NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. Title: U.S. Short-Term Interest Rates: Daily 3-Month Eurodollar Deposit Rate (DISCONTINUED) Series ID: MED3 Source: Board of Governors of the Federal Reserve System (US) Release: H.15 Selected Interest Rates Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Percent Date Range: 1971-01-01 to 2016-09-01 Last Updated: 2016-10-03 3:47 PM CDT Notes: The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products. DATE VALUE 1971-01-01 5.92 1971-02-01 5.54 1971-03-01 5.11 1971-04-01 5.92 1971-05-01 7.04 1971-06-01 7.15 1971-07-01 6.45 1971-08-01 8.03 1971-09-01 8.32 1971-10-01 6.61 1971-11-01 6.29 1971-12-01 6.75 1972-01-01 5.37 1972-02-01 5.02 1972-03-01 5.30 1972-04-01 5.24 1972-05-01 4.86 1972-06-01 5.06 1972-07-01 5.57 1972-08-01 5.46 1972-09-01 5.42 1972-10-01 5.98 1972-11-01 5.76 1972-12-01 6.05 1973-01-01 6.14 1973-02-01 7.45 1973-03-01 8.52 1973-04-01 8.14 1973-05-01 8.46 1973-06-01 8.81 1973-07-01 10.36 1973-08-01 11.44 1973-09-01 11.18 1973-10-01 9.98 1973-11-01 9.86 1973-12-01 10.66 1974-01-01 9.37 1974-02-01 8.48 1974-03-01 9.24 1974-04-01 10.53 1974-05-01 11.70 1974-06-01 12.14 1974-07-01 13.52 1974-08-01 13.57 1974-09-01 12.35 1974-10-01 10.95 1974-11-01 10.08 1974-12-01 10.28 1975-01-01 8.53 1975-02-01 7.27 1975-03-01 6.85 1975-04-01 7.04 1975-05-01 6.27 1975-06-01 6.10 1975-07-01 7.15 1975-08-01 7.22 1975-09-01 7.40 1975-10-01 7.15 1975-11-01 6.76 1975-12-01 6.47 1976-01-01 5.49 1976-02-01 5.50 1976-03-01 5.57 1976-04-01 5.39 1976-05-01 5.97 1976-06-01 6.22 1976-07-01 5.79 1976-08-01 5.68 1976-09-01 5.53 1976-10-01 5.46 1976-11-01 5.29 1976-12-01 5.01 1977-01-01 5.14 1977-02-01 5.08 1977-03-01 5.13 1977-04-01 5.16 1977-05-01 5.80 1977-06-01 5.78 1977-07-01 5.80 1977-08-01 6.30 1977-09-01 6.56 1977-10-01 7.14 1977-11-01 7.09 1977-12-01 7.12 1978-01-01 7.32 1978-02-01 7.28 1978-03-01 7.29 1978-04-01 7.38 1978-05-01 7.82 1978-06-01 8.33 1978-07-01 8.52 1978-08-01 8.48 1978-09-01 9.12 1978-10-01 10.12 1978-11-01 11.51 1978-12-01 11.62 1979-01-01 11.16 1979-02-01 10.79 1979-03-01 10.64 1979-04-01 10.60 1979-05-01 10.74 1979-06-01 10.52 1979-07-01 10.87 1979-08-01 11.53 1979-09-01 12.61 1979-10-01 14.59 1979-11-01 15.00 1979-12-01 14.51 1980-01-01 14.33 1980-02-01 15.32 1980-03-01 18.71 1980-04-01 17.81 1980-05-01 11.20 1980-06-01 