📈 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.

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

📋 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.

📊 Data fields

Each record includes: aaaCorporate, baaCorporate, date, discountWindowPrimary, fedFundsEffective, frequency, primeRate, scrapedAt, seriesBundle, spread10y2y, spread10y3m, spread2y10y, treasury10Year, treasury1Month, treasury1Year, treasury20Year, treasury2Year, treasury30Year, treasury3Month, treasury3Year, treasury5Year, treasury6Month, treasury7Year, unit, yieldCurveInverted. These field names come straight from the actor's dataset schema, so what you see here is what lands in your dataset.

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

⚠️ 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.

🆘 Need Help?

If you hit a bug, have questions about setup, or need a scraper we haven't built yet, open our contact form or write to parseforge@protonmail.com. We also take on paid custom data projects.

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