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U.S. Federal Reserve Data

Published in Alternative Indices

The Federal Reserve System is the central bank of the United States. It performs general functions to promote the effective operation of the U.S. economy and, more generally, the public interest.

The H.15 release contains daily interest rates for selected U.S. Treasury and private money market and capital market instruments. The United States Federal Reserve Statistical Release H.15 is a weekly publication (with daily updates) of the Federal Reserve System of selected market interest rates. Many residential mortgage loans are indexed to the one-year treasury rate published in the H.15 release. The H.15 covers the following rates, in varying maturities: Federal funds, Commercial paper, Certificates of deposit, Eurodollar deposits, Bank prime loans, Discount window, United States Treasury Bills/Notes/Bonds/Inflation Protected Securities, Interest rate swaps, Corporate/Municipal bonds, Residential mortgage loans, etc.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 40 reference rates, 20 bonds, 8 economic securities, and 1 commodity (Spot Oil Price).

Historical items related to prices, indices and rates are available, including the following:

  • Average Rate on 1, 3, 6 Month Negotiable Certificates of Deposit (Secondary Market)
  • Composite Yield on U.S. Treasury Bonds with Maturity over Ten-Years
  • Consumer Price Index for All Urban Consumers: All Items, Dealer Offering Rate
  • Discount Rate on Loans to Member Banks Quoted on Investment Basis Federal Reserve Bank of New York
  • Federal Funds Effective Rate
  • Finance Paper Placed Directly Average Offering Rate Quoted On Discount Basis
  • Financial Commercial Paper Interest Rate
  • Majority Prime Rate Charged By Banks on Short-Term Loans to Business
  • Market Yield on U.S. Treasury Securities (various constant maturities)
  • Moody’s Yield on Seasoned Corporate Bonds – All Industries, Nominal Broad Dollar Index, Nonfinancial Commercial Paper Interest Rate, Prime Commercial Paper – Average Dealer Offering Rate Quoted On Discount Basis, Rate Paid By Fixed-Rate Payer on an Interest Rate Swap (various constant maturities)
  • Spot Oil Price: West Texas Intermediate, The Rate Charged For Primary Credit Under Amendment To The Board’s Regulation A
  • Trade Weighted Exchange Index: Broad, Treasury Bill Auction High – Discount Basis, Treasury Bill Secondary Market Rate Discount Basis, Treasury Long-Term Average
  • U.S. Government Constant Maturity Yield
  • U.S. Short-Term Interest Rates, etc.

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