Data on interest rates

Data

Author

François Geerolf

Current rates

Policy rates

Date: October 14, 2025 10:31 AM. Source: https://www.investing.com/central-banks/

Sovereign rates

5Y, 10Y, 30Y

Date: October 14, 2025 10:31 AM. Source: https://www.investing.com/rates-bonds/world-government-bonds

10Y, 30Y, ratings

Date: October 14, 2025 10:31 AM. Source: https://www.investing.com/rates-bonds/world-government-bonds

Yield Curve

France, Italy, Spain, Germany

France, Germany, US, Greece

France, US, UK, Canada

Long-term rates

France, Germany, Greece, Spain, Italy

2020-

(Discontinued)

ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-2020")

U.S., France, Japan, Germany

MEI

ig_d("oecd", "MEI", "IRLTLT01-FRA-USA-DEU-JPN-2010")

MEI_FIN

ig_d("oecd", "MEI_FIN", "IRLT-FRA-USA-DEU-JPN-2010")

U.S. 10-, 20-, 30- years

ig_d("fred", "r", "DGS10-DGS20-DGS30-2010")

France - 30 ans, 10 ans, 5 ans

ig_d("bdf", "FM", "bons-du-tresor-30ans-10ans")

France, Germany, Italy, Spain, Greece

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2005")

2018-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2018")

France, Germany, Italy, Spain

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2005")

2014-

Interest rates

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2014")

Interest rates

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-spreads-2014")

Europe, Germany, Portugal, Greece

2005-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2005")

2014-

ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2014")

Policy interest rates

ECB Main short rates rates

ig_d("fred", "r", "ECBDFR-ECBMRRFR-ECBMLFR")

Fed, ECB main short rates

1999-

ig_d("bis", "CBPOL_D", "US-XM-1999")

Taux BCE

ig_d("bdf", "FM", "taux-credits-habitats")

Short-term rates

ig_d("eurostat", "irt_st_m", "IRT-M12-UK-SE-DK-EA-2000")

Emerging Markets

Brazil

ig_d("bis", "CBPOL_M", "BR-2010")

Real Interest rates

ECB

ig_d("ecb", "FM", "real-rates-USA-JPN-EUR-2010")

Lending spreads

ig_d("ecb", "FM", "A2AA225-ERIBR-WT")

U.S. TIPS

All

ig_d("fred", "r", "DFII10-DFII20-DFII30")

2017-

ig_d("fred", "r", "DFII10-DFII20-DFII30-2017")

Corporations

AAA, BAA - United States

ig_d("fred", "r", "AAA-BAA-2010")

Loans in France, Germany, Italy

ig_d("ecb", "MIR", "A20-2240-FR-DE-IT")

Housing

2004-2007 Monetary Policy tightening

Mortgage Payments

ig_d("fred", "r", "MDSP-02-12")

Fed Rates

ig_d("fred", "r", "FEDFUNDS-02-12")

Both

i_g("bib/fred/FEDFUNDS-MDSP.png")

U.S.: mortgage, Fed Funds

ig_d("fred", "r", "MORTGAGE15US-MORTGAGE30US-FEDFUNDS-2010")

Lending for house purchases, old loans

ig_d("ecb", "MIR", "A22")

Lending for house purchases

2010-

ig_d("ecb", "MIR", "A2C-2010")

Loans to households

ig_d("ecb", "MIR", "A2C-2015-0-N")

Miscellaneous interest rates

Germany

ig_d("ecb", "MIR", "DE-A2A-2015")

France

ig_d("ecb", "MIR", "FR-A2A")

Real rates (World Bank)

UK, US, Japan

ig_d("wdi", "FR.INR.RINR", "GB-JP-US")

Info

Linked Themes

theme Title Link
monetary-policy Data on monetary policy Link
interest-rates Data on interest rates Link

Datasets

source dataset Title .html .rData
bdf FM Marché financier, taux 2025-08-28 2025-08-28
bdf MIR Taux d'intérêt - Zone euro 2025-08-28 2025-08-04
bdf MIR1 Taux d'intérêt - France 2025-08-28 2025-08-04
bis CBPOL_D Policy Rates, Daily 2025-10-11 2025-08-20
bis CBPOL_M Policy Rates, Monthly 2025-10-11 2024-04-19
ecb FM Financial market data 2025-10-09 2025-08-29
ecb MIR MFI Interest Rate Statistics 2025-10-09 2025-08-29
eurostat ei_mfir_m Interest rates - monthly data 2025-10-11 2025-10-11
eurostat irt_lt_mcby_d EMU convergence criterion series - daily data 2025-10-11 2025-07-24
eurostat irt_st_m Money market interest rates - monthly data 2025-10-11 2025-10-11
fred r Interest Rates 2025-10-09 2025-10-09
oecd MEI Main Economic Indicators 2024-04-16 2025-07-24
oecd MEI_FIN Monthly Monetary and Financial Statistics (MEI) 2024-09-15 2025-07-24
wdi FR.INR.DPST Deposit interest rate (%) 2022-09-27 2025-09-27
wdi FR.INR.LEND Lending interest rate (%) 2025-10-10 2025-09-27
wdi FR.INR.RINR Real interest rate (%) 2025-05-24 2025-09-27

Bibliography

English

“The ECB’s monetary policy stance in an uncertain environment” C. Blot, J. Creel, F. Geerolf, G. Ricco & D. Romelli, Monetary Dialogue Paper, June 2025, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“Economic Policies to combat inflation in Europe” F. Geerolf, In L’économie européenne 2023-2024, La Découverte, pp.42-56, september 2023. [ html] [ pdf] [ github]

“Are inflation dynamics different in the euro area and the United States?” C. Blot & F. Geerolf, Monetary Dialogue Paper, November 2023, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“Excess liquidity in the euro area? Assessment and possible ways forward.” C. Blot, J. Creel & F. Geerolf, Monetary Dialogue Paper, September 2023, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“Is monetary tightening a threat to financial stability?” C. Blot, J. Creel & F. Geerolf, Monetary Dialogue Paper, June 2023, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“The direct and indirect impacts of the war on inflation.” C. Blot, J. Creel & F. Geerolf, Monetary Dialogue Paper, March 2023, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“Heterogeneity of inflation in the euro area: more complicated than it seems.” C. Blot, J. Creel, F. Geerolf & S. Levasseur, Monetary Dialogue Paper, November 2022, requested by the ECON committee, European Parliament. [ pdf] [ html] [ github]

“The Phillips Curve: a Relation between Real Exchange Rate Growth and Unemployment.” F. Geerolf, January 2020. [ pdf]

French

« L’orientation de la politique monétaire de la BCE à l’épreuve de l’incertitude économique » C. Blot, J. Creel, F. Geerolf, G. Ricco, D. Romelli, OFCE Policy brief 147, juillet 2025. [ pdf] [ github]

« Le keynésianisme doit-il faire l’économie de la courbe de Phillips ? » F. Geerolf, In L’économie mondiale 2022, La Découverte, p.73-86, septembre 2021. [ pdf] [ slides]

« La courbe de Phillips n’est pas celle que vous croyez » F. Geerolf, La Lettre du CEPII, n°417, avril 2021. [ pdf] [ html]