FRB h15: Data Download Program - Choose
Board of Governors of the Federal Reserve System
H.15 Selected Interest Rates - last released Friday, February 5, 2016

Data Download IconData Download Program

Choose a package

Learn more
Either build your own custom data package OR select a preformatted data package.
ABuild your package
  • Select your dataSelect your data
  • Arrow
  • Choose format and date rangeChoose format and date range
  • Arrow
  • Download fileDownload file

BSelect a preformatted data package

 
Download all h15 data as a single XML file [SDMX/ZIP, 53.0 MB]

Obtain PKZip software

Announcements

Implementation of Planned Changes to the Effective Federal Funds Rate
2016-02-01

On January 6, 2016, the Federal Reserve Bank of New York announced the implementation date for two changes to the calculation of the effective federal funds rate (EFFR). Effective March 1, the data source for the EFFR will move from aggregated data provided by federal funds brokers to transaction-level data reported by depository institutions. In addition, the calculation method will change from a volume-weighted average to a volume-weighted median.The H.15 will include the new EFFR rate on March 2, with data for March 1, 2016. More information, including additional detail on the calculation methodology, will also be published March 2.For additional information, please see:Statement Regarding the Implementation of Planned Changes to the Effective Federal Funds Rate and Publication of the Overnight Bank Funding RateStatement Regarding Planned Changes to the Calculation of the Federal Funds Effective Rate and the Publication of an Overnight Bank Funding Rate Statement Regarding the Calculation Methodology for the Effective Federal Funds Rate and Overnight Bank Funding Rate

All Announcements