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

Date Fed Funds LIBOR 3M PRIME rate SOFR rate IOER rate
06/07/2021 0.08 0.13788 3.25 0.05 0.15

USD LIBOR

Date O/N 1W 1M 2M 3M 6M 12M
08/04/2022 0,33
07/04/2022 0,32
06/04/2022 0,33
05/04/2022 0,33
04/04/2022 0,33

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

Date ECB rate EONIA rate LIBOR 1M LIBOR 3M LIBOR 6M LIBOR 12M
06/07/2021 0 -0.496 0.05438 0.07563 0.10400 0.17775

EUR LIBOR

Date O/N 1W 1M 2M 3M 6M 12M
31/12/2021 -0,65 -0,59 -0,62 -0,59 -0,58 -0,56 -0,49
30/12/2021 -0,59 -0,59 -0,62 -0,59 -0,58 -0,56 -0,49
29/12/2021 -0,59 -0,62 -0,64 -0,60 -0,59 -0,56 -0,48
24/12/2021 -0,59 -0,62 -0,66 -0,61 -0,59 -0,56 -0,49
23/12/2021 -0,59 -0,62 -0,66 -0,60 -0,59 -0,56 -0,49

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

UK Interest Rates

Date UK rate SONIA rate GBP LIBOR 1M GBP LIBOR 3M GBP LIBOR 6M GBP LIBOR 12M
06/07/2021 0.1 0.04917 0.05438 0.07563 0.10400 0.17775

GBP LIBOR

Date O/N 1W 1M 2M 3M 6M 12M
31/12/2021 0,180630 0,18300 0,22850 0,81363
30/12/2021 0,185750 0,18388 0,22713 0,83238
29/12/2021 0,186380 0,18625 0,22863 0,83588
24/12/2021 0,186130 0,18550 0,21738 0,82288
23/12/2021 0,186250 0,18563 0,22363 0,81625

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