The benchmark interest rate in the United States was last recorded at 4 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 Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Level (BOGZ1FL073164013Q) from Q4 1970 to Q2 2025 about mutual funds, equity, liabilities, interest rate, interest, rate, price index, indexes, price, and USA.

Graph and download economic data for Interest Rates and Price Indexes; Dow Jones U.S. Total Market Index, Percent Change in Index (BOGZ1PC073164013A) from 1971 to 2024 about mutual funds, equity, liabilities, interest rate, interest, price index, rate, indexes, price, and USA.

Romania - Day-to-day money market interest rates was 5.61% in September of 2025, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Romania - Day-to-day money market interest rates - last updated from the EUROSTAT on December of 2025. Historically, Romania - Day-to-day money market interest rates reached a record high of 6.32% in June of 2025 and a record low of 1.16% in September of 2021.

Czech Republic - Day-to-day money market interest rates was 3.50% in September of 2025, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Czech Republic - Day-to-day money market interest rates - last updated from the EUROSTAT on December of 2025. Historically, Czech Republic - Day-to-day money market interest rates reached a record high of 7.00% in November of 2023 and a record low of 0.70% in August of 2021.

Brazil Money Market Interest Rate: Monthly Average: Per Annum data was reported at 6.400 % pa in Nov 2018. This stayed constant from the previous number of 6.400 % pa for Oct 2018. Brazil Money Market Interest Rate: Monthly Average: Per Annum data is updated monthly, averaging 10.630 % pa from Dec 2008 (Median) to Nov 2018, with 120 observations. The data reached an all-time high of 14.140 % pa in Dec 2015 and a record low of 6.390 % pa in Sep 2018. Brazil Money Market Interest Rate: Monthly Average: Per Annum data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.MC005: Money Market Rate.

In the third quarter of 2024, **** percent of mortgages were floating mortgages linked to the market interest rate. Figures dropped just over *** percentage point from the third quarter of 2023.

Euro Area - Day-to-day money market interest rates was -0.49% in December of 2021, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Euro Area - Day-to-day money market interest rates - last updated from the EUROSTAT on December of 2025. Historically, Euro Area - Day-to-day money market interest rates reached a record high of -0.48% in August of 2021 and a record low of -0.49% in December of 2021.

Netherlands Official Interest Rate: Statutory data was reported at 2.000 % pa in Nov 2018. This stayed constant from the previous number of 2.000 % pa for Oct 2018. Netherlands Official Interest Rate: Statutory data is updated monthly, averaging 5.000 % pa from Jan 1934 (Median) to Nov 2018, with 1019 observations. The data reached an all-time high of 12.000 % pa in Jun 1993 and a record low of 2.000 % pa in Nov 2018. Netherlands Official Interest Rate: Statutory data remains active status in CEIC and is reported by De Nederlandsche Bank. The data is categorized under Global Database’s Netherlands – Table NL.M004: Money Market Interest Rates.

In 2019, the money market interest rate in Algeria corresponded to **** percent. This represented a slight decline compared to the previous year. In the period examined, the rate of interest of the money market in the country peaked at **** percent in 2000.

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

Source is Federal Reserve Bank of St. Louis. Retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/"NAME OF MEASURE" Column names are "Name of Measure" from FRED's catalog.

Group 1: Yield Curve Indicators These focus on the shape of the Treasury yield curve, comparing longer-term to shorter-term rates. They are primarily used to: Signal Economic Expectations: A normal curve (longer-term rates higher) suggests expectations of growth and possibly inflation. A flattening or inverted curve (short-term rates near or above long-term) could signal a potential slowdown or recession.

Group 2: Monetary Policy and Market Expectations These spreads look at the difference between Treasury yields and the Federal Funds Rate, the primary tool of monetary policy. They indicate: Market vs. Fed Outlook: Widening spreads could suggest the market expects faster rate hikes or higher long-term inflation than the Fed is signaling. Narrowing spreads could mean the opposite. Risk-Taking: When these spreads widen, it can be a sign of investors moving from safe Treasuries to riskier assets in search of yield.

Group 3: Credit Risk and Market Sentiment These spreads focus on corporate bond yields relative to Treasuries, highlighting the added compensation investors require for holding riskier corporate debt. They signal: Credit Conditions: Widening spreads suggest deteriorating credit conditions or lower risk tolerance among investors. Narrowing spreads suggest the opposite. Economic Confidence: Investors often demand higher premiums for corporate bonds during economic uncertainty, widening these spreads.

Group 4: Breakeven Inflation Rates The breakeven inflation rate represents a measure of expected inflation derived from 30-Year Treasury Constant Maturity Securities (BC_30YEAR) and 30-Year Treasury Inflation-Indexed Constant Maturity Securities (TC_30YEAR). The latest value implies what market participants expect inflation to be in the next 30 years, on average.

Graph and download economic data for Treasury Yield: Money Market <100M (MMTY) from Apr 2021 to Nov 2025 about marketable, Treasury, yield, interest rate, interest, rate, and USA.

Poland - Day-to-day money market interest rates was 4.78% in September of 2025, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Poland - Day-to-day money market interest rates - last updated from the EUROSTAT on December of 2025. Historically, Poland - Day-to-day money market interest rates reached a record high of 6.79% in July of 2023 and a record low of 0.10% in September of 2021.

