Datasets:

FinzData
/

macro-rates

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.

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:

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.

US macro data: Rates (271 series)

The full history, point in time, through one API

Most-watched series in this package

More from FinzData