📈 Federal Reserve H.15 Selected Interest Rates Scraper

🚀 Export the U.S. Treasury yield curve in seconds. Pull every constant-maturity Treasury rate (1-month through 30-year), the 10y-2y and 10y-3m spreads, and the yield-curve inversion flag, with full historical depth back to 1962. No sign-up, no manual CSV wrangling.

🕒 Last updated: 2026-05-15 · 📊 19 fields per record · 🇺🇸 11 Treasury maturities · 📅 Daily / weekly / monthly / annual since 1962

The Federal Reserve H.15 Scraper exports the U.S. Federal Reserve H.15 Selected Interest Rates release and returns 19 fields per observation date, including all 11 Treasury constant-maturity yields (1mo, 3mo, 6mo, 1yr, 2yr, 3yr, 5yr, 7yr, 10yr, 20yr, 30yr), the 10y-2y and 10y-3m spreads, and a computed yield-curve inversion flag. The H.15 release is the canonical reference for U.S. risk-free rates and underpins fixed-income research, derivative pricing, and macroeconomic analysis worldwide.

The catalogue covers business-daily, weekly, and monthly observations since 1962, with computed aggregations to the latest observation per period. This Actor makes the full curve downloadable as CSV, Excel, JSON, or XML in under a minute. Date-range filtering and sort order run server-side, so you skip the ETL entirely.

🎯 Target Audience	💡 Primary Use Cases
Quant analysts, fixed-income desks, macro researchers, fintech teams, economics journalists, treasurers	Yield-curve research, spread monitoring, recession-signal models, fixed-income backtests, treasury benchmarking, macro dashboards

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📋 What the Federal Reserve H.15 Scraper does

Four observation workflows in a single run:

• 📅 Business-daily. Every observation date the H.15 release publishes (since 1962).
• 📆 Weekly. Last business-day per ISO week, computed server-side.
• 🗓️ Monthly. Last business-day per calendar month.
• 🎯 Custom date range. Restrict to any window (e.g. last 12 months, the 2008 crisis, the 2020 pandemic).

Each record includes all 11 Treasury constant-maturity yields, the 10y-2y spread, the 10y-3m spread, and a boolean flag indicating whether the curve is currently inverted. Sort order (newest-first or oldest-first) is configurable.

💡 Why it matters: the Treasury yield curve is the most-cited recession signal in finance, the discount curve under fixed-income pricing, and the input layer for thousands of macro models. Rebuilding this dataset by hand means downloading H.15 PDFs, parsing CSVs, and reconciling holiday gaps. This Actor skips all of that.

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🎬 Full Demo

🚧 Coming soon: a 3-minute walkthrough showing how to go from sign-up to a downloaded yield-curve dataset.

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⚙️ Input

Input	Type	Default	Behavior
maxItems	integer	10	Observations to return. Free plan caps at 10, paid plan at 1,000,000.
series	string	"treasury-constant-maturity"	Series bundle. Returns all 11 maturities on each observation date.
frequency	string	"daily"	One of daily, weekly, monthly.
startDate, endDate	string	""	YYYY-MM-DD bounds. Empty = full history back to 1962.
sortOrder	string	"desc"	desc = newest first, asc = oldest first.

Example: latest 250 daily observations.

{
    "maxItems": 250,
    "series": "treasury-constant-maturity",
    "frequency": "daily",
    "sortOrder": "desc"
}

Example: monthly close from January 2000 to today.

{
    "maxItems": 1000,
    "frequency": "monthly",
    "startDate": "2000-01-01",
    "sortOrder": "asc"
}

⚠️ Good to Know: the H.15 release skips weekends and U.S. federal holidays, so daily series have natural gaps. Records where every Treasury maturity is unreported (full holidays) are omitted. For aggregated weekly and monthly views, the Actor returns the last business observation of each period.

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📊 Output

Each observation record contains 19 fields. Download the dataset as CSV, Excel, JSON, or XML.

