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The data are three-month interbank rates which are no longer updated. The series represent interest rates of countries which have now joined the euro area.

The data are three-month interbank rates which are no longer updated. The series represent interest rates of countries which have now joined the euro area.

The 3-months interest rate is a representative short-term interest rate series for the domestic money market. From January 1999, the euro area rate is the 3-month "EURo InterBank Offered Rate" (EURIBOR) EURIBOR is the benchmark rate of the large euro money market that has emerged since 1999. It is the rate at which euro InterBank term deposits are offered by one prime bank to another prime bank. The contributors to EURIBOR are the banks with the highest volume of business in the euro area money markets. The panel of banks consists of banks from EU countries participating in the euro from the outset, banks from EU countries not participating in the euro from the outset, and large international banks from non-EU countries but with important euro area operations. Monthly data are calculated as averages of daily values. Data are presented in raw form. Source: European Central Bank (ECB)

This table contains 8 series, with data starting from 1992 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada), Rates (8 items: Bank rate; Treasury bill auction - average yields: 3 month; Treasury bill auction - average yields: 6 month; Treasury bill auction - average yields: 1 year; ...).   Financial market statistics, as at Tuesday, Bank of Canada

Data cited at : https://www.bis.org/statistics/index.htm

The data are central government bond yields which are no longer updated.

The data are central government bond yields which are no longer updated.

The data are central government bond yields which are no longer updated.

Euro-zone series: Until December 1998 it is an aggregate of interbank deposit bid rates weighted by country GDP (Gross Domestic Product). Thereafter the rate is the EONIA (Euro OverNight Index Average), the effective overnight reference rate for the euro, computed as a weighted average of all overnight unsecured lending transactions in the interbank market, initiated within the euro area by the contributing panel banks. EONIA is computed with the help of the European Central Bank. EU15 series: Until December 1998, this is a theoretical rate based on an aggregation of day-to-day rates weighted by country GDP. Thereafter the rate is an average of the EONIA and the rates of the non-euro-zone countries, weighted by country GDP. National series: broadly speaking, these are day-to-day interbank rates. Source: European Central Bank.

The data comprise day-to-day money rates which are no longer updated. These interest rates no longer exist once a country joins the euro area.

Maastricht criterion bond yields (mcby): definition used for the convergence criterion for EMU for long-term interest rates (central government bond yields on the secondary market, gross of tax, with around 10 years' residual maturity).

Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty.

Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty

Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty

Maastricht criterion bond yields (mcby) are long-term interest rates, used as a convergence criterion for the European Monetary Union, based on the Maastricht Treaty

Data cited at:  CBS StatLine databank https://opendata.cbs.nl/statline/portal.html?_la=en&_catalog=CBS Publication: Invest.climate; macroeconomic conditions international comparison 1990-2012 https://opendata.cbs.nl/portal.html?_la=en&_catalog=CBS&tableId=71160eng&_theme=974 License: http://creativecommons.org/licenses/by/4.0/   In this Dataset international comparisons are made of macroeconomic conditions on the basis of a number of elementary performance indicators: - Inflation; - Long-term interest rate; - Net borrowing/lending of consolidated general government sector; - General government debt; - Unemployment; - Imports and exports, related to Gross Domestic Product (GDP); - Goods trade with non-EU countries; - Container transport. These indicators give an overall picture of the international competitive position of a country. The macroeconomic circumstances define the basic climate within which companies develop their activities. Good macroeconomic conditions ensure a favorable climate in which enterprises can function well. Note: Comparable definitions are used to compare the figures presented internationally. The definitions sometimes differ from definitions used by Statistics Netherlands. The figures in this table could differ from Dutch figures presented elsewhere on the website of Statistics Netherlands.  

A yield curve (which is known as the term structure of interest rates) represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The zero coupon yield curves and their corresponding time series are calculated using "AAA-rated" euro area central government bonds, i.e. debt securities with the most favourable credit risk assessment. They represent the yields to maturity of hypothetical zero coupon bonds. Source: European Central Bank.

