The benchmark interest rate in the United States was last recorded at 4.25 percent. This dataset provides the latest reported value for - United States Fed Funds Rate - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Graph and download economic data for 10-Year Real Interest Rate (REAINTRATREARAT10Y) from Jan 1982 to Sep 2025 about 10-year, interest rate, interest, real, rate, and USA.

With average lending interest rates of 2.98 percent in 2024, Switzerland was the country with the lowest cost of borrowing money among the ones selected here. The average lending interest rate in China was 4.35 percent, and in South Korea it was roughly 4.73 percent. The average interest rate in Israel was 2.96 in 2022, the latest available data, but the prime rate charged by banks in that country has increased since then.

The benchmark interest rate in Brazil was last recorded at 15 percent. This dataset provides - Brazil Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate In the Euro Area was last recorded at 2.15 percent. This dataset provides - Euro Area Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

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.

United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years data was reported at 0.000 Contract in May 2018. This stayed constant from the previous number of 0.000 Contract for Apr 2018. United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years data is updated monthly, averaging 13,704.000 Contract from Oct 2001 (Median) to May 2018, with 200 observations. The data reached an all-time high of 66,730.000 Contract in Aug 2007 and a record low of 0.000 Contract in May 2018. United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 10 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z022: CBOT: Futures: Open Interest.

Graph and download economic data for Interest Rates: 3-Month or 90-Day Rates and Yields: Eurodollar Deposits: Total for United States (IR3TED01USA156N) from 1960 to 2020 about 3-month, deposits, yield, interest rate, interest, rate, and USA.

This statistic depicts United Kingdom public perception towards expected changes in interest rates over the next 12 months, from May 2019. ** percent of respondents felt that interest rates would rise a little, while ** percent had no idea.

The benchmark interest rate in Canada was last recorded at 2.50 percent. This dataset provides - Canada Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The benchmark interest rate in India was last recorded at 5.50 percent. This dataset provides - India Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interest Rate Futures Market Outlook

According to our latest research, the global Interest Rate Futures market size reached USD 5.8 trillion in 2024, reflecting a robust and sustained appetite for risk management and speculative opportunities in global financial markets. The market is projected to grow at a CAGR of 7.2% from 2025 to 2033, reaching an estimated USD 10.8 trillion by 2033. This growth is primarily driven by increasing volatility in global interest rates, a rising demand for effective hedging instruments, and expanding participation from institutional investors, banks, and hedge funds. As per our latest research, the market is witnessing a structural transformation fueled by technological advancements, regulatory reforms, and the globalization of financial markets, making interest rate futures an indispensable tool for risk management and investment strategies worldwide.

One of the most significant growth factors for the Interest Rate Futures market is the heightened volatility and unpredictability of global interest rates. Central banks across major economies have been actively adjusting their monetary policies in response to inflationary pressures, economic recovery post-pandemic, and geopolitical uncertainties. These frequent changes in interest rates have created an urgent need for market participants to manage their exposure to interest rate risks. As a result, both institutional and retail investors are increasingly turning to interest rate futures as a cost-effective and efficient means to hedge against adverse movements in interest rates. The ability of these instruments to offer standardized contracts, deep liquidity, and transparent pricing further enhances their appeal, driving greater adoption across diverse market segments.

Technological innovation is another critical driver propelling the expansion of the Interest Rate Futures market. The proliferation of advanced trading platforms, algorithmic trading, and real-time data analytics has significantly improved market accessibility and operational efficiency. Exchange-traded and over-the-counter platforms are now equipped with sophisticated risk management tools, automated execution capabilities, and enhanced security features that cater to the evolving needs of institutional investors, banks, and hedge funds. These technological advancements have lowered entry barriers, increased trading volumes, and fostered greater market participation from a broader spectrum of end-users. Additionally, the integration of artificial intelligence and machine learning in trading strategies is enabling market participants to identify and capitalize on arbitrage opportunities with unprecedented speed and accuracy.

