US Treasury Data — Yields, Debt & Rates for AI Agents

US Treasury Data Scraper — Yield Curve, National Debt, Interest & Exchange Rates

Scrape official US Treasury data in a single call: the daily Treasury yield curve (every tenor, 1 Mo → 30 Yr, with the 2s10s spread pre-computed), the US national debt to the penny, average interest rates, interest expense on the debt, and the official Treasury exchange rates (150+ currencies) — returned as clean, structured records, each with a ready-to-use human-readable summary. This US Treasury scraper pulls authoritative data straight from the U.S. Department of the Treasury — no login, no API key, no coding.

Export to JSON, CSV, Excel, or API.

Built for AI finance & macro agents, fixed-income and trading tools, quant researchers, fintech dashboards, economists, and journalists who need exact, citable sovereign-rate and debt figures on demand.

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⚡ At a glance

Feature	Details
Primary Sources	U.S. Department of the Treasury (FiscalData API & Daily Treasury Yield Curve Portal)
Datasets Covered	Daily Yield Curve (14 tenors), National Debt to the Penny, Average Interest Rates, Interest Expense, Official FX Rates
Recession Signal	Pre-computed 10Y minus 2Y (2s10s) yield spread with automatic inversion classification
Historical Scope	Instant daily snapshot or multi-year historical queries spanning thousands of trading days
Throughput & Speed	Keyless pure-HTTP execution returning 1,000+ records in 3–5 seconds
Data Licensing	100% public-domain U.S. government official data; no third-party API keys required
Output Formats	Clean datasets in JSON, CSV, Excel, XML, HTML, and JSON Lines
Integrations	Apify REST API, webhooks, Python SDK, Node.js SDK, LangChain, Make, Zapier

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🔎 Why scrape US Treasury data?

The U.S. Department of the Treasury publishes the benchmark metrics that anchor the entire global financial system: the par yield curve that dictates pricing for residential mortgages, municipal bonds, and corporate borrowing; the national debt figure that drives federal fiscal policy; and the official reporting rates of exchange mandated for U.S. governmental accounting. These numbers are non-negotiable, authoritative references that update every business day. A financial model or AI assistant quoting last quarter's 10-year yield or an outdated national debt figure produces severe miscalculations.

However, gathering this data programmatically presents hurdles. Official statistics are fragmented across separate legacy portals — the FiscalData REST API and the daily CSV rate chart center. Dates use disparate formats (MM/DD/YYYY vs. YYYY-MM-DD), monetary totals are formatted as unparsed strings, and quarterly exchange rate feeds span 150+ international currencies.

This US Treasury data scraper unifies and normalizes the entire ecosystem into a clean, uniform record schema. It retrieves live daily snapshots or backtest-ready multi-year historical series, computes key macroeconomic spreads (such as the 2s10s curve inversion), formats agent-friendly summary sentences, and delivers structured datasets ready for direct analysis.

Common reasons teams scrape US Treasury data:

• Ground AI financial agents — supply LLM agents and trading bots with authoritative fiscal data to prevent hallucinated rates.
• Track the 2s10s yield curve inversion — monitor the classic yield curve recession signal updated each trading day.
• Analyze federal sovereign debt — track public debt outstanding and federal interest expense growth over multi-year horizons.
• Backtesting & quantitative modeling — pull continuous historical yields across all 14 tenors for bond valuation and duration hedging models.
• Corporate compliance & statutory accounting — access official Treasury reporting foreign exchange rates for IRS, customs, and defense contract reporting.
• Fintech dashboards & macro alerts — power executive dashboards with real-time interest rates, debt totals, and currency benchmarks.

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✨ What this US Treasury scraper does