 A yield curve, also known as term structure of interest rates, represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The information content of a yield curve reflects the asset pricing process on financial markets. When buying and selling bonds, investors include their expectations of  future inflation, real interest rates and their assessment of risks. An investor calculates the price of a bond by discounting the expected future cash flows (coupon payments and/or redemption). The European Central Bank estimates zero-coupon yield curves for the euro area and also derives forward and par yield curves. A zero coupon bond is a bond that pays no coupon and is sold at a discount from its face value. The zero coupon curve represents the yield to maturity of hypothetical zero coupon bonds, since they are not directly observable in the market for a wide range of maturities. They must therfore be estimated from existing zero coupon bonds and fixed coupon bond prices or yields.  The forward curve shows the short-term (instantaneous) interest rate for future periods implied in the yield curve. The par yield reflects hypothetical yields, namely the interest rates the bonds would have yielded had they been priced at par (i.e. at 100). An outlier removal mechanism is applied to bonds that have passed the selection criteria described in 11.1. Bonds are removed if their yields deviate by more than twice the standard deviation from the average yield in the same maturity bracket. Afterwards, the same procedure is repeated. 

A yield curve, also known as term structure of interest rates, represents the relationship between market remuneration (interest) rates and the remaining time to maturity of debt securities. The information content of a yield curve reflects the asset pricing process on financial markets. When buying and selling bonds, investors include their expectations of  future inflation, real interest rates and their assessment of risks. An investor calculates the price of a bond by discounting the expected future cash flows (coupon payments and/or redemption). ECB estimates zero-coupon yield curves for the euro area and also derives forward and par yield curves. A zero coupon bond is a bond that pays no cupon and is sold at a discount from its face value. The zero coupon curve represents the yield to maturity of hypothetical zero coupon bonds, since they are not directly observable in the market for a wide range of maturities. They must therfore be estimatedfrom existing zero coupon bonds and fixed coupon bond prices or yields.  The forward curve shows the short-term (instantaneous) interest rate for future periods implied in the yield curve. The par yield reflects hypothetical yields, namely the interest rates the bonds would have yielded had they been priced at par (i.e. at 100).

Euro yield curves: euro bond yields and coefficients at maturities of 1 to 15 or 30 years (depending on the curve).

Financial market statistics, last Wednesday unless otherwise stated, Bank of Canada   This table contains 71 series, with data starting from 1934 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 items: Canada ...), Rates (71 items: Bank rate; last Tuesday or last Thursday; Bank rate; Chartered bank administered interest rates - prime business; Chartered bank - consumer loan rate ...).    

This table contains 102 series, with data starting from 2013, and some select series starting from 2016. This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada), Components (51 items: Total, funds advanced, residential mortgages, insured; Variable rate, insured; Fixed rate, insured, less than 1 year; Fixed rate, insured, from 1 to less than 3 years; ...), and Unit of measure (2 items: Dollars; Interest rate). For additional clarification on the component dimension, please visit the OSFI website for the Report on New and Existing Lending.

10-year government bond yields are reference rates, based on government bonds with a maturity close to 10 years.

10-year government bond yields are reference rates, based on government bonds with a maturity close to 10 years.

The present data collection consists of the following indicators:Interest rates : Day-to-day money market interest rates, 3-month interest rates, Euro yields and Long term government bond yields - Maastricht definitionEuro/Ecu exchange rates: Exchange rates against the ECU/euroEffective exchange rates indices : Nominal Effective Exchange Rate, Real Effective Exchange Rate Â

Data cited at: International Financial Statistics (IFS), The International Monetary Fund. The International Financial Statistics database covers about 200 countries and areas, with some aggregates calculated for selected regions, plus some world totals. Topics covered include balance of payments, commodity prices, exchange rates, fund position, government finance, industrial production, interest rates, international investment position, international liquidity, international transactions, labor statistics, money and banking, national accounts, population, prices, and real effective exchange rates. The International Financial Statistics is based on various IMF data collections. It includes exchange rates series for all Fund member countries plus Anguilla, Aruba, China, PR: Hong Kong, China, PR: Macao, Montserrat, and the Netherlands Antilles. It also includes major Fund accounts series, real effective exchange rates, and other world, area, and country series. Data are available for most IMF member countries with some aggregates calculated for select regions, plus some world totals. National Accounts, Indicators of Economic Activity, Labor Markets, Prices, Government and Public Sector Finance, Financial Indicators, Balance of Payments, International Investment Position, International Reserves, Fund Accounts, External Trade, Exchange Rates, and Population.

