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Selected Interest Rates (H.15)

Announcements

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).

September 26, 2016
Discontinuance of several rates on October 11, 2016

Beginning October 11, 2016, the Federal Reserve Board will cease publication of the following interest rates on its Selected Interest Rates (H.15) statistical release: Eurodollar deposits, interest rate swaps, corporate bonds, state and local bonds, and conventional mortgages. These interest rates are not produced by the Board and are available from their original sources before they are published by the Board on the H.15. The Board has judged that, given the alternative sources available to the public, the costs of collecting and publishing these data outweigh the benefits.

A list of sources for the discontinued data is available at: http://www.federalreserve.gov/releases/h15/h15_technical_qa.htm

The Board will continue to publish the following interest rates in the H.15 release: federal funds (effective), commercial paper, bank prime loan, discount window primary credit, and U.S. Treasury securities.

Additionally, the Board will no longer publish the H.15 in PDF format or publish weekly and monthly averages directly on the H.15. Weekly and monthly averages will continue to be available, along with other historical data, through the Board's Data Download Program.

July 15, 2016
Corrections 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, 2016
Implementation 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

January 26, 2016
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on January 26, 2016. The weekly and daily releases of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

January 25, 2016
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on January 25, 2016. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

January 22, 2016
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed after noon on January 22, 2016. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

December 29, 2015
Correction to Aaa and Baa corporate bond data for December 24 and the week ending December 25, 2015
The weekly H.15 release issued on Monday, December 28 2015, has been corrected. Corporate bond data published for December 24 and the week ending December 25 are now available (previously listed as n.a.).

August 11, 2015
Correction to the federal funds rate for the week ending August 7, 2015
The weekly H.15 release issued on Monday, August 10, 2015, has been corrected. The federal funds rate published for the week ending August 7, 2015, should have been 0.11 (rather than 0.14).

March 05, 2015
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C., are closed on Thursday, March 5, 2015. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

February 17, 2015
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on Tuesday, February 17, 2015. The weekly release of the Selected Interest Rates - H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

January 21, 2015
Correction to the federal funds rate for January 20, 2015

The weekly H.15 release issued on Tuesday, January 20, 2015, has been corrected. The federal funds rate published for January 16, 2015, should have been 0.13 (rather than 0.12).

December 23, 2014
Holiday - December 25, and December 26, 2014
The daily H.15 releases scheduled for Thursday, December 25 and Friday, December 26 will be published on Monday, December 29, 2014, because the federal government is closed.

May 01, 2014
Correction 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.).

March 17, 2014
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on Monday March 17, 2014. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

March 03, 2014
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on Monday March 3, 2014. The weekly release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

February 13, 2014
Federal Reserve Board Closure
Due to inclement weather, federal offices in Washington, D.C. are closed on Thursday, February 13, 2014. The daily release of the H.15 will be published on the first business day that federal offices in the Washington, D.C. area reopen.

January 21, 2014
Federal Reserve Board Closure
Due to expected severe weather, the Federal Reserve Board is closed on Tuesday, January, 21, 2014. The Board's daily and weekly statistical releases scheduled for Tuesday will be published on the first business day that federal offices in the Washington, D.C. area reopen.

January 15, 2014
Correction to the 10-year Treasury constant maturity rate for January 14, 2014
The daily H.15 release issued on Wednesday, January 15, 2014, has been corrected. The 10-year Treasury constant maturity rate published for January 14, 2014, should have been 2.88 (rather than 2.77).

January 08, 2014
Correction to the federal funds rate for December 13, 2013
The weekly H.15 release issued on Monday, December 16, 2013, has been corrected. The federal funds rate published for December 13, 2013, should have been 0.08 (rather than 0.09).

December 10, 2013
No update on December 10, 2013
Due to inclement weather, federal offices in Washington, D.C., are closed on Tuesday, December 10, 2013. The H.15 daily update scheduled for today will not be published. The daily update will be published on Wednesday, December 11, 2013, unless otherwise announced.

December 05, 2013
Discontinuance of CD rates (secondary market)
As of the release on December 16, 2013, the H.15 will cease publication of the 1-month, 3-month, and 6-month CD rates. Recent attrition has reduced both the number and types of institutions that provide quotes creating a challenge to construct statistically robust estimates of CD rates, and it is not feasible to resume publication. The historical rates will remain available through the Federal Reserve Board's Data Download Program (DDP).

