Federal Reserve Economic Data

Table Data - 3-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED)

Title 3-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED)
Series ID AMBOR3M
Source American Financial Exchange
Release Historical Overnight AMERIBOR Unsecured Interest Rate
Seasonal Adjustment Not Seasonally Adjusted
Frequency Daily
Units Percent
Date Range 2021-06-20 to 2023-12-27
Last Updated 2023-12-28 7:03 AM CST
Notes 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) and the implied AMERIBOR® forward rates from the AMERIBOR® futures prices. More details about AMERIBOR® methodology can be found on the source's website, under the Resources section.

AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.
DATE VALUE
2021-06-20 0.12260700000000000
2021-06-21 0.10716756682484017
2021-06-22 0.11097201184250387
2021-06-23 0.11134692818446101
2021-06-24 0.11361119777366101
2021-06-25 0.11295688721603400
2021-06-26 0.11295688721603400
2021-06-27 0.11295700000000000
2021-06-28 0.11083454239864601
2021-06-29 0.11087297904629101
2021-06-30 0.11151166531961901
2021-07-01 0.11035292622112501
2021-07-02 0.10933927771657301
2021-07-03 0.10933927771657301
2021-07-04 0.10933899999999999
2021-07-05 0.10933899999999999
2021-07-06 0.10926768141276900
2021-07-07 0.10930703141555600
2021-07-08 0.10915497969322600
2021-07-09 0.10987901700737202
2021-07-10 0.10987901700737202
2021-07-11 0.10987899999999999
2021-07-12 0.10965035483823701
2021-07-13 0.10849510022072101
2021-07-14 0.10762493685978501
2021-07-15 0.10648356167687600
2021-07-16 0.10721233799140400
2021-07-17 0.10721233799140400
2021-07-18 0.10721200000000000
2021-07-19 0.10717665440069100
2021-07-20 0.10472470352543100
2021-07-21 0.10655962077984400
2021-07-22 0.10688736396065801
2021-07-23 0.10670041916373801
2021-07-24 0.10670041916373801
2021-07-25 0.10670000000000000
2021-07-26 0.10552606119515101
2021-07-27 0.10582561353693601
2021-07-28 0.10385594298820901
2021-07-29 0.10382481089692601
2021-07-30 0.10484853700880901
2021-08-01 0.10484900000000000
2021-08-02 0.10250896661508100
2021-08-03 0.10084805648333400
2021-08-04 0.10088168438651701
2021-08-05 0.10255155855770800
2021-08-06 0.10237520592875200
2021-08-08 0.10237500000000000
2021-08-09 0.10392885224119301
2021-08-10 0.10389041711723701
2021-08-11 0.10188152439598900
2021-08-12 0.10184940714771001
2021-08-13 0.10483100242667201
2021-08-15 0.10483100000000000
2021-08-16 0.10134342498978301
2021-08-17 0.10141214254129800
2021-08-18 0.10131063394090200
2021-08-19 0.10147774216770701
2021-08-20 0.10075128061374801
2021-08-22 0.10075000000000000
2021-08-23 0.09920000000000001
2021-08-24 0.10084000000000001
2021-08-25 0.10001000000000000
2021-08-26 0.10025000000000000
2021-08-27 0.10018000000000000
2021-08-29 0.10018000000000000
2021-08-30 0.09576000000000000
2021-08-31 0.09156000000000000
2021-09-01 0.09791000000000000
2021-09-02 0.09633000000000000
2021-09-03 0.09457000000000000
2021-09-05 0.09457000000000000
2021-09-06 0.09457000000000000
2021-09-07 0.09463000000000000
2021-09-08 0.09425000000000000
2021-09-09 0.09469000000000000
2021-09-10 0.09638000000000000
2021-09-12 0.09638000000000000
2021-09-13 0.09724000000000000
2021-09-14 0.09607000000000000
2021-09-15 0.10374000000000000
2021-09-16 0.10103000000000000
2021-09-17 0.10087000000000000
2021-09-19 0.10087000000000000
2021-09-20 0.09882000000000000
2021-09-21 0.09721000000000000
2021-09-22 0.09716000000000000
2021-09-23 0.09812000000000000
2021-09-24 0.09816000000000000
2021-09-26 0.09816000000000000
2021-09-27 0.09570000000000000
