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.

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

USD Treasury Rates

Date1 Year2 Year3 Year5 Year7 Year10 Year30 Year
21/07/20210,080,210,400,741,041,291,94
20/07/20210,080,200,360,690,981,221,88
19/07/20210,080,220,390,710,981,191,83
16/07/20210,080,240,430,781,061,291,92
15/07/20210,010,230,430,781,071,301,92
14/07/20210,080,230,440,801,101,351,97
13/07/20210,080,270,470,851,161,422,05
12/07/20210,070,230,400,801,121,372,00
09/07/20210,070,220,400,791,121,361,99
08/07/20210,070,200,370,741,061,301,93

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

USD Interest rate futures

idMarketSep-21Dec-21Mar-22Jun-22Sep-22Dec-22Mar-23Jun-23Sep-23Dec-23Mar-24Jun-24Sep-24Dec-24
1Fed Funds Futures0.0950.0950.1100.1550.2250.3350.4550.5850.670.8000.8750.8750.8750.995
2USD SOFR0.0500.0600.0850.1600.2550.3650.4900.6200.7600.9001.0201.1401.2051.300
3USD 3M LIBOR0.1400.2100.2100.2900.3850.5500.6600.8001.0201.1551.2701.3851.4951.590

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.

Feedback
Feedback
How would you rate your experience?
Do you have any additional comment?
Next
Enter your email if you'd like us to contact you regarding with your feedback.
Back
Submit
Thank you for submitting your feedback!