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U.S. : Interest Rate, Monthly Update (FRED)

FRED, Federal Reserve Economic Data, Federal Reserve Bank of St. Louis: Interest Rates - dataset contains the list of series from the following categories: Certificates of Deposit; Eurodollar Deposits; Commercial Paper; Corporate Bonds ;FRB Rates - discount, fed funds, primary credit; Mortgage Rates;Interest Rate Swaps; Prime Bank Loan Rate; Treasury Bills; Treasury Constant Maturity; Treasury Inflation-Indexed Securities: http://research.stlouisfed.org/fred2/;

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