Interest Rates

• 30-Year Fixed Rate Mortgage Average in the United States

  30-year fixed mortgage rate — the rate most U.S. homebuyers pay. Directly tied to 10-year Treasury yields plus a spread. Use for housing affordability analysis, refinancing wave detection, and consumer balance sheet modeling. Weekly frequency.

  Type

  Time series

  Updates

  Weekly, Ending Thursday

  Units

  Percent

  History

  1971 to 2026

  FRED series

  MORTGAGE30US

  $0.005 per call

  View sample for 30-Year Fixed Rate Mortgage Average in the United States

  GET /economic-data/interest-rates/30-year-fixed-rate-mortgage-average-in-the-united-states

• 3-Month Treasury Bill Secondary Market Rate, Discount Basis

  Short-term risk-free rate based on 3-month Treasury bills. Used as the short rate in the NY Fed recession probability model. Liquid, minimal credit risk. Key input for the 10Y-3M yield spread, which has the strongest historical recession prediction record. Daily frequency.

  Type

  Time series

  Updates

  Monthly

  Units

  Percent

  History

  1934 to 2026

  FRED series

  TB3MS

  $0.005 per call

  View sample for 3-Month Treasury Bill Secondary Market Rate, Discount Basis

  GET /economic-data/interest-rates/3-month-treasury-bill-secondary-market-rate-discount-basis

• Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis

  Benchmark long-term U.S. government borrowing rate. Anchors mortgage rates, corporate bond yields, and equity discount rates. Widely used as the risk-free rate in financial models. Critical for duration risk, equity valuation, and global capital flow analysis. Daily frequency, 60+ year history.

  Type

  Time series

  Updates

  Daily

  Units

  Percent

  History

  1962 to 2026

  FRED series

  DGS10

  $0.005 per call

  View sample for Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis

  GET /economic-data/interest-rates/market-yield-on-u-s-treasury-securities-at-10-year-constant-maturity-quoted-on-an-investment-basis

• Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis

  Short-end U.S. Treasury yield most sensitive to Fed policy expectations. Moves closely with fed funds rate expectations. Primary input for yield curve spread calculations and rate cycle timing. Daily frequency with full derived metrics.

  Type

  Time series

  Updates

  Daily

  Units

  Percent

  History

  1976 to 2026

  FRED series

  DGS2

  $0.005 per call

  View sample for Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis

  GET /economic-data/interest-rates/market-yield-on-u-s-treasury-securities-at-2-year-constant-maturity-quoted-on-an-investment-basis

• Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis

  Ultra-long U.S. government bond yield representing 30-year borrowing costs. Most sensitive to long-run inflation expectations and fiscal concerns. Used for duration analysis and pension/insurance liability matching. Daily frequency.

  Type

  Time series

  Updates

  Daily

  Units

  Percent

  History

  1977 to 2026

  FRED series

  DGS30

  $0.005 per call

  View sample for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis

  GET /economic-data/interest-rates/market-yield-on-u-s-treasury-securities-at-30-year-constant-maturity-quoted-on-an-investment-basis

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For agents: this category as JSON is at /category/interest-rates.json, and the full catalog index is at /catalog-index.json.