,Instrument,"Eurodollar deposits (London)" ,Maturity,"1-month" ,Frequency,"Monthly" ,Description,"U.S. -- SHORT-TERM INTEREST RATES: DAILY 1-MONTH EURO-DOLLAR DEPOSIT RATE" ,Note,"Annualized using a 360-day year or bank interest." ,Note,"Bid rates for Eurodollar deposits collected around 9:30 a.m. Eastern time." DATE , EDM1 01/1971, 5.66 02/1971, 5.19 03/1971, 4.87 04/1971, 5.56 05/1971, 6.99 06/1971, 7.00 07/1971, 6.16 08/1971, 8.70 09/1971, 8.51 10/1971, 5.85 11/1971, 5.48 12/1971, 6.68 01/1972, 5.02 02/1972, 4.46 03/1972, 5.07 04/1972, 4.72 05/1972, 4.26 06/1972, 4.83 07/1972, 5.35 08/1972, 5.15 09/1972, 5.15 10/1972, 5.06 11/1972, 5.00 12/1972, 6.05 01/1973, 5.99 02/1973, 7.73 03/1973, 8.79 04/1973, 8.00 05/1973, 8.20 06/1973, 8.70 07/1973, 10.30 08/1973, 11.20 09/1973, 11.16 10/1973, 10.07 11/1973, 9.85 12/1973, 10.81 01/1974, 9.37 02/1974, 8.49 03/1974, 9.19 04/1974, 10.41 05/1974, 11.58 06/1974, 12.08 07/1974, 13.35 08/1974, 12.57 09/1974, 11.61 10/1974, 10.34 11/1974, 9.68 12/1974, 10.24 01/1975, 7.97 02/1975, 6.67 03/1975, 6.21 04/1975, 6.07 05/1975, 5.49 06/1975, 5.72 07/1975, 6.50 08/1975, 6.46 09/1975, 6.76 10/1975, 6.36 11/1975, 5.89 12/1975, 5.98 01/1976, 5.28 02/1976, 5.11 03/1976, 5.20 04/1976, 5.13 05/1976, 5.50 06/1976, 5.72 07/1976, 5.52 08/1976, 5.35 09/1976, 5.37 10/1976, 5.15 11/1976, 4.93 12/1976, 4.85 01/1977, 4.87 02/1977, 4.78 03/1977, 4.86 04/1977, 4.97 05/1977, 5.47 06/1977, 5.52 07/1977, 5.57 08/1977, 6.01 09/1977, 6.38 10/1977, 6.72 11/1977, 6.71 12/1977, 6.99 01/1978, 7.05 02/1978, 6.94 03/1978, 7.03 04/1978, 7.14 05/1978, 7.57 06/1978, 7.92 07/1978, 8.14 08/1978, 8.20 09/1978, 8.82 10/1978, 9.40 11/1978, 10.49 12/1978, 11.00 01/1979, 10.59 02/1979, 10.44 03/1979, 10.39 04/1979, 10.48 05/1979, 10.47 06/1979, 10.45 07/1979, 10.75 08/1979, 11.35 09/1979, 12.13 10/1979, 14.27 11/1979, 14.32 12/1979, 14.34 01/1980, 14.25 02/1980, 14.82 03/1980, 17.98 04/1980, 17.74 05/1980, 10.70 06/1980, 9.28 07/1980, 9.12 08/1980, 10.07 09/1980, 11.36 10/1980, 13.44 11/1980, 16.24 12/1980, 20.77 01/1981, 19.34 02/1981, 17.02 03/1981, 15.03 04/1981, 15.94 05/1981, 18.97 06/1981, 18.42 07/1981, 18.98 08/1981, 18.63 09/1981, 16.86 10/1981, 15.53 11/1981, 13.06 12/1981, 12.90 01/1982, 13.68 02/1982, 15.52 03/1982, 