Averages of business days. Yield to maturity on accrued principal. Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal.

Averages of business days. Calculated from data provided by the New York Times. Copyright, 2016, Haver Analytics. Reprinted with permission.

OECD descriptor ID: IRLONG01 OECD unit ID: ST OECD country ID: LUX All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database),http://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission.

OECD descriptor ID: IRLONG01 OECD unit ID: ST OECD country ID: LUX All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database),http://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission.

OECD descriptor ID: IRLONG01 OECD unit ID: ST OECD country ID: LUX All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database),http://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission.

High values of the federal funds rate published in The New York Herald-Tribune as recorded by the authors. For some, but not all periods, the source identifies the observation as a “bid” rate. For additional details, see Sriya Anbil, Mark Carlson, Christopher Hanes, and David C. Wheelock. “A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954.” (https://research.stlouisfed.org/publications/review/2021/01/14/a-new-daily-federal-funds-rate-series-and-history-of-the-federal-funds-market-1928-54) Federal Reserve Bank of St. Louis Review, First Quarter 2021, 103(1), pp. 45-70.

Low values of the federal funds rate published in The New York Herald-Tribune as recorded by the authors. For some, but not all periods, the source identifies the observation as a “bid” rate. For additional details, see Sriya Anbil, Mark Carlson, Christopher Hanes, and David C. Wheelock. “A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954.” (https://research.stlouisfed.org/publications/review/2021/01/14/a-new-daily-federal-funds-rate-series-and-history-of-the-federal-funds-market-1928-54) Federal Reserve Bank of St. Louis Review, First Quarter 2021, 103(1), pp. 45-70.

High value of the federal funds rate published in The Wall Street Journal as recorded by the authors. For some, but not all periods, the source identifies the data as an “offered” rate. For additional details, see Sriya Anbil, Mark Carlson, Christopher Hanes, and David C. Wheelock. “A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954.” ( https://research.stlouisfed.org/publications/review/2021/01/14/a-new-daily-federal-funds-rate-series-and-history-of-the-federal-funds-market-1928-54) Federal Reserve Bank of St. Louis Review, First Quarter 2021, 103(1), pp. 45-70.

Low values of the federal funds rate published in The Wall Street Journal as recorded by the authors. For some, but not all periods, the source identifies the data as a “bid” rate. For additional details, see Sriya Anbil, Mark Carlson, Christopher Hanes, and David C. Wheelock. “A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954.” (https://research.stlouisfed.org/publications/review/2021/01/14/a-new-daily-federal-funds-rate-series-and-history-of-the-federal-funds-market-1928-54) Federal Reserve Bank of St. Louis Review, First Quarter 2021, 103(1), pp. 45-70.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Yield to maturity on accrued principal. Average of business days. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal. Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

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.

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.

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.

Data Refer To Aaa Grade Bonds. Data Were Checked In Part With Annual Averages, In Federal Reserve Bulletins, Annual Reports Of The Federal Reserve Board, And Moody'S Industrials. The Survey Of Current Business Is The Only Source That Publishes The Series In Its Entirety; Moody'S Bond Survey Publishes Only The Daily Data From Which The Monthly Series Is Made Up. Data For 1919-1941 Can Also Be Found In The Federal Reserve Board'S "Banking And Monetary Statistics", 1943. Source: U.S. Department Of Commerce, Survey Of Current Business, November 1937, P. 19 And Successive Issues. This NBER data series m13035 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13035

Data Refer To Aaa Grade Bonds. Data Through 1962 Include: Hartford, Connecticut -- 18 Year 3.5% Bonds; Indianapolis, Indiana -- 25 Year 3.625% Bonds; Maryland -- 14 Year 3% Bonds; Milwaukee, Wisconsin -- 20 Year 3% Bonds; New York State -- 25 Year 3% Bonds (See Moody'S, July 16, 1962). Source: Moody'S Municipal And Investment Manual, 1961; Successives Issues Of Moody'S Bond Survey Thereafter. This NBER data series m13043 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13043

Data Are For Newly Issued Yields Which Are Averages Of Offering Yields On New Issues (Other Than Convertibles, Issues With Warrants And Equipment Trusts) Weighted By Amounts Offered. No Offerings Were Given For The Missing Months. Source: Moody'S Bond Survey, February 9, 1959 And First Issue Of Each Month Thereafter. This NBER data series m13044 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13044