2021-09-28 0.09500000000000000
2021-09-29 0.09412000000000000
2021-09-30 0.09321000000000000
2021-10-01 0.09376000000000000
2021-10-03 0.09376000000000000
2021-10-04 0.09406000000000000
2021-10-05 0.09344000000000000
2021-10-06 0.09297000000000000
2021-10-07 0.09308000000000000
2021-10-08 0.09056000000000000
2021-10-10 0.09056000000000000
2021-10-11 0.09056000000000000
2021-10-12 0.08856000000000000
2021-10-13 0.08594000000000000
2021-10-14 0.08449000000000000
2021-10-15 0.08411000000000000
2021-10-17 0.08411000000000000
2021-10-18 0.08722000000000000
2021-10-19 0.08742000000000000
2021-10-20 0.09770000000000000
2021-10-21 0.10483000000000000
2021-10-22 0.09944000000000000
2021-10-24 0.09944000000000000
2021-10-25 0.09516000000000000
2021-10-26 0.09422000000000000
2021-10-27 0.09836000000000000
2021-10-28 0.10156000000000000
2021-10-29 0.10536000000000000
2021-10-31 0.10536000000000000
2021-11-01 0.11058000000000000
2021-11-02 0.10545000000000000
2021-11-03 0.10049000000000000
2021-11-04 0.09943000000000000
2021-11-05 0.09663000000000000
2021-11-07 0.09663000000000000
2021-11-08 0.09798000000000000
2021-11-09 0.09624000000000000
2021-11-10 0.09440000000000000
2021-11-11 0.09440000000000000
2021-11-12 0.09308000000000000
2021-11-14 0.09308000000000000
2021-11-15 0.08990000000000000
2021-11-16 0.08985000000000000
2021-11-17 0.09109000000000000
2021-11-18 0.08983000000000000
2021-11-19 0.10248000000000000
2021-11-21 0.10248000000000000
2021-11-22 0.10921000000000000
2021-11-23 0.11031000000000000
2021-11-24 0.10818000000000000
2021-11-25 0.10818000000000000
2021-11-26 0.10457000000000000
2021-11-28 0.10457000000000000
2021-11-29 0.10910000000000000
2021-11-30 0.11846000000000000
2021-12-01 0.12039000000000000
2021-12-02 0.12859000000000000
2021-12-03 0.12832000000000000
2021-12-05 0.12832000000000000
2021-12-06 0.12340000000000000
2021-12-07 0.13093000000000000
2021-12-08 0.12841000000000000
2021-12-09 0.12906000000000000
2021-12-10 0.12693000000000000
2021-12-12 0.12693000000000000
2021-12-13 0.12512000000000000
2021-12-14 0.12138000000000000
2021-12-15 0.11560000000000000
2021-12-16 0.11248000000000000
2021-12-17 0.13409000000000000
2021-12-19 0.13409000000000000
2021-12-20 0.13714000000000000
2021-12-21 0.13790000000000000
2021-12-22 0.13647000000000000
2021-12-23 0.13975000000000000
2021-12-24 0.14099000000000000
2021-12-26 0.14099000000000000
2021-12-27 0.14659000000000000
2021-12-28 0.14814000000000000
2021-12-29 0.14868000000000000
2021-12-30 0.14786000000000000
2021-12-31 0.14998000000000000
2022-01-02 0.14998000000000000
2022-01-03 0.15720000000000000
2022-01-04 0.14943000000000000
2022-01-05 0.15238000000000000
2022-01-06 0.15480000000000000
2022-01-07 0.15070000000000000
2022-01-09 0.15070000000000000
2022-01-10 0.15976000000000000
2022-01-11 0.15838000000000000
2022-01-12 0.16348000000000000
2022-01-13 0.16824000000000000
2022-01-14 0.17648000000000000
2022-01-16 0.17648000000000000
2022-01-17 0.17648000000000000
2022-01-18 0.20934000000000000
2022-01-19 0.22638000000000000
2022-01-20 0.23683000000000000
2022-01-21 0.23339000000000000
2022-01-23 0.23339000000000000
2022-01-24 0.23518000000000000
2022-01-25 0.24568000000000000
2022-01-26 0.26947000000000000
2022-01-27 0.27197000000000000
2022-01-28 0.26704000000000000
2022-01-30 0.26704000000000000
2022-01-31 0.27517000000000000
2022-02-01 0.26423000000000000
2022-02-02 0.25859000000000000
2022-02-03 0.27024000000000000
2022-02-04 0.30570000000000000
2022-02-06 0.30570000000000000
2022-02-07 0.31371000000000000
2022-02-08 0.32073000000000000
