各国利率数据美元,英镑,欧元,澳元,加元,人民币,日元等 1990 - 2010 Apr

5211

收藏 2010-04-23

from Datastream

Contains all local interest rates(eg, 3m, 6m, 1y, etc) of each country available before 2000 Jan, but downloaded from 01JAN1990 TO 22APR2010.

Includes daily, weekly and monthly data.

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Elisa129

2010-4-23 22:35:24

以美国为例

US (USD) IR SWAP 1 YEAR
US (USD) IR SWAP 10 YEAR
US (USD) IR SWAP 12 YEAR
US (USD) IR SWAP 15 YEAR
US (USD) IR SWAP 2 YEAR
US (USD) IR SWAP 20 YEAR
US (USD) IR SWAP 25 YEAR
US (USD) IR SWAP 3 YEAR
US (USD) IR SWAP 30 YEAR
US (USD) IR SWAP 4 YEAR
US (USD) IR SWAP 5 YEAR
US (USD) IR SWAP 6 YEAR
US (USD) IR SWAP 7 YEAR
US (USD) IR SWAP 8 YEAR
US (USD) IR SWAP 9 YEAR
US BANK PRIME LOAN
US BOND YIELD CORPORATE (ECON)
US BOND YIELD GOVT.10 YR(ECON)
US CORPORATE BOND MOODY'S S'ND AAA
US CORPORATE BOND MOODY'S S'ND BAA
US FEDERAL FUNDS (EFFECTIVE)
US FEDERAL FUNDS TARGET RATE
US OVERNIGHT REPO 10 YEAR - AM
US OVERNIGHT REPO 10 YEAR - PM
US OVERNIGHT REPO 2 YEAR - AM
US OVERNIGHT REPO 2 YEAR - PM
US OVERNIGHT REPO 30 YEAR - AM
US OVERNIGHT REPO 30 YEAR - PM
US OVERNIGHT REPO 5 YEAR - AM
US OVERNIGHT REPO 5 YEAR - PM
US OVERNIGHT REPO GC - AM
US OVERNIGHT REPO GC - PM
US PRIME RATE CHARGED BY BANKS
US TREAS.BENCHMARK 10YR SPREAD OVER
US TREAS.BENCHMARK 12YR SPREAD OVER
US TREAS.BENCHMARK 15YR SPREAD OVER
US TREAS.BENCHMARK 2 YR SPREAD OVER
US TREAS.BENCHMARK 20YR SPREAD OVER
US TREAS.BENCHMARK 25YR SPREAD OVER
US TREAS.BENCHMARK 3 YR SPREAD OVER
US TREAS.BENCHMARK 30YR SPREAD OVER
US TREAS.BENCHMARK 4 YR SPREAD OVER
US TREAS.BENCHMARK 5 YR SPREAD OVER
US TREAS.BENCHMARK 6YR SPREAD OVER
US TREAS.BENCHMARK 7 YR SPREAD OVER
US TREAS.BENCHMARK 8YR SPREAD OVER
US TREAS.BENCHMARK 9YR SPREAD OVER
US TREASURY COMPOSITE >10 YR
US TREASURY BILL 3MTH (FT) (DISC)
US TREASURY BILL 2ND MARKET 3 MONTH
US TREASURY BILL 2ND MARKET 3 MONTHS
US TREASURY BILL 2ND MARKET 6 MONTH
US TREASURY BILL 2ND MARKET 6 MONTHS
US TREASURY BILL 6 MONTH
US TREASURY BILL AUCT.AVG.1 YEAR
US TREASURY CONSTANT - 30 YR
US TREASURY CONSTANT MATURITIES 1 YR
US TREASURY CONSTANT MATURITIES 10 YR
US TREASURY CONSTANT MATURITIES 2 YR
US TREASURY CONSTANT MATURITIES 20 YR
US TREASURY CONSTANT MATURITIES 3 MTH
US TREASURY CONSTANT MATURITIES 3 YR
US TREASURY CONSTANT MATURITIES 5 YR
US TREASURY CONSTANT MATURITIES 6 MTH
US TREASURY CONSTANT MATURITIES 7 YR

美国的IR种类要比其他国家多一些，其他国家主要用到的IR种类基本也都涵盖了。

附件列表

US USD IR Jan1990-Mar2010.xlsx