The 10-year treasury constant maturity rate in the U.S. is forecast to increase by *** percentage points by 2027, while the 30-year fixed mortgage rate is expected to fall by *** percentage points. From *** percent in 2024, the average 30-year mortgage rate is projected to reach *** percent in 2027.

The yield on Japan 30 Year Bond Yield rose to 3.40% on December 2, 2025, marking a 0.01 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.36 points and is 1.11 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Japan 30 Year Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

Track real-time 10 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

In June 2025, the yield on a 10-year U.S. Treasury note was **** percent, forecasted to decrease to reach **** percent by February 2026. Treasury securities are debt instruments used by the government to finance the national debt. Who owns treasury notes? Because the U.S. treasury notes are generally assumed to be a risk-free investment, they are often used by large financial institutions as collateral. Because of this, billions of dollars in treasury securities are traded daily. Other countries also hold U.S. treasury securities, as do U.S. households. Investors and institutions accept the relatively low interest rate because the U.S. Treasury guarantees the investment. Looking into the future Because these notes are so commonly traded, their interest rate also serves as a signal about the market’s expectations of future growth. When markets expect the economy to grow, forecasts for treasury notes will reflect that in a higher interest rate. In fact, one harbinger of recession is an inverted yield curve, when the return on 3-month treasury bills is higher than the ten-year rate. While this does not always lead to a recession, it certainly signals pessimism from financial markets.

Track real-time 1 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

Track real-time 5 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the FRB/US model generally relates key financial variables to economic activity. The index aggregates changes in seven financial variables: the federal funds rate, the 10-year Treasury yield, the 30-year fixed mortgage rate, the triple-B corporate bond yield, the Dow Jones total stock market index, the Zillow house price index, and the nominal broad dollar index using weights implied by the FRB/US model and other models in use at the Federal Reserve Board. These models relate households' spending and businesses' investment decisions to changes in short- and long-term interest rates, house and equity prices, and the exchange value of the dollar, among other factors. These financial variables are weighted using impulse response coefficients (dynamic multipliers) that quantify the cumulative effects of unanticipated permanent changes in each financial variable on real gross domestic product (GDP) growth over the subsequent year. The resulting index is named Financial Conditions Impulse on Growth (FCI-G). One appealing feature of the FCI-G is that its movements can be used to measure whether financial conditions have tightened or loosened, to summarize how changes in financial conditions are associated with real GDP growth over the following year, or both.

The yield on Germany 10Y Bond Yield eased to 2.70% on November 21, 2025, marking a 0.02 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.14 points and is 0.44 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Germany 10-Year Bond Yield - values, historical data, forecasts and news - updated on November of 2025.

Key information about New Zealand Long Term Interest Rate

• New Zealand Government Bond Yield: 10 Years was reported at 4.36 % pa in Nov 2025, compared with 4.06 % pa in the previous month.
• New Zealand Long Term Interest Rate data is updated monthly, available from Jan 1985 to Nov 2025.
• The data reached an all-time high of 18.90 % pa in Mar 1986 and a record low of 0.51 % pa in Sep 2020.
• Long Term Interest Rate is reported by reported by Reserve Bank of New Zealand.

• In the latest reports, New Zealand Short Term Interest Rate: Month End: New Zealand: Bank Accepted Bills: 90 Days was reported at 2.45 % pa in Nov 2025.
• The cash rate (Policy Rate: Month End: New Zealand: Official Cash Rate) was set at 2.25 % pa in Nov 2025.
• New Zealand Exchange Rate against USD averaged 1.73 (USD/NZD) in Oct 2025.

