View data of the average interest rate, calculated weekly, of fixed-rate mortgages with a 30-year repayment term.

View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.

View a 10-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

View a 1-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

On November 17, 2022, Freddie Mac changed the methodology of the Primary Mortgage Market Survey® (PMMS®). The weekly mortgage rate is now based on applications submitted to Freddie Mac from lenders across the country. For more information regarding Freddie Mac’s enhancement, see their research note (https://www.freddiemac.com/research/insight/20221103-freddie-macs-newly-enhanced-mortgage-rate-survey). Data are provided “as is” by Freddie Mac®, with no warranties of any kind, express or implied, including but not limited to warranties of accuracy or implied warranties of merchantability or fitness for a particular purpose. Use of the data is at the user’s sole risk. In no event will Freddie Mac be liable for any damages arising out of or related to the data, including but not limited to direct, indirect, incidental, special, consequential, or punitive damages, whether under a contract, tort, or any other theory of liability, even if Freddie Mac is aware of the possibility of such damages. Copyright, 2016, Freddie Mac. Reprinted with permission.

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

View values of the average interest rate at which Treasury bills with a 3-month maturity are sold on the secondary market.

On November 17, 2022, Freddie Mac changed the methodology of the Primary Mortgage Market Survey® (PMMS®). The weekly mortgage rate is no longer based on a survey of lenders. For more information regarding Freddie Mac’s enhancement, see their research note (https://www.freddiemac.com/research/insight/20221103-freddie-macs-newly-enhanced-mortgage-rate-survey). Data are provided “as is” by Freddie Mac®, with no warranties of any kind, express or implied, including but not limited to warranties of accuracy or implied warranties of merchantability or fitness for a particular purpose. Use of the data is at the user’s sole risk. In no event will Freddie Mac be liable for any damages arising out of or related to the data, including but not limited to direct, indirect, incidental, special, consequential, or punitive damages, whether under a contract, tort, or any other theory of liability, even if Freddie Mac is aware of the possibility of such damages. Copyright, 2016, Freddie Mac. Reprinted with permission.

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

View the average weekly yields of prime, investment-grade bonds with maturities over 20 years, which can indicate interest rates.

These instruments are based on bonds with maturities 20 years and above. © 2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. Moody’s ratings and other information (“Moody’s Information”) are proprietary to Moody’s and/or its licensors and are protected by copyright and other intellectual property laws. Moody’s Information is licensed to Client by Moody’s. MOODY’S INFORMATION MAY NOT BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY’S PRIOR WRITTEN CONSENT.

Yields on actively traded non-inflation-indexed issues adjusted to constant maturities. The 30-year Treasury constant maturity series was discontinued on February 18, 2002, and reintroduced on February 9, 2006. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

View data of the inflation-adjusted interest rates on 10-year Treasury securities with a constant maturity.

Averages of daily figures.

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

This data represent rate charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program (https://www.frbdiscountwindow.org/), which became effective January 9, 2003. Primary credit is available to generally sound depository institutions at a rate set relative to the Federal Open Market Committee's (FOMC) target range for the federal funds rate. Depository institutions are not required to seek alternative sources of funds before requesting advances of primary credit. Primary credit may be used for any purpose, including financing the sale of federal funds. By making funds readily available at the primary credit rate the primary credit program complements open market operations in the implementation of monetary policy. Reserve Banks ordinarily do not require depository institutions to provide reasons for requesting very short-term primary credit. Rather, borrowers are asked to provide only the minimum information necessary to process a loan, usually the amount and term of the loan. This rate replaces that for adjustment credit, which was discontinued after January 8, 2003. For further information, see Board of Governor's announcement (https://www.federalreserve.gov/boarddocs/press/bcreg/2002/200210312/). The rate reported is that for the Federal Reserve Bank of New York.

Averages of business days. For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of Business Days, Discount Basis

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of Business Days, Discount Basis

Averages of Business Days, Discount Basis

Averages of business days. Discount basis.

