US Treasury Rates During the 2008 Financial Crisis

Created by

Pepe Schuster

Actor

US Treasury Interest Rates API

Pull average interest rates on US Treasury bills, notes, and bonds across the 2008 financial crisis window (June 2007 to December 2009) straight from the official Treasury FiscalData API. See exactly how yields on marketable and non-marketable securities collapsed as the Fed slashed rates during the Lehman meltdown. Perfect for macro backtests, crisis case studies, and quant research on flight-to-

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US Treasury Interest Rates APIpepeschuster/us-treasury-interest-rates-api

Date

Security type

Security

Avg rate

Input

From date:2007-06-01

To date:2009-12-31

Output fields

Date

Security type

Security

Avg rate

How it works

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The US Treasury Interest Rates API Actor is ready to run with the inputs already set for "US Treasury Rates During the 2008 Financial Crisis". Sign up or log in and you'll land in Apify Console with a copy of this exact task.

Start the "US Treasury Rates During the 2008 Financial Crisis" task

The US Treasury Interest Rates API Actor will start running based on the input automatically. You can also change all the input fields, like from date and to date, to match your specific use case.

Receive the "US Treasury Rates During the 2008 Financial Crisis" output

Monitor the progress in real time. You will be notified as soon as your dataset is complete and ready for review. Each result includes data such as date, security type, security, and more.

Integrate into your workflow

The final output is delivered in JSON, CSV, or Excel format, ready to be plugged into your workflow. You can also run the "US Treasury Rates During the 2008 Financial Crisis" task via API.