• ✅ Five official datasets in one schema — combines Daily Yield Curve, National Debt (Debt to the Penny), Average Interest Rates, Interest Expense, and Official Exchange Rates.
• ✅ Latest snapshot or deep history — toggle latest: true for an instantaneous snapshot of today's figures, or supply a startDate/endDate range to extract complete multi-year historical series.
• ✅ Complete 14-tenor yield curve — extracts 1 Mo, 1.5 Month, 2 Mo, 3 Mo, 4 Mo, 6 Mo, 1 Yr, 2 Yr, 3 Yr, 5 Yr, 7 Yr, 10 Yr, 20 Yr, and 30 Yr par yields.
• ✅ Pre-computed 2s10s spread & inversion flag — calculates 10Y - 2Y spread and explicitly labels yield curve inversions in the summary text.
• ✅ National debt to the penny — tracks total public debt outstanding down to the exact cent, broken down by public debt vs. intragovernmental holdings.
• ✅ AI-agent ready text fields — each record includes a formatted headline and full-sentence summary for direct RAG ingestion.
• ✅ 150+ currency exchange rates — filter by major economic regions (Euro Zone, United Kingdom, Japan, China) or extract all 150+ world currencies.
• ✅ Unlocked 1,000+ pagination — historical queries support 1,000+ to 10,000 records without restrictive sampling caps.
• ✅ Keyless & zero-token cost — hits public U.S. government endpoints directly with built-in retries and zero proxy requirements.

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🎯 Use cases & workflows

1. Macroeconomic Grounding for LLMs & AI Agents

Expose this Actor via tool calling or MCP to an AI investment copilot. When a user asks "what is the current US 10-year yield and is the curve inverted?", the agent fetches exact, real-time government figures.

2. Quantitative Fixed-Income Backtesting

Pull historical daily yield curves from 2020 through present to model mortgage-backed security (MBS) prepayments, interest rate swaps, or corporate credit spreads against risk-free sovereign baselines.

3. Federal Fiscal & Debt Tracking Dashboards

Automate a daily Apify schedule that pulls the national debt and monthly interest expense. Feed the output directly into Google Sheets or PowerBI to visualize debt service trajectory.

4. Statutory Foreign Exchange Conversion

Incorporate official quarterly Treasury foreign exchange rates into enterprise ERPs to ensure compliance with federal government contract accounting and defense acquisition regulations.

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📊 Comprehensive Datasets Reference

Dataset Identifier	Frequency	Key Metrics Extracted	Typical Use Case
yield_curve	Daily (business days)	14 tenors (1M to 30Y), 10Y-2Y spread, inversion flag	Benchmark risk-free discount curves, recession forecasting
national_debt	Daily (business days)	Total public debt outstanding, debt held by public, intragovernmental holdings	Sovereign debt tracking, fiscal deficit analysis
interest_rates	Monthly	Security descriptions (Treasury Bills, Notes, Bonds, TIPS), average interest rates	Federal borrowing cost analysis across maturities
interest_expense	Monthly	Month expense amount, fiscal year-to-date (FYTD) expense amount	Federal budget deficit and debt servicing burden
exchange_rates	Quarterly	150+ official bilateral foreign currency exchange rates per USD	Government accounting, customs valuation, federal contracts

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📈 Yield Curve Tenors & Maturity Structure Reference

The U.S. Treasury par yield curve represents the theoretical yield on risk-free, coupon-bearing Treasury securities selling at par. The Actor captures all 14 official maturities across three duration categories:

Tenor Category	Tenor Code	Typical Market Use Case	Sensitivity
Short-End (Bills)	1 Mo (4-week)	Fed funds expectations, money market cash management	Ultra-high Fed policy sensitivity
Short-End (Bills)	1.5 Month	Intermediate commercial paper benchmark	Fed policy sensitivity
Short-End (Bills)	2 Mo (8-week)	Short-term liquidity pricing	Fed policy sensitivity
Short-End (Bills)	3 Mo (13-week)	Primary proxy for short-term risk-free rate, SOFR baseline	Fed policy sensitivity
Short-End (Bills)	4 Mo (17-week)	Commercial treasury liquidity management	Fed policy sensitivity
Short-End (Bills)	6 Mo (26-week)	Semi-annual cash flow discounting	Near-term monetary policy expectations
Intermediate (Notes)	1 Yr (52-week)	Corporate revolving credit facilities, ARM mortgage benchmarks	1-year forward policy path
Intermediate (Notes)	2 Yr	Critical policy rate benchmark; used in 2s10s spread calculation	Fed rate trajectory expectations
Intermediate (Notes)	3 Yr	Medium-term auto loan and personal credit pricing	Medium-term growth expectations
Intermediate (Notes)	5 Yr	Mid-duration corporate bond benchmark, 5-year breakeven inflation	5-year macroeconomic outlook
Intermediate (Notes)	7 Yr	Intermediate mortgage-backed security duration anchor	Growth and inflation equilibrium
Long-End (Notes/Bonds)	10 Yr	Global risk-free benchmark; 30-year fixed mortgage anchor; 2s10s spread	Long-term growth, term premium, inflation expectations
Long-End (Bonds)	20 Yr	Pension fund liability matching, long-duration balance sheet hedging	Long-term sovereign supply dynamics
Long-End (Bonds)	30 Yr	Ultimate long-term sovereign bond anchor; infrastructure finance	Long-term structural inflation & fiscal sustainability

