FinzData/macro-rates

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 (2025-10-26 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.

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.