The industry is composed of non-depository institutions that conduct primary and secondary market lending. Operators in this industry include government agencies in addition to non-agency issuers of mortgage-related securities. Through 2025, rising per capita disposable income and low levels of unemployment helped fuel the increase in primary and secondary market sales of collateralized debt. Nonetheless, due to the sharp contraction in economic activity at the onset of the period, revenue gains were limited, but climbed in the latter part of the period as the economy has normalized. Interest rates climbed significantly to tackle significant inflationary pressures, which increased borrowing costs, hindering loan volumes but increasing interest income for each loan. However, the Fed cut interest rates in 2024 and is anticipated to cut rates in the latter part of the current year, reducing borrowing costs and providing a boost to loan volumes. Overall, these trends, along with volatility in the real estate market, have caused revenue to slump at a CAGR of 1.3% to $488.9 billion over the past five years, including an expected decline of 0.1% in 2025 alone. The high interest rate environment has hindered real estate loan demand but increased interest income, boosting profit to 15.6% of revenue in the current year. Higher access to credit and higher disposable income have fueled primary market lending over much of the period, increasing the variety and volume of loans to be securitized and sold in secondary markets. An additional boon for institutions has been an increase in interest rates, which raised interest income as the spread between short- and long-term interest rates increased. These macroeconomic factors, combined with changing risk appetite and regulation in the secondary markets, have resurrected collateralized debt trading since the middle of the period. Although institutions are poised to benefit from strong economic growth, inflationary pressures easing and the decline in the 30-year conventional mortgage rate, the rate of homeownership is still expected to fall but at a slower pace compared to the current period. Shaky demand from commercial banking and uncertainty surrounding inflationary pressures will influence institutions' decisions on whether or not to sell mortgage-backed securities and commercial loans to secondary markets. These trends are expected to cause revenue to decline at a CAGR of 1.0% to $465.4 billion over the five years to 2030.

The mortgage interest rate in Germany decreased notably between 2013 and 2022, falling below *** percent. This was part of an overall trend of falling mortgage interest rates in Europe. The mortgage interest rate in Germany has since increased to *** percent in the first quarter of 2025. The German mortgage market In Europe, Germany is the second-largest mortgage market, with a total value of mortgages outstanding amounting to nearly *** trillion euros. Mortgage loans are one of the oldest bank products. Among the factors that influence mortgage interest rates are inflation, economic growth, monetary policies, the bond market, the stability of lenders, and the overall conditions of the housing market. Mortgage loans The higher cost of borrowing has a significant effect on the market: While the interest rates were at their lowest, mortgage lending was on the rise. In 2023, when the rates reached a 10-year-high, the quarterly gross mortgage lending fell to the lowest value since 2014. Meanwhile, house prices have also increased substantially in recent years. According to the House Price Index in Germany, between 2015 and 2024, house prices increased by nearly ** percent.

View market daily updates and historical trends for Canada 10 Year Benchmark Bond Yield. Source: Bank of Canada. Track economic data with YCharts analytic…

Rates have been trending downward in Canada for the last five years. The ebbs and flows are caused by changes in Canada’s bond yields (driven by Canadians economic developments and international rate movements, particularly U.S. rate fluctuations) and the overnight rate (which is set by the Bank of Canada). As of August 2022, there has been a 225 bps increase in the prime rate, since beginning of year 2022, from 2.45% to 4.70% as of Aug 24th 2022. The following are the historical conventional mortgage rates offered by the 6 major chartered banks in Canada in the past 20 years.

The yield on Canada 10Y Bond Yield eased to 3.25% on December 2, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.09 points and is 0.13 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Canada 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on December of 2025.

United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data was reported at 2.037 USD bn in 30 Apr 2025. This records an increase from the previous number of 1.398 USD bn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data is updated weekly, averaging 1.246 USD bn from Apr 2013 (Median) to 30 Apr 2025, with 631 observations. The data reached an all-time high of 5.311 USD bn in 20 Feb 2019 and a record low of 78.000 USD mn in 30 Dec 2020. United States PDS: Transactions: Mortgage-Backed Securities: Non-Agency MBS: Non-Agency Residential MB data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

EDI now provides seven daily feeds, timed to international trading cycles at 03:30, 07:00, 09:00, 11:00, 13:00, 15:00, and 17:15 GMT/UTC, giving clients consistent, market-aligned data throughout the day.

The Worldwide Fixed Income (WFI) Service enables you to keep track of new bond issues or changes in terms and conditions for both corporate and government issuances. Data is sourced globally from stock exchanges, central banks, ministries of finance, lead managers, paying, calculation and transfer agents.

The fixed income data service cover 40 event types including redemption, conversion, defaults and contains static data outlining key terms and conditions and call schedules. EDI can provide you with pricing supplements, offering circulars, term sheets and prospectuses for as many securities as possible subject to availability. It covers approximately 30% of the Fixed Income database. Use cases: Bond Issuance Tracking | Portfolio Risk Management | Portfolio Valuation | Investment Management | Market Analysis

With the service you will have access to: -International debt securities in more than 150 countries A broad range of asset types including: -Convertibles -FRNs -Permanent interest bearing shares -Preferred securities -Treasury bills In addition, where possible we can extend both instruments and geographic coverage to fully cover your portfolio.