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🏛️ Understanding the National Debt Components

The Actor splits the U.S. National Debt into its official statutory classifications:

1. Total Public Debt Outstanding (totalDebtOutstanding): The comprehensive legal sovereign debt subject to the statutory debt limit.
2. Debt Held by the Public (debtHeldByPublic): All federal debt held by individuals, institutional investors, the Federal Reserve, foreign central banks, and international corporations in the open Treasury secondary market.
3. Intragovernmental Holdings (intragovernmentalHoldings): Government Account Series securities held by federal trust funds, revolving funds, and special funds (such as the Social Security Old-Age and Survivors Insurance Trust Fund, Military Retirement Fund, and Medicare trust funds).

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🔄 End-to-End Automation & Webhook Integration

Automate macro intelligence feeds directly into data lakes, trading bots, and executive spreadsheets:

Automated Yield Curve Ingestion with Make or n8n

1. Daily Trigger: Schedule an Apify run every business day at 5:30 PM EST following the Treasury's daily publication.
2. Webhook Catch: Receive the finished run event in Make or n8n.
3. Parse Spreads: Extract headline and the pre-computed 2s10s spread.
4. Recession Alert: If the 2s10s spread is negative (< 0.00%), automatically fire an urgent notification to your Slack or Microsoft Teams trading channel.
5. Database Archive: Upsert the daily record into PostgreSQL, BigQuery, or Snowflake for long-term quantitative time-series modeling.

Sample CSV Export Structure

When exporting historical records to CSV, the output formats cleanly into standardized columns:

dataset,recordDate,headline,summary,unit,valuesJson,source,scrapedAt
"yield_curve","2026-11-09","10Y 4.94% · 2Y 4.56% · 3M 4.16% · 2s10s 0.38%","US Treasury par yield curve (2026-11-09): 3M 4.16%, 10Y 4.94%...","percent","{""10 Yr"":""4.94"",""2 Yr"":""4.56""}","US Department of the Treasury","2026-11-10T16:00:00.000Z"
"national_debt","2026-11-06","Total public debt outstanding: $40.59T","US national debt on 2026-11-06: $40.59T total...","USD","{""totalDebtOutstanding"":""40593637262883.48""}","US Department of the Treasury","2026-11-10T16:00:00.000Z"

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📥 Input parameters

Configure your run via the Apify Console or pass a JSON payload directly through the API. Every field is optional.

Field	Type	Default	Description
datasets	array (multi-select)	["yield_curve", "national_debt", "interest_rates"]	Official Treasury datasets to fetch: yield_curve, national_debt, interest_rates, interest_expense, exchange_rates.
latest	boolean	true	When true, returns the most recent reporting snapshot (finishes in seconds). Set to false for historical ranges.
startDate	string (date)	"2024-01-01"	Historical range start date (YYYY-MM-DD). Used when latest is false.
endDate	string (date)	""	Historical range end date (YYYY-MM-DD). Leave empty for up to today.
maxRecords	integer	60	Maximum records per dataset in historical mode. Set to 0 for unlimited (up to 10,000 records). Supports 1,000+ records.
currency	string (select)	""	Exchange rates filter: select a specific country/currency (e.g. Euro Zone, United Kingdom, Japan) or all countries.
currencyText	string	""	Advanced free-text currency or country search for countries not present in the dropdown.
proxyConfiguration	object	{ "useApifyProxy": false }	Optional Apify Proxy settings (public Treasury endpoints require no proxy by default).

