Key rates from the Bank of Canada, provided daily.

Bank Rate determines the interest rate the Bank of England pays to commercial banks that hold money with the Bank of England. It influences the rates those banks charge people to borrow money or pay on their savings.

The Policy Board, the highest decision-making body of the Bank of Japan, regularly holds Monetary Policy Meetings (MPMs) to discuss and decide matters concerning the conduct of monetary policy. MPM decisions, regardless of whether or not a policy change takes place, are announced immediately after each MPM.

Canadian Overnight Repo Rate Average (CORRA) measures the cost of overnight general collateral funding in Canadian dollars using Government of Canada treasury bills and bonds as collateral for repurchase transactions.

Treasury Par Real Yield Curve Rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Par real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily par real yield curve. These par real yields are calculated from indicative secondary market quotations obtained by the Federal Reserve Bank of New York. The par real yield values are read from the par real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a par real yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.

Daily Treasury Yield Curve Rates are commonly referred to as "Constant Maturity Treasury" rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of indicative, bid-side market quotations (not actual transactions) obtained by the Federal Reserve Bank of New York.

The Long Term Interest Rates report from the ECB are the interest rates for long term government bonds denominated in national currencies. This includes harmonised long-term interest rates for assessing convergence among EU member states as well as an MFI interest rate indicator for Estonia since no suitable government bonds are available to provide a harmonised long term interest rate.

The euro area monetary aggregates are derived from the consolidated monetary financial institution (MFI) balance sheet and take account of some central government monetary assets/liabilities.

The Governing Council of the European Central Bank sets the key interest rates for the euro area. The interest rate on the main refinancing operations, which provide the bulk of liquidity to the banking system. The rate on the deposit facility, which banks may use to make overnight deposits with the Eurosystem. The rate on the marginal lending facility, which offers overnight credit to banks from the Eurosystem.

The Euro Short-Term Rate (€STR) reflects the wholesale Euro unsecured overnight borrowing costs of banks located in the Euro area. The €STR is published on each TARGET2 business day based on transactions conducted and settled on the previous TARGET2 business day (the reporting date “T”) with a maturity date of T+1 which are deemed to have been executed at arm’s length and thus reflect market rates in an unbiased way.

A yield curve represents the relationship between market renumeration rates and the remaining time to maturity of debt securities. The ECB estimates zero-coupon yield curves and derives forward and par yield curves from that data. The Euro Yield Curves report contains data based on AAA-rated Eurozone central government bonds as well as data based on all bonds.

The European Long Term Interest Rates report contains data on the current interest rate on 10 year government bond yields. It also contains data on the Maastricht criterion rates which are used as a convergence criterion for the European Monetary Union.

The European Short Term Interest Rates report contains data on the interest rates of short term governent bonds including overnight, 1-, 3-, 6-, and 12-month bonds.

The FOMC holds eight regularly scheduled meetings per year. At these meetings, the Committee reviews economic and financial conditions, determines the appropriate stance of monetary policy, and assesses the risks to its long-run goals of price stability and sustainable economic growth.

The H.15 release contains daily interest rates for selected U.S. government and Federal Reserve series.

This report from the Japan Ministry of Finance contains key interest rates for government bonds with maturities ranging from 1 to 40 years.

The Loan Market Quote Rate (LPR) plays an important benchmark role in the corresponding financial market, providing a basis for observing market operation and guiding financial product pricing.

Long-term interest rates refer to government bonds maturing in ten years. Rates are mainly determined by the price charged by the lender, the risk from the borrower and the fall in the capital value. Long-term interest rates are generally averages of daily rates, measured as a percentage. These interest rates are implied by the prices at which the government bonds are traded on financial markets, not the interest rates at which the loans were issued. In all cases, they refer to bonds whose capital repayment is guaranteed by governments. Long-term interest rates are one of the determinants of business investment. Low long-term interest rates encourage investment in new equipment and high interest rates discourage it. Investment is, in turn, a major source of economic growth.

Freddie Mac's Primary Mortgage Market Survey® (PMMS®) surveys lenders each week on the rates and points for their most popular 30-year fixed-rate, 15-year fixed-rate, 5/1 hybrid amortizing adjustable-rate, and 1-year amortizing adjustable-rate mortgage products. The survey is based on first-lien prime conventional conforming mortgages with a loan-to-value of 80 percent. In addition, the adjustable-rate mortgage (ARM) products are indexed to U.S. Treasury yields and lenders are asked for both the initial coupon rate and points as well as the margin on the ARM products.

The Secured Overnight Financing Rate is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities

The Spain Interest Rates Report contains interest rates from the Bank of Spain. These rates include Treasury Bills and medium- and long-term government bonds.

SONIA (Sterling Overnight Index Average) is an important interest rate benchmark. SONIA is based on actual transactions and reflects the average of the interest rates that banks pay to borrow sterling overnight from other financial institutions and other institutional investors.

Natural Rate of Interest data is used to extract trends in US economic growth.

The Bank of England produces two types of estimated yield curves: A set based on yields on UK government bonds (also known as gilts), and a set based on sterling overnight index swap (OIS) rates. The set based on OIS rates are instruments that settle on overnight unsecured interest rates (the SONIA rate in the UK). Both curves are for nominal rates only.