Securities prices and interest rates   >   (CI34) - Foreign Interest Rates
  Securities prices and interest rates     (CI34) - Foreign Interest Rates

Period: Jan 1987 - Sep 2017, Monthly, Percentages, Average Rate

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Jul 2017 Aug 2017 Sep 2017
Foreign Interest Rates
Average rates annual percent
London 1/
Libor 3-month
N/E N/E N/E
Libor 6-month
N/E N/E N/E
Eurodollar Deposits 2/
Eurodollar deposits 1-month
N/E N/E N/E
Eurodollar deposits 3-months
N/E N/E N/E
Eurodollar deposits 6-months
N/E N/E N/E
U.S. Interest Rates
U.S. Government Securities Bank Discount Basis 2/ 3/
3-month Treasury Secondary Market
1.07 1.01 1.03
6-month Treasury Secondary Market
1.11 1.11 1.15
U.S. Government Securities Constant Maturity 2/ 4/
1-month Treasury Constant Maturity Rate
0.97 0.98 0.99
3-month Treasury Constant Maturity Rate
1.09 1.03 1.05
6-month Treasury Constant Maturity Rate
1.13 1.13 1.17
1-year Treasury Constant Maturity Rate
1.22 1.23 1.28
2-year Treasury Consatnt Maturity Rate
1.37 1.34 1.38
3-year Treasury Constant Maturity Rate
1.54 1.48 1.51
5-year Treasury Constant Maturity Rate
1.87 1.78 1.80
7-year Treasury Constant Maturity Rate
2.13 2.03 2.03
10-year Treasury Constant Maturity Rate
2.32 2.21 2.20
20-year Treasury Constant Maturity Rate
2.65 2.55 2.53
30-year Treasury Constant Maturity Rate
2.88 2.80 2.78
Fed Funds Rate (effective)
1.15 1.16 1.15
Bank Prime Loan
N/E 4.25 4.25
CDs (secondary market) 2/
Cds (secondary market) 1-month
N/E N/E N/E
Cds (secondary market) 3-month
N/E N/E N/E
Cds (secondary market) 6-month
N/E N/E N/E
1/ Source: British Bankers Association
2/ Source: Federal Reserve
3/ Treasury bill secondary market rates are the average of the bid rates quoted on a bank discount basis by a sample of primary dealers who report to the Federal Reserve Bank of New York. The rates reported are based on quotes at the official close of the U.S. government securities market for each business day.
4/ Yields on Treasury securities at constant, fixed maturity are constructed by the Treasury Department, based on the most actively traded marketable Treasury securities. Yields on these issues are based on composite quotes reported by U.S. government securities dealers to the Federal Reserve Bank of New York. To obtain the constant maturity yields. values are then read from the curve at fixed maturities.
Securities prices and interest rates(CI34) - Foreign Interest Rates