FRED Graph

Notes

30-Day Moving Average AMERIBOR Benchmark Interest Rate (AMBOR30)

Release: Historical Overnight AMERIBOR Unsecured Interest Rate

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. More details about AMERIBOR® methodology can be found on the source's website, under the Resources section.

AMERIBOR® and AMBOR30™ are registered trademarks of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.

Suggested Citation:

American Financial Exchange, 30-Day Moving Average AMERIBOR Benchmark Interest Rate [AMBOR30], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AMBOR30, .

Overnight Unsecured AMERIBOR Benchmark Interest Rate (AMERIBOR)

Source: American Financial Exchange

Release: Historical Overnight AMERIBOR Unsecured Interest Rate

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

Data prior to June 17, 2019 is only available from Monday to Friday (excluding trading holidays).

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. More details about AMERIBOR® methodology can be found on the source's website, under the Resources section.

AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.

Suggested Citation:

American Financial Exchange, Overnight Unsecured AMERIBOR Benchmark Interest Rate [AMERIBOR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AMERIBOR, .

1-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) (AMBOR1M)

Source: American Financial Exchange

Release: Historical Overnight AMERIBOR Unsecured Interest Rate

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. The arbitrage free AMERIBOR® Term Structure of Interest Rates is derived from the Overnight Unsecured AMERIBOR® Interest Rate (AMERIBOR) and the implied AMERIBOR® forward rates from the AMERIBOR® futures prices. More details about AMERIBOR® methodology can be found on the source's website, under the Resources section.

AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.

Suggested Citation:

American Financial Exchange, 1-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) [AMBOR1M], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AMBOR1M, .