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Source: American Financial Exchange
Release: Historical Overnight AMERIBOR Unsecured Interest Rate
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
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.
American Financial Exchange, 3-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED) [AMBOR3M], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AMBOR3M, May 28, 2024.
Source: Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and Treasury Yield Curve Methodology.
Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, May 28, 2024.
Source: Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates
Units: Percent, Not Seasonally Adjusted
Frequency: Monthly
Averages of Business Days, Discount Basis
Board of Governors of the Federal Reserve System (US), 3-Month Treasury Bill Secondary Market Rate, Discount Basis [TB3MS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TB3MS, May 28, 2024.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis
Annual, Not Seasonally Adjusted Monthly, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted3-Month Treasury Bill Secondary Market Rate, Discount Basis
Annual, Not Seasonally Adjusted Daily, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted