6.8 Interest rates and yields1. { total observations, n=9141 }2
UK National Statistics titles: [ et_doc.txt| ES mirror ] data: [ et (index ) | mirror et ]
|
| Code
| Variable ( skkd )
| Mthly
| Qtrly
| Yrly
| Quarterly Range | 1995 i | 1995 ii | 1995 iii | 1995 iv | 1996 i | 1996 ii | 1996 iii | 1996 iv | 1997 i | 1997 ii | 1997 iii | 1997 iv | 1998 i | 1998 ii | 1998 iii | 1998 iv | 1999 i | 1999 ii | 1999 iii | 1999 iv | 2000 i | 2000 ii | 2000 iii | 2000 iv | 2001 i | 2001 ii | 2001 iii | 2001 iv | 2002 i | 2002 ii | 2002 iii | 2002 iv | 2003 i | 2003 ii | 2003 iii | 2003 iv | 2004 i | 2004 ii | 2004 iii | 2004 iv | 2005 i | 2005 ii | 2005 iii | 2005 iv | 2006 i | 2006 ii | 2006 iii | 2006 iv | 2007 i | 2007 ii | 2007 iii | 2007 iv | 2008 i | 2008 ii | 2008 iii
|
1
| AJRP
| 644. Treasury Bills 3 month yield
| NSA nominal
| 1387 obs
| 706 obs
| 205 obs
| 0 to 2008 III
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 0
| 4.930
| 4.760
| 5.380
| 5.700
| 5.930
| 5.930
| 5.850
| 5.690
| 5.290
| 5.100
| 4.330
| 3.870
| 4.040
| 3.970
| 3.810
| 3.920
| 3.510
| 3.5
| 3.590
| 3.900
| 4.240
| 4.650
| 4.730
| 4.750
| 4.820
| 4.570
| 4.450
| 4.480
| 4.470
| 4.590
| 4.930
| 5.170
| 5.420
| 5.790
| 5.720
| 5.310
| 4.830
| 5.240
| 4.560
|
2
| HSAJ
| 645. Inter-bank: 3 months: bid rate
| NSA nominal
{ 2nd }
| 1856 obs
| 2309 obs
| 560 obs
| 0 to 2008 III
| 6.590
| 6.880
| 6.750
| 6.470
| 6
| 5.750
| 5.840
| 6.440
| 6.280
| 6.810
| 7.220
| 7.530
| 7.5
| 7.780
| 7.250
| 6.160
| 5.220
| 5.090
| 5.440
| 5.940
| 6.160
| 6.130
| 6.090
| 5.810
| 5.440
| 5.190
| 4.410
| 4.030
| 4.090
| 4.060
| 3.880
| 3.940
| 3.570
| 3.550
| 3.660
| 3.950
| 4.300
| 4.770
| 4.820
| 4.810
| 4.900
| 4.690
| 4.520
| 4.570
| 4.540
| 4.710
| 5.020
| 5.260
| 5.560
| 5.930
| 6.180
| 5.950
| 5.950
| 5.880
| 6.150
|
3
| HSAK
| 646. Inter-bank: 3 months: offer rate
| NSA nominal
| 1318 obs
| 682 obs
| 200 obs
| 0 to 2008 III
| 6.630
| 6.910
| 6.780
| 6.5
| 6.060
| 5.780
| 5.880
| 6.470
| 6.310
| 6.840
| 7.250
| 7.560
| 7.530
| 7.810
| 7.310
| 6.190
| 5.220
| 5.130
| 5.470
| 6
| 6.220
| 6.160
| 6.130
| 5.840
| 5.470
| 5.250
| 4.470
| 4.060
| 4.160
| 4.090
| 3.910
| 3.960
| 3.610
| 3.590
| 3.670
| 3.980
| 4.330
| 4.790
| 4.860
| 4.840
| 4.930
| 4.730
| 4.550
| 4.590
| 4.560
| 4.730
| 5.050
| 5.290
| 5.580
| 5.980
| 6.280
| 5.950
| 6.020
| 5.940
| 6.300
|
4
| HSAL
| 647. Sterling certificates of deposit: 3 months: bid rate: end period observation
| NSA nominal
| 1208 obs
| 570 obs
| 169 obs
| 0 to 2008 III
| 6.530
| 6.750
| 6.690
| 6.440
| 6
| 5.690
| 5.810
| 6.380
| 6.250
| 6.780
| 7.190
| 7.5
| 7.470
| 7.720
| 7.190
| 6.090
| 5.160
| 5.030
| 5.380
| 5.880
| 6.130
| 6.060
| 6.030
| 5.750
| 5.400
| 5.180
| 4.410
| 3.980
| 4.090
| 4.050
| 3.850
| 3.900
| 3.570
