Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available from the IMF (http://www.imf.org/external/terms.htm).

OECD Data Filters: REF_AREA: USA MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Descriptor ID: IRSTCB01 OECD unit ID: PC OECD country ID: CAN All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

OECD Data Filters: REF_AREA: USA MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: JPN MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: JPN MEASURE: IRSTCI UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Descriptor ID: IRSTCB01 OECD unit ID: PC OECD country ID: JPN All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

OECD Data Filters: REF_AREA: DEU MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: JPN MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: GBR MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: IND MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: GBR MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

OECD Data Filters: REF_AREA: EA19 MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

Source ID: FL075035503.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL075035503&t=) provided by the source.

OECD Data Filters: REF_AREA: DEU MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: CAN MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

View a 10-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

OECD Data Filters: REF_AREA: AUS MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

Source ID: FL073161113.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL073161113&t=) provided by the source.

OECD Data Filters: REF_AREA: CAN MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: FRA MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: NOR MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Descriptor ID: IRSTFR01 OECD unit ID: PC OECD country ID: USA All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

OECD Descriptor ID: IR3TCD01 OECD unit ID: PC OECD country ID: USA All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

View data of the average interest rate, calculated weekly, of fixed-rate mortgages with a 30-year repayment term.

OECD Data Filters: REF_AREA: EA19 MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: CHE MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: AUS MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: ITA MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Descriptor ID: IR3TBB01 OECD unit ID: PC OECD country ID: AUS All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

View values of the average interest rate at which Treasury bills with a 3-month maturity are sold on the secondary market.

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

View a 1-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

Source ID: FL072052006.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL072052006&t=) provided by the source.

OECD Data Filters: REF_AREA: CHE MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

Source ID: FL075035403.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL075035403&t=) provided by the source.

The 10-year minus 2-year Treasury (constant maturity) yields: Positive values may imply future growth, negative values may imply economic downturns.

View data of the inflation-adjusted interest rates on 10-year Treasury securities with a constant maturity.

OECD Data Filters: REF_AREA: ESP MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

View the average 10-year expectation for the inflation rate among market participants, based upon Treasury securities.

H.15 Statistical Release notes (https://www.federalreserve.gov/releases/h15/default.htm) and the Treasury Yield Curve Methodology (https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics/treasury-yield-curve-methodology). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

OECD Data Filters: REF_AREA: ZAF MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

OECD Data Filters: REF_AREA: CHN MEASURE: IR3TIB UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. The arbitrage free AMERIBOR® Term Structure of Interest Rates is derived from the Overnight Unsecured AMERIBOR® Interest Rate (AMERIBOR (https://fred.stlouisfed.org/series/AMERIBOR)) and the implied AMERIBOR® forward rates from the AMERIBOR® futures prices. More details about AMERIBOR® methodology can be found on the source's website (https://ameribor.net), under the Resources section. AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.

OECD Data Filters: REF_AREA: ZAF MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

Effective Date. Early historical data for this series include the following: 1929 range of 5.5 to 6 1930 range of 3.5 to 6 1931 range of 2.75 to 5 1932 range of 3.25 to 4 1933 range of 1.5 to 4 1934 (date uncertain) value of 1.5 1935 (date uncertain) value of 1.5 1947-12 (specific date uncertain) value of 1.75 1948-08 (specific date uncertain) value of 2 1950-09-22: 2.25 1951-01-08: 2.5 1951-10-17: 2.75 1951-12-19: 3 1953-04-27: 3.25 1954-03-17: 3 EFFECTIVE 4/16/73 DUAL PRIME RATE

These instruments are based on bonds with maturities 20 years and above. © 2017, Moody’s Corporation, Moody’s Investors Service, Inc., Moody’s Analytics, Inc. and/or their licensors and affiliates (collectively, “Moody’s”). All rights reserved. Moody’s ratings and other information (“Moody’s Information”) are proprietary to Moody’s and/or its licensors and are protected by copyright and other intellectual property laws. Moody’s Information is licensed to Client by Moody’s. MOODY’S INFORMATION MAY NOT BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY’S PRIOR WRITTEN CONSENT.

OECD Data Filters: REF_AREA: GRC MEASURE: IRLT UNIT_MEASURE: PA ACTIVITY: _Z ADJUSTMENT: _Z TRANSFORMATION: _Z FREQ: M All OECD data should be cited as follows: OECD (year), (dataset name), (data source) DOI or https://data-explorer.oecd.org/ (https://data-explorer.oecd.org/). (accessed on (date)).

View the spread between 10-Year and 3-month Treasury Constant Maturities, which is used to predict recession probabilities.