Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.
Release: H.15 Selected Interest Rates
Board of Governors of the Federal Reserve System (US), 3-Month Eurodollar Deposit Rate (London) [MED3], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/MED3/, October 9, 2015.