Long term government bond yields are calculated as monthly averages (non seasonally adjusted data). They refer to central government bond yields on the secondary market, gross of tax, with a residual maturity of around 10 years. The bond or the bonds of the basket have to be replaced regularly to avoid any maturity drift. This definition is used in the convergence criteria of the Economic and Monetary Union for long-term interest rates, as required under Article 121 of the Treaty of Amsterdam and the Protocol on the convergence criteria. Data are presented in raw form. Source: European Central Bank (ECB)

Main Economic Indicators (MEI) provides a wide range of indicators on recent economic developments in the 35 OECD member countries and 15 non-member countries. The indicators published in MEI have been prepared by national statistical agencies primarily to meet the requirements of users within their own country. In most instances, the indicators are compiled in accordance with international statistical guidelines and recommendations. However, national practices may depart from these guidelines, and these departures may impact on comparability between countries.

The Monetary and Financial Statistics (MFS) database contains the aggregated surveys covering: i) Central Bank ii) Depository Corporations and iii) Other Financial Corporations. The key macroeconomic aggregates in this dataset include: i) Monetary base and broad money; ii) Credit aggregates (including credit to the private sector); and iii) Foreign assets and liabilities.   Beginning in 2009, there are two presentations of Monetary Statistics in IFS. The new presentation data follows the Monetary and Financial Statistics Manual (MFSM) and the Monetary and Financial Statistics Compilation Guide (MFSCG), a companion to the MFSM that contains more detailed coverage of the classification, economic sectorization, valuation, and recording of financial assets and liabilities in an economy. The MFSCG gives prominence to the source data for monetary and financial statistics.   The majority of countries use the standardized report forms (SRFs) to report monetary data to the IMF and are presented under SRF Countries.   The old presentation is used for those countries that do not use the SRFs for reporting Monetary data and presented under Non-SRF Countries. The presentation of these countries will be changed to the new presentation when the countries implement the reporting of SRF-based data.   The Monetary and Financial Statistics Manual and Compilation Guide (Manual) updates and merges into one volume methodological and practical aspects of the compilation process for monetary and financial statistics (MFS). Aimed at compilers and users of MFS, it offers a conceptual framework for the collection, compilation, and analytical presentation of monetary data, which provide a critical input for monetary policy formulation and monitoring.   Detailed monetary statistics based on the standardized report forms reflecting the conceptual framework of the above Manual and its predecessors.

Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), national series for EU countries outside of euro area, and other national series (Turkey, US, Japan). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR), and national series for EU countries outside of euro area.  3-month interest rates are also available for the US and Japan.

Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.

Day-to-day money market interest rates: averages for the euro area (EONIA= Euro OverNight Index Average), EU27 (theoretical aggregate), and national series (TR, US, JP). 1-month, 3-month, 6-month and 12-month interest rates: averages for the euro area (EURIBOR) and EU27 (theoretical aggregate). 3-month interest rates are also available for the US and Japan.

The Financial Statistics dataset contains predominantly monthly statistics, and associated statistical methodological information, for the 36 OECD member countries and some selected other countries. The dataset itself contains financial statistics on 4 separate subjects: Monetary Aggregates, Interest Rates, Exchange Rates, and Share Prices. The data series presented within these subjects have been chosen as the most relevant financial statistics for which comparable data across countries is available. In all cases a lot of effort has been made to ensure that the data are internationally comparable across all countries presented and that all the subjects have good historical time-series’ data to aid with analysis. All data are available monthly, and are presented as either an index (where the year 2015 is the base year) or as a level depending on which measure is seen as the most appropriate and/or useful in the economic analysis context.

The Principal Global Indicators (PGI) dataset provides internationally comparable data for the Group of 20 economies (G-20) and economies with systemically important financial sectors that are not members of the G-20. The PGI facilitates the monitoring of economic and financial developments for these jurisdictions. Launched in 2009, the PGI website is hosted by the IMF and is a joint undertaking of the Inter-Agency Group of Economic and Financial Statistics (IAG).

Reserve Bank of Australia Interest Rates

An interest rate is the cost or price of borrowing, or the gain from lending, normally expressed as an annual percentage amount. Day-to-day money refers to deposits or loans on the money market with a maturity of one business day.

An interest rate is the cost or price of borrowing, or the gain from lending, normally expressed as an annual percentage amount. Three-month interbank rates apply to deposits or loans between banks with an original maturity of three months.