Federal Reserve Economic Data

Table Data - 6-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED)

Title 6-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED)
Series ID AMBOR6M
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 0.12301799999999999
2021-06-21 0.10791232607403672
2021-06-22 0.11087631268742267
2021-06-23 0.11075147694145601
2021-06-24 0.11295980966083600
2021-06-25 0.11257804301469401
2021-06-26 0.11257804301469401
2021-06-27 0.11257800000000001
2021-06-28 0.11160417069236100
2021-06-29 0.11161960193879501
2021-06-30 0.11198887838009101
2021-07-01 0.11143782876966801
2021-07-02 0.11051546308556001
2021-07-03 0.11051546308556001
2021-07-04 0.11051499999999999
2021-07-05 0.11051499999999999
2021-07-06 0.11008545078868800
2021-07-07 0.10839880962720201
2021-07-08 0.10800549967400900
2021-07-09 0.10853266183116601
2021-07-10 0.10853266183116601
2021-07-11 0.10853299999999999
2021-07-12 0.10770817728933600
2021-07-13 0.10736470405077701
2021-07-14 0.10694468816465800
2021-07-15 0.10464656613157401
2021-07-16 0.10608836225784000
2021-07-17 0.10609000000000000
2021-07-18 0.10608799999999900
2021-07-19 0.10612075406298901
2021-07-20 0.10529842865148500
2021-07-21 0.10490589880020701
2021-07-22 0.10558948893599200
2021-07-23 0.10440472619769901
2021-07-24 0.10440472619769901
2021-07-25 0.10440500000000000
2021-07-26 0.10370404772532701
2021-07-27 0.10309173926006701
2021-07-28 0.10098067488837101
2021-07-29 0.10143961001786300
2021-07-30 0.10091179096835201
2021-08-01 0.10091200000000000
2021-08-02 0.10101331708187501
2021-08-03 0.09930404021651501
2021-08-04 0.09932085416133500
2021-08-05 0.10150024663531701
2021-08-06 0.09980978907924301
2021-08-08 0.09981000000000001
2021-08-09 0.10082001939595701
2021-08-10 0.10082797548339800
2021-08-11 0.09960281378988100
2021-08-12 0.09966172290420000
2021-08-13 0.10119132963752100
2021-08-15 0.10119099999999999
2021-08-16 0.09923813533301801
2021-08-17 0.10060365168015700
2021-08-18 0.10050142639427500
2021-08-19 0.10052003426066501
2021-08-20 0.10015000000000000
2021-08-22 0.10015000000000000
2021-08-23 0.09835000000000000
2021-08-24 0.10008000000000000
2021-08-25 0.09969000000000001
2021-08-26 0.09875000000000000
2021-08-27 0.09682000000000000
2021-08-29 0.09682000000000000
2021-08-30 0.09383000000000000
2021-08-31 0.09088000000000000
2021-09-01 0.09765000000000000
2021-09-02 0.09679000000000000
2021-09-03 0.09590000000000000
2021-09-05 0.09590000000000000
2021-09-06 0.09590000000000000
2021-09-07 0.09556000000000000
2021-09-08 0.09499000000000000
2021-09-09 0.09542000000000000
2021-09-10 0.09643000000000000
2021-09-12 0.09643000000000000
2021-09-13 0.09728000000000000
2021-09-14 0.09731000000000000
2021-09-15 0.10036000000000000
2021-09-16 0.09881000000000000
2021-09-17 0.09870000000000000
2021-09-19 0.09870000000000000
2021-09-20 0.09785000000000000
2021-09-21 0.09718000000000000
2021-09-22 0.09735000000000000
2021-09-23 0.09761000000000000
2021-09-24 0.09801000000000000
2021-09-26 0.09801000000000000
2021-09-27 0.09670000000000000
2021-09-28 0.09564000000000000
2021-09-29 0.09525000000000000
2021-09-30 0.09300000000000000
2021-10-01 0.09388000000000000
2021-10-03 0.09388000000000000
2021-10-04 0.09406000000000000
2021-10-05 0.09364000000000000
2021-10-06 0.09393000000000000
2021-10-07 0.09500000000000000
2021-10-08 0.09479000000000000
2021-10-10 0.09479000000000000
2021-10-11 0.09479000000000000
2021-10-12 0.09250000000000000
2021-10-13 0.09241000000000000
2021-10-14 0.09318000000000000
2021-10-15 0.09523000000000000
2021-10-17 0.09523000000000000
2021-10-18 0.09896000000000000
2021-10-19 0.09881000000000000
2021-10-20 0.10312000000000000
2021-10-21 0.11177000000000000
2021-10-22 0.11140000000000000
2021-10-24 0.11140000000000000
2021-10-25 0.10618000000000000
2021-10-26 0.10557000000000000
2021-10-27 0.11100000000000000
2021-10-28 0.11892000000000000
2021-10-29 0.11513000000000000
2021-10-31 0.11513000000000000
2021-11-01 0.12422000000000000
2021-11-02 0.11363000000000000
2021-11-03 0.11256000000000000
2021-11-04 0.10684000000000000
2021-11-05 0.10419000000000000
2021-11-07 0.10419000000000000
2021-11-08 0.11171000000000000
2021-11-09 0.10565000000000000
2021-11-10 0.11299000000000000
2021-11-11 0.11299000000000000
2021-11-12 0.11528000000000000
2021-11-14 0.11528000000000000
2021-11-15 0.11414000000000000
2021-11-16 0.11358000000000000
2021-11-17 0.11429000000000000
2021-11-18 0.11313000000000000
2021-11-19 0.12249000000000000
2021-11-21 0.12249000000000000
2021-11-22 0.13805000000000000
2021-11-23 0.13953000000000000
2021-11-24 0.14424000000000000
2021-11-25 0.14424000000000000
2021-11-26 0.12720000000000000
2021-11-28 0.12720000000000000
2021-11-29 0.13256000000000000
2021-11-30 0.14650000000000000
2021-12-01 0.14891000000000000
2021-12-02 0.16079000000000000
2021-12-03 0.15845000000000000
2021-12-05 0.15845000000000000
2021-12-06 0.17077000000000000
2021-12-07 0.18111000000000000
2021-12-08 0.17791000000000000
2021-12-09 0.18112000000000000
2021-12-10 0.17978000000000000
2021-12-12 0.17978000000000000
2021-12-13 0.17712000000000000
2021-12-14 0.18061000000000000
2021-12-15 0.19245000000000000
2021-12-16 0.18853000000000000
2021-12-17 0.21226000000000000
2021-12-19 0.21226000000000000
2021-12-20 0.21025000000000000
2021-12-21 0.21898000000000000
2021-12-22 0.22284000000000000
2021-12-23 0.23304000000000000
2021-12-24 0.23475000000000000
2021-12-26 0.23475000000000000
2021-12-27 0.24172000000000000
2021-12-28 0.24988000000000000
2021-12-29 0.25138000000000000
2021-12-30 0.24447000000000000
2021-12-31 0.24497000000000000
2022-01-02 0.24497000000000000
2022-01-03 0.26666000000000000
2022-01-04 0.25829000000000000
2022-01-05 0.27368000000000000
2022-01-06 0.28667000000000000
2022-01-07 0.28095000000000000
2022-01-09 0.28095000000000000
2022-01-10 0.29922000000000000
2022-01-11 0.29464000000000000
2022-01-12 0.30567000000000000
2022-01-13 0.30785000000000000
2022-01-14 0.32661000000000000
2022-01-16 0.32661000000000000
2022-01-17 0.32661000000000000
2022-01-18 0.37726000000000000
2022-01-19 0.38657000000000000
2022-01-20 0.41301000000000000
2022-01-21 0.40250000000000000
2022-01-23 0.40250000000000000
2022-01-24 0.40241000000000000
2022-01-25 0.42932000000000000
2022-01-26 0.45434000000000000
2022-01-27 0.49002000000000000
2022-01-28 0.46627000000000000
2022-01-30 0.46627000000000000
2022-01-31 0.51266000000000000
2022-02-01 0.47859000000000000
2022-02-02 0.47130000000000000
2022-02-03 0.49225000000000000
2022-02-04 0.56601000000000000
2022-02-06 0.56601000000000000
2022-02-07 0.56104000000000000
2022-02-08 0.57786000000000000
2022-02-09 0.58592000000000000
2022-02-10 0.78101000000000000
2022-02-11 0.70970000000000000
2022-02-13 0.70970000000000000
2022-02-14 0.74106000000000000
2022-02-15 0.70171000000000000
2022-02-16 0.67767000000000000
2022-02-17 0.67044000000000000
2022-02-18 0.64896000000000000
2022-02-20 0.64896000000000000
