FRED Graph

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.

Source: Federal Reserve Bank of New York  

Release: Federal Funds Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

For additional historical federal funds rate data, please see Daily Federal Funds Rate from 1928-1954.

The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.

The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.

For more information, visit the Federal Reserve Bank of New York.

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

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