9.41 1980-07-01 9.33 1980-08-01 10.82 1980-09-01 12.07 1980-10-01 13.55 1980-11-01 16.46 1980-12-01 19.47 1981-01-01 18.07 1981-02-01 17.18 1981-03-01 15.36 1981-04-01 15.95 1981-05-01 19.06 1981-06-01 17.86 1981-07-01 18.49 1981-08-01 18.79 1981-09-01 17.80 1981-10-01 16.34 1981-11-01 13.32 1981-12-01 13.24 1982-01-01 14.29 1982-02-01 15.75 1982-03-01 14.90 1982-04-01 15.18 1982-05-01 14.53 1982-06-01 15.45 1982-07-01 14.37 1982-08-01 11.57 1982-09-01 11.74 1982-10-01 10.43 1982-11-01 9.77 1982-12-01 9.47 1983-01-01 8.97 1983-02-01 9.14 1983-03-01 9.25 1983-04-01 9.23 1983-05-01 8.98 1983-06-01 9.66 1983-07-01 10.00 1983-08-01 10.27 1983-09-01 9.82 1983-10-01 9.54 1983-11-01 9.79 1983-12-01 10.08 1984-01-01 9.78 1984-02-01 9.91 1984-03-01 10.40 1984-04-01 10.83 1984-05-01 11.53 1984-06-01 11.68 1984-07-01 12.02 1984-08-01 11.80 1984-09-01 11.67 1984-10-01 10.77 1984-11-01 9.50 1984-12-01 8.90 1985-01-01 8.37 1985-02-01 9.05 1985-03-01 9.32 1985-04-01 8.74 1985-05-01 8.13 1985-06-01 7.60 1985-07-01 7.89 1985-08-01 8.02 1985-09-01 8.14 1985-10-01 8.08 1985-11-01 8.02 1985-12-01 7.99 1986-01-01 8.02 1986-02-01 7.89 1986-03-01 7.42 1986-04-01 6.80 1986-05-01 6.86 1986-06-01 6.95 1986-07-01 6.54 1986-08-01 6.06 1986-09-01 5.88 1986-10-01 5.88 1986-11-01 5.96 1986-12-01 6.23 1987-01-01 6.10 1987-02-01 6.32 1987-03-01 6.37 1987-04-01 6.73 1987-05-01 7.25 1987-06-01 7.11 1987-07-01 6.87 1987-08-01 6.91 1987-09-01 7.51 1987-10-01 8.29 1987-11-01 7.41 1987-12-01 7.86 1988-01-01 7.11 1988-02-01 6.73 1988-03-01 6.74 1988-04-01 7.05 1988-05-01 7.40 1988-06-01 7.61 1988-07-01 8.09 1988-08-01 8.47 1988-09-01 8.31 1988-10-01 8.51 1988-11-01 8.91 1988-12-01 9.30 1989-01-01 9.28 1989-02-01 9.61 1989-03-01 10.18 1989-04-01 10.04 1989-05-01 9.66 1989-06-01 9.28 1989-07-01 8.85 1989-08-01 8.71 1989-09-01 8.85 1989-10-01 8.67 1989-11-01 8.42 1989-12-01 8.39 1990-01-01 8.22 1990-02-01 8.24 1990-03-01 8.37 1990-04-01 8.44 1990-05-01 8.35 1990-06-01 8.23 1990-07-01 8.09 1990-08-01 7.99 1990-09-01 8.07 1990-10-01 8.06 1990-11-01 8.04 1990-12-01 7.87 1991-01-01 7.23 1991-02-01 6.60 1991-03-01 6.44 1991-04-01 6.11 1991-05-01 5.94 1991-06-01 6.08 1991-07-01 6.01 1991-08-01 5.65 1991-09-01 5.50 1991-10-01 5.34 1991-11-01 4.96 1991-12-01 4.48 1992-01-01 4.06 1992-02-01 4.05 1992-03-01 4.26 1992-04-01 4.05 1992-05-01 3.84 