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ADH Treasury Rates — US Treasury Average Interest Rates
x402
ADH Treasury Rates — US Treasury Average Interest Rates is a paid API for AI agents from agentdatum.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-09-14).
Returns the latest US Treasury average interest rates (actual borrowing costs paid by the US government) across all security types, sourced from the official Treasury FiscalData API.
Price / call$0.01
Success—
StatusUnknown
How this service works
ADH 金融情报层：把 239 个原始数据源洗成带实体解析、时间同步、溯源与派生结论的情报（宏观regime / 加密尽调 / 事件窗口），免费注入你的 AI 上下文。Agent 走 x402 结算，人类订阅（PayPal）即将上线。
Output
A JSON object containing an array of Treasury securities (e.g. Treasury Bills) with their security type classification and average interest rate percentage, plus metadata: number of series, a human-readable interpretation note in Chinese explaining how to use the data (actual borrowing cost vs market yield), the record date, data type label, source identifier (us-treasury-fiscaldata), product ID, and UTC collection timestamp.
Example use cases
Macro regime analysis for portfolio
“Pull the latest US Treasury average interest rates so I can assess the current macro regime — I need to know if the government's actual debt servicing costs are rising and what that implies for gold.”
Divergence alert between Treasury rates and yields
“Get me the current Treasury average interest rates from FiscalData and compare them to where market yields are trading — I want to see if there's a lag in repricing of legacy debt.”
Automated daily macro briefing
“Every morning, fetch the latest US Treasury average interest rate data and include it in my macro briefing — I want to track any changes in the government's actual borrowing costs over time.”
Technical details
Endpoint
GEThttps://agentdatum.com/api/v1/d/treasury-ratesWhen to prefer
Choose this endpoint when you need the US government's actual average interest rates paid on outstanding debt (not market yield curves) — especially useful for macro regime detection, assessing fiscal stress, or identifying divergence between coupon-weighted legacy costs and current market rates. Prefer this over raw Treasury yield curve endpoints when you want the true fiscal burden perspective rather than forward-looking market pricing.
Side effects
- Upstream Treasury FiscalData API outage returns error or empty data
- Stale data if the upstream source has not published a new record recently
- Payment failure via x402 if USDC balance is insufficient or wallet not configured
- Rate limiting or quota exhaustion on the upstream free API
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"data": {
"data": [
{
"security": "Treasury Bills",
"security_type": "Marketable",
"avg_interest_rate_pct": 3.758
},
{
"security": "Treasury Bills",
"security_type": "Marketable",
"avg_interest_rate_pct": 3.758
}
],
"series": 16,
"how_to_read": "美国财政部实际付息成本（不是市场收益率）。上行=政府利息负担加重，长期利多黄金；与市场收益率背离时说明存量债务重定价滞后。",
"record_date": "2026-07-31"
},
"note": "美国财政部 FiscalData 官方 API，免费无 key",
"type": "经济指标",
"source": "us-treasury-fiscaldata",
"product_id": "treasury-rates",
"collected_at": "2026-08-14T00:25:24Z"
}
}Tags
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