Interest rates and yields

28,298 observations: daily euro-area AAA government spot yields at 1, 2, 5, 10 and 30 years from the ECB yield-curve model, plus every level of the main refinancing, deposit facility and marginal lending rates since 1999, from the ECB Data Portal as of 2026-09-05. Long format (series, date, value).

11,106 Treasury auctions with CUSIP, security type and term, auction, issue and maturity dates, offering and accepted amounts, bid-to-cover, high yield, investment and discount rates, and the split between indirect, direct and primary-dealer awards, from the Treasury's Fiscal Data auction query as of 2026-09-05.

5,009 month-end observations of the average interest rate the Treasury pays on its outstanding debt, for 22 security descriptions (bills, notes, bonds, TIPS, floating rate notes, savings securities, Government Account Series and the marketable, non-marketable and total interest-bearing aggregates), from the Treasury's Fiscal Data "Average Interest Rates on U.S. Treasury Securities" table as of 2026-09-06. Missing rates are blank.

Four-file macro toolkit covering: (1) Treasury Yields: full daily yield curve since 1990 — 12 maturities (1mo through 30y) for 63 trading days. (2) Economic Indicators: 113 rows across 15 series (GDP, CPI, inflation rate, unemployment, federal funds, consumer sentiment, retail sales, industrial production, mortgage rates, jobless claims, nonfarm payrolls, durable goods, recession probabilities) since 1990 in long format. (3) Commodities OHLCV: 192,095 daily bars across 40 commodity contracts (E-Mini S&P, gold, oil, natural gas, grains, metals, etc.) 2006-present. (4) Forex OHLCV: 140,000 daily bars across 28 major + minor currency pairs (EURUSD, USDJPY, GBPUSD, AUDJPY, …) 2006-present. Read each with pandas.readcsv(path, compression='gzip', parsedates=['date']). Pair with the equity/crypto/fundamentals listings to build risk-on/risk-off regime models, macro-overlay strategies, currency-hedged backtests, or commodity-aware sector rotation.

637,598 daily observations of the official policy rate for 49 economies (including the euro area) from the Bank for International Settlements policy-rate statistics, 1945 to 2026, as of 2026-09-06. Each row carries the ISO country code, country name, date, rate in percent and the BIS series title; rates are end-of-day levels, so a change appears on its effective date and the level repeats until the next move.

7,321 month-end rows of interest expense on the public debt (public issues and Government Account Series) across 47 expense group and security-type combinations: accrued interest, amortised discount and premium, savings bonds, TIPS inflation compensation and cash-basis GAS payments, each with the month's expense and the fiscal-year-to-date total in US dollars, from the Treasury's Fiscal Data "Interest Expense on the Public Debt Outstanding" table as of 2026-09-06.

18,980 quarter-end exchange rates (foreign currency units per US dollar) for 265 country-currency pairs, the official rates US government agencies must use to convert foreign-currency receipts and disbursements, from the Treasury's Fiscal Data "Treasury Reporting Rates of Exchange" table as of 2026-09-06. Includes many currencies absent from central-bank fixings.

200,021 observations across 36 core US macro series from FRED: the Treasury curve (1-month to 30-year) and curve spreads, fed funds and SOFR, TIPS and breakeven inflation, high-yield and investment-grade OAS, the broad dollar index and major FX crosses, WTI and Henry Hub, CPI, core CPI and PCE, unemployment, payrolls, initial claims, industrial production, retail sales, housing starts, consumer sentiment, nominal and real GDP, M2, the Fed balance sheet, vehicle sales and real disposable income. Long format (series_id, date, value) with series name, frequency and unit on every row, full history to 2026-09-05.

5,541 observations across 13 euro-area monetary and financial series from the European Central Bank Data Portal: the €STR overnight rate, the deposit facility and main refinancing rates at every change, annual growth of M1 and M3, headline and core HICP inflation, growth of bank loans to companies and households, new-business lending and deposit rates, and the stock of currency in circulation, 1981–2026, as of 2026-09-06. Long format with series key, name, frequency and unit on every row; monthly periods are dated to the first of the month.