1992-06-01 3.87 1992-07-01 3.40 1992-08-01 3.33 1992-09-01 3.15 1992-10-01 3.30 1992-11-01 3.67 1992-12-01 3.50 1993-01-01 3.22 1993-02-01 3.12 1993-03-01 3.11 1993-04-01 3.10 1993-05-01 3.12 1993-06-01 3.21 1993-07-01 3.17 1993-08-01 3.14 1993-09-01 3.08 1993-10-01 3.26 1993-11-01 3.36 1993-12-01 3.26 1994-01-01 3.15 1994-02-01 3.43 1994-03-01 3.75 1994-04-01 4.00 1994-05-01 4.51 1994-06-01 4.51 1994-07-01 4.74 1994-08-01 4.80 1994-09-01 5.01 1994-10-01 5.52 1994-11-01 5.78 1994-12-01 6.27 1995-01-01 6.23 1995-02-01 6.14 1995-03-01 6.15 1995-04-01 6.13 1995-05-01 6.03 1995-06-01 5.89 1995-07-01 5.79 1995-08-01 5.79 1995-09-01 5.74 1995-10-01 5.81 1995-11-01 5.75 1995-12-01 5.64 1996-01-01 5.40 1996-02-01 5.14 1996-03-01 5.28 1996-04-01 5.36 1996-05-01 5.36 1996-06-01 5.46 1996-07-01 5.49 1996-08-01 5.41 1996-09-01 5.49 1996-10-01 5.41 1996-11-01 5.38 1996-12-01 5.43 1997-01-01 5.44 1997-02-01 5.36 1997-03-01 5.50 1997-04-01 5.70 1997-05-01 5.69 1997-06-01 5.66 1997-07-01 5.61 1997-08-01 5.58 1997-09-01 5.59 1997-10-01 5.63 1997-11-01 5.71 1997-12-01 5.79 1998-01-01 5.53 1998-02-01 5.53 1998-03-01 5.56 1998-04-01 5.56 1998-05-01 5.57 1998-06-01 5.57 1998-07-01 5.57 1998-08-01 5.56 1998-09-01 5.39 1998-10-01 5.17 1998-11-01 5.21 1998-12-01 5.13 1999-01-01 4.88 1999-02-01 4.86 1999-03-01 4.88 1999-04-01 4.87 1999-05-01 4.90 1999-06-01 5.09 1999-07-01 5.21 1999-08-01 5.36 1999-09-01 5.48 1999-10-01 6.09 1999-11-01 5.97 1999-12-01 6.06 2000-01-01 5.94 2000-02-01 6.02 2000-03-01 6.13 2000-04-01 6.25 2000-05-01 6.70 2000-06-01 6.73 2000-07-01 6.67 2000-08-01 6.61 2000-09-01 6.59 2000-10-01 6.66 2000-11-01 6.64 2000-12-01 6.43 2001-01-01 5.62 2001-02-01 5.26 2001-03-01 4.89 2001-04-01 4.55 2001-05-01 4.01 2001-06-01 3.73 2001-07-01 3.66 2001-08-01 3.47 2001-09-01 2.85 2001-10-01 2.31 2001-11-01 2.03 2001-12-01 1.84 2002-01-01 1.75 2002-02-01 1.82 2002-03-01 1.91 2002-04-01 1.88 2002-05-01 1.82 2002-06-01 1.81 2002-07-01 1.78 2002-08-01 1.72 2002-09-01 1.75 2002-10-01 1.73 2002-11-01 1.39 2002-12-01 1.35 2003-01-01 1.29 2003-02-01 1.26 2003-03-01 1.21 2003-04-01 1.23 2003-05-01 1.21 2003-06-01 1.03 2003-07-01 1.04 2003-08-01 1.07 2003-09-01 1.08 2003-10-01 1.09 2003-11-01 1.10 2003-12-01 1.09 2004-01-01 1.05 2004-02-01 1.04 2004-03-01 1.04 2004-04-01 1.07 2004-05-01 1.18 2004-06-01 1.43 2004-07-01 1.55 