14.80 04/1982, 15.15 05/1982, 14.73 06/1982, 14.97 07/1982, 13.67 08/1982, 10.77 09/1982, 11.18 10/1982, 10.11 11/1982, 9.47 12/1982, 9.29 01/1983, 8.89 02/1983, 8.89 03/1983, 9.17 04/1983, 9.10 05/1983, 8.86 06/1983, 9.47 07/1983, 9.66 08/1983, 9.83 09/1983, 9.65 10/1983, 9.42 11/1983, 9.49 12/1983, 10.02 01/1984, 9.57 02/1984, 9.71 03/1984, 10.15 04/1984, 10.57 05/1984, 10.87 06/1984, 11.34 07/1984, 11.57 08/1984, 11.61 09/1984, 11.50 10/1984, 10.41 11/1984, 9.23 12/1984, 8.67 01/1985, 8.17 02/1985, 8.63 03/1985, 8.85 04/1985, 8.50 05/1985, 7.96 06/1985, 7.53 07/1985, 7.78 08/1985, 7.89 09/1985, 8.02 10/1985, 7.98 11/1985, 8.02 12/1985, 8.13 01/1986, 8.04 02/1986, 7.88 03/1986, 7.51 04/1986, 6.92 05/1986, 6.89 06/1986, 6.98 07/1986, 6.60 08/1986, 6.13 09/1986, 5.94 10/1986, 5.88 11/1986, 5.99 12/1986, 6.68 01/1987, 6.13 02/1987, 6.26 03/1987, 6.39 04/1987, 6.55 05/1987, 6.96 06/1987, 7.01 07/1987, 6.70 08/1987, 6.71 09/1987, 7.36 10/1987, 7.53 11/1987, 6.87 12/1987, 8.03 01/1988, 6.89 02/1988, 6.66 03/1988, 6.69 04/1988, 6.92 05/1988, 7.18 06/1988, 7.53 07/1988, 7.85 08/1988, 8.19 09/1988, 8.19 10/1988, 8.23 11/1988, 8.46 12/1988, 9.49 01/1989, 9.13 02/1989, 9.39 03/1989, 9.98 04/1989, 9.88 05/1989, 9.67 06/1989, 9.41 07/1989, 9.02 08/1989, 8.82 09/1989, 8.88 10/1989, 8.68 11/1989, 8.45 12/1989, 8.65 01/1990, 8.20 02/1990, 8.19 03/1990, 8.29 04/1990, 8.32 05/1990, 8.22 06/1990, 8.19 07/1990, 8.09 08/1990, 7.99 09/1990, 8.09 10/1990, 8.02 11/1990, 7.94 12/1990, 8.32 01/1991, 7.13 02/1991, 6.50 03/1991, 6.44 04/1991, 6.03 05/1991, 5.82 06/1991, 5.96 07/1991, 5.90 08/1991, 5.63 09/1991, 5.49 10/1991, 5.21 11/1991, 4.84 12/1991, 4.83 01/1992, 4.07 02/1992, 4.04 03/1992, 4.21 04/1992, 3.98 05/1992, 3.77 06/1992, 3.81 07/1992, 3.33 08/1992, 3.29 09/1992, 3.14 10/1992, 3.10 11/1992, 3.20 12/1992, 3.56 01/1993, 3.09 02/1993, 3.03 03/1993, 3.06 04/1993, 3.04 05/1993, 3.02 06/1993, 3.09 07/1993, 3.05 08/1993, 3.06 09/1993, 3.05 10/1993, 3.06 11/1993, 3.06 12/1993, 3.22 01/1994, 3.03 02/1994, 3.27 03/1994, 3.50 04/1994, 3.71 05/1994, 4.18 06/1994, 4.27 07/1994, 4.43 08/1994, 4.57 09/1994, 4.82 10/1994, 4.96 11/1994, 5.36 12/1994, 5.99 01/1995, 5.82 02/1995, 5.99 03/1995, 6.03 04/1995, 6.02 05/1995, 5.98 06/1995, 5.95 07/1995, 