
- Payment failure — x402 micropayment of $0.05 USDC required per call
- Rate limit or authentication error if payment protocol fails
- Data source lag — very recent dates may not yet be populated
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"metrics": {
"t5yifr": {
"name": "t5yifr"
},
"france-10y": {
"name": "france-10y"
},
"germany-10y": {
"name": "germany-10y"
},
"treasury-1y": {
"name": "treasury-1y"
},
"treasury-2y": {
"name": "treasury-2y"
},
"treasury-3y": {
"name": "treasury-3y"
},
"treasury-5y": {
"name": "treasury-5y"
},
"treasury-7y": {
"name": "treasury-7y"
},
"yield-curve": {
"name": "yield-curve"
},
"breakeven-5y": {
"name": "breakeven-5y"
},
"treasury-10y": {
"name": "treasury-10y"
},
"treasury-1mo": {
"name": "treasury-1mo"
},
"treasury-20y": {
"name": "treasury-20y"
},
"treasury-2mo": {
"name": "treasury-2mo"
},
"treasury-30y": {
"name": "treasury-30y"
},
"treasury-3mo": {
"name": "treasury-3mo"
},
"treasury-4mo": {
"name": "treasury-4mo"
},
"treasury-6mo": {
"name": "treasury-6mo"
},
"breakeven-10y": {
"name": "breakeven-10y"
},
"t10y3m-spread": {
"name": "t10y3m-spread"
},
"treasury-1-5mo": {
"name": "treasury-1-5mo"
},
"france-germany-10y-spread": {
"name": "france-germany-10y-spread"
}
},
"briefing_used": "macro.rates",
"briefing_metadata": {
"name": "Yield Curve and Breakeven Inflation",
"description": "Treasury par yield curve at every maturity, 1 month to 30 years, breakeven inflation at 5Y and 10Y, 5y5y forward inflation expectation, the 10Y-2Y spread, the 10Y-3M recession-indicator spread, Germany 10Y Bund as Eurozone long-end anchor for cross-region rate comparison, France 10Y and its spread over Germany (monthly averages from the ECB), and the latest FOMC statement: decision, vote, dissents and wording changes",
"metrics_count": 22,
"correlations_count": 2
}
}
}Tags
x402
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