| --- |
| 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. |
|
|