Originally in the equity space, Exchange Data International (EDI) moved to the Fixed Income arena following an increased demand from clients to add debt instruments to its coverage. As the firm was approached by a major credit rating agency to build a customised fixed income service, it developed its own Fixed Income service providing global coverage of the debt market. New countries and sources are continually researched and added to enhance geographic coverage and increase the volume of securities in the database. The service provides historical data back from 2007.

Asset Classes Fully covered: • Canadian strip packages without underlying • Cash management bills • Certificate of deposit (tenure more than 28 days) • Commercial papers (tenure more than 28 days) • Convertibles • Corporate bonds • Government bonds • Municipal securities • Short-term corporate Bonds • Short-term government Bonds • Strips (parent needed) • Treasury bills

Covered if in portfolio: • Asset-backed securities (ABS) (securities entered with critical fields and just covered for live • client’s portfolio and Canada; offering documents processed for live clients; corporate actions not maintained) • Certificates (just covered for live client’s portfolio) • Mortgage-backed securities (MBS) (securities entered with critical fields and just covered for live client’s portfolio and Canada, offering documents processed for live clients; corporate actions not maintained) • Musharaka Sukuks (securities entered with critical fields and just covered for live client’s Portfolio; offering documents processed for live clients; corporate actions not maintained) • Structured Products • Genussschein (AT, CH and DE) • Mortgage-pass through certificates • Pass-through certificates In addition, EDI provides a comprehensive global Fixed Income Corporate Action/Event service, to compliment the reference data, including security and issuer level events and distributions.

Danish residential house prices (1992-2024)

About the dataset (cleaned data)

The dataset (parquet file) contains approximately 1,5 million residential household sales from Denmark during the periode from 1992 to 2024. All cleaned data is merged into one parquet file here on Kaggle. Note some cleaning might still be nessesary, see notebook under code.

Also, added a random sample (100k) of the dataset as a csv file.

Done in Python version: 2.6.3.

Raw data

Raw data and more info is avaible on Github repositary: https://github.com/MartinSamFred/Danish-residential-housingPrices-1992-2024.git

The dataset has been scraped and cleaned (to some extent). Cleaned files are located in: \Housing_data_cleaned \ named DKHousingprices_1 and 2. Saved in parquet format (and saved as two files due to size).

Cleaning from raw files to above cleaned files is outlined in BoligsalgConcatCleanigGit.ipynb. (done in Python version: 2.6.3)

Webscraping script: Webscrape_script.ipynb (done in Python version: 2.6.3)

Provided you want to clean raw files from scratch yourself:

Uncleaned scraped files (81 in total) are located in \Housing_data_raw \ Housing_data_batch1 and 2. Saved in .csv format and compressed as 7-zip files.

Additional files added/appended to the Cleaned files are located in \Addtional_data and named DK_inflation_rates, DK_interest_rates, DK_morgage_rates and DK_regions_zip_codes. Saved in .xlsx format.

Content

Each row in the dataset contains a residential household sale during the period 1992 - 2024.

“Cleaned files” columns:

0 'date': is the transaction date

1 'quarter': is the quarter based on a standard calendar year

2 'house_id': unique house id (could be dropped)

3 'house_type': can be 'Villa', 'Farm', 'Summerhouse', 'Apartment', 'Townhouse'

4 'sales_type': can be 'regular_sale', 'family_sale', 'other_sale', 'auction', '-' (“-“ could be dropped)

5 'year_build': range 1000 to 2024 (could be narrowed more)

6 'purchase_price': is purchase price in DKK

7 '%_change_between_offer_and_purchase': could differ negatively, be zero or positive

8 'no_rooms': number of rooms

9 'sqm': number of square meters

10 'sqm_price': 'purchase_price' divided by 'sqm_price'

11 'address': is the address

12 'zip_code': is the zip code

13 'city': is the city

14 'area': 'East & mid jutland', 'North jutland', 'Other islands', 'Capital, Copenhagen', 'South jutland', 'North Zealand', 'Fyn & islands', 'Bornholm'

15 'region': 'Jutland', 'Zealand', 'Fyn & islands', 'Bornholm'

16 'nom_interest_rate%': Danish nominal interest rate show pr. quarter however actual rate is not converted from annualized to quarterly

17 'dk_ann_infl_rate%': Danish annual inflation rate show pr. quarter however actual rate is not converted from annualized to quarterly

18 'yield_on_mortgage_credit_bonds%': 30 year mortgage bond rate (without spread)

Uses

Various (statistical) analysis, visualisation and I assume machine learning as well.