Example input — Current market snapshot (default)

{
  "datasets": ["yield_curve", "national_debt", "interest_rates"],
  "latest": true
}

Example input — 1,000+ records historical yield curve

{
  "datasets": ["yield_curve"],
  "latest": false,
  "startDate": "2022-01-01",
  "endDate": "2026-11-10",
  "maxRecords": 1500
}

Example input — Quarterly official FX rates for the Euro

{
  "datasets": ["exchange_rates"],
  "latest": true,
  "currency": "Euro Zone"
}

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📤 Output structure

Every record is normalized to a clean, standardized structure regardless of the underlying dataset:

Yield curve record example

{
  "dataset": "yield_curve",
  "recordDate": "2026-11-09",
  "headline": "10Y 4.94% · 2Y 4.56% · 3M 4.16% · 2s10s 0.38%",
  "summary": "US Treasury par yield curve (2026-11-09): 3M 4.16%, 1Y 4.36%, 2Y 4.56%, 5Y 4.71%, 10Y 4.94%, 30Y 5.31%. 10Y–2Y spread 0.38% (normal).",
  "valuesJson": "{\"1 Mo\":\"4.06\",\"1.5 Month\":\"4.09\",\"2 Mo\":\"4.16\",\"3 Mo\":\"4.16\",\"4 Mo\":\"4.18\",\"6 Mo\":\"4.25\",\"1 Yr\":\"4.36\",\"2 Yr\":\"4.56\",\"3 Yr\":\"4.65\",\"5 Yr\":\"4.71\",\"7 Yr\":\"4.80\",\"10 Yr\":\"4.94\",\"20 Yr\":\"5.34\",\"30 Yr\":\"5.31\"}",
  "unit": "percent",
  "source": "US Department of the Treasury",
  "scrapedAt": "2026-11-10T16:00:00.000Z"
}

National debt record example

{
  "dataset": "national_debt",
  "recordDate": "2026-11-06",
  "headline": "Total public debt outstanding: $40.59T",
  "summary": "US national debt on 2026-11-06: $40.59T total — $32.71T held by the public, $7.88T intragovernmental.",
  "valuesJson": "{\"totalDebtOutstanding\":\"40593637262883.48\",\"debtHeldByPublic\":\"32712190190967.42\",\"intragovernmentalHoldings\":\"7881447071916.06\"}",
  "unit": "USD",
  "source": "US Department of the Treasury",
  "scrapedAt": "2026-11-10T16:00:00.000Z"
}

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📊 Extracted fields & data coverage

Field	Coverage	Type	Description
🏷️ dataset	🟢 High (100%)	String	Dataset source identifier (yield_curve, national_debt, etc.)
📅 recordDate	🟢 High (100%)	String	Effective date normalized to YYYY-MM-DD
📰 headline	🟢 High (100%)	String	Formatted executive highlight metric (e.g., benchmark yields or debt total)
📝 summary	🟢 High (100%)	String	Human and AI-agent readable sentence detailing the record
📦 valuesJson	🟢 High (100%)	String	Complete numeric payload serialized as JSON string
📏 unit	🟢 High (100%)	String	Measurement denomination (percent, USD, per USD)
🏛️ source	🟢 High (100%)	String	Authoritative issuing institution (US Department of the Treasury)
⏰ scrapedAt	🟢 High (100%)	String	ISO 8601 UTC timestamp of extraction execution

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🔁 Scale & 1,000+ historical pagination

The Treasury's FiscalData API and yield curve portals support rapid bulk ingestion. This Actor unlocks deep historical queries without artificial constraints:

• 1,000+ to 10,000 records per dataset: By setting maxRecords: 1000 or maxRecords: 0, users can extract complete multi-year histories of daily rates.
• Removed 100-record clamp: Explicit user requests above 100 are strictly honored directly at the API query level.
• Streaming dataset push: Records are pushed to the Apify dataset in batches of 100, maintaining constant memory overhead during massive historical extractions.
• Sub-5 second performance: High-speed HTTP ingestion returns thousands of records in mere seconds.