2022-02-21 0.64896000000000000
2022-02-22 0.72516000000000000
2022-02-23 0.74681000000000000
2022-02-24 0.68838000000000000
2022-02-25 0.68994000000000000
2022-02-27 0.68994000000000000
2022-02-28 0.67493000000000000
2022-03-01 0.58180000000000000
2022-03-02 0.68068000000000000
2022-03-03 0.69928000000000000
2022-03-04 0.68511000000000000
2022-03-06 0.68511000000000000
2022-03-07 0.71780000000000000
2022-03-08 0.75241000000000000
2022-03-09 0.79656000000000000
2022-03-10 0.80331000000000000
2022-03-11 0.82648000000000000
2022-03-13 0.82648000000000000
2022-03-14 0.91343000000000000
2022-03-15 0.91641000000000000
2022-03-16 0.88494000000000000
2022-03-17 0.91055000000000000
2022-03-18 0.93684000000000000
2022-03-20 0.93684000000000000
2022-03-21 1.02223000000000000
2022-03-22 1.04990000000000000
2022-03-23 1.03661000000000000
2022-03-24 1.07057000000000000
2022-03-25 1.10799000000000000
2022-03-27 1.10799000000000000
2022-03-28 1.13666000000000000
2022-03-29 1.12310000000000000
2022-03-30 1.11246000000000000
2022-03-31 1.12257000000000000
2022-04-01 1.16938000000000000
2022-04-03 1.16938000000000000
2022-04-04 1.18642000000000000
2022-04-05 1.20887000000000000
2022-04-06 1.22950000000000000
2022-04-07 1.23182000000000000
2022-04-08 1.27004000000000000
2022-04-10 1.27004000000000000
2022-04-11 1.28638000000000000
2022-04-12 1.25579000000000000
2022-04-13 1.27237000000000000
2022-04-14 1.30303000000000000
2022-04-15 1.31961000000000000
2022-04-17 1.31961000000000000
2022-04-18 1.33925000000000000
2022-04-19 1.40594000000000000
2022-04-20 1.41426000000000000
2022-04-21 1.46426000000000000
2022-04-22 1.54251000000000000
2022-04-24 1.54251000000000000
2022-04-25 1.55617000000000000
2022-04-26 1.55198000000000000
2022-04-27 1.55201000000000000
2022-04-28 1.59421000000000000
2022-04-29 1.66068000000000000
2022-05-01 1.66068000000000000
2022-05-02 1.66416000000000000
2022-05-03 1.69777000000000000
2022-05-04 1.64246000000000000
2022-05-05 1.68509000000000000
2022-05-06 1.68518000000000000
2022-05-08 1.68518000000000000
2022-05-09 1.66012000000000000
2022-05-10 1.70286000000000000
2022-05-11 1.73605000000000000
2022-05-12 1.70354000000000000
2022-05-13 1.72858000000000000
2022-05-15 1.72858000000000000
2022-05-16 1.75401000000000000
2022-05-17 1.79467000000000000
2022-05-18 1.80087000000000000
2022-05-19 1.79433000000000000
2022-05-20 1.78287000000000000
2022-05-22 1.78287000000000000
2022-05-23 1.82525000000000000
2022-05-24 1.79994000000000000
2022-05-25 1.79537000000000000
2022-05-26 1.80827000000000000
2022-05-27 1.80281000000000000
2022-05-29 1.80281000000000000
2022-05-30 1.80281000000000000
2022-05-31 1.86485000000000000
2022-06-01 1.91971000000000000
2022-06-02 1.92617000000000000
2022-06-03 1.94626000000000000
2022-06-05 1.94626000000000000
2022-06-06 1.97650000000000000
2022-06-07 1.98178000000000000
2022-06-08 2.00456000000000000
2022-06-09 2.02986000000000000
2022-06-10 2.18958000000000000
2022-06-12 2.18958000000000000
2022-06-13 2.43119000000000000
2022-06-14 2.57677000000000000
2022-06-15 2.52966000000000000
2022-06-16 2.57019000000000000
2022-06-17 2.59700000000000000
2022-06-20 2.61654000000000000
2022-06-21 2.65623000000000000
2022-06-22 2.64608000000000000
2022-06-23 2.64086000000000000
2022-06-24 2.62771000000000000
2022-06-26 2.62771000000000000
2022-06-27 2.66969000000000000
2022-06-28 2.66330000000000000
2022-06-29 2.67249000000000000
2022-06-30 2.68273000000000000
2022-07-01 2.70315000000000000
