Selected Interest Rates (H.15)
This feed provides information about selected interest rate data from the Federal Reserve Board's H.15 release available through the Data Download Program (DDP).
May 18, 2017Correction of Treasury rates for April 14, 2017, the week ending April 14, 2017, and the month of April 2017
October 11, 2016Discontinuance of several rates on October 11, 2016
The H.15 will be published at 4:15pm every business day (excluding holidays).
September 26, 2016Discontinuance of several rates on October 11, 2016
July 15, 2016Corrections to State and local bond rates for June 9, June 16, June 23, June 30, and July 7, 2016
Historical rates for State and local bonds for June 9, June 16, June 23, June 30, and July 7, 2016, have been corrected, as well as the weekly rates for June 10, June 17, June 24, July 1, and July 8, 2016, and the monthly rate for June 2016. The State and local bond rate published for June 9, 2016, should have been 3.03 (rather than 3.18); the rate published for June 16, 2016, should have been 2.99 (rather than 3.18); the rate published for June 23, 2016, should have been 2.90 (rather than 3.18); the rate published for June 30, 2016, should have been 2.85 (rather than 3.18); and the rate published for July 7, 2016, should have been 2.80 (rather than 3.18). The rate published for week ending June 10, 2016, should have been 3.03 (rather than 3.18); the rate published for the week ending June 17, 2016, should have been 2.99 (rather than 3.18); the rate published for the week ending June 24, 2016, should have been 2.90 (rather than 3.18); the rate published for the week ending July 1, 2016, should have been 2.85 (rather than 3.18); and the rate published for the week ending July 8, 2016, should have been 2.80 (rather than 3.18). The rate published for the month of June 2016 should have been 3.01 (rather than 3.20).
February 01, 2016Implementation of Planned Changes to the Effective Federal Funds Rate
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 Rate
Statement 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
December 29, 2015Correction to Aaa and Baa corporate bond data for December 24 and the week ending December 25, 2015
February 17, 2015Federal Reserve Board Closure
May 01, 2014Correction to the 1- and 3-month financial commercial paper rates for April 25th, 2014
The weekly H.15 release issued on Monday, April 28th, 2014, has been corrected. The 1- and 3-month financial commercial paper rates published for April 25, 2014, should have been 0.06 and 0.11, respectively (rather than n.a.).
January 21, 2014Federal Reserve Board Closure
December 10, 2013No update on December 10, 2013
December 05, 2013Discontinuance of CD rates (secondary market)
March 06, 2013Federal offices closed
October 29, 2012Federal Reserve Board Closure, October 30, 2012
October 29, 2012Federal Reserve Board Closure
Due to expected severe weather, federal offices in the Washington, D.C., area, are closed to the public on Monday, October 29, 2012. The Board's daily and weekly statistical releases scheduled for Monday will be published on the first business day that federal offices in the Washington, D.C., area reopen.
March 14, 2011Correction to the 10-year Treasury constant maturities rate for March 10, 2011
December 02, 2010New interactive graphics feature of Data Download Program (DDP)
"Graphics play an important role in identifying data trends and relationships," said Federal Reserve Vice Chair Janet L. Yellen. "With the help of this intuitive new user interface, it's now possible to create customized charts directly from Federal Reserve statistical data."
March 25, 2010Discontinuance of rates posted by Commercial Paper Funding Facility (CPFF)
February 09, 2010No update on February 9, 2010
February 08, 2010No update on February 8, 2010
January 12, 2009No Update on January 19 and January 20
January 02, 2009Addition of rates posted by Commercial Paper Funding Facility (CPFF)
October 01, 2007Corrections for rounding errors on interest rate swaps
The above corrections have been made to the historical data. In addition, some earlier observations in the historical data have been corrected. However, these observations were published correctly on the original statistical releases.
December 18, 2006RSS feeds now available from the Federal Reserve Board
July 28, 2004Addition of 20-Year Treasury Constant Maturity Inflation-Indexed
June 02, 2004Discontinuance of Treasury Long-Term Average Nominal Rate
January 05, 2004Inclusion of Yields on Treasury Inflation-Protected Securities
February 25, 2002Changes to Treasury Long-Term Rate Series
As of the release dated February 25, 2002, the H.15 no longer reports a 30-year constant maturity yield for Treasury securities and begins reporting a yield for Treasury securities with 25 years or more remaining to maturity.
The changes reflect the Treasury's announcement on January 30, 2002, that, effective February 18, it would cease supplying an estimate of the 30-year constant maturity yield and that it would commence supplying a long-term yield based on a basket of long-dated securities.
As indicated in footnote 12 of the release, the new long-term rate is based on an unweighted average of the bid yields for all Treasury fixed-coupon securities with remaining terms to maturity of at least 25 years. A factor to adjust the daily long-term average to estimate a 30-year rate is available at the Treasury web site reported in footnote 13 of the release.
October 26, 2001Original and Revised Treasury Rates for the Week Ending September 14, 2001
The H.15 site has links to the original September 17, 2001, release as well as to the revised releases for that date and for September 24.
Data for most of the interest rates reported in the H.15 release of September 17, 2001, were missing for September 11-13 because of inactive markets or delays in data processing arising from the disasters of September 11.
On September 25 the Treasury released the data that had been missing for September 13 regarding the constant maturity interest rates on Treasury securities and the secondary rates on bills. On October 1, 2001, the Federal Reserve issued a revised version of the H.15 release of September 17 to show the September 13 values of those series and the correspondingly updated values of the averages for the week ending September 14; also on October 1, 2001, the Federal Reserve issued a revised version of the September 24 release to show the new values of the averages for the week ending September 14.
September 04, 2001Changes in the reporting of Treasury securities
On July 31, 2001, the Department of the Treasury began the weekly issuance of 4-week bills. On August 27, 2001, the Treasury stopped reporting secondary market yields for 1-year Treasury bills, the final issuance of which was on February 27, 2001.
Effective with the issue of September 4, 2001, the H.15 statistical release reflects these changes by reporting the secondary market rate for 4-week bills and by no longer reporting the secondary market rate for 1-year bills.
In addition, the H.15 now reports a 1-month constant maturity rate, which the Treasury began calculating when it introduced the 4-week bill.
July 10, 2000Note to Users of the H.15 Statistical Release; The addition of swap rates.
Rates for fixed-rate payers in interest rate swaps, as collected under the auspices of the International Swaps and Derivatives Association, Inc., are being added. These swap rates are for maturities of 1, 2, 3, 4, 5, 7, 10, and 30 years.
No longer appearing on the release are auction highs for 3-month, 6-month, and 1-year Treasury bills. These figures continue to be available from the Treasury's website: http://www.publicdebt.treas.gov/of/ofrespr.htm. Also being dropped is the Treasury composite (an unweighted average of yields on all outstanding bonds neither due nor callable in less than 10 years).Finally, the H.15 no longer contains rates for 3-month and 6-month bankers acceptances. The quotes continue to be available on Telerate, which was the source for these rates as reported on the H.15.