The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.
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Selected Interest Rates (Daily) – H.15
H.15 Selected Interest Rates
RSS
Data Download
The release is posted daily Monday through Friday at 4:15pm.
The release is not posted on holidays or in the event that the
Board is closed.
Selected Interest Rates
Yields in percent per annum
Instruments
2022
Sep
20
2022
Sep
21
2022
Sep
22
2022
Sep
23
2022
Sep
26
Federal funds (effective)
2.33
2.33
3.08
3.08
3.08
Commercial Paper
Nonfinancial
1-month
2.99
n.a.
3.07
3.07
3.07
2-month
n.a.
n.a.
3.00
n.a.
n.a.
3-month
n.a.
n.a.
n.a.
n.a.
n.a.
Financial
1-month
3.02
3.02
3.04
3.10
3.06
2-month
n.a.
3.31
3.35
3.37
n.a.
3-month
3.49
3.51
3.55
3.51
3.47
Bank prime loan
5.50
5.50
6.25
6.25
6.25
Discount window primary credit
2.50
2.50
3.25
3.25
3.25
U.S. government securities
Treasury bills (secondary market)
4-week
2.47
2.46
2.65
2.59
2.64
3-month
3.26
3.21
3.19
3.12
3.30
6-month
3.77
3.77
3.78
3.76
3.87
1-year
3.87
3.90
3.90
3.97
3.98
Treasury constant maturities
Nominal
1-month
2.57
2.59
2.73
2.67
2.73
3-month
3.35
3.31
3.29
3.24
3.39
6-month
3.86
3.86
3.87
3.85
3.95
1-year
4.03
4.08
4.08
4.15
4.17
2-year
3.96
4.02
4.11
4.20
4.27
3-year
3.94
3.98
4.12
4.21
4.37
5-year
3.75
3.74
3.91
3.96
4.15
7-year
3.69
3.65
3.84
3.85
4.06
10-year
3.57
3.51
3.70
3.69
3.88
20-year
3.83
3.73
3.90
3.87
4.01
30-year
3.59
3.50
3.65
3.61
3.72
Inflation indexed
5-year
1.27
1.27
1.46
1.58
1.82
7-year
1.21
1.19
1.36
1.42
1.67
10-year
1.17
1.13
1.29
1.32
1.56
20-year
1.23
1.17
1.32
1.32
1.51
30-year
1.30
1.24
1.38
1.38
1.52
Inflation-indexed long-term average
1.46
1.40
1.55
1.55
1.70
n.a. Not available.
Note: Current and historical H.15 data, along with weekly, monthly, and annual averages, are available on the Board’s Data Download Program (DDP) at www.federalreserve.gov/datadownload/Choose.aspx?rel=H15 ). Weekly, monthly and annual rates are averages of business days unless otherwise noted.
Description of the Treasury Nominal and Inflation-Indexed Constant Maturity Series
Yields on Treasury nominal securities at “constant maturity” are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities. This curve, which relates the yield on a security to its time to maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The constant maturity yield values are read from the yield curve at fixed maturities, currently 1, 3, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Similarly, yields on inflation-indexed securities at “constant maturity” are interpolated from the daily yield curve for Treasury inflation protected securities in the over-the-counter market. The inflation-indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years.
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