Regulatory reforms and the globalization of financial markets are also playing an instrumental role in shaping the growth trajectory of the Interest Rate Futures market. Regulatory bodies across North America, Europe, and Asia Pacific are emphasizing greater transparency, risk mitigation, and investor protection in derivatives trading. The implementation of stringent margin requirements, centralized clearing, and reporting standards has enhanced market integrity and reduced systemic risks. Furthermore, the liberalization of capital markets in emerging economies and cross-border collaboration among exchanges are facilitating the seamless flow of capital and expanding the reach of interest rate futures to new geographies. These regulatory and structural developments are creating a more resilient and inclusive market ecosystem, supporting sustained growth over the forecast period.

From a regional perspective, North America continues to dominate the Interest Rate Futures market, accounting for the largest share in both trading volumes and open interest. This dominance is attributed to the presence of well-established exchanges, a mature financial infrastructure, and a diverse base of institutional investors. Europe and Asia Pacific are also witnessing robust growth, driven by regulatory harmonization, the introduction of new contract types, and the increasing participation of global investors. Latin America and the Middle East & Africa are emerging as promising markets, supported by ongoing financial sector reforms and the gradual adoption of derivatives trading. The regional outlook remains positive, with each region contributing uniquely to the overall expansion of the market.

Contract Type Analysis

The Contract Type segment of the Intere

From 2003 to 2025, the central banks of the United States, United Kingdom, and European Union exhibited remarkably similar interest rate patterns, reflecting shared global economic conditions. In the early 2000s, rates were initially low to stimulate growth, then increased as economies showed signs of overheating prior to 2008. The financial crisis that year prompted sharp rate cuts to near-zero levels, which persisted for an extended period to support economic recovery. The COVID-19 pandemic in 2020 led to further rate reductions to historic lows, aiming to mitigate economic fallout. However, surging inflation in 2022 triggered a dramatic policy shift, with the Federal Reserve, Bank of England, and European Central Bank significantly raising rates to curb price pressures. As inflation stabilized in late 2023 and early 2024, the ECB and Bank of England initiated rate cuts by mid-2024, and the Federal Reserve also implemented its first cut in three years, with forecasts suggesting a gradual decrease in all major interest rates between 2025 and 2026. Divergent approaches within the European Union While the ECB sets a benchmark rate for the Eurozone, individual EU countries have adopted diverse strategies to address their unique economic circumstances. For instance, Hungary set the highest rate in the EU at 13 percent in September 2023, gradually reducing it to 6.5 percent by October 2024. In contrast, Sweden implemented more aggressive cuts, lowering its rate to two percent by June 2025, the lowest among EU members. These variations highlight the complex economic landscape that European central banks must navigate, balancing inflation control with economic growth support. Global context and future outlook The interest rate changes in major economies have had far-reaching effects on global financial markets. Government bond yields, for example, reflect these policy shifts and investor sentiment. As of December 2024, the United States had the highest 10-year government bond yield among developed economies at 4.59 percent, while Switzerland had the lowest at 0.27 percent. These rates serve as important benchmarks for borrowing costs and economic expectations worldwide.

Graph and download economic data for FOMC Summary of Economic Projections for the Fed Funds Rate, Range, High (FEDTARRH) from 2025 to 2028 about projection, federal, rate, and USA.

Forecast: Bank Lending Interest Rate in Canada 2022 - 2026 Discover more data with ReportLinker!

Interest Rate Futures Options Market Outlook

According to our latest research, the global Interest Rate Futures Options market size was valued at USD 24.7 billion in 2024, reflecting robust activity across financial markets worldwide. The market is expected to register a CAGR of 7.2% from 2025 to 2033, reaching an estimated USD 46.6 billion by 2033. This growth is primarily driven by increasing demand for sophisticated risk management tools, rising market volatility, and the global expansion of institutional participation in derivatives trading. The rapid evolution of trading technologies and the growing need for effective hedging strategies in a dynamic interest rate environment are further fueling the expansion of the Interest Rate Futures Options market globally.