2022-07-03 2.70315000000000000
2022-07-04 2.70315000000000000
2022-07-05 2.73329000000000000
2022-07-06 2.74287000000000000
2022-07-07 2.76030000000000000
2022-07-08 2.76598000000000000
2022-07-10 2.76598000000000000
2022-07-11 2.79109000000000000
2022-07-12 2.80070000000000000
2022-07-13 2.81033000000000000
2022-07-14 2.83052000000000000
2022-07-15 2.83654000000000000
2022-07-17 2.83654000000000000
2022-07-18 2.85836000000000000
2022-07-19 2.86793000000000000
2022-07-20 2.87751000000000000
2022-07-21 2.89344000000000000
2022-07-22 2.89979000000000000
2022-07-24 2.89979000000000000
2022-07-25 2.92528000000000000
2022-07-26 3.02596000000000000
2022-07-27 3.03915000000000000
2022-07-28 2.96915000000000000
2022-07-29 2.98795000000000000
2022-07-30 2.98795000000000000
2022-07-31 2.98795000000000000
2022-08-01 2.99531000000000000
2022-08-02 3.05383000000000000
2022-08-03 3.05890000000000000
2022-08-04 3.05592000000000000
2022-08-05 3.17336000000000000
2022-08-07 3.17336000000000000
2022-08-08 3.18885000000000000
2022-08-09 3.20634000000000000
2022-08-10 3.16271000000000000
2022-08-11 3.17521000000000000
2022-08-12 3.17383000000000000
2022-08-14 3.17383000000000000
2022-08-15 3.18025000000000000
2022-08-16 3.19289000000000000
2022-08-17 3.20542000000000000
2022-08-18 3.21017000000000000
2022-08-19 3.22655000000000000
2022-08-21 3.22655000000000000
2022-08-22 3.28521000000000000
2022-08-23 3.29533000000000000
2022-08-24 3.32678000000000000
2022-08-25 3.34937000000000000
2022-08-26 3.35174000000000000
2022-08-28 3.35174000000000000
2022-08-29 3.40846000000000000
2022-08-30 3.42835000000000000
2022-08-31 3.44217000000000000
2022-09-01 3.45603000000000000
2022-09-02 3.40512000000000000
2022-09-04 3.40512000000000000
2022-09-05 3.40512000000000000
2022-09-06 3.52062000000000000
2022-09-07 3.52367000000000000
2022-09-08 3.56482000000000000
2022-09-09 3.61428000000000000
2022-09-11 3.61428000000000000
2022-09-12 3.65276000000000000
2022-09-13 3.87112000000000000
2022-09-14 3.89276000000000000
2022-09-15 3.92434000000000000
2022-09-16 3.90270000000000000
2022-09-18 3.90270000000000000
2022-09-19 3.96565000000000000
2022-09-20 3.97134000000000000
2022-09-21 4.00316000000000000
2022-09-22 4.02695600000000000
2022-09-23 4.04935000000000000
2022-09-25 4.04935000000000000
2022-09-26 4.06938000000000000
2022-09-27 4.03533000000000000
2022-09-28 4.00474000000000000
2022-09-29 4.01231000000000000
2022-09-30 4.04693000000000000
2022-10-02 4.04693000000000000
2022-10-03 4.07973000000000000
2022-10-04 4.10285000000000000
2022-10-05 4.11519000000000000
2022-10-06 4.15927000000000000
2022-10-07 4.21851000000000000
2022-10-09 4.21851000000000000
2022-10-10 4.21851000000000000
2022-10-11 4.26996000000000000
2022-10-12 4.27161000000000000
2022-10-13 4.40359000000000000
2022-10-14 4.43118000000000000
2022-10-16 4.43118000000000000
2022-10-17 4.45373000000000000
2022-10-18 4.44956000000000000
2022-10-19 4.49252000000000000
2022-10-20 4.51571000000000000
2022-10-21 4.44257000000000000
2022-10-23 4.44257000000000000
2022-10-24 4.49349000000000000
2022-10-25 4.48992000000000000
2022-10-26 4.45942000000000000
2022-10-27 4.45108000000000000
2022-10-28 4.49268000000000000
2022-10-30 4.49268000000000000
2022-10-31 4.55640000000000000
2022-11-01 4.60414000000000000
2022-11-02 4.61400000000000000
2022-11-03 4.67412600000000000
2022-11-04 4.64203000000000000
2022-11-05 4.64203000000000000
2022-11-06 4.64203000000000000
2022-11-07 4.69619000000000000