Data Through June 1961 Are Based On 25 Year Mortgages Prepaid In 12 Years; Data For July 1961-1965 Are Based On 30 Year Mortgages Prepaid In 15 Years. Source: U.S. Department Of Commerce, Business Condition Digest. This NBER data series m13045 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13045

Data For August-November 1914 Was Straight Line Interpolated Since The Exchange Was Closed. Source: Standard And Poor'S, Trade And Securities Statistics: Security Price Index Record, 1964; Current Statistics, March 1964. This NBER data series m13048 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13048

Data Are For Monthly Averages Of The Weekly Yields Index Given In "The Weekly Bond Buyer For The Capital Market Investor", Published By The Bond Buyer, New York City. Source: U.S. Bureau Of The Census, Business Cycle Developments, July 1964 And Subsequent Issues. This NBER data series m13050 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13050

Source: Morgan Guaranty Trust Company This NBER data series m13058 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13058

Data Refer To Aaa Grade Bonds. Source: Moody'S Industrial Manual, 1965 And Successive Issues Of Moody'S Bond Survey, Weekly Publication. This NBER data series m13059 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13059

Data Refer To Baa Grade Bonds. Source: Moody'S Industrial Manual, 1965; Moody'S Bond Survey, Successive Weekly Issues. This NBER data series m13060 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13060

Data Refer To Aaa Grade Bonds. Source: Moody'S Transportation Manual, 1965; Moody'S Bond Survey, Weekly Issues Thereafter. This NBER data series m13061 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13061

Data Refer To Baa Grade Bonds. Source: Moody'S Transportation Manual, 1965; Moody'S Bond Survey, Weekly Issues Thereafter. This NBER data series m13062 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13062

Data Refer To Aaa Grade Bonds. Source: Moody'S Public Utility Manual, 1965; Moody'S Bond Survey, Weekly Issues Thereafter. This NBER data series m13063 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13063

Data Refer To Baa Grade Bonds. Source: Moody'S Public Utility Manual, 1965; Moody'S Bond Survey, Weekly Issues Thereafter. This NBER data series m13064 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13064

Data Refer To Baa Grade Bonds. Data Are Monthly Averages Of Published Weekly Figures. Data Beginning In 1962 Are Not Comparable With Previous Years. Source: Computed By NBER From Figures In Moody'S Bond Survey; Also See Federal Reserve Bulletins. This NBER data series m13065 appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13065

Data Are For All Bonds Having At Least Ten Years Maturity, Based On Arithemetic Average Yields. Data For December 1914 Were Obtained By A Linear Interpolation Between July And December. Source: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Appendix Table 10, Col. 4, P. A142 And Following Pages. This NBER data series m13019a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13019a

Data Are Adjusted For Trend And Economic Drift. Source: F.R. Macaulay, The Movement Of Interest Rates, Bond Yields, And Stock Prices In The United States Since 1856 (NBER, 1938), Appendix Table 10, Pp. A142-A161. This NBER data series m13019b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13019b

Series Is Presented Here As Three Variables--(1)--Original Data, 1870-1813 (2)--Original Data, 1924-1931 (3)--Original Data, 1926-1935. Data Refer To Simple Average Yield Of Gold Mortgage Bonds With Nominal Interest Rates Of 5, 6, 7, 8, And 10%. Each Group Is An Average Of Ten Bonds (Except In 1926, When The 6% Group Is An Average Of Four Bonds, And In 1927, When The 10% Group Is An Average Of Eight Bonds). Sometimes Figures Are Published Without Indicating The Number Of Bonds. Source: Wirtschaft Und Statistik, 1925, P. 207, And Following Issues. This NBER data series m13028b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13028b

