Interest Rates & Exchange Rate Datasets — U.S. Treasury Fiscal Data

Interest Rates & Exchange Rate Datasets — U.S. Treasury Fiscal Data

Average Interest Rates on U.S. Treasury Securities

Endpoint: /v2/accounting/od/avg_interest_rates
Frequency: Monthly
Date Range: January 2001 to present

Average interest rates for marketable and non-marketable Treasury securities, broken down by security type.

Key fields:

# Get average rates for all marketable securities, most recent month
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/avg_interest_rates",
    params={
        "filter": "security_type_desc:eq:Marketable",
        "sort": "-record_date",
        "page[size]": 50
    }
)
df = pd.DataFrame(resp.json()["data"])
latest = df[df["record_date"] == df["record_date"].max()]
print(latest[["security_desc", "avg_interest_rate_amt"]])

# Historical rate for a specific security type
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/avg_interest_rates",
    params={
        "fields": "record_date,avg_interest_rate_amt",
        "filter": "security_desc:eq:Treasury Notes,record_date:gte:2010-01-01",
        "sort": "-record_date"
    }
)

Common security descriptions:

• Treasury Bills
• Treasury Notes
• Treasury Bonds
• Treasury Inflation-Protected Securities (TIPS)
• Treasury Floating Rate Notes (FRN)
• Federal Financing Bank
• United States Savings Securities
• Government Account Series
• Total Marketable
• Total Non-marketable
• Total Interest-bearing Debt

Treasury Reporting Rates of Exchange

Endpoint: /v1/accounting/od/rates_of_exchange
Frequency: Quarterly
Date Range: March 2001 to present

Official Treasury exchange rates for foreign currencies used by federal agencies for reporting purposes. Updated quarterly (March 31, June 30, September 30, December 31).

Key fields:

# Get all current exchange rates (latest quarter)
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/rates_of_exchange",
    params={"sort": "-record_date", "page[size]": 200}
)
df = pd.DataFrame(resp.json()["data"])
latest_date = df["record_date"].max()
current_rates = df[df["record_date"] == latest_date].copy()
current_rates["exchange_rate"] = current_rates["exchange_rate"].astype(float)
print(current_rates[["country_currency_desc", "exchange_rate"]].to_string())

# Euro rate history
resp = requests.get(
    "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/rates_of_exchange",
    params={
        "fields": "record_date,exchange_rate",
        "filter": "country_currency_desc:eq:Euro Zone-Euro",
        "sort": "-record_date",
        "page[size]": 100
    }
)
euro_df = pd.DataFrame(resp.json()["data"])
euro_df["exchange_rate"] = euro_df["exchange_rate"].astype(float)
euro_df["record_date"] = pd.to_datetime(euro_df["record_date"])

TIPS and CPI Data

Endpoint: /v1/accounting/od/tips_cpi_data
Frequency: Monthly
Date Range: April 1998 to present (2 data tables)

Treasury Inflation-Protected Securities (TIPS) reference CPI data and index ratios used to calculate TIPS values.

Key fields:

FRN Daily Indexes

Endpoint: /v1/accounting/od/frn_daily_indexes
Frequency: Daily
Date Range: April 2024 to present

Daily index values for Treasury Floating Rate Notes (FRNs). The rate is based on the 13-week Treasury bill auction rate.

Treasury Certified Interest Rates

Four certification periods, each with their own endpoint set:

Annual Certification

Frequency: Annual
Date Range: October 2006 to present (9 data tables)

Monthly Certification

Frequency: Monthly
Date Range: October 2006 to present (6 data tables)

Quarterly Certification

Frequency: Quarterly
Date Range: October 2006 to present (4 data tables)

Semi-Annual Certification

Frequency: Semi-Annual
Date Range: January 2008 to present (1 data table)

These certified interest rates are used for federal loans, financing programs, and other purposes requiring official Treasury-certified rates.

Federal Credit Similar Maturity Rates

Endpoint: /v1/accounting/od/fed_credit_similar_maturity_rates
Frequency: Annual
Date Range: September 1992 to present

Interest rates used for valuing federal credit programs (loans and loan guarantees) under the Federal Credit Reform Act.

Historical Qualified Tax Credit Bond Interest Rates

Frequency: Daily (Discontinued)
Date Range: March 2009 – January 2018

Historical interest rates for Qualified Tax Credit Bonds (QTCB). No longer updated.

State and Local Government Series (SLGS) Daily Rate Table

Endpoint: /v1/accounting/od/slgs_savings_bonds (2 tables)
Frequency: Daily
Date Range: June 1992 to present

Daily interest rates for State and Local Government Series securities, used by state and local issuers to comply with federal tax law arbitrage restrictions.