2022-11-08 4.67137000000000000
2022-11-09 4.65578000000000000
2022-11-10 4.54979000000000000
2022-11-11 4.54979000000000000
2022-11-13 4.54979000000000000
2022-11-14 4.60862000000000000
2022-11-15 4.59953000000000000
2022-11-16 4.59783000000000000
2022-11-17 4.63798000000000000
2022-11-18 4.68759000000000000
2022-11-20 4.68759000000000000
2022-11-21 4.73494000000000000
2022-11-22 4.76486000000000000
2022-11-23 4.74408000000000000
2022-11-24 4.74408000000000000
2022-11-25 4.74410000000000000
2022-11-27 4.74410000000000000
2022-11-28 4.75891000000000000
2022-11-29 4.74093000000000000
2022-11-30 4.71105000000000000
2022-12-01 4.66601000000000000
2022-12-02 4.68532000000000000
2022-12-04 4.68532000000000000
2022-12-05 4.76234000000000000
2022-12-06 4.75153000000000000
2022-12-07 4.74040000000000000
2022-12-08 4.75840000000000000
2022-12-09 4.77588000000000000
2022-12-11 4.77588000000000000
2022-12-12 4.82120000000000000
2022-12-13 4.73304000000000000
2022-12-14 4.73500000000000000
2022-12-15 4.75457000000000000
2022-12-16 4.73269000000000000
2022-12-18 4.73269000000000000
2022-12-19 4.77332000000000000
2022-12-20 4.76903000000000000
2022-12-21 4.75588000000000000
2022-12-22 4.78360000000000000
2022-12-23 4.81221000000000000
2022-12-25 4.81221000000000000
2022-12-26 4.81221000000000000
2022-12-27 4.87076000000000000
2022-12-28 4.84362000000000000
2022-12-29 4.83640000000000000
2022-12-30 4.88576000000000000
2023-01-01 4.88576000000000000
2023-01-02 4.88576000000000000
2023-01-03 4.90605000000000000
2023-01-04 4.90570000000000000
2023-01-05 4.94324000000000000
2023-01-06 4.89356000000000000
2023-01-08 4.89356000000000000
2023-01-09 4.87963000000000000
2023-01-10 4.88637000000000000
2023-01-11 4.88066000000000000
2023-01-12 4.84146000000000000
2023-01-13 4.85277000000000000
2023-01-15 4.85277000000000000
2023-01-16 4.85277000000000000
2023-01-17 4.85074000000000000
2023-01-18 4.82413000000000000
2023-01-19 4.83811000000000000
2023-01-20 4.84667000000000000
2023-01-22 4.84667000000000000
2023-01-23 4.87674000000000000
2023-01-24 4.86419000000000000
2023-01-25 4.84168000000000000
2023-01-26 4.86222000000000000
2023-01-27 4.86133000000000000
2023-01-29 4.86133000000000000
2023-01-30 4.88777000000000000
2023-01-31 4.93832000000000000
2023-02-01 4.91698000000000000
2023-02-02 4.91197600000000000
2023-02-03 5.01021000000000000
2023-02-05 5.01021000000000000
2023-02-06 5.08195000000000000
2023-02-07 5.10200000000000000
2023-02-08 5.10645000000000000
2023-02-09 5.11836000000000000
2023-02-10 5.13449000000000000
2023-02-12 5.13449000000000000
2023-02-13 5.16155000000000000
2023-02-14 5.19429000000000000
2023-02-15 5.18229000000000000
2023-02-16 5.19994000000000000
2023-02-17 5.24110000000000000
2023-02-19 5.24110000000000000
2023-02-20 5.24110000000000000
2023-02-21 5.30281000000000000
2023-02-22 5.32257000000000000
2023-02-23 5.31620000000000000
2023-02-24 5.33205000000000000
2023-02-26 5.33205000000000000
2023-02-27 5.33877000000000000
2023-02-28 5.37929000000000000
2023-03-01 5.42023000000000000
2023-03-02 5.39698000000000000
2023-03-03 5.40743000000000000
2023-03-05 5.40743000000000000
2023-03-06 5.43231000000000000
2023-03-07 5.58173000000000000
2023-03-08 5.63116000000000000
2023-03-09 5.54063000000000000
2023-03-10 5.31022000000000000
2023-03-12 5.31022000000000000
2023-03-13 4.57901000000000000
2023-03-14 4.81875000000000000
2023-03-15 4.58055000000000000
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