2022-02-09 0.31830000000000000
2022-02-10 0.44767000000000000
2022-02-11 0.38608000000000000
2022-02-13 0.38608000000000000
2022-02-14 0.43340000000000000
2022-02-15 0.40900000000000000
2022-02-16 0.38709000000000000
2022-02-17 0.37937000000000000
2022-02-18 0.37571000000000000
2022-02-20 0.37571000000000000
2022-02-21 0.37571000000000000
2022-02-22 0.42715000000000000
2022-02-23 0.44141000000000000
2022-02-24 0.38261000000000000
2022-02-25 0.40285000000000000
2022-02-27 0.40285000000000000
2022-02-28 0.41797000000000000
2022-03-01 0.36171000000000000
2022-03-02 0.39630000000000000
2022-03-03 0.40935000000000000
2022-03-04 0.41339000000000000
2022-03-06 0.41339000000000000
2022-03-07 0.43166000000000000
2022-03-08 0.45897000000000000
2022-03-09 0.48655000000000000
2022-03-10 0.48909000000000000
2022-03-11 0.50912000000000000
2022-03-13 0.50912000000000000
2022-03-14 0.56194000000000000
2022-03-15 0.56454000000000000
2022-03-16 0.53440000000000000
2022-03-17 0.54592000000000000
2022-03-18 0.58126000000000000
2022-03-20 0.58126000000000000
2022-03-21 0.62418000000000000
2022-03-22 0.64327000000000000
2022-03-23 0.64401000000000000
2022-03-24 0.65650000000000000
2022-03-25 0.68471000000000000
2022-03-27 0.68471000000000000
2022-03-28 0.70472000000000000
2022-03-29 0.69999000000000000
2022-03-30 0.70361000000000000
2022-03-31 0.71242000000000000
2022-04-01 0.73290000000000000
2022-04-03 0.73290000000000000
2022-04-04 0.78003000000000000
2022-04-05 0.78457000000000000
2022-04-06 0.80225000000000000
2022-04-07 0.81189000000000000
2022-04-08 0.82622000000000000
2022-04-10 0.82622000000000000
2022-04-11 0.86602000000000000
2022-04-12 0.86138000000000000
2022-04-13 0.87678000000000000
2022-04-14 0.89919000000000000
2022-04-15 0.90974000000000000
2022-04-17 0.90974000000000000
2022-04-18 0.94184000000000000
2022-04-19 0.98190000000000000
2022-04-20 0.98947000000000000
2022-04-21 1.01989000000000000
2022-04-22 1.05315000000000000
2022-04-24 1.05315000000000000
2022-04-25 1.08362000000000000
2022-04-26 1.10008000000000000
2022-04-27 1.09649000000000000
2022-04-28 1.13832000000000000
2022-04-29 1.17639000000000000
2022-05-01 1.17639000000000000
2022-05-02 1.20393000000000000
2022-05-03 1.23156000000000000
2022-05-04 1.19588000000000000
2022-05-05 1.23908000000000000
2022-05-06 1.26300000000000000
2022-05-08 1.26300000000000000
2022-05-09 1.26373000000000000
2022-05-10 1.28742000000000000
2022-05-11 1.30050000000000000
2022-05-12 1.29714000000000000
2022-05-13 1.32763000000000000
2022-05-15 1.32763000000000000
2022-05-16 1.34943000000000000
2022-05-17 1.36694000000000000
2022-05-18 1.37625000000000000
2022-05-19 1.38245000000000000
2022-05-20 1.39812000000000000
2022-05-22 1.39812000000000000
2022-05-23 1.43330000000000000
2022-05-24 1.42844000000000000
2022-05-25 1.43620000000000000
2022-05-26 1.44180000000000000
2022-05-27 1.45170000000000000
2022-05-29 1.45170000000000000
2022-05-30 1.45170000000000000
2022-05-31 1.49492000000000000
2022-06-01 1.53874000000000000
2022-06-02 1.54418000000000000
2022-06-03 1.57050000000000000
2022-06-05 1.57050000000000000
2022-06-06 1.59541000000000000
2022-06-07 1.60653000000000000
2022-06-08 1.62599000000000000
2022-06-09 1.64470000000000000
2022-06-10 1.73320000000000000
2022-06-12 1.73320000000000000
2022-06-13 1.92200000000000000
2022-06-14 2.04149000000000000
2022-06-15 2.04894000000000000
2022-06-16 2.07068000000000000
2022-06-17 2.09719000000000000
2022-06-20 2.11498000000000000
2022-06-21 2.13951000000000000
2022-06-22 2.15116000000000000