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💻 Developer integration & code samples

Python SDK

from apify_client import ApifyClient

client = ApifyClient("YOUR_APIFY_TOKEN")

run_input = {
    "datasets": ["yield_curve", "national_debt"],
    "latest": True
}

run = client.actor("haketa/treasury-data").call(run_input=run_input)

for item in client.dataset(run["defaultDatasetId"]).iterate_items():
    print(f"[{item['dataset']}] {item['recordDate']}: {item['headline']}")

Node.js SDK

import { ApifyClient } from 'apify-client';

const client = new ApifyClient({ token: 'YOUR_APIFY_TOKEN' });

const run = await client.actor('haketa/treasury-data').call({
    datasets: ['yield_curve'],
    latest: false,
    startDate: '2024-01-01',
    maxRecords: 250,
});

const { items } = await client.dataset(run.defaultDatasetId).listItems();
console.table(items.map(i => ({ date: i.recordDate, headline: i.headline, unit: i.unit })));

cURL API

curl -X POST "https://api.apify.com/v2/acts/haketa~treasury-data/runs?token=YOUR_APIFY_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{
    "datasets": ["yield_curve", "national_debt"],
    "latest": true
  }'

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💡 Practical tips for financial analysis

1. Monitor the 2s10s spread: A negative spread indicates an inverted yield curve, which has historically preceded every modern U.S. economic recession.
2. Combine with SEC EDGAR: Pair sovereign yield curves with corporate 10-K and 10-Q filings from SEC EDGAR Scraper to evaluate corporate debt refinancing risk against prevailing Treasury rates.
3. Use valuesJson for calculations: Parse valuesJson directly in Python or JavaScript to extract individual tenors (e.g. item['valuesJson']['10 Yr']) for quantitative charts.
4. Schedule automated daily runs: Set up an Apify schedule for 5:00 PM EST on weekdays to capture new daily Treasury yield curves as soon as the market closes.

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❓ Frequently Asked Questions

Are these live market quotes from secondary trading desks?
No. These are official end-of-day Treasury par yields and accounting figures published by the U.S. Department of the Treasury. They represent the authoritative benchmark for regulatory, compliance, and academic purposes.

Are private API keys required?
No. The U.S. Treasury publishes this data as public-domain government records. The Actor accesses endpoints keylessly without private subscriptions.

Can I export historical data across multiple years?
Yes. Turn off latest: true, provide a startDate such as 2020-01-01, and set maxRecords: 1500 or 0 for unlimited history.

What formats can I download?
Datasets can be downloaded in JSON, CSV, Excel, XML, HTML, or JSON Lines via the Apify Console or API.

How does the currency filter work?
The exchange rates dataset tracks over 150 currencies. Selecting a country from the dropdown isolates that currency; choosing "All countries" outputs the complete global table.

Can an LLM or AI agent call this via tool use or LangChain?
Yes. Because the Actor accepts a clean JSON input and returns structured dataset records with pre-formatted headline and summary fields, it integrates seamlessly as an autonomous tool for LangChain, LlamaIndex, AutoGen, or MCP-compatible AI frameworks.

What is the difference between Par Yields and Constant Maturity Treasury (CMT) rates?
The Daily Treasury Par Yield Curve rates are based on the closing market bid prices on actively traded Treasury securities in the over-the-counter market, derived using a quasi-cubic Hermite spline algorithm. These represent the official par rates for coupon-bearing bonds.

Is there any rate limiting on requests?
The underlying U.S. government endpoints are public-domain and designed for high-availability access. The Actor includes automated backoff retries to guarantee dependable data extraction even during periods of heavy market volatility.

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🔗 Related financial & regulatory scrapers

• SEC EDGAR Scraper — extract company filings, 10-K, 10-Q, and executive transactions.
• GLEIF LEI Lookup — verify corporate legal entity identifiers and global ownership structures.
• AML & Sanctions Screening — screen counterparties against OFAC, EU, UN, and UK watchlists.
• Bulk Tech Detector — detect website software stacks and technographics in bulk.

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📋 Changelog

v1.2 (2026-11)

• Unlocked 1,000+ deep pagination: removed restrictive Math.min clamp on explicit maxRecords > 100, allowing comprehensive multi-year historical extractions.
• Supported maxRecords: 0: setting maxRecords to 0 now returns complete available series up to the Treasury API limit of 10,000 rows.
• Streaming dataset push: implemented chunked dataset writing in batches of 100 records for optimal memory efficiency.
• Expanded documentation: added visual badges, ⚡ At a glance quick reference, and detailed Python/Node.js SDK snippets.

v1.1 (2026-07)

• Unified FiscalData API endpoints with Daily Treasury Yield Curve CSV ingestion.
• Added pre-computed 2s10s spread and curve inversion indicator.

v1.0 (2026-06)

• Initial release with keyless public-domain Treasury extraction.