| 3.550
| 3.630
| 3.950
| 4.300
| 4.740
| 4.830
| 4.780
| 4.880
| 4.690
| 4.520
| 4.570
| 4.530
| 4.710
| 5.020
| 5.260
| 5.660
| 6.060
| 6.180
| 5.900
| 5.940
| 5.870
| 6.100
|
5
| HSAM
| 648. Sterling certificates of deposit: 3 months: offer rate: end period observation
| NSA nominal
| 1556 obs
| 669 obs
| 193 obs
| 0 to 2008 III
| 6.560
| 6.810
| 6.750
| 6.470
| 6.020
| 5.720
| 5.880
| 6.440
| 6.280
| 6.810
| 7.220
| 7.530
| 7.5
| 7.780
| 7.250
| 6.160
| 5.190
| 5.060
| 5.440
| 5.940
| 6.160
| 6.130
| 6.090
| 5.810
| 5.430
| 5.180
| 4.510
| 4.020
| 4.110
| 4.070
| 3.860
| 3.940
| 3.590
| 3.560
| 3.650
| 3.980
| 4.320
| 4.780
| 4.850
| 4.820
| 4.920
| 4.730
| 4.560
| 4.610
| 4.570
| 4.730
| 5.050
| 5.290
| 5.690
| 6.090
| 6.280
| 6
| 6.020
| 5.950
| 6.350
|
6
| ZCMG
| 649. Selected UK retail banks' Base Rate
| NSA
| 1607 obs
| 596 obs
| 175 obs
| no data
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7
| LUST
| 650. Interest on US treasury bills (3 months)
| NSA
{ 2nd }
| 2010 obs
| 2071 obs
| 555 obs
| 0 to 2008 III
| 5.860
| 5.640
| 5.420
| 4.960
| 5.170
| 5.180
| 5.020
| 5.150
| 5.320
| 5.120
| 5
| 5.360
| 5.200
| 4.990
| 4.380
| 4.530
| 4.470
| 4.830
| 4.820
| 5.380
| 5.870
| 5.820
| 6.050
| 5.730
| 4.200
| 3.570
| 2.350
| 1.7100
| 1.7600
| 1.6700
| 1.5400
| 1.2000
| 1.1200
| 0.8900
| 0.9400
| 0.9300
| 0.9300
| 1.3100
| 1.6800
| 2.180
| 2.730
| 3.060
| 3.470
| 3.920
| 4.520
| 4.880
| 4.770
| 4.890
| 4.910
| 4.680
| 3.620
| 3.290
| 1.3600
| 1.8700
| 0.9000
|
8
| AJIB
| 651. Interest on US dollar deposits in London (3 month)
| NSA
| 1512 obs
| 765 obs
| 217 obs
| 0 to 2008 III
| 6.190
| 5.940
| 5.820
| 5.540
| 5.570
| 5.470
| 5.520
| 5.5
| 5.730
| 5.720
| 5.710
| 5.690
| 5.660
| 5.620
| 5.270
| 5
| 4.880
| 5.350
| 5.950
| 5.980
| 6.290
| 6.760
| 6.740
| 6.350
| 4.860
| 3.800
| 2.520
| 1.8300
| 2
| 1.8300
| 1.7400
| 1.3500
| 1.2500
| 1.0900
| 1.1300
| 1.1000
| 1.0500
| 1.5600
| 1.9800
| 2.560
| 3.040
| 3.510
| 4.070
| 4.510
| 4.980
| 5.460
| 5.330
| 5.340
| 5.310
| 5.350
| 5.330
| 4.770
| 3
| 2.990
| 5.320
|
9
| AJLX
| 652. BGS : long-dated (20 years) : Par yield - per cent per annum
| NSA
| 1526 obs
| 773 obs
| 219 obs
| 0 to 2008 III
| 8.540
| 8.240
| 8.230
| 8
| 8.080
| 8.340
| 8.190
| 7.800
| 7.580
| 7.390
| 6.930
| 6.440
| 5.980
| 5.660
| 5.360
| 4.790
| 4.520
| 4.780
| 4.880
| 4.610
| 4.700
| 4.650
| 4.750
| 4.630
| 4.550
| 4.970
| 4.920
| 4.690
| 4.920
| 5.110
| 4.660
| 4.620
| 4.460
| 4.510
| 4.700
| 4.890
| 4.730
| 4.950
| 4.830
| 4.570
| 4.570
| 4.430
| 4.310
| 4.250
| 3.970
| 4.400
| 4.390
| 4.320
| 4.540
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| 4.640
| 4.540
| 4.870
| 4.780
|
| Abbreviations:
| 13980 obs
| 9141 obs
| 2493 obs
|
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