2022-06-23 2.16072000000000000
2022-06-24 2.15584000000000000
2022-06-26 2.15584000000000000
2022-06-27 2.19088000000000000
2022-06-28 2.18250000000000000
2022-06-29 2.19126000000000000
2022-06-30 2.20209000000000000
2022-07-01 2.21720000000000000
2022-07-03 2.21720000000000000
2022-07-04 2.21720000000000000
2022-07-05 2.25498000000000000
2022-07-06 2.26817000000000000
2022-07-07 2.28148000000000000
2022-07-08 2.31477000000000000
2022-07-10 2.31477000000000000
2022-07-11 2.33480000000000000
2022-07-12 2.34806000000000000
2022-07-13 2.36135000000000000
2022-07-14 2.37467000000000000
2022-07-15 2.39941000000000000
2022-07-17 2.39941000000000000
2022-07-18 2.42760000000000000
2022-07-19 2.44076000000000000
2022-07-20 2.45397000000000000
2022-07-21 2.46715000000000000
2022-07-22 2.48986000000000000
2022-07-24 2.48986000000000000
2022-07-25 2.51968000000000000
2022-07-26 2.68410000000000000
2022-07-27 2.70171000000000000
2022-07-28 2.67748000000000000
2022-07-29 2.69093000000000000
2022-07-30 2.69093000000000000
2022-07-31 2.69093000000000000
2022-08-01 2.70477000000000000
2022-08-02 2.72842000000000000
2022-08-03 2.74036000000000000
2022-08-04 2.73907000000000000
2022-08-05 2.81708000000000000
2022-08-07 2.81708000000000000
2022-08-08 2.83963000000000000
2022-08-09 2.84565000000000000
2022-08-10 2.81614000000000000
2022-08-11 2.83933000000000000
2022-08-12 2.84208000000000000
2022-08-14 2.84208000000000000
2022-08-15 2.85769000000000000
2022-08-16 2.86873000000000000
2022-08-17 2.87730000000000000
2022-08-18 2.88831000000000000
2022-08-19 2.91863000000000000
2022-08-21 2.91863000000000000
2022-08-22 2.96181000000000000
2022-08-23 2.97423000000000000
2022-08-24 3.00674000000000000
2022-08-25 3.01965000000000000
2022-08-26 3.03653000000000000
2022-08-28 3.03653000000000000
2022-08-29 3.08526000000000000
2022-08-30 3.09948000000000000
2022-08-31 3.10597000000000000
2022-09-01 3.11800000000000000
2022-09-02 3.09435000000000000
2022-09-04 3.09435000000000000
2022-09-05 3.09435000000000000
2022-09-06 3.19397000000000000
2022-09-07 3.21307000000000000
2022-09-08 3.25424000000000000
2022-09-09 3.28721000000000000
2022-09-11 3.28721000000000000
2022-09-12 3.34344000000000000
2022-09-13 3.49838000000000000
2022-09-14 3.50616000000000000
2022-09-15 3.52621000000000000
2022-09-16 3.52864000000000000
2022-09-18 3.52864000000000000
2022-09-19 3.59237000000000000
2022-09-20 3.60319000000000000
2022-09-21 3.59826000000000000
2022-09-22 3.62042900000000000
2022-09-23 3.64208000000000000
2022-09-25 3.64208000000000000
2022-09-26 3.68996000000000000
2022-09-27 3.66896000000000000
2022-09-28 3.66638000000000000
2022-09-29 3.66951000000000000
2022-09-30 3.69293000000000000
2022-10-02 3.69293000000000000
2022-10-03 3.74361000000000000
2022-10-04 3.76531000000000000
2022-10-05 3.78114000000000000
2022-10-06 3.81528000000000000
2022-10-07 3.86382000000000000
2022-10-09 3.86382000000000000
2022-10-10 3.86382000000000000
2022-10-11 3.91692000000000000
2022-10-12 3.93021000000000000
2022-10-13 4.00840000000000000
2022-10-14 4.03899000000000000
2022-10-16 4.03899000000000000
2022-10-17 4.05758000000000000
2022-10-18 4.06765000000000000
2022-10-19 4.09480000000000000
2022-10-20 4.11422000000000000
2022-10-21 4.10024000000000000
2022-10-23 4.10024000000000000
2022-10-24 4.13225000000000000
2022-10-25 4.13844000000000000
2022-10-26 4.12657000000000000
2022-10-27 4.13728000000000000
2022-10-28 4.16069000000000000
2022-10-30 4.16069000000000000
2022-10-31 4.21413000000000000
2022-11-01 4.27480000000000000
2022-11-02 4.27865000000000000