Series Is Presented Here As Three Variables--(1)--Original Data, 1870-1813 (2)--Original Data, 1924-1931 (3)--Original Data, 1926-1935. Data For 1926-1927 Were Computed By NBER By Using Gold Mortgage Bond Yields For The Two Years Multiplied By .900, The Average Monthly Ratio Of January-June 1928 Of This Variable And The Previous (Covering 1925-1930) -- Six Percent Bond Yields To Gold Mortgage Bond Yields. Data For 1928-1935 Were Originally Given As"Price Of Six Percent Bonds In Percent Of Par" And Have Been Reduced To Bond Yields By Dividing "Price" Into Six Percent. Bonds Include The Weighted Average Market Value Of (1)--Mortgage Bonds (2)--Municipal Loans (3)-- Other Public Loans, Government And State (4)--Industrial Bonds. Weights Are Based On Outstanding Amount And Are Seventeen, Five, Seven, And Two Respectively. Data For 1928-September 1931 Include 59 Bonds, 20 Mortgage, 15 Municipal, 14 Other Public, And 10 Industrial. Data For July 1931-February 1932 Reflect A Banking Crisis, Where Interest Rates Above 6% Were Reduced To 6%. No Data Indicates A Banking Holiday. Data For April 1932-February 1935 Include 169 Bonds; 50 Mortgage, 55 Municipal, 34 Other Public, And 30 Industrial. Data For November 1933-1935 Exclude Loans Floated With A Dollar Clause; Data For July 1934-1935 Exclude Two Government Loans, Formerly Included. The Figure For June 1934 On The New Basis Is 6.75. This Variable Ends In March 1935, As The Law Of April 1935 Reduced Interest To 4.5%, With The Exception Of Industrials. Source: Data For 1926-1927: Computed By NBER. Data For 1928-1932: Konjunkturstatistisches Handbuch, 1933, P. 134. Data For 1933-1935: Wirtschaft Und Statistik. This NBER data series m13028c appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13028c

Series Is Presented Here As Two Variables--(1)--Original Data, 1919-1944 (2)--Original Data, 1941-1967. Data Were Computed By The Average Of Daily Figures. Data Include Yields In The Partially Tax Exempt Catagory; Data For 1919-1925 Are Callable After Eight Years; Data For 1926-1944, After Twelve Years. Data For 1919-October 15, 1925 Also Include Certain Liberty Loan Issues. Source: Federal Reserve Bulletin, December 1938, P. 1045 And Following Monthly Issues Through March 1944 (Checked With U.S. Department Of Commerce, Survey Of Current Business, March 1939, P. 18, And Following Issues). This NBER data series m13033a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13033a

Series Is Presented Here As Two Variables--(1)--Original Data, 1919-1944 (2)--Original Data, 1941-1967. Yield Is The Average For Taxable U.S. Bonds, Averages Being Computed On Basis Of The Mean Of Closing Bid And Ask Quotations On The Over-The-Counter-Market In New York City. Data For 1941-March 1952 Refer To Bonds Which Were Neither Due Or Callable For At Least Fifteen Years; Data For April 1952-March 1953, At Least Twelve Years; Data For April 1953-October 1955, From Twelve To Twenty Years; For November 1955-1967, From Ten To Twenty Years. Data For 1958-1962 Were Figured On Averages Of Daily Figures, Therefore Discrepancies May Result When Averages Of Weekly Figures Are Taken. Source: U.S. Treasury Department, Treasury Bulletin Of February 1948, And Following Monthly Issues (See Issues Of Federal Reserve Board Bulletins, May 1945, October 1947, January 1958, P. 84, And Following Monthly Issues. This NBER data series m13033b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13033b

Series Is Presented Here As Three Variables--(1)--Original Data, 1840-1852 (2)--Original Data, 1852-1888 (3)--Original Data, 1888-1938. Source: Annual Register This NBER data series m13041a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13041a

Series Is Presented Here As Three Variables--(1)--Original Data, 1840-1852 (2)--Original Data, 1852-1888 (3)--Original Data, 1888-1938. Source: Statistical Abstract For The United Kingdom This NBER data series m13041b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13041b

Series Is Presented Here As Three Variables--(1)--Original Data, 1840-1852 (2)--Original Data, 1852-1888 (3)--Original Data, 1888-1938. Data For 1888-March 1903 Are Yield Of 2.75% Consols; Data For April 1903-1938 Are Yield Of 2.5% Consols. The Figure For April 1903 Was Computed As The Weighted Mean Of The Average Yield Of 2.75% Consols For April 1-4; And The Average Yield Of 2.5% Consols For April 6-30. Source: Statistical Abstract For The United Kingdom This NBER data series m13041c appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13041c

