Observations

2023-12-27: 5.43246

Updated: Dec 28, 2023 7:03 AM CST

Units:

Percent,

Not Seasonally Adjusted

Frequency:

Daily

Notes

Title	Release Dates

1-Month AMERIBOR Term Structure of Interest Rates	2022-02-24	2023-12-27
1-Month AMERIBOR Term Structure of Interest Rates (DISCONTINUED)	2023-12-28	2023-12-28

Source

American Financial Exchange	2022-02-24	2023-12-28

Release

Historical Overnight AMERIBOR Unsecured Interest Rate	2022-02-24	2023-12-28

Units

Percent	2022-02-24	2023-12-28

Frequency

Daily	2022-02-24	2023-12-28

Seasonal Adjustment

Not Seasonally Adjusted	2022-02-24	2023-12-28

Notes

AMERIBOR® (American Interbank Offered Rate) is a benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). AMERIBOR® is calculated as the transaction volume weighted average interest rate of the daily transactions in the AMERIBOR® overnight unsecured loan market on the AFX. The arbitrage free AMERIBOR® Term Structure of Interest Rates is derived from the Overnight Unsecured AMERIBOR® Interest Rate (AMERIBOR (https://fred.stlouisfed.org/series/AMERIBOR)) and the implied AMERIBOR® forward rates from the AMERIBOR® futures prices. More details about AMERIBOR® methodology can be found on the source's website (https://ameribor.net), under the Resources section. AMERIBOR® is a registered trademark of the American Financial Exchange (AFX). © Copyright, American Financial Exchange (AFX). All Rights Reserved.	2022-02-24	2023-12-28

Release Tables

Historical Overnight AMERIBOR Unsecured Interest Rate