5.81 08/1995, 5.78 09/1995, 5.73 10/1995, 5.74 11/1995, 5.72 12/1995, 5.74 01/1996, 5.45 02/1996, 5.20 03/1996, 5.26 04/1996, 5.32 05/1996, 5.30 06/1996, 5.33 07/1996, 5.31 08/1996, 5.28 09/1996, 5.35 10/1996, 5.26 11/1996, 5.26 12/1996, 5.48 01/1997, 5.33 02/1997, 5.27 03/1997, 5.40 04/1997, 5.56 05/1997, 5.56 06/1997, 5.56 07/1997, 5.54 08/1997, 5.50 09/1997, 5.58 10/1997, 5.52 11/1997, 5.56 12/1997, 5.82 01/1998, 5.51 02/1998, 5.51 03/1998, 5.56 04/1998, 5.54 05/1998, 5.52 06/1998, 5.53 07/1998, 5.51 08/1998, 5.51 09/1998, 5.43 10/1998, 5.21 11/1998, 5.13 12/1998, 5.42 01/1999, 4.86 02/1999, 4.81 03/1999, 4.81 04/1999, 4.80 05/1999, 4.78 06/1999, 4.93 07/1999, 5.07 08/1999, 5.20 09/1999, 5.31 10/1999, 5.32 11/1999, 5.49 12/1999, 6.30 01/2000, 5.71 02/2000, 5.80 03/2000, 5.97 04/2000, 6.07 05/2000, 6.47 06/2000, 6.58 07/2000, 6.54 08/2000, 6.53 09/2000, 6.54 10/2000, 6.53 11/2000, 6.54 12/2000, 6.58 01/2001, 5.79 02/2001, 5.44 03/2001, 5.06 04/2001, 4.76 05/2001, 4.08 06/2001, 3.83 07/2001, 3.74 08/2001, 3.55 09/2001, 2.94 10/2001, 2.41 11/2001, 2.06 12/2001, 1.88 01/2002, 1.74 02/2002, 1.78 03/2002, 1.83 04/2002, 1.79 05/2002, 1.78 06/2002, 1.78 07/2002, 1.77 08/2002, 1.74 09/2002, 1.77 10/2002, 1.75 11/2002, 1.37 12/2002, 1.35 01/2003, 1.28 02/2003, 1.26 03/2003, 1.24 04/2003, 1.26 05/2003, 1.25 06/2003, 1.08 07/2003, 1.04 08/2003, 1.05 09/2003, 1.06 10/2003, 1.05 11/2003, 1.04 12/2003, 1.08 01/2004, 1.03 02/2004, 1.02 03/2004, 1.02 04/2004, 1.02 05/2004, 1.03 06/2004, 1.18 07/2004, 1.35 08/2004, 1.52 09/2004, 1.72 10/2004, 1.84 11/2004, 2.06 12/2004, 2.32 01/2005, 2.42 02/2005, 2.55 03/2005, 2.75 04/2005, 2.92 05/2005, 3.03 06/2005, 3.19 07/2005, 3.36 08/2005, 3.54 09/2005, 3.72 10/2005, 3.95 11/2005, 4.14 12/2005, 4.34 01/2006, 4.48 02/2006, 4.58 03/2006, 4.75 04/2006, 4.91 05/2006, 5.07 06/2006, 5.24 07/2006, 5.37 08/2006, 5.33 09/2006, 5.32 10/2006, 5.32 11/2006, 5.32 12/2006, 5.35 01/2007, 5.32 02/2007, 5.32 03/2007, 5.32 04/2007, 5.31 05/2007, 5.32 06/2007, 5.32 07/2007, 5.32 08/2007, 5.53 09/2007, 5.50 10/2007, 5.01 11/2007, 4.83 12/2007, 5.23 01/2008, 3.93 02/2008, 3.17 03/2008, 2.87 04/2008, 2.97 05/2008, 2.63 06/2008, 2.66 07/2008, 2.65 08/2008, 2.61 09/2008, 4.01 10/2008, 4.93 11/2008, 2.08 12/2008, 1.75