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Add support for FiscalData.treasury.gov
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Timothy Kassis
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# Interest Rates & Exchange Rate Datasets — U.S. Treasury Fiscal Data
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## Average Interest Rates on U.S. Treasury Securities
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**Endpoint:** `/v2/accounting/od/avg_interest_rates`
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**Frequency:** Monthly
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**Date Range:** January 2001 to present
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Average interest rates for marketable and non-marketable Treasury securities, broken down by security type.
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**Key fields:**
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| Field | Type | Description |
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|-------|------|-------------|
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| `record_date` | DATE | Month end date |
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| `security_desc` | STRING | Security description (e.g., "Treasury Bills") |
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| `security_type_desc` | STRING | "Marketable" or "Non-marketable" |
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| `avg_interest_rate_amt` | PERCENTAGE | Average interest rate (%) |
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```python
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# Get average rates for all marketable securities, most recent month
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resp = requests.get(
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"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/avg_interest_rates",
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params={
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"filter": "security_type_desc:eq:Marketable",
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"sort": "-record_date",
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"page[size]": 50
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}
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)
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df = pd.DataFrame(resp.json()["data"])
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latest = df[df["record_date"] == df["record_date"].max()]
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print(latest[["security_desc", "avg_interest_rate_amt"]])
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# Historical rate for a specific security type
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resp = requests.get(
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"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/avg_interest_rates",
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params={
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"fields": "record_date,avg_interest_rate_amt",
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"filter": "security_desc:eq:Treasury Notes,record_date:gte:2010-01-01",
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"sort": "-record_date"
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}
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)
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```
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**Common security descriptions:**
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- `Treasury Bills`
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- `Treasury Notes`
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- `Treasury Bonds`
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- `Treasury Inflation-Protected Securities (TIPS)`
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- `Treasury Floating Rate Notes (FRN)`
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- `Federal Financing Bank`
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- `United States Savings Securities`
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- `Government Account Series`
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- `Total Marketable`
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- `Total Non-marketable`
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- `Total Interest-bearing Debt`
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---
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## Treasury Reporting Rates of Exchange
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**Endpoint:** `/v1/accounting/od/rates_of_exchange`
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**Frequency:** Quarterly
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**Date Range:** March 2001 to present
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Official Treasury exchange rates for foreign currencies used by federal agencies for reporting purposes. Updated quarterly (March 31, June 30, September 30, December 31).
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**Key fields:**
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| Field | Type | Description |
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|-------|------|-------------|
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| `record_date` | DATE | Quarter end date |
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| `country` | STRING | Country name |
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| `currency` | STRING | Currency name |
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| `country_currency_desc` | STRING | Combined "Country-Currency" (e.g., "Canada-Dollar") |
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| `exchange_rate` | NUMBER | Units of foreign currency per 1 USD |
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| `effective_date` | DATE | Date rate became effective |
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```python
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# Get all current exchange rates (latest quarter)
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resp = requests.get(
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"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/rates_of_exchange",
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params={"sort": "-record_date", "page[size]": 200}
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)
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df = pd.DataFrame(resp.json()["data"])
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latest_date = df["record_date"].max()
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current_rates = df[df["record_date"] == latest_date].copy()
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current_rates["exchange_rate"] = current_rates["exchange_rate"].astype(float)
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print(current_rates[["country_currency_desc", "exchange_rate"]].to_string())
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# Euro rate history
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resp = requests.get(
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"https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v1/accounting/od/rates_of_exchange",
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params={
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"fields": "record_date,exchange_rate",
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"filter": "country_currency_desc:eq:Euro Zone-Euro",
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"sort": "-record_date",
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"page[size]": 100
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}
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)
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euro_df = pd.DataFrame(resp.json()["data"])
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euro_df["exchange_rate"] = euro_df["exchange_rate"].astype(float)
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euro_df["record_date"] = pd.to_datetime(euro_df["record_date"])
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```
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---
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## TIPS and CPI Data
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**Endpoint:** `/v1/accounting/od/tips_cpi_data`
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**Frequency:** Monthly
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**Date Range:** April 1998 to present (2 data tables)
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Treasury Inflation-Protected Securities (TIPS) reference CPI data and index ratios used to calculate TIPS values.
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**Key fields:**
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| Field | Type | Description |
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|-------|------|-------------|
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| `record_date` | DATE | Date of record |
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| `index_ratio` | NUMBER | Index ratio for TIPS adjustment |
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| `ref_cpi` | NUMBER | Reference CPI value |
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---
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## FRN Daily Indexes
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**Endpoint:** `/v1/accounting/od/frn_daily_indexes`
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**Frequency:** Daily
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**Date Range:** April 2024 to present
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Daily index values for Treasury Floating Rate Notes (FRNs). The rate is based on the 13-week Treasury bill auction rate.
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---
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## Treasury Certified Interest Rates
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Four certification periods, each with their own endpoint set:
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### Annual Certification
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**Frequency:** Annual
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**Date Range:** October 2006 to present (9 data tables)
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### Monthly Certification
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**Frequency:** Monthly
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**Date Range:** October 2006 to present (6 data tables)
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### Quarterly Certification
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**Frequency:** Quarterly
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**Date Range:** October 2006 to present (4 data tables)
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### Semi-Annual Certification
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**Frequency:** Semi-Annual
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**Date Range:** January 2008 to present (1 data table)
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These certified interest rates are used for federal loans, financing programs, and other purposes requiring official Treasury-certified rates.
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---
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## Federal Credit Similar Maturity Rates
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**Endpoint:** `/v1/accounting/od/fed_credit_similar_maturity_rates`
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**Frequency:** Annual
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**Date Range:** September 1992 to present
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Interest rates used for valuing federal credit programs (loans and loan guarantees) under the Federal Credit Reform Act.
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---
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## Historical Qualified Tax Credit Bond Interest Rates
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**Frequency:** Daily (Discontinued)
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**Date Range:** March 2009 – January 2018
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Historical interest rates for Qualified Tax Credit Bonds (QTCB). No longer updated.
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---
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## State and Local Government Series (SLGS) Daily Rate Table
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**Endpoint:** `/v1/accounting/od/slgs_savings_bonds` (2 tables)
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**Frequency:** Daily
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**Date Range:** June 1992 to present
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Daily interest rates for State and Local Government Series securities, used by state and local issuers to comply with federal tax law arbitrage restrictions.
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