Interest Rate Data: Federal Reserve, ECB, and Global Central Banks

Central Bank Interest Rate Data

Interest rates drive global financial markets. Here's where to find authoritative data from major central banks.

Federal Reserve Data

Federal Funds Rate

IQ Score: 99 | Daily | 1954-present

The most important short-term rate in the world.

• DFF: Daily effective federal funds rate
• DFEDTAR: Target rate (upper bound)
• DFEDTARL: Target rate (lower bound)

Treasury Yields

IQ Score: 98 | Daily | 1962-present

Constant maturity Treasury yields:

• DGS1MO to DGS30: 1-month to 30-year yields
• T10Y2Y: 10-year minus 2-year spread (yield curve indicator)
• T10YIE: 10-year breakeven inflation rate

SOFR (Secured Overnight Financing Rate)

IQ Score: 97 | Daily | 2018-present

The Fed's preferred alternative to LIBOR.

• SOFR: Overnight rate
• SOFR30DAYAVG: 30-day average
• SOFR90DAYAVG: 90-day average

Browse Fed interest rate data →

European Central Bank

ECB Policy Rates

IQ Score: 96 | Daily | 1999-present

• Main refinancing rate: Primary policy rate
• Deposit facility rate: Floor for overnight rates
• Marginal lending rate: Ceiling for overnight rates

Access via ECB Statistical Data Warehouse (SDW).

Euro Area Yield Curves

Government bond yields for all Euro area countries, plus AAA-rated composite curves.

Browse ECB data →

Bank of Japan

BOJ Policy Rate

IQ Score: 94 | Daily | 1998-present

Includes the negative interest rate era (2016-2024).

Japanese Government Bonds

JGB yields across the maturity spectrum.

Bank of England

Bank Rate

IQ Score: 95 | Daily | 1975-present

The official Bank Rate set by the Monetary Policy Committee.

Gilt Yields

UK government bond yields by maturity.

Browse BOE data →

Building a Yield Curve

What You Need

• Treasury yields at multiple maturities

• Consistent data frequency

• Same-day observations

DataSetIQ Approach

Search for "treasury yield curve" to find pre-built curve datasets, or download individual maturity series and construct your own.

Common Yield Curve Indicators

• 2s10s Spread: Recession indicator (inverted = warning)
• 3m10y Spread: Fed's preferred indicator
• Real Yields: TIPS yields for inflation-adjusted rates

Historical Interest Rate Context

Pro Tips

• Match your benchmark: Use SOFR for new contracts, Fed Funds for legacy

• Watch the curve: Shape matters as much as level

• Consider real rates: Nominal minus inflation expectations

• Check announcement dates: Rates change at FOMC meetings

Explore all interest rate data →