This table contains 39 series, with data for starting from 1991 (not all combinations necessarily have data for all years). This table contains data described by the following dimensions (Not all combinations are available): Geography (1 item: Canada); Financial market statistics (39 items: Government of Canada Treasury Bills, 1-month (composite rates); Government of Canada Treasury Bills, 2-month (composite rates); Government of Canada Treasury Bills, 3-month (composite rates);Government of Canada Treasury Bills, 6-month (composite rates); ...).

The Average Interest Rates on U.S. Treasury Securities dataset provides average interest rates on U.S. Treasury securities on a monthly basis. Its primary purpose is to show the average interest rate on a variety of marketable and non-marketable Treasury securities. Marketable securities consist of Treasury Bills, Notes, Bonds, Treasury Inflation-Protected Securities (TIPS), Floating Rate Notes (FRNs), and Federal Financing Bank (FFB) securities. Non-marketable securities consist of Domestic Series, Foreign Series, State and Local Government Series (SLGS), U.S. Savings Securities, and Government Account Series (GAS) securities. Marketable securities are negotiable and transferable and may be sold on the secondary market. Non-marketable securities are not negotiable or transferrable and are not sold on the secondary market. This is a useful dataset for investors and bond holders to compare how interest rates on Treasury securities have changed over time.

In June 2025, the weighted average interest rate of interbank lending in China was **** percent. Banks not only lend out money to individuals and to business but also to one another. It allows them to stock surplus liquidity or to cover a short-term lack of liquidity.

Rising interest rates have prompted concerns about losses on bank assets, especially following the failure of Silicon Valley Bank (SVB) in March 2023. In this working paper, we examine whether US credit unions could be subject to similar losses as banks and analyze how their regulatory capital would be affected. We estimate that after realizing losses from assets that have decreased in value and not yet been sold the overall net worth of the credit union industry would have fallen by 40 percent in 2023:Q1. Unrealized losses were most severe at the largest credit unions. Nonetheless, the bulk of deposits at credit unions were insured, suggesting limited risk of an SVB-style run. In addition, credit union deposit rates are relatively insensitive to market interest rates, providing credit unions with a hedge against a rising rate environment. Overall, credit unions’ balance sheet positions seemed to be more resilient to unrealized interest rate risk than banks’.

The benchmark interest rate in Japan was last recorded at 0.50 percent. This dataset provides - Japan Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Interest Rate Options Market Outlook

According to the latest research conducted in 2025, the global Interest Rate Options Market size reached USD 12.8 billion in 2024, demonstrating robust activity across major financial centers. The market is expected to expand at a CAGR of 7.2% from 2025 to 2033, reaching a projected value of USD 23.9 billion by the end of the forecast period. This growth trajectory is primarily driven by increasing volatility in global interest rates, the need for sophisticated risk management tools, and the growing participation of institutional investors in derivatives trading. As per our latest research, the market’s expansion is underpinned by a surge in demand for customized financial instruments to hedge against interest rate fluctuations and capitalize on arbitrage opportunities.

One of the key growth factors propelling the Interest Rate Options Market is the heightened uncertainty in global macroeconomic conditions, which has led to significant fluctuations in interest rates across developed and emerging economies. Central banks’ monetary policy shifts, the ongoing recalibration of inflation expectations, and geopolitical tensions have collectively contributed to increased volatility in the fixed income markets. As a result, corporations, asset managers, and hedge funds are increasingly turning to interest rate options such as caps, floors, collars, and swaptions to manage risk exposure and protect their portfolios from adverse rate movements. This dynamic is further reinforced by the growing sophistication of financial institutions and the availability of advanced analytics, which enable market participants to model and execute complex hedging strategies with greater precision.

Another important driver for the Interest Rate Options Market is the rapid evolution of trading platforms and technology infrastructure. The proliferation of electronic trading systems, coupled with the rising adoption of algorithmic trading, has enhanced market transparency, reduced transaction costs, and significantly improved execution speed for interest rate options. Exchange-traded platforms are witnessing increased activity due to their standardized contracts and clearing mechanisms, which mitigate counterparty risk. Simultaneously, the over-the-counter (OTC) segment remains vital for bespoke and large-volume transactions, offering tailored solutions to institutional clients. The convergence of digitalization, regulatory reforms, and market innovation is expected to further accelerate growth in both exchange-traded and OTC segments, fostering a more dynamic and resilient derivatives ecosystem globally.

Furthermore, the expansion of the Interest Rate Options Market is strongly influenced by the growing participation of non-traditional end-users, including corporates and asset managers. These entities are increasingly leveraging interest rate derivatives not only for hedging but also for yield enhancement and speculative purposes. The integration of interest rate options into broader portfolio management strategies allows for more effective risk-adjusted returns, especially in environments characterized by low or negative interest rates. Additionally, the development of new product variants and the entry of fintech firms are broadening market access, democratizing the use of interest rate options among mid-sized enterprises and institutional investors alike. This trend is expected to sustain high demand and foster innovation throughout the forecast period.

From a regional perspective, North America remains the dominant market for Interest Rate Options, accounting for the largest share of global trading volumes in 2024. The region’s leadership is underpinned by the presence of major financial hubs, advanced market infrastructure, and a deep pool of institutional investors. Europe follows closely, benefiting from an integrated capital market and strong regulatory frameworks that support derivatives trading. Meanwhile, the Asia Pacific region is emerging as a high-growth market, driven by financial market liberalization, rising cross-border capital flows, and increasing sophistication among local investors. Latin America and the Middle East & Africa are also witnessing gradual uptake, albeit from a lower base, as local financial institutions seek to enhance their risk management capabilities and participate more actively in global derivatives markets.