Date: décembre 22, 2024
Data on interest rates
Data
Current rates
Policy rates
Sovereign rates
5Y, 10Y, 30Y
Date: décembre 22, 2024
10Y, 30Y, ratings
Date: décembre 22, 2024
Yield Curve
France, Italy, Spain, Germany
France, Germany, US, Greece
France, US, UK, Canada
Long-term rates
France, Germany, Greece, Spain, Italy
2020-
ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-2020")
3 months
ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-last-3-months")
1 month
ig_d("eurostat", "irt_lt_mcby_d", "FR-DE-IT-ES-EL-last-1-month")
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")
Miscellaneous interest rates
Germany
ig_d("ecb", "MIR", "DE-A2A-2015")
France
ig_d("ecb", "MIR", "FR-A2A")
Real rates (World Bank)
| source | dataset | .html | .RData |
|---|---|---|---|
| wdi | FR.INR.RINR | 2024-12-22 | 2024-12-22 |
UK, US, Japan
ig_d("wdi", "FR.INR.RINR", "GB-JP-US")
Info
| theme | Title | .html |
|---|---|---|
| housing | Housing Market Insights | 2024-12-22 |
| immobilier | Analyse des Données du Secteur Immobilier | 2024-12-22 |
| interest-rates | Data on interest rates | 2024-12-22 |
Data on interest rates
| Title | source | dataset | .html | .RData |
|---|---|---|---|---|
| Marché financier, taux | bdf | FM | 2024-12-22 | 2024-12-22 |
| Taux d'intérêt - Zone euro | bdf | MIR | 2024-07-26 | 2024-07-01 |
| Taux d'intérêt - France | bdf | MIR1 | 2024-11-29 | 2024-12-09 |
| Policy Rates, Daily | bis | CBPOL_D | 2024-12-22 | 2024-05-10 |
| Policy Rates, Monthly | bis | CBPOL_M | 2024-12-22 | 2024-04-19 |
| Financial market data | ecb | FM | 2024-12-22 | 2024-12-22 |
| MFI Interest Rate Statistics | ecb | MIR | 2024-06-19 | 2024-12-22 |
| Interest rates - monthly data | eurostat | ei_mfir_m | 2024-12-22 | 2024-12-22 |
| EMU convergence criterion series - daily data | eurostat | irt_lt_mcby_d | 2024-12-22 | 2024-12-22 |
| Money market interest rates - monthly data | eurostat | irt_st_m | 2024-12-22 | 2024-12-22 |
| Interest Rates | fred | r | 2024-12-22 | 2024-12-22 |
| Main Economic Indicators | oecd | MEI | 2024-04-16 | 2024-06-30 |
| Monthly Monetary and Financial Statistics (MEI) | oecd | MEI_FIN | 2024-09-15 | 2024-12-22 |
| Real interest rate (%) | wdi | FR.INR.RINR | 2024-12-22 | 2024-12-22 |
Useful links
- CME FedWatch Tool. html