Practice exercises etc.

Uncleaned scraped files are great to practice cleaning, especially string cleaning. I’m not an expect as seen in the coding ;-).

Disclaimer

The data and information in the data set provided here are intended to be used primarily for educational purposes only. I do not own any data, and all rights are reserved to the respective owners as outlined in “Acknowledgements/sources”. The accuracy of the dataset is not guaranteed accordingly any analysis and/or conclusions is solely at the user's own responsibly and accountability.

Acknowledgements/sources

All data is publicly available on:

Boliga: https://www.boliga.dk/

Finans Danmark: https://finansdanmark.dk/

Danmarks Statistik: https://www.dst.dk/da

Statistikbanken: https://statistikbanken.dk/statbank5a/default.asp?w=2560

Macrotrends: https://www.macrotrends.net/

PostNord: https://www.postnord.dk/

World Data: https://www.worlddata.info/

Dataset picture / cover photo: Nick Karvounis (https://unsplash.com/)

Have fun… :-)

The U.S. bank prime loan rate has undergone significant fluctuations over the past three decades, reflecting broader economic trends and monetary policy decisions. From a high of **** percent in 1990, the rate has seen periods of decline, stability, and recent increases. As of October 2025, the prime rate stood at **** percent, marking a notable rise from the historic lows seen in the early 2020s. Federal Reserve's impact on lending rates The prime rate's trajectory closely mirrors changes in the federal funds rate, which serves as a key benchmark for the U.S. financial system. In 2023, the Federal Reserve implemented a series of rate hikes, pushing the federal funds target range to ******** percent by year-end. This was followed by several rate cuts in 2024, with the target range standing at 4.25 to 4.5 percent in December 2024. The aggressive monetary tightening in 2023 was aimed at combating rising inflation, and its effects rippled through various lending rates, including the prime rate. Long-term investment outlook While short-term rates have risen, long-term investment yields have also seen changes. The 10-year U.S. Treasury bond, a benchmark for long-term interest rates, showed an average market yield of **** percent in the second quarter of 2024, adjusted for constant maturity and inflation. This figure represents a recovery from negative real returns seen in 2021, reflecting shifting expectations for economic growth and inflation. The evolving yield environment has implications for both borrowers and investors, influencing decisions across the financial landscape.

United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data was reported at 0.000 USD mn in 30 Apr 2025. This stayed constant from the previous number of 0.000 USD mn for 23 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data is updated weekly, averaging 0.000 USD mn from Jan 2022 (Median) to 30 Apr 2025, with 132 observations. The data reached an all-time high of 428.000 USD mn in 19 Jan 2022 and a record low of 0.000 USD mn in 30 Apr 2025. United States PDS: Transactions: Mortgage-Backed Securities: Federal Agency & GSE MBS: Federal Agency & GSE Residential Pass-Through MBS: Dollar Roll Transactions: Specified Pools data remains active status in CEIC and is reported by Federal Reserve Bank of New York. The data is categorized under Global Database’s United States – Table US.Z041: Primary Dealer Statistics: Transactions.

Total-Assets Time Series for Invesco Mortgage Capital Inc. Invesco Mortgage Capital Inc. operates as a real estate investment trust (REIT) that invests, finances, and manages mortgage-backed securities and other mortgage-related assets in the United States. It invests in residential mortgage-backed securities (RMBS) and commercial mortgage-backed securities (CMBS) that are guaranteed by the United States (U.S.) government agency or federally chartered corporation; RMBS and CMBS that are not issued or guaranteed by the U.S. government agency or federally chartered corporation; the U.S. treasury securities; real estate-related financing arrangements; to-be-announced securities forward contracts to purchase RMBS; and commercial mortgage loans. It has elected to be taxed as a REIT and would be subject to federal corporate income taxes if it distributes at least 90% of its taxable income to its stockholders. The company was incorporated in 2008 and is headquartered in Atlanta, Georgia.