Release: H.15 Selected Interest Rates
Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.
Board of Governors of the Federal Reserve System (US), 3-Month Eurodollar Deposit Rate (London) [MED3], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MED3, July 26, 2016.