🧾 Schema

Field	Type	Example
📅 date	string (YYYY-MM-DD)	"2026-05-14"
🏷️ seriesBundle	string	"treasury-constant-maturity"
📅 frequency	string	"daily"
📈 treasury1Month	number | null	5.31
📈 treasury3Month	number | null	5.27
📈 treasury6Month	number | null	5.18
📈 treasury1Year	number | null	4.91
📈 treasury2Year	number | null	4.72
📈 treasury3Year	number | null	4.55
📈 treasury5Year	number | null	4.38
📈 treasury7Year	number | null	4.41
📈 treasury10Year	number | null	4.45
📈 treasury20Year	number | null	4.71
📈 treasury30Year	number | null	4.62
📊 spread10y2y	number | null	-0.27
📊 spread10y3m	number | null	-0.82
🚦 yieldCurveInverted	boolean | null	true
📏 unit	string	"Percent per Year"
📜 sourceRelease	string	"Federal Reserve H.15 Selected Interest Rates"
🕒 scrapedAt	ISO 8601	"2026-05-15T00:00:00.000Z"

📦 Sample records

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✨ Why choose this Actor

	Capability
📊	Full curve in one record. All 11 Treasury constant-maturity yields on every observation date.
🚦	Recession signal built in. 10y-2y and 10y-3m spreads plus the yield-curve inversion flag are computed for you.
📅	Six decades of history. Every business day from 1962 through today.
⚙️	Server-side aggregation. Switch between daily, weekly, and monthly with one input.
⚡	Fast. 250 observations in under 30 seconds, full history in under five minutes.
🌐	Authoritative source. The Federal Reserve H.15 release is the reference dataset cited by the IMF, BIS, World Bank, and central banks worldwide.
🚫	No sign-up. Works against the public Federal Reserve release. No login required.

📊 The Treasury constant-maturity curve is the discount curve for U.S. corporate bonds, the input to mortgage rates, and the most-watched leading indicator for U.S. recessions.

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📈 How it compares to alternatives

Approach	Cost	Coverage	Refresh	Filters	Setup
⭐ Federal Reserve H.15 Scraper (this Actor)	$5 free credit, then pay-per-use	11 maturities, 1962-today	Live per run	series, frequency, date range, sort	⚡ 2 min
Manual H.15 CSV downloads	Free	Same coverage	Manual refresh	None (raw CSV)	🕒 Hours
Bloomberg / Refinitiv terminals	$24,000+/year	Excellent	Real-time	Many	💼 Enterprise contract
Free open-data dashboards	Free	Limited maturities	Daily	Few	🐢 Web scraping

Pick this Actor when you want the full constant-maturity curve plus computed spreads, with no manual CSV work.

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🚀 How to use

1. 📝 Sign up. Create a free account with $5 credit (takes 2 minutes).
2. 🌐 Open the Actor. Go to the Federal Reserve H.15 Scraper page on the Apify Store.
3. 🎯 Set input. Pick a frequency, set an optional date range, and choose a sort order.
4. 🚀 Run it. Click Start and let the Actor fetch the curve.
5. 📥 Download. Grab your results in the Dataset tab as CSV, Excel, JSON, or XML.

⏱️ Total time from signup to downloaded yield curve: 3-5 minutes. No coding required.

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💼 Business use cases

📊 Quant & Fixed-Income Research Build the discount curve for bond pricing models Backtest curve-steepener and flattener strategies Track 10y-2y inversions as a recession early-warning signal Calibrate stochastic interest-rate models	🏦 Treasury & Corporate Finance Benchmark debt-issuance pricing against Treasury maturities Mark-to-market floating and fixed corporate liabilities Forecast cash-management yield from short-end rates Stress-test loan books against historical rate shocks
📰 Macro & Economic Reporting Power macro dashboards with daily curve updates Generate journalism charts for inversion coverage Compare current yield curve to historic regimes Feed inflation-versus-yield commentary articles	🎓 Academic & Analyst Workflows Replicate term-structure papers with cited data Train ML models on six decades of curve dynamics Run event studies around FOMC announcements Power student finance courses with real Treasury data

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🔌 Automating Federal Reserve H.15 Scraper

Control the scraper programmatically for scheduled runs and pipeline integrations:

• 🟢 Node.js. Install the apify-client NPM package.
• 🐍 Python. Use the apify-client PyPI package.
• 📚 See the Apify documentation for full details.

The Apify Schedules feature lets you trigger this Actor on any cron interval. A daily refresh after the U.S. close keeps your curve dataset current.

