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PreReason US Treasury Holders Context
x402
PreReason US Treasury Holders Context is a paid API for AI agents from api.prereason.com, paid per call via x402, $0.03/call, status unknown (last checked 2026-10-12).
Returns a structured briefing on who holds US Treasuries, combining TIC foreign investor flows, NY Fed primary dealer positions, and CFTC speculator futures data alongside the 10Y yield and key bond ETFs.
Price / call$0.03
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 briefing with 4 financial metrics: foreign net purchases of long-term Treasuries (TIC data), NY Fed primary dealer 13-week position changes, CFTC speculator 10Y note futures positioning, and the 10-year Treasury yield, plus bond ETF data for TLT, LQD, and HYG. Each metric carries pre-reasoned trend context. Available in markdown (LLM-optimized) or structured JSON.
Example use cases
Daily bond market positioning check
“Pull today's Treasury holders context from PreReason — I want to see foreign investor TIC flows, what primary dealers are doing with their positions, and where speculators are sitting in 10Y futures.”
Historical Treasury demand analysis
“Get me the PreReason Treasury holders briefing for 2023-10-15 in JSON format so I can see who was holding Treasuries during that period of elevated yields.”
Bond ETF and yield context for macro report
“I'm writing a macro report — can you grab the PreReason bonds context briefing so I have the 10-year yield alongside the TLT, LQD, and HYG ETF readings and the full Treasury positioning breakdown?”
Technical details
Endpoint
GEThttps://api.prereason.com/api/bonds/context?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need a consolidated, pre-reasoned view of US Treasury market positioning across the three major participant groups (foreign investors, primary dealers, speculators) in a single call. It is ideal for macro research, bond market monitoring, and LLM-based financial briefings where token-efficient markdown output is valuable. Prefer this over raw data APIs when you want interpretive context layered onto the raw figures, or when you need bond ETF data alongside yield and positioning in one response.
Side effects
- Requested historical date not available in the dataset — returns error or empty data
- Invalid date format (not YYYY-MM-DD) causes schema validation failure
- Invalid format parameter value returns error
- Network or payment authorization failure (x402 payment required at $0.03 USDC per call)
- Stale data if underlying TIC, NY Fed, or CFTC sources have not yet published for a recent date
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"metrics": {
"etf-hyg": {
"name": "etf-hyg"
},
"etf-lqd": {
"name": "etf-lqd"
},
"etf-tlt": {
"name": "etf-tlt"
},
"treasury-10y": {
"name": "treasury-10y"
}
},
"briefing_used": "bonds.context",
"briefing_metadata": {
"name": "US Treasury Holders: Short Form",
"description": "Who holds Treasuries, in short: foreign investors' net purchases (Treasury's TIC), primary dealers' 13 week change in positions (the New York Fed) and speculators' 10 year note futures position (the CFTC), each against its own history; then the 10 year yield and three bond funds.",
"metrics_count": 4,
"correlations_count": 0
}
}
}Tags
x402
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