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Interest Rates indicators


  United States  (Details)   Date Change top
Federal Fund Target Rate 0.25 Dec 16, 2008 -75.00 bps
Yield Curve 1m 0.14 Mar 18, 2010 +1.00 bps
3m 0.16 Mar 18, 2010 +1.00 bps
6m 0.26 Mar 18, 2010 +3.00 bps
1y 0.41 Mar 18, 2010 -- 
2y 0.98 Mar 18, 2010 +3.00 bps
10y 3.68 Mar 18, 2010 +3.00 bps
30y 4.59 Mar 18, 2010 +3.00 bps
LIBOR Yield Curve o/n 0.18906 Mar 10, 2010 -0.31 bps
1w 0.21000 Mar 10, 2010 -0.12 bps
1m 0.23000 Mar 10, 2010 -- 
3m 0.25563 Mar 10, 2010 +0.01 bps
6m 0.39438 Mar 10, 2010 -- 
1y 0.85750 Mar 10, 2010 -0.13 bps
Prime Rate 3.25 Dec 16, 2008 -75.00 bps
TED Spread 0.1100 Mar 10, 2010 +1.00 bps

  Canada  (Details)   Date Change top
Bank Rate 0.50 Apr 21, 2009 -25.00 bps
Yield Curve 1m 0.15 Mar 17, 2010 -1.00 bps
3m 0.23 Mar 17, 2010 +1.00 bps
6m 0.33 Mar 17, 2010 -1.00 bps
1y 0.78 Mar 17, 2010 +2.00 bps
10y 3.47 Mar 17, 2010 +3.00 bps
30y 4.04 Mar 17, 2010 +2.00 bps
LIBOR Yield Curve o/n 0.24833 Mar 10, 2010 +1.17 bps
1w 0.27167 Mar 10, 2010 +0.17 bps
1m 0.30000 Mar 10, 2010 +0.17 bps
3m 0.40000 Mar 10, 2010 +0.17 bps
6m 0.70333 Mar 10, 2010 -- 
1y 1.26000 Mar 10, 2010 -0.33 bps
Overnight Target Rate 0.25 Dec 8, 2009 -- 
Prime Rate 2.25 Apr 22, 2009 -25.00 bps

  United Kingdom  (Details)   Date Change top
Base Rate 0.52 Jun 5, 2009 +2.00 bps
Yield Curve 1m 0.53 Mar 16, 2010 -- 
3m 0.53 Mar 16, 2010 -- 
6m 0.54 Mar 16, 2010 -- 
1y 0.69 Mar 16, 2010 -- 
10y 4.24 Mar 16, 2010 -4.00 bps
25y 4.76 Mar 16, 2010 -3.00 bps
LIBOR Yield Curve o/n 0.53500 Mar 10, 2010 +0.12 bps
1w 0.53188 Mar 10, 2010 +0.13 bps
1m 0.54125 Mar 10, 2010 -- 
6m 0.86938 Mar 10, 2010 -0.06 bps
1y 1.30750 Mar 10, 2010 +0.25 bps
Official Bank Rate 0.50 Mar 5, 2009 -50.00 bps
Sterling Overnight Index Average 0.4208 Jun 8, 2009 +0.25 bps

  Euro Zone  (Details)   Date Change top
Euro Over Night Index Average 0.328 Mar 17, 2010 +0.70 bps
EURIBOR Yield Curve 1m 0.402 Mar 18, 2010 -0.20 bps
3m 0.643 Mar 18, 2010 -0.10 bps
6m 0.951 Mar 18, 2010 -- 
9m 1.089 Mar 18, 2010 -0.10 bps
1y 1.214 Mar 18, 2010 -0.10 bps
Yield Curve 3m 0.31101 Mar 17, 2010 +1.60 bps
6m 0.38892 Mar 17, 2010 -0.37 bps
9m 0.48170 Mar 17, 2010 -2.11 bps
1y 0.58475 Mar 17, 2010 -3.55 bps
2y 1.04074 Mar 17, 2010 -6.70 bps
3y 1.49369 Mar 17, 2010 -7.09 bps
5y 2.26878 Mar 17, 2010 -5.50 bps
10y 3.47698 Mar 17, 2010 -2.86 bps
30y 3.97473 Mar 17, 2010 -2.17 bps
LIBOR Yield Curve o/n 0.28000 Mar 10, 2010 -35.75 bps
1w 0.30750 Mar 10, 2010 -0.25 bps
1m 0.37750 Mar 10, 2010 -- 
3m 0.59563 Mar 10, 2010 -0.12 bps
6m 0.90688 Mar 10, 2010 -0.13 bps
1y 1.19625 Mar 10, 2010 -0.13 bps
Minimum Bid Rate 1.00 May 13, 2009 -25.00 bps

