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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 81 money markets, 23 currencies, 9 economic items, and 1 commodity (Spot Oil Price).

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

  • Database Domain Code, Database Source, Database Symbol, Delta Lower-Bound, Delta Upper-Bound, Description, Last Price Date, Monthly Rate Value, Monthly Times Series Value, RIMES Alias Symbol, Series Value, Target Rate Lower-Bound, Target Rate Upper-Bound, Times Series Value, etc.
  • 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, Financial Commercial Paper Interest Rate, Majority Prime Rate Charged By Banks on Short-Term Loans, Market Yield on U.S. Treasury Securities (various constant maturities), etc.

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