Data on interest rates - interest-rates

Data

Author

François Geerolf

Current rates

Policy rates

Source : investing.com, relevé du September 02, 2026. [html]

Sovereign rates

5Y, 10Y, 30Y

Source : investing.com, relevé du September 02, 2026. [html]

Yield curves

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France, Italy, Spain, Germany

France, Germany, US, Greece

France, US, UK, Australia

Long-term rates

France, Germany, Greece, Spain, Italy

2020-

(Discontinued)

Code 
ig_d("eurostat", "irt_lt_mcby_m", "FR-DE-IT-ES-EL-2020")
Source Dataset Updated PNG PDF
eurostat irt_lt_mcby_m 31 Aug 2026 png pdf

U.S., France, Japan, Germany

MEI

Code 
ig_d("oecd", "MEI", "IRLTLT01-FRA-USA-DEU-JPN-2010")
Source Dataset Updated PNG PDF
oecd MEI 02 Aug 2026 png pdf

MEI_FIN

Code 
ig_d("oecd", "MEI_FIN", "IRLT-FRA-USA-DEU-JPN-2010")
Source Dataset Updated PNG PDF
oecd MEI_FIN 02 Aug 2026 png pdf

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

Code 
ig_d("fred", "r", "DGS10-DGS20-DGS30-2010")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

France - 30 ans, 10 ans, 5 ans

Code 
ig_d("bdf", "FM", "bons-du-tresor-30ans-10ans")
Source Dataset Updated PNG PDF
bdf FM 31 Aug 2026 png pdf

France, Germany, Italy, Spain, Greece

2005-

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2005")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

2018-

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-EL-2018")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

France, Germany, Italy, Spain

2005-

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2005")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

2014-

Interest rates

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-2014")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

Interest rates

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-FR-DE-IT-ES-spreads-2014")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

Europe, Germany, Portugal, Greece

2005-

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2005")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

2014-

Code 
ig_d("eurostat", "ei_mfir_m", "MF-LTGBY-RT-EA-DE-PT-EL-2014")
Source Dataset Updated PNG PDF
eurostat ei_mfir_m 14 Aug 2026 png pdf

Policy interest rates

ECB Main short rates rates

Code 
ig_d("fred", "r", "ECBDFR-ECBMRRFR-ECBMLFR")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Fed, ECB main short rates

1999-

Code 
ig_d("bis", "CBPOL_D", "US-XM-1999")
Source Dataset Updated PNG PDF
bis CBPOL_D NA png pdf

Taux BCE

Code 
ig_d("bdf", "FM", "taux-credits-habitats")
Source Dataset Updated PNG PDF
bdf FM 31 Aug 2026 png pdf

Short-term rates

Code 
ig_d("eurostat", "irt_st_m", "IRT-M12-UK-SE-DK-EA-2000")
Source Dataset Updated PNG PDF
eurostat irt_st_m 13 Aug 2026 png pdf

Emerging Markets

Brazil

Code 
ig_d("bis", "CBPOL_M", "BR-2010")
Source Dataset Updated PNG PDF
bis CBPOL_M NA png pdf

Real Interest rates

ECB

Code 
ig_d("ecb", "FM", "real-rates-USA-JPN-EUR-2010")
Source Dataset Updated PNG PDF
ecb FM 31 Aug 2026 png pdf

Lending spreads

Code 
ig_d("ecb", "FM", "A2AA225-ERIBR-WT")
Source Dataset Updated PNG PDF
ecb FM 31 Aug 2026 png pdf

U.S. TIPS

All

Code 
ig_d("fred", "r", "DFII10-DFII20-DFII30")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

2017-

Code 
ig_d("fred", "r", "DFII10-DFII20-DFII30-2017")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Corporations

AAA, BAA - United States

Code 
ig_d("fred", "r", "AAA-BAA-2010")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Loans in France, Germany, Italy

Code 
ig_d("ecb", "MIR", "A20-2240-FR-DE-IT")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

Housing

2004-2007 Monetary Policy tightening

Mortgage Payments

Code 
ig_d("fred", "r", "MDSP-02-12")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Fed Rates

Code 
ig_d("fred", "r", "FEDFUNDS-02-12")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Both

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

U.S.: mortgage, Fed Funds

Code 
ig_d("fred", "r", "MORTGAGE15US-MORTGAGE30US-FEDFUNDS-2010")
Source Dataset Updated PNG PDF
fred r 01 Sep 2026 png pdf

Lending for house purchases, old loans

Code 
ig_d("ecb", "MIR", "A22")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

Lending for house purchases

2010-

Code 
ig_d("ecb", "MIR", "A2C-2010")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

Loans to households

Code 
ig_d("ecb", "MIR", "A2C-2015-0-N")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

Miscellaneous interest rates

Germany

Code 
ig_d("ecb", "MIR", "DE-A2A-2015")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

France

Code 
ig_d("ecb", "MIR", "FR-A2A")
Source Dataset Updated PNG PDF
ecb MIR 02 Sep 2026 png pdf

Real rates (World Bank)

UK, US, Japan

Code 
ig_d("wdi", "FR.INR.RINR", "GB-JP-US")
Source Dataset Updated PNG PDF
wdi FR.INR.RINR 01 Sep 2026 png pdf

Last compile: 02 Sep 2026, 20:49

Linked Themes

Warning: `cols` is now required when using `unnest()`.
ℹ Please use `cols = c(type)`.
theme Title .html
interest-rates Data on interest rates - interest-rates 2026-09-03
monetary-policy Data on monetary policy - monetary-policy 2026-09-02

Datasets

source dataset Title Updated
bdf FM Marché financier, taux - FM 2026-08-31
bdf MIR Taux d'intérêt - Zone euro - MIR 2026-09-02
bdf MIR1 Taux d'intérêt - France - MIR1 2026-09-02
bis CBPOL_D NA NA
bis CBPOL_M NA NA
ecb FM Financial market data - FM 2026-08-31
ecb MIR MFI Interest Rate Statistics - MIR 2026-09-02
eurostat ei_mfir_m Interest rates - monthly data - ei_mfir_m 2026-08-14
eurostat irt_lt_mcby_m EMU convergence criterion series - monthly data - irt_lt_mcby_m 2026-08-31
eurostat irt_st_m Money market interest rates - monthly data - irt_st_m 2026-08-13
fred r Interest Rates - r 2026-09-01
oecd MEI Main Economic Indicators - MEI 2026-08-02
oecd MEI_FIN Monthly Monetary and Financial Statistics (MEI) - MEI_FIN 2026-08-02
wdi FR.INR.DPST Deposit interest rate (%) - FR.INR.DPST 2026-09-01
wdi FR.INR.LEND Lending interest rate (%) - FR.INR.LEND 2026-08-30
wdi FR.INR.RINR Real interest rate (%) - FR.INR.RINR 2026-09-01

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, 15 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-FR] [ slides-EN] [ video]

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