July 02, 2013
CD rates (secondary market)
Rates for "CDs (secondary market)" are not reported (and "n.a." is shown) when the number of respondents is too few to be representative. Footnote seven has been updated to reflect this.

June 25, 2013
Changes to footnote seven (CD rates)
Footnote seven has been changed to provide additional clarity about the rates reported for "CDs (secondary market);" however, the sources of the data and the methodology used to construct the series have not changed.

March 06, 2013
Federal offices closed
Due to severe weather, federal offices in the Washington, D.C., area are closed on Wednesday, March 6, 2013. The Board's H.15 Daily Statistical Release for Wednesday will be published on the first business day that federal offices in the Washington, D.C., area reopen

October 29, 2012
Federal Reserve Board Closure, October 30, 2012
Due to expected severe weather, federal offices in the Washington, D.C., area, are closed to the public on Tuesday, October 30, 2012. The Board's daily and weekly statistical releases scheduled for Tuesday will be published on the first business day that federal offices in the Washington, D.C., area reopen.

October 29, 2012
Federal 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.

August 28, 2012
H.15 CD rates for August 27, 2012

Data for the 1-month, 3-month, and 6-month CD rates were inadvertently omitted from an earlier version of the daily H.15 release.

November 08, 2011
New graphics options are now available from the Data Download Program (DDP)
Users can now view plotted data as column charts, and add U.S. recession shading, while using the "View chart" function of the Data Download Program (DDP).

March 14, 2011
Correction to the 10-year Treasury constant maturities rate for March 10, 2011
The daily H.15 release issued on Friday March 11, 2011 has been corrected to reflect corrected data from the Treasury. The 10-year Treasury constant maturities published for March 10, 2011, should have been 3.37 (rather than 3.46).

December 02, 2010
New interactive graphics feature of Data Download Program (DDP)
Users will now be able to create and view interactive graphics of data packages from the program before downloading the underlying data and charts. The charting feature allows users to view multiple data series on a single chart as well as to display individual data points. The charts can be saved as PDFs or in a standard image file format (PNG) for publication and redistribution.

"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."

May 04, 2010
Correction to the federal funds rate for April 30, 2010
The weekly H.15 release issued on Monday, May 3, 2010 has been corrected. The federal funds rate published for April 30, 2010, should have been 0.20 (rather than 0.22).

March 25, 2010
Discontinuance of rates posted by Commercial Paper Funding Facility (CPFF)
The Commercial Paper Funding Facility (CPFF) expired on February 1, 2010. As of the release dated March 29, 2010, the H.15 will no longer report interest rates associated with the CPFF. The historical rates remain available through the Federal Reserve Board's Data Download Program (DDP).

March 01, 2010
Addition of interest rates for 30-year TIPS
Beginning today, the interest rate for the 30-year inflation indexed U.S. government security has been added to the H.15 release and the daily update.

February 24, 2010
Correction to the Discount window primary credit rate for February 19, 2010
The weekly H.15 release issued on Monday, February 22, 2010 has been corrected. The Discount window primary credit rate published for February 19, 2010, should have been 0.75 (rather than 0.50).

February 09, 2010
No update on February 9, 2010
Due to inclement weather, the Federal Reserve Board is closed on Tuesday, February 9, 2010. The H.15 weekly release and daily update scheduled for today will not be published. The release and daily update will be published on Wednesday, February 10, 2010, unless otherwise announced.

February 08, 2010
No update on February 8, 2010
Due to inclement weather, the Federal Reserve Board is closed on Monday, February 8, 2010. The H.15 weekly release scheduled for today will not be published. The release and daily update will be published on Tuesday, February 9, 2010, unless otherwise announced.

December 18, 2009
No Update on December 24 and December 25
Owing to the closure of the Federal Reserve Board on the afternoon of Thursday, December 24, and on Friday, December 25, 2009, the H.15 daily updates will not be published on Thursday, December 24, 2009, or Friday, December 25, 2009.

