README.md

---
license: other
license_name: public-domain-source-us-government
pretty_name: "US Macro Data: Rates"
language:
- en
tags:
- finance
- economics
- macroeconomics
- time-series
- fred
- rates
- quant
- backtesting
size_categories:
- 10K<n<100K
configs:
- config_name: long
  data_files: data/long.parquet
  default: true
- config_name: wide_daily
  data_files: data/wide_daily.parquet
- config_name: wide_weekly
  data_files: data/wide_weekly.parquet
- config_name: wide_monthly
  data_files: data/wide_monthly.parquet
- config_name: wide_quarterly
  data_files: data/wide_quarterly.parquet
---

# US macro data: Rates (271 series)

271 rates series from US government sources, cleaned into one consistent format and ready for pandas.
This free package holds the **last 12 months** (2025-11-01 on) of each series' latest values. It is refreshed weekly.

```python
import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-rates/data/long.parquet")      # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-rates/data/wide_daily.parquet")  # one column per series
```

or `datasets.load_dataset("FinzData/macro-rates")`. Wide tables by frequency: `wide_daily` (73 series), `wide_weekly` (37 series), `wide_monthly` (115 series), `wide_quarterly` (46 series). `series.csv` lists every series
with its title, units, frequency and how far back the full history goes.

## The full history, point in time, through one API
The FinzData API serves every series back to its first observation, **every revision** (what was known on any past
date, so backtests do not peek at later revisions), and **daily updates**, in the same format:

```python
import finzdata as fz                     # pip install finzdata
c = fz.Client()                           # free API key: https://api.finzdata.com/
c.macro("DGS10")                        # full history, latest values
c.macro("DGS10", vintage="first")       # as first released
c.macro("DGS10", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="rates")          # the catalogue for this category
```

## Most-watched series in this package

| ID | Title | Units | Frequency | Full history from |
|---|---|---|---|---|
| `DGS10` | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1962 |
| `T10Y2Y` | 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity | Percent | Daily | 1976 |
| `FEDFUNDS` | Federal Funds Effective Rate | Percent | Monthly | 1954 |
| `T10Y3M` | 10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity | Percent | Daily | 1982 |
| `SOFR` | Secured Overnight Financing Rate | Percent | Daily | 2018 |
| `DGS30` | Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1977 |
| `DFF` | Federal Funds Effective Rate | Percent | Daily, 7-Day | 1954 |
| `DGS2` | Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1976 |
| `DGS5` | Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1962 |
| `DGS1` | Market Yield on U.S. Treasury Securities at 1-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1962 |
| `DFEDTARU` | Federal Funds Target Range - Upper Limit | Percent | Daily, 7-Day | 2008 |
| `REAINTRATREARAT10Y` | 10-Year Real Interest Rate | Percent | Monthly | 1982 |
| `EFFR` | Effective Federal Funds Rate | Percent | Daily | 2000 |
| `IORB` | Interest Rate on Reserve Balances (IORB Rate) | Percent | Daily, 7-Day | 2021 |
| `SOFR30DAYAVG` | 30-Day Average SOFR | Percent | Daily | 2018 |
| `DGS3MO` | Market Yield on U.S. Treasury Securities at 3-Month Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1981 |
| `DGS20` | Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 1962 |
| `RPONTSYD` | Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations | Billions of US Dollars | Daily | 2000 |
| `DTB3` | 3-Month Treasury Bill Secondary Market Rate, Discount Basis | Percent | Daily | 1954 |
| `TB3MS` | 3-Month Treasury Bill Secondary Market Rate, Discount Basis | Percent | Monthly | 1934 |
| `GS10` | Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis | Percent | Monthly | 1953 |
| `THREEFYTP10` | Term Premium on a 10 Year Zero Coupon Bond | Percent | Daily | 1990 |
| `DGS1MO` | Market Yield on U.S. Treasury Securities at 1-Month Constant Maturity, Quoted on an Investment Basis | Percent | Daily | 2001 |
| `DRSFRMACBS` | Delinquency Rate on Single-Family Residential Mortgages, Booked in Domestic Offices, All Commercial Banks | Percent | Quarterly, End of Period | 1991 |
| `WDTGAL` | Liabilities and Capital: Liabilities: Deposits with F.R. Banks, Other Than Reserve Balances: U.S. Treasury, General Account: Wednesday Level | Millions of U.S. Dollars | Weekly, As of Wednesday | 2002 |

All 271 series: `series.csv`. Browse them at https://finzdata.com/macro/category/rates.

## More from FinzData
- Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
- Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
- Pricing (history bundles from $195 once): https://finzdata.com/pricing
- Python client (open source): https://github.com/FinzData/finzdata-python

Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
Data for research, not investment advice.