PrintSelected 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).- August 28, 2012
H.15 CD rates for August 27, 2012Data 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, 2011The 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, 2010The 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 TIPSBeginning 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, 2010The 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, 2010Due 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, 2010Due 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 25Owing 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 20The 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 26The 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 swapsDue 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
RateObservation
DatePublication
DateOriginal
ValueCorrect
Value1-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 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 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 BoardThe 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-IndexedIn 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 RateIn 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 SecuritiesAs 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 SeriesAs 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, 2001The 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 securitiesOn 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 paperAnnouncement
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