- About
- Money Market
- Treasury Bills
- Treasury Notes and Bonds
- Inflation-Protected
- Municipal Bonds
- Commercial Paper
- Deposit Rates
- Borrowing Rates
- Mortgage Rates
- LIBOR Fixings
- LIBOR Swaps
- Eurodollar Futures
- Merrill Lynch Indexes
- Barclays Capital Indexes
- Barclays ABS Indexes
- Markit CDS Indexes
- Other Index Providers
About
This is Quandl's topic page on US Interest Rates.
Click on any link on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data. All data on Quandl is free and open.
Money Market
| Tenor | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Fed Funds Effective | 0.10% | 0.00% | -0.04% | 0.01% |
| Overnight Repo | 0.03% | -0.02% | -0.17% | n.a. |
Money Market rates are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Treasury Bills
| Tenor | Duration | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|---|
| 4-Week Bill | 0.08 | 0.01% | 0.00% | -0.02% | -0.01% |
| 3-Month Bill | 0.25 | 0.05% | 0.01% | 0.00% | 0.00% |
| 6-Month Bill | 0.50 | 0.09% | 0.01% | 0.00% | -0.02% |
| 1-Year Bill | n.a. | 0.11% | 0.00% | 0.00% | -0.04% |
T-Bill yields are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Treasury Notes and Bonds
| Tenor | Duration | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|---|
| 2-Year CMT | 1.94 | 0.26% | 0.00% | 0.04% | 0.01% |
| 3-Year CMT | 2.97 | 0.40% | 0.00% | 0.08% | 0.04% |
| 5-Year CMT | 4.85 | 0.85% | 0.01% | 0.17% | 0.13% |
| 7-Year CMT | 6.65 | 1.33% | 0.01% | 0.22% | 0.15% |
| 10-Year CMT | 9.11 | 1.97% | 0.02% | 0.27% | 0.19% |
| 20-Year CMT | n.a. | 2.79% | 0.02% | 0.30% | 0.25% |
| 30-Year CMT | 19.64 | 3.18% | 0.01% | 0.30% | 0.23% |
Constant Maturity Treasury (CMT) yields are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Inflation-Protected
| Tenor | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| 5-Year TIPS | -1.15% | -0.01% | 0.23% | 0.22% |
| 7-Year TIPS | -0.71% | -0.04% | 0.23% | 0.38% |
| 10-Year TIPS | -0.31% | 0.00% | 0.33% | 0.36% |
| 20-Year TIPS | 0.42% | 0.03% | 0.37% | 0.27% |
| 30-Year TIPS | 0.77% | 0.01% | 0.31% | 0.36% |
Treasury Inflation-Protected Security (TIPS) yields are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Municipal Bonds
| Description | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Muni Master Index | 1.77% | 0.01% | 0.09% | n.a. |
| 7-12 Year Index | 1.71% | 0.01% | 0.16% | n.a. |
| 12-22 Year Index | 2.40% | 0.01% | 0.10% | n.a. |
| 22+ Year Index | 3.24% | 0.02% | 0.10% | n.a. |
Municipal bond indexes are published by Merrill Lynch. The most recent observation is for 21-May-2013.
Commercial Paper
| Description | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| 1-Month Financial CP | 0.07% | -0.02% | -0.01% | 0.02% |
| 1-Month Non-Financial CP | 0.07% | -0.01% | -0.02% | -0.03% |
| 3-Month Financial CP | 0.15% | -0.01% | 0.02% | 0.03% |
| 3-Month Non-Financial CP | 0.10% | -0.02% | -0.02% | -0.09% |
Commercial Paper (CP) rates are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Deposit Rates
| Description | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Money Market Accounts | 0.08% | -0.01% | -0.01% | 0.02% |
| Checking Accounts | 0.02% | 0.00% | 0.00% | 0.01% |
| 1-Month CD | 0.17% | 0.00% | 0.00% | -0.02% |
| 3-Month CD | 0.20% | 0.00% | 0.00% | -0.04% |
| 6-Month CD | 0.26% | 0.00% | 0.00% | -0.07% |
| 1-Year Term Deposit | 0.11% | 0.00% | 0.00% | -0.02% |
| 5-Year Term Deposit | 0.51% | 0.00% | 0.00% | -0.11% |
Checking, Savings and Term Deposit interest rates are published by FRED, based on the Bank Rate Monitor's Weekly Survey. The most recent observation is for 15-May-2013.
Certificate of Deposit (CD) rates are published by the Federal Reserve, as part of their daily H.15 data release. The most recent observation is for 20-May-2013.
Borrowing Rates
| Description | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Prime Rate | 3.25% | 0.00% | 0.00% | 0.00% |
| New Car Financing Avg | 4.73% | 0.18% | 0.18% | 0.18% |
| Credit Cards Avg | 11.93% | 0.05% | 0.05% | 0.05% |
| Personal Loans Avg | 10.12% | -0.52% | -0.52% | -0.52% |
Borrowing rates are published by the Federal Reserve, as part of their G.19 Consumer Credit data release. The most recent observation is for 20-May-2013.
Mortgage Rates
| Description | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| 30-year Fixed | 3.57% | 0.03% | 0.06% | 0.22% |
| 15-year Fixed | 2.76% | 0.04% | 0.00% | 0.11% |
| 5-year ARM | 2.68% | 0.07% | 0.07% | -0.02% |
| 1-year ARM | 2.62% | -0.01% | -0.02% | 0.06% |
Mortgage rates are published by Freddie Mac, as part of their Primary Mortgage Market Survey. The most recent observation is for n.a..