2022-11-03 4.32541700000000000
2022-11-04 4.31709000000000000
2022-11-05 4.31709000000000000
2022-11-06 4.31709000000000000
2022-11-07 4.35554000000000000
2022-11-08 4.34749000000000000
2022-11-09 4.34207000000000000
2022-11-10 4.27635000000000000
2022-11-11 4.27635000000000000
2022-11-13 4.27635000000000000
2022-11-14 4.33633000000000000
2022-11-15 4.33546000000000000
2022-11-16 4.32937000000000000
2022-11-17 4.35373000000000000
2022-11-18 4.40165000000000000
2022-11-20 4.40165000000000000
2022-11-21 4.43253000000000000
2022-11-22 4.47017000000000000
2022-11-23 4.47170000000000000
2022-11-24 4.47170000000000000
2022-11-25 4.48489000000000000
2022-11-27 4.48489000000000000
2022-11-28 4.50955000000000000
2022-11-29 4.49014000000000000
2022-11-30 4.47157000000000000
2022-12-01 4.44803000000000000
2022-12-02 4.45266000000000000
2022-12-04 4.45266000000000000
2022-12-05 4.51376000000000000
2022-12-06 4.50854000000000000
2022-12-07 4.50693000000000000
2022-12-08 4.51368000000000000
2022-12-09 4.53269000000000000
2022-12-11 4.53269000000000000
2022-12-12 4.58325000000000000
2022-12-13 4.52539000000000000
2022-12-14 4.51638000000000000
2022-12-15 4.52757900000000000
2022-12-16 4.52399000000000000
2022-12-18 4.52399000000000000
2022-12-19 4.56219000000000000
2022-12-20 4.55782000000000000
2022-12-21 4.55011000000000000
2022-12-22 4.56363000000000000
2022-12-23 4.59059000000000000
2022-12-25 4.59059000000000000
2022-12-26 4.59059000000000000
2022-12-27 4.62846000000000000
2022-12-28 4.61224000000000000
2022-12-29 4.60167000000000000
2022-12-30 4.65323000000000000
2023-01-01 4.65323000000000000
2023-01-02 4.65323000000000000
2023-01-03 4.66888000000000000
2023-01-04 4.66666000000000000
2023-01-05 4.69774000000000000
2023-01-06 4.66507000000000000
2023-01-08 4.66507000000000000
2023-01-09 4.65982000000000000
2023-01-10 4.66121000000000000
2023-01-11 4.65793000000000000
2023-01-12 4.61372000000000000
2023-01-13 4.61560000000000000
2023-01-15 4.61560000000000000
2023-01-16 4.61560000000000000
2023-01-17 4.62591000000000000
2023-01-18 4.60970000000000000
2023-01-19 4.61015000000000000
2023-01-20 4.60776000000000000
2023-01-22 4.60776000000000000
2023-01-23 4.63641000000000000
2023-01-24 4.61884000000000000
2023-01-25 4.60482000000000000
2023-01-26 4.61958000000000000
2023-01-27 4.61346000000000000
2023-01-29 4.61346000000000000
2023-01-30 4.63699000000000000
2023-01-31 4.75506000000000000
2023-02-01 4.74375000000000000
2023-02-02 4.74569300000000000
2023-02-03 4.79250000000000000
2023-02-05 4.79250000000000000
2023-02-06 4.84014000000000000
2023-02-07 4.84200000000000000
2023-02-08 4.85187000000000000
2023-02-09 4.86727000000000000
2023-02-10 4.88293000000000000
2023-02-12 4.88293000000000000
2023-02-13 4.92135000000000000
2023-02-14 4.92966000000000000
2023-02-15 4.93549000000000000
2023-02-16 4.95729000000000000
2023-02-17 4.98783000000000000
2023-02-19 4.98783000000000000
2023-02-20 4.98783000000000000
2023-02-21 5.05237000000000000
2023-02-22 5.07155000000000000
2023-02-23 5.08305000000000000
2023-02-24 5.08317000000000000
2023-02-26 5.08317000000000000
2023-02-27 5.10609000000000000
2023-02-28 5.16899000000000000
2023-03-01 5.20169000000000000
2023-03-02 5.19043000000000000
2023-03-03 5.21265000000000000
2023-03-05 5.21265000000000000
2023-03-06 5.23894000000000000
2023-03-07 5.38320000000000000
2023-03-08 5.43423000000000000
2023-03-09 5.37593000000000000
2023-03-10 5.23543000000000000
2023-03-12 5.23543000000000000
2023-03-13 4.77560000000000000
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