2004-08-01 1.66 2004-09-01 1.84 2004-10-01 2.02 2004-11-01 2.23 2004-12-01 2.43 2005-01-01 2.60 2005-02-01 2.75 2005-03-01 2.95 2005-04-01 3.08 2005-05-01 3.20 2005-06-01 3.36 2005-07-01 3.55 2005-08-01 3.74 2005-09-01 3.85 2005-10-01 4.13 2005-11-01 4.34 2005-12-01 4.47 2006-01-01 4.59 2006-02-01 4.75 2006-03-01 4.91 2006-04-01 5.06 2006-05-01 5.18 2006-06-01 5.38 2006-07-01 5.49 2006-08-01 5.41 2006-09-01 5.38 2006-10-01 5.36 2006-11-01 5.36 2006-12-01 5.35 2007-01-01 5.35 2007-02-01 5.35 2007-03-01 5.34 2007-04-01 5.34 2007-05-01 5.34 2007-06-01 5.35 2007-07-01 5.35 2007-08-01 5.52 2007-09-01 5.53 2007-10-01 5.15 2007-11-01 5.02 2007-12-01 5.17 2008-01-01 3.95 2008-02-01 3.12 2008-03-01 2.86 2008-04-01 3.03 2008-05-01 2.84 2008-06-01 2.95 2008-07-01 3.00 2008-08-01 3.00 2008-09-01 3.95 2008-10-01 5.31 2008-11-01 3.11 2008-12-01 2.47 2009-01-01 1.73 2009-02-01 1.65 2009-03-01 1.63 2009-04-01 1.49 2009-05-01 1.30 2009-06-01 1.13 2009-07-01 0.91 2009-08-01 0.69 2009-09-01 0.52 2009-10-01 0.49 2009-11-01 0.45 2009-12-01 0.45 2010-01-01 0.43 2010-02-01 0.40 2010-03-01 0.40 2010-04-01 0.40 2010-05-01 0.48 2010-06-01 0.61 2010-07-01 0.61 2010-08-01 0.52 2010-09-01 0.42 2010-10-01 0.40 2010-11-01 0.40 2010-12-01 0.39 2011-01-01 0.39 2011-02-01 0.41 2011-03-01 0.42 2011-04-01 0.40 2011-05-01 0.38 2011-06-01 0.36 2011-07-01 0.32 2011-08-01 0.37 2011-09-01 0.42 2011-10-01 0.49 2011-11-01 0.49 2011-12-01 0.50 2012-01-01 0.49 2012-02-01 0.48 2012-03-01 0.45 2012-04-01 0.46 2012-05-01 0.43 2012-06-01 0.43 2012-07-01 0.43 2012-08-01 0.43 2012-09-01 0.41 2012-10-01 0.35 2012-11-01 0.31 2012-12-01 0.31 2013-01-01 0.30 2013-02-01 0.29 2013-03-01 0.28 2013-04-01 0.28 2013-05-01 0.28 2013-06-01 0.28 2013-07-01 0.28 2013-08-01 0.28 2013-09-01 0.28 2013-10-01 0.28 2013-11-01 0.28 2013-12-01 0.27 2014-01-01 0.26 2014-02-01 0.26 2014-03-01 0.26 2014-04-01 0.26 2014-05-01 0.26 2014-06-01 0.24 2014-07-01 0.24 2014-08-01 0.24 2014-09-01 0.24 2014-10-01 0.24 2014-11-01 0.24 2014-12-01 0.26 2015-01-01 0.30 2015-02-01 0.30 2015-03-01 0.30 2015-04-01 0.30 2015-05-01 0.30 2015-06-01 0.31 2015-07-01 0.33 2015-08-01 0.33 2015-09-01 0.33 2015-10-01 0.33 2015-11-01 0.33 2015-12-01 0.62 2016-01-01 0.70 2016-02-01 0.67 2016-03-01 0.65 2016-04-01 0.65 2016-05-01 0.65 2016-06-01 0.66 2016-07-01 0.68 2016-08-01 0.80 2016-09-01 0.93