For more information on mortgage rates and the housing market, see Quandl's topic page on US Housing.
LIBOR Fixings
| Tenor | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Overnight | 0.15% | -0.00% | -0.00% | -0.02% |
| 1-Month | 0.20% | -0.00% | 0.00% | -0.01% |
| 3-Month | 0.27% | -0.00% | 0.00% | -0.03% |
| 6-Month | 0.42% | -0.00% | -0.00% | -0.08% |
| 12-Month | 0.70% | -0.01% | -0.01% | -0.15% |
LIBOR is a key rate determining the valuation of many interest rate derivative contracts. LIBOR fixings are published by the British Bankers' Association (BBA). The most recent observation is for 14-May-2013.
LIBOR Swaps
| Tenor | Rate | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| 2-Year | 0.39% | 0.01% | 0.04% | 0.01% |
| 3-Year | 0.53% | 0.02% | 0.08% | 0.05% |
| 5-Year | 0.99% | 0.03% | 0.17% | 0.16% |
| 7-Year | 1.50% | 0.04% | 0.22% | 0.24% |
| 10-Year | 2.08% | 0.04% | 0.25% | 0.29% |
| 30-Year | 3.08% | 0.03% | 0.28% | 0.34% |
LIBOR swaps are derivatives that exchange fixed cashflows (tied to the swap rate) for floating cashflows (tied to LIBOR). Swap rates are published by the US Federal Reserve. The most recent observation is for 20-May-2013.
Eurodollar Futures
| Maturity | Price | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| ED1 | 99.72 | 0.00 | 0.00 | 0.02 |
| ED2 | 99.70 | 0.00 | -0.01 | 0.03 |
| ED3 | 99.67 | 0.00 | -0.02 | 0.02 |
| ED4 | 99.64 | 0.00 | -0.03 | 0.02 |
| ED5 | 99.61 | 0.00 | -0.03 | 0.02 |
| ED6 | 99.57 | 0.00 | -0.04 | 0.02 |
| ED7 | 99.51 | 0.01 | -0.05 | 0.01 |
| ED8 | 99.44 | 0.00 | -0.07 | -0.00 |
| ED9 | 99.34 | 0.01 | -0.09 | -0.03 |
| ED10 | 99.23 | 0.01 | -0.11 | -0.08 |
| ED11 | 99.11 | 0.01 | -0.14 | -0.12 |
| ED12 | 98.96 | 0.02 | -0.17 | -0.16 |
Eurodollar futures are interest-rate derivatives whose price is determined by the value of LIBOR. Eurodollar futures trade on the Chicago Mercantile Exchange (CME). For more information, see our topic page on Eurodollar futures.
Merrill Lynch Indexes
| Description | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| HY Index | 5.11% | -0.01% | -0.09% | n.a. |
| 1-10 Year Index | 2.14% | 0.00% | 0.09% | n.a. |
| 10+ Year Index | 4.62% | 0.01% | 0.20% | n.a. |
Bank of America-Merrill Lynch publishes corporate bond indexes for Investment Grade (IG), High Yield (HY), and various other ratings classes. The most recent observation is for n.a..
Barclays Capital Indexes
| Description | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Aggregate Index | 1.91% | -0.01% | 0.18% | n.a. |
| US Government Index | 1.62% | 0.01% | 0.15% | n.a. |
| US Corporate Index | 2.73% | -0.01% | 0.13% | n.a. |
| Intermediate Index | 2.03% | 0.00% | 0.11% | n.a. |
| Long-Term Index | 4.58% | -0.02% | 0.20% | n.a. |
| AA Index | 1.94% | -0.01% | 0.11% | n.a. |
| Baa Index | 3.19% | -0.01% | 0.11% | n.a. |
The Barclays Capital Aggregate Bond Index was formerly known as the Lehman Aggregate Bond Index, or Lehman Agg for short. The most recent observation for all Barclays indexes is for 21-May-2013.
Barclays ABS Indexes
| Description | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Barclays MBS Index | 2.70% | 0.00% | 0.31% | n.a. |
| Barclays GNMA (Ginnie Mae) Index | 2.76% | 0.16% | 0.37% | n.a. |
| Barclays FNMA (Fannie Mae) Index | 2.65% | 0.00% | 0.31% | n.a. |
| Barclays FHLMC (Freddie Mac) Index | 2.74% | 0.00% | 0.29% | n.a. |
Barclays Capital publishes a broad index for Mortgage Backed Securities (MBS), as well as sub-indexes for individual agencies such as Ginnie, Fannie and Freddie. The most recent observation for all Barclays indexes is for 21-May-2013.
Markit CDS Indexes
| Description | Level | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| North America High Yield (HY) Index | 71.00 | 0.67 | -4.00 | -24.39 |
| North America Investment Grade (IG) Index | 107.00 | -0.14 | 0.76 | 6.62 |
| North America High Volatility (HVOL) Index | 155.25 | -1.13 | -14.78 | -39.49 |
| Municipal Bond CDX (MCDX) | 97.69 | 0.34 | 3.64 | -66.71 |
| Loan CDX (LCDX) | 104.85 | -0.03 | 0.85 | 4.10 |
Credit Default Swap (CDS) indexes are published by Markit. The most recent observation is for 20-May-2013.
Other Index Providers
| Description | Yield | 1D Chg | MTD Chg | YTD Chg |
|---|---|---|---|---|
| Ryan Government Cash Index | 0.06% | 0.00% | -0.00% | -0.02% |
| Ryan Government Bond Index | 1.32% | 0.01% | 0.18% | 0.12% |