Averages of Business Days, Discount Basis

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Contract interest rates on commitments for fixed-rate first mortgages. Source: Primary Mortgage Market Survey data provided by Freddie Mac. Please refer to the series WMORTG for historical data. Copyright, 2016, Freddie Mac. Reprinted with permission.

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

Averages of Business Days. The Federal Reserve Board of Governors does not report responses to CD Bids when the number of respondents is too few to be representative.

Averages of business days.

The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.

Averages of business days. Based on the unweighted average bid yields for all TIPS with remaining terms to maturity of more than 10 years.

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology).

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of ten years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

The national rate is calculated by the FDIC as a simple average of rates paid (uses annual percentage yield) by all insured depository institutions and branches for which data are available. Data used to calculate the national rates are gathered by RateWatch. Savings and interest checking account rates are based on the $2,500 product tier while money market and certificate of deposit are based on the $10,000 and $100,000 product tiers for non-jumbo and jumbo accounts, respectively. Account types and maturities are those most commonly offered by the banks and branches for which data is available- no fewer than 49,000 locations and as many as 81,000 locations reported. The deposit rates of credit unions are not included in the calculation.(http://www.fdic.gov/regulations/resources/rates/) For more information, see the FDIC's Financial Institution Letter FIL-25-2009 issued on May 29, 2009 at http://www.fdic.gov/news/news/financial/2009/fil09025.html.

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

Data is provided "as is," by Freddie Mac® with no warranties of any kind, express or implied, including, but not limited to, warranties of accuracy or implied warranties of merchantability or fitness for a particular purpose. Use of the data is at the user's sole risk. In no event will Freddie Mac be liable for any damages arising out of or related to the data, including, but not limited to direct, indirect, incidental, special, consequential, or punitive damages, whether under a contract, tort, or any other theory of liability, even if Freddie Mac is aware of the possibility of such damages. Copyright, 2016, Freddie Mac. Reprinted with permission.

Averages of Business Days, Discount Basis

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of five years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

Averages of Business Days. The Federal Reserve Board of Governors does not report responses to CD Bids when the number of respondents is too few to be representative.

Averages of business days, discount basis.

Averages of daily figures. The Federal Reserve Board has discontinued this series. For more information, please refer to the Technical Q&As (https://www.federalreserve.gov/releases/h15/h15_technical_qa.htm) for the H.15 Statistical Release.

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of one year. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Bond Buyer Index, general obligation, 20 years to maturity, mixed quality, Thursday quotations.

Averages of Business Days, Discount Basis

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of seven years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

Averages of daily figures.

Average of offering rates on commercial paper placed by several leading dealers for firms whose bond rating is AA or equivalent, quoted on a discount basis. Averages of daily figures.

The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.

This series has been discontinued due to changes in Regulation D. On June 27, 2013, all depository institutions have a common two-week maintenance period. A maintenance period is the period of time over which depository institutions maintain balances at a Federal Reserve Bank, either directly or through a pass-through correspondent, to satisfy reserve balance requirements. A common two-week maintenance period consists of 14 consecutive days beginning on a Thursday and ending on the second Wednesday thereafter. The first two-week maintenance period began on June 27, 2013. For more information see http://www.federalreserve.gov/monetarypolicy/reqresbalances.htm

Averages of business days, discount basis.

Based on the unweighted average of the bid yields for all Treasury fixed-coupon securities with remaining terms to maturity of 25 years and over. Averages of business days. For further information, please refer to http://www.federalreserve.gov/releases/h15/treas_long-term_rate_discontinuence.htm.

Averages of Business Days. The Federal Reserve Board of Governors does not report responses to CD Bids when the number of respondents is too few to be representative.

Averages of Business Days, Discount Basis

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of three years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

Averages of business days, discount basis.

Averages of daily figures. For more information, see http://www.federalreserve.gov/boarddocs/press/bcreg/2002/200210312/default.htm.

Average of offering rates on commercial paper placed by several leading dealers for firms whose bond rating is AA or equivalent, quoted on a discount basis. Averages of daily figures.