  Switzerland  (Details)   Date Change top
Yield Curve 2y 0.41 Feb 15, 2010 -2.50 bps
5y 1.12 Feb 15, 2010 -3.50 bps
10y 1.94 Feb 15, 2010 -1.90 bps
30y 2.19 Feb 15, 2010 +0.30 bps
LIBOR Yield Curve o/n 0.0483 Mar 10, 2010 -- 
1w 0.0583 Mar 10, 2010 -0.17 bps
1m 0.0933 Mar 10, 2010 -- 
3m 0.2483 Mar 10, 2010 -- 
6m 0.3292 Mar 10, 2010 +1.00 bps
1y 0.6283 Mar 10, 2010 +0.92 bps
Swiss Average Rate Overnight 0.02 Mar 17, 2010 -- 
Ten Year Bond 1.960 Mar 18, 2010 -- 
Three Month Libor 0.25 Mar 18, 2010 -- 
3-Month LIBOR Target Rate 0.250 Mar 12, 2009 -25.00 bps

  Japan  (Details)   Date Change top
Yield Curve 3m 0.12 Feb 26, 2010 -- 
6m 0.12 Feb 26, 2010 -- 
5y 0.50 Feb 26, 2010 +0.50 bps
10y 1.30 Feb 26, 2010 +0.50 bps
20y 2.12 Feb 26, 2010 -0.50 bps
LIBOR Yield Curve o/n 0.11625 Mar 10, 2010 -- 
1w 0.13000 Mar 10, 2010 -- 
1m 0.15688 Mar 10, 2010 -- 
3m 0.24813 Mar 10, 2010 -0.12 bps
6m 0.45000 Mar 10, 2010 -- 
1y 0.67750 Mar 10, 2010 -- 
Official Discount Rate 0.30 Dec 19, 2008 -20.00 bps
Prime Rate 1.600 Mar 10, 2010 -5.00 bps
Tokyo Repo Rates Yield Curve o/n 0.10 Mar 17, 2010 -0.10 bps
1w 0.11 Mar 17, 2010 -- 
2w 0.11 Mar 17, 2010 +0.10 bps
3w 0.11 Mar 17, 2010 -- 
1m 0.11 Mar 17, 2010 -- 
3m 0.12 Mar 17, 2010 -- 
6m 0.13 Mar 17, 2010 -- 
1y 0.13 Mar 17, 2010 -- 
Uncollateralized Overnight Call Rate Target 0.10 Dec 1, 2008 -20.00 bps

  Australia  (Details)   Date Change top
Cash Rate Target 4.00 Mar 3, 2010 -- 
Yield Curve 1m 4.08 Mar 17, 2010 -- 
3m 4.29 Mar 17, 2010 -3.00 bps
6m 4.59 Mar 17, 2010 -1.00 bps
3y 5.09 Mar 17, 2010 +1.00 bps
5y 5.38 Mar 17, 2010 +2.00 bps
10y 5.66 Mar 17, 2010 +3.00 bps
LIBOR Yield Curve o/n 3.98750 Mar 10, 2010 +4.75 bps
1w 4.01250 Mar 10, 2010 +1.25 bps
1m 4.08250 Mar 10, 2010 +1.75 bps
3m 4.27000 Mar 10, 2010 +2.75 bps
6m 4.57750 Mar 10, 2010 +3.25 bps
1y 5.25750 Mar 10, 2010 +4.50 bps
Overnight Indexed Swaps Yield Curve 1m 4.05 Mar 17, 2010 +1.00 bps
3m 4.15 Mar 17, 2010 -- 
6m 4.31 Mar 17, 2010 -- 

  New Zealand  (Details)   Date Change top
Yield Curve 1m 2.65 Mar 18, 2010 -- 
3m 2.66 Mar 18, 2010 -1.00 bps
2y 3.71 Mar 18, 2010 +1.00 bps
5y 5.08 Mar 18, 2010 +2.00 bps
10y 5.86 Mar 18, 2010 +3.00 bps
Interbank Cash Rate 2.39 Mar 17, 2010 +14.00 bps
LIBOR Yield Curve o/n 2.66500 Mar 10, 2010 +0.25 bps
1w 2.69750 Mar 10, 2010 +1.00 bps
1m 2.75500 Mar 10, 2010 +0.50 bps
6m 3.07000 Mar 10, 2010 +0.25 bps
1y 3.87250 Mar 10, 2010 +1.50 bps
Official Cash Rate 2.50 Apr 30, 2009 -50.00 bps
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