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
    },
    timeout=30,
)
resp.raise_for_status()
df = pd.DataFrame(resp.json()["data"])
latest = df[df["record_date"] == df["record_date"].max()]
print(latest[["security_desc", "avg_interest_rate_amt"]])

# First-page preview of historical rates 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"
    },
    timeout=30,
)
resp.raise_for_status()

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:

Fetch the latest record_date first, then fetch all pages for that date with all columns retained. A fixed page of 200 rows can omit currencies/amendments. Use country_currency_desc:eq:Euro Zone-Euro for euro history, preserving both record_date and effective_date. See examples.md.

Amendments are separate rows with later effective dates; a rate amended at month end applies to the remaining months of the quarter described in the official notes. Do not silently deduplicate a currency without choosing a reporting period. Multiply USD by the rate for foreign currency; divide foreign currency by the rate for USD. These are reporting rates, not daily market quotes.

TIPS and CPI Data

Two data tables under /v1/accounting/od/:

Frequency: Monthly Date Range: April 1998 to present

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

The summary table describes securities; daily observations live in detail. Neither table uses record_date.

Key fields:

FRN Daily Indexes

Endpoint: /v1/accounting/od/frn_daily_indexes Frequency: Monthly release (daily index rows per CUSIP) Date Range: October 2024 onward (current API coverage)

Daily index values for Treasury Floating Rate Notes (FRNs). The rate is based on the 13-week Treasury bill auction rate. Data is published monthly with daily index rows for each CUSIP.

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/federal_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

Endpoints: /v1/accounting/od/slgs_demand_deposit_rates and /v1/accounting/od/slgs_time_deposit_rates 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.

Official sources

Reviewed 2026-09-30 against the current dataset dictionaries and live API responses.

• Average Interest Rates Treasury Securities
• Treasury Reporting Rates Exchange
• Tips Cpi Data
• Slgs Daily Rate Table