Series 13046 Is Presented Here As Two Variables--(1)--Original Data, 1871-1938 (2)--Original Data, 1926-1969. The Rates Represent Expected Annual Dividend Payments Divided By Total Stock Vallues For Each Month. The Stock Exchange Was Closed August-November Of 1914, Therefore Data Was Interpolated. Source: Alfred Cowles Iii And Associates, Commonstock Indexes, Second Edition, 1939. This NBER data series m13046a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13046a

Series Is Presented Here As Two Variables--(1)--Original Data, 1871-1938 (2)--Original Data, 1926-1969. The Index For 1926-February 1957 Is Based On Daily Quotations For Ninety Stocks; The Index For March 1957-1969 Is Based On Daily Quotations For Five Hundred Stocks. Source: Standard And Poor'S, Data For 1926-1963: Trade And Security Statistics: Security Price Index Record, 1964 Edition. Data For 1964-1969: Current Statistics, Monthly Issues. This NBER data series m13046b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13046b

Series Is Presented Here As Two Variables--(1)--Original Data, 1948-1961 (2)--Original Data, 1959-1968. Source: Data For 1948-1960: U.S. Bureau Of The Census, Business Cycle Developments, July 1964. Data For 1961: Secured By Phone Direct From The First National City Bank On December 1, 1964. This NBER data series m13047a appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13047a

Series Is Presented Here As Two Variables--(1)--Original Data, 1948-1961 (2)--Original Data, 1959-1968. Source: U.S. Bureau Of The Census, Business Cycle Developments, August 1966 And Subsequent Issues. This NBER data series m13047b appears on the NBER website in Chapter 13 at http://www.nber.org/databases/macrohistory/contents/chapter13.html. NBER Indicator: m13047b

Averages of business days, discount basis.

Averages of business days, discount basis.

Averages of business days, discount basis.

Averages of business days, discount basis.

Averages of business days. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Averages of business days. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Averages of business days. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal.

Averages of business days. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal.

Averages of business days. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Averages of business days. Yield to maturity on accrued principal. Calculated from data provided by the Wall Street Journal. Copyright, 2016, Haver Analytics. Reprinted with permission.

OECD descriptor ID: LOCOSTOR OECD unit ID: ST OECD country ID: HUN All OECD data should be cited as follows: OECD,"Main Economic Indicators - complete database"Main Economic Indicators(database)http://dx.doi.org/10.1787/data-00052-en(Accessed on date)Copyright, 2016, OECD. Reprinted with permission.

Balances maintained that exceed the top of the penalty-free band are remunerated at the interest rate to be paid on excess balances. Effective February 2, 1984, reserve computation and maintenance periods have been changed from weekly to bi-weekly. Series with data prior to February 2, 1984 have different values reported from one week to the next. After February 2, 1984, the value repeats for 2 consecutive weeks. Effective July 23, 2015, the Federal Reserve Board changed the formula for calculating interest for depository institutions with excess balances. The new formula is based on the daily interest rate on excess reserves (IOER rate) and the daily balance maintained, rather than the maintenance period IOER rate and the average balance maintained over the maintenance period. The IOER and IORR rates effective for a given day are now published on the "Interest on Required Balances and Excess Balances" page on the Federal Reserve Board's website at http://www.federalreserve.gov/monetarypolicy/reqresbalances.htm

Balances maintained to satisfy reserve balance requirements up to and including the top of the penalty-free band are remunerated at the rate paid on balances maintained up to the top of the penalty-free band. Effective February 2, 1984, reserve computation and maintenance periods have been changed from weekly to bi-weekly. Series with data prior to February 2, 1984 have different values reported from one week to the next. After February 2, 1984, the value repeats for 2 consecutive weeks. Effective July 23, 2015, the Federal Reserve Board changed the formula for calculating interest for depository institutions with excess balances. The new formula is based on the daily interest rate on excess reserves (IOER rate) and the daily balance maintained, rather than the maintenance period IOER rate and the average balance maintained over the maintenance period. The IOER and IORR rates effective for a given day are now published on the "Interest on Required Balances and Excess Balances" page on the Federal Reserve Board's website at http://www.federalreserve.gov/monetarypolicy/reqresbalances.htm

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.