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| 6.8 Interest rates and yields1. { total observations, n=297 }2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Code | Variable | M | Q | Y | yearly Range | 1955 yr | 1956 yr | 1957 yr | 1958 yr | 1959 yr | 1960 yr | 1961 yr | 1962 yr | 1963 yr | 1964 yr | 1965 yr | 1966 yr | 1967 yr | 1968 yr | 1969 yr | 1970 yr | 1971 yr | 1972 yr | 1973 yr | 1974 yr | 1975 yr | 1976 yr | 1977 yr | 1978 yr | 1979 yr | 1980 yr | 1981 yr | 1982 yr | 1983 yr | 1984 yr | 1985 yr | 1986 yr | 1987 yr | 1988 yr | 1989 yr | 1990 yr | 1991 yr | 1992 yr | 1993 yr | 1994 yr | 1995 yr | 1996 yr | 1997 yr | 1998 yr | 1999 yr | 2000 yr | 2001 yr | 2002 yr | 2003 yr | 2004 yr | 2005 yr | 2006 yr | 2007 yr | ||||
| 1 | AJRP | 644. Treasury Bills 3 month yield | NSA nominal | 439 obs | 146 obs | 36 obs | 1972 to 2007 | 8.480 | 12.82 | 11.30 | 10.93 | 13.98 | 6.390 | 11.91 | 16.49 | 13.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 5.700 | 5.690 | 3.870 | 3.920 | 3.900 | 4.750 | 4.480 | 5.170 | 5.310 | |||||||||||||||||||
| 2 | HSAJ | 645. Inter-bank: 3 months: bid rate | NSA nominal { 2nd } | 367 obs | 122 obs | 30 obs | 1978 to 2007 | 12.5 | 17 | 14.81 | 15.69 | 10.44 | 9.340 | 10 | 11.88 | 11.19 | 8.910 | 13.16 | 15.13 | 14 | 10.94 | 7 | 5.310 | 6.530 | 6.470 | 6.440 | 7.530 | 6.160 | 5.940 | 5.810 | 4.030 | 3.940 | 3.950 | 4.810 | 4.570 | 5.260 | 5.950 | |||||||||||||||||||||||||
| 3 | HSAK | 646. Inter-bank: 3 months: offer rate | NSA nominal | 367 obs | 122 obs | 30 obs | 1978 to 2007 | 12.63 | 17.13 | 14.94 | 15.81 | 10.56 | 9.410 | 10.06 | 11.94 | 11.25 | 8.940 | 13.25 | 15.16 | 14.06 | 10.94 | 7 | 5.310 | 6.560 | 6.5 | 6.470 | 7.560 | 6.190 | 6 | 5.840 | 4.060 | 3.960 | 3.980 | 4.840 | 4.590 | 5.290 | 5.950 | |||||||||||||||||||||||||
| 4 | HSAL | 647. Sterling certificates of deposit: 3 months: bid rate: end period observation | NSA nominal | 403 obs | 134 obs | 33 obs | 1975 to 2007 | 10.63 | 14.06 | 6.310 | 12.44 | 16.75 | 14.69 | 15.56 | 10.19 | 9.250 | 9.750 | 11.75 | 11.07 | 8.690 | 12.94 | 15.03 | 13.81 | 10.81 | 6.880 | 5.220 | 6.410 | 6.440 | 6.380 | 7.5 | 6.090 | 5.880 | 5.750 | 3.980 | 3.900 | 3.950 | 4.780 | 4.570 | 5.260 | 5.900 | ||||||||||||||||||||||
| 5 | HSAM | 648. Sterling certificates of deposit: 3 months: offer rate: end period observation | NSA nominal | 403 obs | 134 obs | 33 obs | 1975 to 2007 | 10.81 | 14.19 | 6.440 | 12.56 | 17 | 14.88 | 15.69 | 10.31 | 9.340 | 9.880 | 11.88 | 11.19 | 8.810 | 13.06 | 15.09 | 13.88 | 10.88 | 6.940 | 5.250 | 6.440 | 6.470 | 6.440 | 7.530 | 6.160 | 5.940 | 5.810 | 4.020 | 3.940 | 3.980 | 4.820 | 4.610 | 5.290 | 6 | ||||||||||||||||||||||
| 6 | ZCMG | 649. Selected UK retail banks' Base Rate | NSA | 278 obs | -- | -- | no data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 7 | LUST | 650. Interest on US treasury bills (3 months) | NSA { 2nd } | 547 obs | 182 obs | 45 obs | 1963 to 2007 | 3.5 | 3.800 | 4.440 | 4.760 | 5 | 6.400 | 8.300 | 4.960 | 3.710 | 5.180 | 7.640 | 7.260 | 5.260 | 4.410 | 6.310 | 9.540 | 12.48 | 14.81 | 12.27 | 8.520 | 9.660 | 8 | 7.110 | 5.850 | 5.910 | 8.380 | 7.920 | 6.620 | 3.860 | 3.060 | 2.980 | 5.460 | 4.960 | 5.150 | 5.360 | 4.530 | 5.380 | 5.730 | 1.7100 | 1.2000 | 0.9300 | 2.180 | 3.920 | 4.890 | 3.290 | ||||||||||
| 8 | AJIB | 651. Interest on US dollar deposits in London (3 month) | NSA | 547 obs | 182 obs | 45 obs | 1963 to 2007 | 4.250 | 4.560 | 5.310 | 6.560 | 6.310 | 7.130 | 10.06 | 6.560 | 5.750 | 5.910 | 10.19 | 10.06 | 5.870 | 5.060 | 7.190 | 11.69 | 14.5 | 17.75 | 13.63 | 9.250 | 9.940 | 8.690 | 7.940 | 6.310 | 7.380 | 9.250 | 8.340 | 7.530 | 4.220 | 3.370 | 3.310 | 6.440 | 5.540 | 5.5 | 5.690 | 5 | 5.980 | 6.350 | 1.8300 | 1.3500 | 1.1000 | 2.560 | 4.510 | 5.340 | 4.770 | ||||||||||
| 9 | AJLX | 652. BGS : long-dated (20 years) : Par yield - per cent per annum | NSA | 544 obs | 180 obs | 45 obs | 1963 to 2007 | 5.300 | 5.800 | 6.430 | 6.910 | 6.800 | 7.550 | 9.050 | 9.210 | 8.850 | 8.900 | 10.71 | 14.77 | 14.39 | 14.43 | 12.72 | 12.47 | 12.99 | 13.78 | 14.74 | 12.88 | 10.80 | 10.42 | 10.5 | 9.860 | 9.470 | 9.360 | 9.580 | 11.08 | 9.920 | 9.120 | 7.870 | 8.050 | 8.260 | 8.100 | 7.090 | 5.450 | 4.700 | 4.680 | 4.780 | 4.830 | 4.640 | 4.770 | 4.390 | 4.270 | 4.730 | ||||||||||
| 3895 obs | 1202 obs | 297 obs | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||