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Home > Releases > H.15 Selected Interest Rates > U.S. Short-Term Interest Rates: Daily 6-Month Eurodollar Deposit Rate (DISCONTINUED)

U.S. Short-Term Interest Rates: Daily 6-Month Eurodollar Deposit Rate (DISCONTINUED) (MED6)

Observations

Sep 2016: 1.30
Updated: Oct 3, 2016 3:47 PM CDT
Sep 2016:  1.30  
Aug 2016:  1.18  
Jul 2016:  0.95  
Jun 2016:  0.94  
May 2016:  0.93  

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Monthly
1Y5Y10YMax
to
Date:
Bar 1 - 6-Month Eurodollar Deposit Rate (London) Vintage: 2016-09-06
Bar 1
(a) 6-Month Eurodollar Deposit Rate (London), Percent, Not Seasonally Adjusted (MED6)
Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.

Select a date that will equal 100 for your custom index:
  Enter date as YYYY-MM-DD
to

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

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    Now create a custom formula to combine or transform the series.

    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

    Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

    Finally, you can change the units of your new series.

    Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD

    Bar 1 - 6-Month Eurodollar Deposit Rate (London) Vintage: 2016-09-06
    Bar 2
    (a) 6-Month Eurodollar Deposit Rate (London), Percent, Not Seasonally Adjusted (MED6)
    Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Bar 1
      6-Month Eurodollar Deposit Rate (London) Vintage: 2016-09-06
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      Bar 2
      6-Month Eurodollar Deposit Rate (London) Vintage: 2016-10-03
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      Notes

      Title Release Dates
      6-Month Eurodollar Deposit Rate (London) 2011-03-07 2016-10-03
      U.S. Short-Term Interest Rates: Daily 6-Month Eurodollar Deposit Rate (DISCONTINUED) 2016-10-04 2016-10-04
       
      Source    
      Board of Governors of the Federal Reserve System (US) 2011-03-07 2016-10-04
       
      Release    
      H.15 Selected Interest Rates 2011-03-07 2016-10-04
       
      Units    
      Percent 2011-03-07 2016-10-04
       
      Frequency    
      Monthly 2011-03-07 2016-10-04
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2011-03-07 2016-10-04
       
      Notes    
      Averages of Business Days. Annualized using a 360-day year or bank interest. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products.

      		2011-03-07 2016-10-03
      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.

      		2016-10-04 2016-10-04

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      Eurodollar Deposits Interest Rates Money, Banking, & Finance

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      London 6-Month Deposits H.15 Selected Interest Rates Discontinued Interest Rate Interest Board of Governors Rate Monthly Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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