Fed Rate Tracker — NY Fed & US Treasury Rates

Fed Rate Tracker fetches official Federal Reserve interest rates from two authoritative public APIs — NY Fed Reference Rates (EFFR, SOFR, OBFR) and US Treasury Yield Curve (1M to 30Y) — in one structured dataset. No API key required. $0.001/record.

The Fed Funds Rate and Treasury yield curve are the anchors of global macro. Every risk asset — stocks, crypto, bonds — prices off the risk-free rate. This actor gives you the official data directly, updated daily, without navigating government portals.

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Why use Fed Rate Tracker?

1. Yield curve inversion monitoring — Compute 2Y–10Y spreads to track the recession signal. A persistently inverted curve has preceded every US recession since the 1970s. Automate daily alerts.
2. FOMC decision detection — The target_rate_from/target_rate_to fields change when the Fed raises or cuts rates. Schedule daily runs and detect rate changes the day they happen.
3. SOFR monitoring — SOFR replaced LIBOR as the benchmark for floating-rate debt. Track it alongside EFFR to understand the overnight lending market for risk modeling.
4. Crypto/equity macro correlation — Feed current 10Y Treasury yield into models alongside BTC price. Rising rates → risk-off → crypto headwinds. Automate this signal.
5. Multi-timeframe rate analysis — outputFormat: "timeseries" gives you the full historical series for trend analysis. Track rate cycles across years.

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How to use

1. Open the actor on Apify Store and click Try for free.
2. Set sources to nyfed, treasury, or both.
3. Set startDate/endDate for historical range, or latestOnly: true for just today's values.
4. Click Start. Returns structured rate records per series per date.

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Input

Field	Type	Default	Description
sources	string[]	["nyfed","treasury"]	Data sources: nyfed, treasury
startDate	string	1 year ago	Treasury yield curve start (YYYY-MM-DD)
endDate	string	today	Treasury yield curve end (YYYY-MM-DD)
outputFormat	string	"records"	records (one row/series/date) or timeseries
latestOnly	boolean	false	Return only the most recent value per series

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Output

NY Fed rate record:

{
  "date": "2026-08-31",
  "series_id": "EFFR",
  "series_title": "Effective Federal Funds Rate",
  "value": 3.63,
  "units": "Percent",
  "source": "New York Federal Reserve",
  "target_rate_from": 3.5,
  "target_rate_to": 3.75,
  "percentile_1": 3.60,
  "percentile_75": 3.63,
  "volume_billion_usd": 105
}

Treasury yield record:

{
  "date": "2026-08-31",
  "series_id": "BC_10YEAR",
  "series_title": "US Treasury 10 Year Yield",
  "value": 4.70,
  "units": "Percent",
  "source": "U.S. Department of the Treasury",
  "maturity": "10 Year"
}

Series covered

Series	Description	Source
EFFR	Effective Federal Funds Rate (with percentiles + volume)	NY Fed
SOFR	Secured Overnight Financing Rate	NY Fed
OBFR	Overnight Bank Funding Rate	NY Fed
TGCR / BGCR	Tri-Party / Broad General Collateral Rates	NY Fed
BC_1MONTH to BC_30YEAR	Full Treasury yield curve	US Treasury

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Cost estimation

Pay-Per-Event: $0.005 flat + $0.001 per rate record.

Use case	Records	Estimated cost
Latest values only (~12 series)	12	~$0.017/run
1-year historical (12 series × 250 days)	3,000	~$3.005/run
Daily monitoring (latest only)	12/day	~$0.017/day
Weekly yield curve snapshot	12 × 7	~$0.089/week

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FAQ

How do I detect an FOMC rate change? Monitor target_rate_from and target_rate_to in EFFR records. A change in either field vs. the previous day = the Fed changed rates. Schedule daily and compare.

What's the difference between SOFR and EFFR? EFFR is the rate banks charge each other for overnight uncollateralized loans. SOFR is the rate on overnight Treasury repo loans (collateralized). SOFR replaced LIBOR and is now the benchmark for most floating-rate financial contracts.

How current is the data? NY Fed publishes reference rates by 9am ET each business day. Treasury yields are typically available by mid-afternoon. Weekends and holidays have no observations.

Can I get the FOMC dot plot or rate probabilities? This actor provides official realized rates, not market-implied probabilities. For CME FedWatch-style probabilities, look for a dedicated actor.

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Related actors

• Bank of Canada Rates — CAD yield curve + BoC policy rate for cross-border rate differential analysis
• Crypto ETF Flow Tracker — Institutional BTC demand that correlates inversely with rising rate periods
• Altcoin BTC-Relative Performance — Risk-on alt season signal that tends to peak before rate hikes accelerate

Feedback

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