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.
AMERIBOR® Term-30 Index is a forward-looking interest rate designed to capture wholesale funding costs for American financial institutions over a thirty-day period at a specific moment in time. This index is calculated using AMERIBOR as well as a broad dataset of real-world primary issuances of wholesale commercial deposits and commercial paper of U.S.-domiciled financial institutions of every size. 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,
AMERIBOR Term-30 Derived Interest Rate Index [AMBOR30T],
retrieved from FRED,
Federal Reserve Bank of St. Louis;
https://fred.stlouisfed.org/series/AMBOR30T,
.