Return to US Data index.
Interest Rates
Bond yields, term structure of interest rates,
risk free interest rate, default premium, etc.
Major U.S. Rates
US Interest Rates
Treasuries 1m-30y, Risk-free term structure.
US Federal Funds (Fed Funds) and Discount Rate
US Prime Rate, BAA and AAA Corporate Bond Yields
US TIPs: Treasury Inflation Indexed Rate (5y to 10y)
US Swap rates (1y to 30y)
Eurodollar Interest Rates (1m to 6m)
US State/Local Govt Bonds (20y) and Mortgages (30y)
US CDs or Certificates of Deposit (1m to 6m)
US Commerical Paper, Non-Financial and Financial (1m to 3m)
LIBOR Rates / EuriBOR
Major Currencies
AUD
CAD
CHF
DKK
DEM
ECU
ESP
EUR
FRF
GBP
ITL
JPY
NZD
NLG
PTE
USD
XEU
EuriBOR
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EONIA
Historical Interest Rates
National Bureau of Economic Research (NBER)
http://www.nber.org/databases/macrohistory/contents/chapter13.html