One of the primary growth factors for the Interest Rate Futures Options market is the heightened volatility in global interest rates, which has intensified since the pandemic era and continues to persist in the wake of shifting monetary policies. Central banks across major economies, including the Federal Reserve, European Central Bank, and Bank of Japan, have adopted divergent stances on rate hikes and cuts, leading to increased uncertainty. This environment compels institutional investors, banks, and corporates to seek robust hedging mechanisms to manage their exposure to interest rate fluctuations. As a result, the demand for both short-term and long-term interest rate futures options has surged, providing market participants with flexible instruments to mitigate risk and optimize their portfolios.

Technological advancements and digital transformation of trading platforms have also played a significant role in propelling the Interest Rate Futures Options market forward. The proliferation of electronic trading systems and algorithmic trading has enhanced the accessibility, efficiency, and transparency of derivatives markets. These innovations have lowered barriers to entry for a broader range of participants, including individual investors and smaller institutions. Additionally, the integration of artificial intelligence and machine learning in trading strategies has enabled more precise forecasting and execution, increasing the attractiveness of interest rate futures options as a core financial instrument for speculation, arbitrage, and risk management.

Another critical growth driver is the increasing globalization of financial markets and the expansion of cross-border investment flows. As investors diversify their portfolios internationally, there is a growing need to hedge against interest rate risks in multiple jurisdictions. This trend has led to a surge in demand for interest rate futures options linked to a variety of underlying assets, including government bonds and treasury bills from different regions. Furthermore, regulatory reforms aimed at enhancing market transparency and reducing counterparty risk, such as the implementation of central clearing for over-the-counter derivatives, have bolstered investor confidence and contributed to the steady growth of the global Interest Rate Futures Options market.

From a regional perspective, North America continues to dominate the Interest Rate Futures Options market, accounting for the largest share in 2024, followed closely by Europe and the Asia Pacific. The United States, in particular, benefits from a mature derivatives infrastructure, deep liquidity pools, and a high concentration of institutional investors. Europe’s growth is driven by the presence of major financial hubs such as London and Frankfurt, as well as the increasing adoption of interest rate derivatives by corporates and asset managers. Meanwhile, the Asia Pacific region is experiencing rapid growth due to financial market liberalization, rising investor sophistication, and the development of local derivatives exchanges. Latin America and the Middle East & Africa, though smaller in market size, are witnessing steady growth as financial markets mature and regulatory frameworks evolve.

Product Type Analysis

The Interest Rate Futures Options market is segmented by product type into Short-Term Interest Rate Futures Options and Long-Term Interest Rate Futures Options. Short-term options, typically based on instruments with maturities of less than one year, are predominantly used by traders and institutions seeking to hedge near-term interest rate risks or to take advantage of anticipated central bank policy shifts. The popularity of these in

Graph and download economic data for 15-Year Fixed Rate Mortgage Average in the United States (MORTGAGE15US) from 1991-08-30 to 2025-10-16 about 15-year, mortgage, fixed, interest rate, interest, rate, and USA.

Following the BoE’s interest rate cut, explore the immediate impact on the UK economy and how finance professionals and businesses can navigate the prospect of future reductions.

With the federal funds rate near zero, policymakers are evaluating options for providing additional monetary policy accommodation, including a tool known as yield curve control. We find that despite low nominal Treasury yields, some scope for additional accommodation remains should policymakers deem it appropriate. However, we argue that forward guidance about future interest rates could deliver much, though not all, of the accommodation of yield curve control.

Mexico Turnover: Value: Futures: Interest Rate: 91 Day CETES data was reported at 0.000 MXN mn in Mar 2019. This stayed constant from the previous number of 0.000 MXN mn for Feb 2019. Mexico Turnover: Value: Futures: Interest Rate: 91 Day CETES data is updated monthly, averaging 14,212.364 MXN mn from May 1999 (Median) to Mar 2019, with 239 observations. The data reached an all-time high of 182,540.944 MXN mn in Jun 2003 and a record low of 0.000 MXN mn in Mar 2019. Mexico Turnover: Value: Futures: Interest Rate: 91 Day CETES data remains active status in CEIC and is reported by Mexican Derivatives Exchange. The data is categorized under Global Database’s Mexico – Table MX.Z003: Futures: Turnover & Open Interest.