Short Term Interest Rates

MacroVar monitors short term interest rates term structures to monitor market expectations in regards to central bank monetary policy (rate hikes/cuts), financial markets and economic outlook.

US Interest Rates

DateFed FundsLIBOR 3MPRIME rateSOFR rateIOER rate
06/07/20210.080.137883.250.050.15

USD LIBOR

DateO/N1W1M2M3M6M12M
16/07/20210,090,090,080,110,130,150,24
15/07/20210,090,090,090,110,130,150,24
14/07/20210,090,090,090,120,130,150,24
13/07/20210,090,090,090,120,130,150,24
12/07/20210,090,090,100,120,130,150,24

MacroVar analyzes and provides free historical data for USD LIBOR current rates, USD LIBOR forward curves, Effective Fed funds rate, SOFR, SOFR forward curve, Fed funds futures, Eurodollar futures, IOER, and US interest rate swaps.

Euro Interest Rates

DateECB rateEONIA rateLIBOR 1MLIBOR 3MLIBOR 6MLIBOR 12M
06/07/20210-0.4960.054380.075630.104000.17775

EUR LIBOR

DateO/N1W1M2M3M6M12M
16/07/2021-0,58-0,58-0,57-0,56-0,56-0,52-0,49
15/07/2021-0,58-0,58-0,57-0,56-0,55-0,52-0,49
14/07/2021-0,58-0,58-0,57-0,56-0,55-0,53-0,49
13/07/2021-0,59-0,58-0,57-0,56-0,56-0,53-0,49
12/07/2021-0,59-0,58-0,57-0,56-0,55-0,53-0,49

MacroVar analyzes and provides free historical data for Euribor, ECB, EONIA, EUR LIBOR current rates and EURIBOR forward curve.

UK Interest Rates

DateUK rateSONIA rateGBP LIBOR 1MGBP LIBOR 3MGBP LIBOR 6MGBP LIBOR 12M
06/07/20210.10.049170.054380.075630.104000.17775

GBP LIBOR

DateO/N1W1M2M3M6M12M
16/07/20210,0406300,042880,052880,063630,076750,099130,19613
15/07/20210,0405000,043750,054000,063500,078130,093000,17625
14/07/20210,0407500,041750,051750,064130,079500,094500,17825
13/07/20210,0406300,042250,049880,062250,077630,096380,17438
12/07/20210,0408800,041000,051380,062500,077130,103880,17313

MacroVar analyzes and provides free historical data for UK rate, SONIAGBP LIBOR.

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