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🌟 Beyond business use cases

Reference rate data powers more than commercial workflows. The same structured records support research, civic projects, education, and personal initiatives.

🎓 Research and academia Replicate published yield-curve studies with versioned data pulls Teach term-structure theory with real H.15 observations Run event studies on FOMC, CPI, and NFP releases Train undergraduate finance students on live Treasury data	🎨 Personal and creative Build a personal macro dashboard with daily curve updates Visualize inversions across decades on a portfolio site Annotate historical recessions on yield-curve charts Generate newsletter charts for economics writing
🤝 Non-profit and civic Power public-interest dashboards on borrowing costs Inform consumer reporting on mortgage and auto-loan rates Provide free term-structure data to journalism collectives Support advocacy on housing affordability with curve data	🧪 Experimentation Train ML models that forecast curve shape changes Prototype derivative-pricing engines with real input curves Test recession-signal classifiers across six decades Validate macro hypotheses against authoritative data

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🤖 Ask an AI assistant about this scraper

Open a ready-to-send prompt about this ParseForge actor in the AI of your choice:

• 💬 ChatGPT
• 🧠 Claude
• 🔍 Perplexity
• 🅒 Copilot

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❓ Frequently Asked Questions

🧩 How does it work?

Pick a series bundle (Treasury constant maturity), a frequency (daily, weekly, monthly), and an optional date range. The Actor pulls the H.15 release, parses every observation date, computes the 10y-2y and 10y-3m spreads, flips the inversion flag, and writes one clean record per date.

📏 How accurate is the data?

Records mirror the Federal Reserve H.15 release exactly. Holiday gaps and unreported maturities (e.g. the 30-year Treasury was discontinued from 2002 to 2006) are preserved as null rather than fabricated.

🔁 How often is the dataset refreshed?

The H.15 release is published on every U.S. business day, typically by late afternoon Eastern. Run the Actor after the daily release to capture the latest observation.

📅 How far back does the history go?

Most Treasury maturities are available from the early 1960s. Specific maturities started later (e.g. 1-month from 2001, 20-year resumed in 2020). Unavailable values surface as null.

⏰ Can I schedule regular runs?

Yes. Use Apify Schedules to run this Actor every business day at 5 PM Eastern, weekly, or monthly.

⚖️ Is this data legal to use?

The Federal Reserve H.15 release is U.S. government data published in the public domain. You can use it for research, journalism, and commercial products with attribution.

💼 Can I use this data commercially?

Yes. Public-domain U.S. government statistics carry no licensing restrictions. You are responsible for any downstream contractual obligations on derived products.

💳 Do I need a paid Apify plan to use this Actor?

No. The free Apify plan is enough for testing and small runs (10 observations per run). A paid plan lifts the limit and unlocks scheduling and full-history pulls.

🔁 What happens if a run fails?

Apify retries transient errors automatically. If a run still fails, inspect the log in the Runs tab, fix the input, and re-run. Partial datasets from failed runs are preserved.

🏦 Does it include fed funds, prime, and other H.15 series?

The current release exposes the Treasury constant-maturity bundle. Reach out via the contact form below to request fed funds, prime, or other H.15 series.

🆘 What if I need help?

Our support team is here to help. Contact us through the Apify platform or use the Tally form linked below.

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🔌 Integrate with any app

Federal Reserve H.15 Scraper connects to any cloud service via Apify integrations:

• Make - Automate multi-step workflows
• Zapier - Connect with 5,000+ apps
• Slack - Get curve updates in your channels
• Airbyte - Pipe Treasury data into your warehouse
• GitHub - Trigger runs from commits and releases
• Google Drive - Export datasets straight to Sheets

You can also use webhooks to trigger downstream actions when a run finishes. Push the latest curve into your trading system, or alert a Slack channel when the 10y-2y spread crosses zero.

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💡 Pro Tip: browse the complete ParseForge collection for more reference-data scrapers.

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🆘 Need Help? Open our contact form to request a new scraper, propose a custom data project, or report an issue.

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⚠️ Disclaimer: this Actor is an independent tool and is not affiliated with, endorsed by, or sponsored by the Federal Reserve System or any of its member banks. All trademarks mentioned are the property of their respective owners. Only publicly available U.S. government statistics are collected.