Announcement

Collapse
No announcement yet.

US Interest rate chart

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • US Interest rate chart

    Is there any way of charting Interest rates (preferably long term) for LIBOR or Prime Rate or Discount rate OR any meaningful Index to give me an idea of money rates ?

    Regards,

    A.

  • #2
    If you were looking for US interest related instruments, some things we look at:
    $TYX - 30 Year T-Bond Interest Rates
    $TNX - 10 Year T-Note Interest Rate (CBOE)*
    $FVX - 5 Year T-Note Interest Rates*
    US - 30 Year US Treasury Bonds (US Z3 current futures)
    TY - 10 Year US Treasury Notes (TY Z3)
    FV - 5 Year US Treasury Notes (FV Z3)
    FF - 30 Day Federal Funds (FF Z3)

    Here are a few interest rate ideas to look at:
    Click here to find London/European interest related Indices
    LIFFE -
    LT Z3 - current GERMAN GOVERMNENT BOND (BUND)
    LB Z3 - Long Gilt
    LH Z3 - Five Year Gilt
    LP Z3 - Euribor Financial Bond - 10 Year
    LO Z3 - Euribor Financial Bond - 5 Year
    LL Z3 - 3 Month Sterling
    LC Z3 - 3 Month EURO (LIBOR)
    LF Z3 - 3 Month Euro (EURIBOR)

    $1839894-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 10-15Y)
    $1839902-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 10-15Y(TR))
    $1839872-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 5-10Y)
    $1839883-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 5-10Y(TR))
    $1805572-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 5-15Y)
    $1839838-FTSE FTSE UTD KINGDOM(FTSE-A GOVT 5-15Y(TR))
    $1805602-FTSE FTSE UTD KINGDOM(FTSE-A GOVT ALL)
    $1839861-FTSE FTSE UTD KINGDOM(FTSE-A GOVT ALL(TR))
    $1805594-FTSE FTSE UTD KINGDOM(FTSE-A GOVT IRRED)
    $1839850-FTSE FTSE UTD KINGDOM(FTSE-A GOVT IRRED(TR))
    $1805583-FTSE FTSE UTD KINGDOM(FTSE-A GOVT OVER 15Y)
    $1839849-FTSE FTSE UTD KINGDOM(FTSE-A GOVT OVER 15Y(TR))
    $1839913-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 15Y)
    $1839924-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 15Y(TR))
    $1839935-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 20Y)
    $1839946-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 20Y(TR))
    $1805561-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 5Y)
    $1839827-FTSE FTSE UTD KINGDOM(FTSE-A GOVT UP TO 5Y(TR))
    $1805743-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)(IRRED))
    $1840034-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)10Y)
    $1840045-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)15Y)
    $1840056-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)20Y)
    $1840067-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)25Y)
    $1840078-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)30Y)
    $1840089-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)35Y)
    $1840090-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)40Y)
    $1840108-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)45Y)
    $1840119-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)50Y)
    $1840023-FTSE FTSE UTD KINGDOM(FTSE-A GOVT(YLD)5Y)
    $1839980-FTSE FTSE UTD KINGDOM(FTSE-A I/L 5-15Y)
    $1839991-FTSE FTSE UTD KINGDOM(FTSE-A I/L 5-15Y(TR))
    $1805635-FTSE FTSE UTD KINGDOM(FTSE-A I/L ALL)
    $1839957-FTSE FTSE UTD KINGDOM(FTSE-A I/L ALL(TR))
    $1840001-FTSE FTSE UTD KINGDOM(FTSE-A I/L OVER 15Y)
    $1840012-FTSE FTSE UTD KINGDOM(FTSE-A I/L OVER 15Y(TR))
    $1805624-FTSE FTSE UTD KINGDOM(FTSE-A I/L OVER 5Y)
    $1839979-FTSE FTSE UTD KINGDOM(FTSE-A I/L OVER 5Y(TR))
    $1805613-FTSE FTSE UTD KINGDOM(FTSE-A I/L UP TO 5Y)
    $1839968-FTSE FTSE UTD KINGDOM(FTSE-A I/L UP TO 5Y(TR))
    $1840153-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(0%)5-15Y)
    $1840142-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(0%)ALL)
    $1840164-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(0%)OVR 15Y)
    $1805765-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(0%)OVR 5Y)
    $1805754-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(0%)UP TO 5Y)
    $1840238-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(10%)5-15Y)
    $1840205-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(10%)ALL)
    $1840249-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(10%)OVR 15Y)
    $1840227-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(10%)OVR 5Y)
    $1840216-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(10%)UPTO 5Y)
    $1763595-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(3%)ALL)
    $1763603-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(3%)OVR 15Y)
    $1763614-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(3%)OVR 5Y)
    $1763625-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(3%)UPTO 5Y)
    $1840186-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(5%)5-15Y)
    $1840175-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(5%)ALL)
    $1840197-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(5%)OVR 15Y)
    $1805787-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(5%)OVR 5Y)
    $1805776-FTSE FTSE UTD KINGDOM(FTSE-A I/L(YLD)(5%)UPTO 5Y)
    - - - - - - - - - - - - - - - - -
    Another idea is to look at your local newspapers financial section and get ideas what others are monitoring. If you are in the UK, I would look at the Financial Times. Then go to the eSignal symbol list and look up the exchange that data is trading on, look for the interest rate related symbol. http://www.dbc.com/blq/dbc_trading/D...lq/dbc_trading
    Click here to see LIFFE symbols
    Click here to see EUREX symbols
    Click here to see US CBOT symbols
    Marc

    Comment


    • #3
      Thanks Marc

      Thank you Marc.

      However I am looking for US 'Money rate' indices (obviously the symbol).
      My WSJ and many other sources quote the interest rates defined as follows:-

      1. Prime rate; 'The base rate on corporate loans bposted by at least 75% of the nation's (US) 30 largest banks'.

      2. Discount rate; 'Discounted Primary rate'.

      Please help, as I have taken your advice on searches; to no avail.

      Thanks,

      A

      Comment


      • #4
        alvinsboy
        The symbols for interest rates available on eSignal can be found by clicking here. FYI these symbols require a subscription to Garvin Bond Data.
        The only other interest rate related symbols that I am aware of are those for the yields or for the futures both of which Marc has already listed in his reply to you.
        Alex

        Comment

        Working...
        X