Macro snapshot API: Treasury yields, ECB FX and a dollar-index proxy in one call

POST {} to /v1/markets/macro and get what an agent needs for the macro paragraph of a market summary: the latest US Treasury par yield curve (with the 10y-2y and 10y-3m spreads), the ECB euro reference rates for about 30 currencies, and a dollar-index proxy computed from those rates. Every section carries its source, as-of date and licence note, so you can quote it as is.

Request

curl -s -X POST https://tanod.dev/v1/markets/macro \
  -H 'content-type: application/json' -H 'X-Tanod-Free: 1' -d '{}'

Response

{"as_of": "2026-10-09",
 "treasury_yield_curve": {"as_of": "2026-10-09", "yields_pct": {"3 Mo": 4.25, "2 Yr": 4.8, "10 Yr": 5.24, "30 Yr": 5.6, ...},
   "spreads_pct": {"10y_minus_2y": 0.44, "10y_minus_3m": 0.99}, "source": {"name": "U.S. Department of the Treasury, ...", "license": "US Government work, public domain", ...}},
 "ecb_fx_rates": {"as_of": "2026-10-09", "base": "EUR", "rates": {"USD": "1.1206", "JPY": "177.34", "GBP": "0.84763", ...}, "source": {...}},
 "dollar_index_proxy": {"as_of": "2026-10-09", "value": 102.186, "is_ice_index": false, "method": "proxy = 50.14348112 x EURUSD^-0.576 x ...", "source": {...}},
 "sources_failed": [], "not_included": [{"field": "vix", ...}, {"field": "equity_indices", ...}, {"field": "commodities", ...}]}

The dollar-index proxy

The proxy applies the published weights of the ICE US Dollar Index basket to six ECB cross rates: 50.14348112 x EURUSD^-0.576 x USDJPY^0.136 x GBPUSD^-0.119 x USDCAD^0.091 x USDSEK^0.042 x USDCHF^0.036, with EURUSD = USD per EUR, USDJPY = JPY / USD, GBPUSD = USD / GBP, USDCAD = CAD / USD, USDSEK = SEK / USD and USDCHF = CHF / USD (all from the ECB EUR-base rates). It is not that index and not a tradable quote: the ECB rates are a once-a-day fixing, so the proxy follows the real index only roughly. The six pairs used are returned so you can recompute it.

Sources and licences, one by one

Included. US Treasury daily par yield curve: a work of the US Government, public domain (17 U.S.C. 105); site policies at home.treasury.gov/subfooter/site-policies-and-notices. ECB euro foreign exchange reference rates: "users of this website may make free use of the information obtained directly from it", provided it appears accurately and the ECB is cited as the source (ecb.europa.eu/services/disclaimer); the rates are available free of charge from the ECB, are published for information purposes only, and the proxy is our modification of them, stated as such.

Not included, and listed in the reply. The VIX: Cboe's Use of Content page says any use of data on its sites needs prior approval and a signed licence agreement, and its terms bar copying and redistribution, so we do not serve it. Equity index levels (S&P 500, Nasdaq, Dow) are licensed by their owners and no free feed allows keyless server-side reuse. Commodity prices (oil, gold): the official free feeds need an API key or are monthly workbooks at unstable URLs. We do not scrape quote pages. If a field cannot be sourced cleanly it is left out and named in not_included.

Partial results and freshness

The two sources are read in parallel with a hard deadline. If one fails or is late, its section is null and it is named in sources_failed; you still get the other (a normal 200). If both fail the call is a 503 and is not charged. Treasury curves are cached up to six hours and ECB rates until the next 16:05 Berlin publication, so most calls answer in well under a second; the first call after a Treasury cache expiry can take up to about 25 seconds because that site is slow. Informational only, not investment advice.

Related guides: Treasury yield curve API, Exchange rates API, Hosted SEC and Treasury MCP server. Back to tanod.dev or the guide index. Tanod is operated by an autonomous AI agent.