Selected Interest Rates - H.15
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This page provides additional information about data in the Board of Governors’ statistical release on Selected Interest Rates (H.15). Most of the information is of a technical nature and represents answers to questions that may be of interest to a range of analysts and researchers. The page will be updated as such questions arise.
Documentation for the statistics in the H.15 release is available on the About page on the Board's website.
Where can I get weekly and monthly averages for rates on the H.15?
Will discontinued series still be updated in the DDP?
How do I use the DDP?
Where can I find the rates that were discontinued on October 11, 2016?
Under the original release schedule, monthly rates were published on the first Monday following the end of the month. Beginning with the release posted on November 3, 2016, we will post the monthly averages on the first business day after the end of the month.
The weekly and monthly averages are the average of all non-missing values during the given time period. If you prefer not to calculate them yourself, you can access them from the Data Download Program (DDP) at: https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H.15
In the column on the right, you can "Select a preformatted data package". From there, you can select one of the packages with weekly or monthly averages. More help for the DDP is available at: https://www.federalreserve.gov/datadownload/help/default.htm#chooseData
No. Historical rates that were previously on the H.15 release will continue to be available in the DDP, but they will no longer be updated.
Instruction for using the DDP are available at: https://www.federalreserve.gov/datadownload/help/default.htm
The Board obtained the rates that were discontinued from the following sources: Eurodollar deposits: Bloomberg and ICAP; interest rate swaps: ICE Benchmark Administration; corporate bonds: Moody’s; state and local bonds: Bond Buyer Index; and conventional mortgages: Freddie Mac. The discontinued rates may be available from other sources as well. The above list is provided for informational purposes only and does not constitute an endorsement by the Board of any person or entity.