January 12, 2009
No Update on January 19 and January 20
The Federal Reserve Board will be closed on Monday, January 19, and Tuesday, January 20. The H.15 daily update and the weekly H.15 release will not be posted on either of those days. The H.15 daily update and the weekly H.15 release will be posted at their normally scheduled times on Wednesday, January 21.

January 02, 2009
Addition of rates posted by Commercial Paper Funding Facility (CPFF)
As of the release on January 5, 2009, the H.15 will include rates for financial and nonfinancial commercial paper posted by the Commercial Paper Funding Facility (CPFF). Historical data will be provided from October 27, 2008, the date when the CPFF began funding purchases of eligible commercial paper. Further information on the CPFF is available at www.federalreserve.gov/monetarypolicy/cpff.htm.

December 18, 2008
No Update on December 26
The Federal Reserve Board will be closed on Friday, December 26. The H.15 daily update will not be posted on that day. The weekly H.15 release will be available at the normally scheduled time on Monday, December 29.

October 01, 2007
Corrections for rounding errors on interest rate swaps

Due to a software problem, several of the rates on interest rate swaps were rounded incorrectly when originally published on the H.15 Selected Interest Rates statistical release. The following table lists the corrected observations:

Swap Rate	Observation Date	Publication Date	Original Value	Correct Value
1-year	2007-08-21	2007-08-27	4.89	4.90
2-year	2007-08-14	2007-08-20	5.01	5.02
3-year	2006-02-06	2006-02-13	5.01	5.02
	2007-03-16	2007-03-19	4.93	4.94
	2007-04-03	2007-04-09	4.97	4.98
	2007-04-25	2007-04-30	4.93	4.94
	2007-05-09	2007-05-14	5.01	5.02
4-year	2006-11-20	2006-11-27	5.01	5.02
4-year	2006-12-18	2006-12-26	4.97	4.98
5-year	2007-03-14	2007-03-19	4.89	4.90
	2007-04-05	2007-04-09	5.01	5.02
	2007-05-11	2007-05-14	5.01	5.02
7-year	2006-11-28	2006-12-04	4.93	4.94
7-year	2007-09-13	2007-09-17	4.97	4.98

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, 2006
RSS feeds now available from the Federal Reserve Board
The Federal Reserve Board's Data Download Program (DDP) now provides RSS feeds for users. Subscribers are notified about any updates or changes to the available data.The announcements will also be available on the DDP website. To subscribe to a feed, please visit the main RSS feeds page.

July 28, 2004
Addition of 20-Year Treasury Constant Maturity Inflation-Indexed
In accordance with its announcement of May 5, 2004, the Treasury commenced publishing a 20-year constant maturity inflation-indexed interest rate effective July 27, 2004. It appears on the daily H.15 effective with the issue of July 28, 2004, and on the weekly H.15 effective with the issue of August 2, 2004.

June 02, 2004
Discontinuance of Treasury Long-Term Average Nominal Rate
In accordance with its announcement of May 5, 2004, the Treasury has ceased publication of its long-term average nominal yield, effective June 1, 2004. The Treasury commenced publishing this rate on February 19, 2002, coinciding with the discontinuance of its 30-year constant maturity rate. At that time, the Treasury began to publish an "extrapolation factor," to allow users to calculate a proxy for the 30-year constant maturity rate. An extrapolation factor will continue to be published, but, as of June 1, it will be based on an extrapolation from the 20-year yield curve point. The extrapolation factor is available at the Treasury website, www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html, as reported in footnote 11 of the release.

January 05, 2004
Inclusion of Yields on Treasury Inflation-Protected Securities
As of the release of January 5, 2004, the H.15 includes four daily yields, constructed by the Treasury Department, on Treasury inflation-protected securities (TIPS): yields at constant maturities of 5, 7, and 10 years and an average of yields on all TIPS having remaining maturities of more than 10 years. Historical data for these series are available back to January 2, 2003. Further information may be found at www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html.

February 25, 2002
Changes 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, 2001
Original 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, 2001
Changes 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, 2000
Note to Users of the H.15 Statistical Release; The addition of swap rates.
Effective July 10, 2000, several changes are being made to the H.15 release:
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.

May 12, 1997
Change in the source of data for commercial paper
Announcement
Also available in PDF format (PDF 22 KB)