US Interest Rates

MacroVar monitors us interest rates to monitor the Federal reserve’s actions and the market expectations in regards to central bank monetary policy (rate hikes/cuts), financial markets and economic outlook.

Date Fed Funds LIBOR 3M PRIME rate SOFR rate IOER rate

USD Treasury Rates

Date 1 Year 2 Year 3 Year 5 Year 7 Year 10 Year 30 Year
16-08-22 3,30 3,24 3,20 2,95 2,90 3,09
15-08-22 3,25 3,18 3,12 2,90 2,85 3,10
12-08-22 3,15 3,26 3,17 2,96 2,90 3,11
11-08-22 3,27 3,19 3,18 2,99 2,95 3,18
10-08-22 3,28 3,21 3,15 2,93 2,86 3,04
09-08-22 3,30 3,26 3,20 2,96 2,88 3,00
08-08-22 3,15 3,21 3,15 2,91 2,85 2,99
05-08-22 3,27 3,22 3,18 2,96 2,91 3,07
04-08-22 3,11 3,05 2,99 2,79 2,75 2,97
03-08-22 3,12 3,07 3,02 2,83 2,78 2,95

USD LIBOR

Date O/N 1W 1M 2M 3M 6M 12M
01-06-22 0,82
31-05-22 0,82
27-05-22 0,83
26-05-22 0,82
25-05-22 0,82

USD Interest rate futures

id Market Sep-21 Dec-21 Mar-22 Jun-22 Sep-22 Dec-22 Mar-23 Jun-23 Sep-23 Dec-23 Mar-24 Jun-24 Sep-24 Dec-24
1 Fed Funds Futures 0.095 0.095 0.110 0.155 0.225 0.335 0.455 0.585 0.67 0.800 0.875 0.875 0.875 0.995
2 USD SOFR 0.050 0.060 0.085 0.160 0.255 0.365 0.490 0.620 0.760 0.900 1.020 1.140 1.205 1.300
3 USD 3M LIBOR 0.140 0.210 0.210 0.290 0.385 0.550 0.660 0.800 1.020 1.155 1.270 1.385 1.495 1.590

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.