Forward looking risk free rates, 1m (estimated from govmt securities and NIBOR)
date,Rf(1m)
19791231,0.00818
19800131,0.00827
19800229,0.00822
19800331,0.00828
19800430,0.00834
19800531,0.00828
19800630,0.00837
19800731,0.00830
19800831,0.00857
19800930,0.00866
19801031,0.00818
19801130,0.00826
19801231,0.00836
19810131,0.00876
19810228,0.00890
19810331,0.00898
19810430,0.00906
19810531,0.00958
19810630,0.00992
19810731,0.01006
19810831,0.01016
19810930,0.01033
19811031,0.01034
19811130,0.01037
19811231,0.01013
19820131,0.01073
19820228,0.01092
19820331,0.01077
19820430,0.01094
19820531,0.01111
19820630,0.01117
19820731,0.01133
19820831,0.01148
19820930,0.01137
19821031,0.01186
19821130,0.01132
19821231,0.01101
19830131,0.01120
19830228,0.01117
19830331,0.01102
19830430,0.01106
19830531,0.01104
19830630,0.01090
19830731,0.01086
19830831,0.01088
19830930,0.01092
19831031,0.01074
19831130,0.01065
19831231,0.01068
19840131,0.01083
19840229,0.01049
19840331,0.01048
19840430,0.01048
19840531,0.01069
19840630,0.01052
19840731,0.01051
19840831,0.01051
19840930,0.01043
19841031,0.01046
19841130,0.01065
19841231,0.01052
19850131,0.01058
19850228,0.01063
19850331,0.01102
19850430,0.01102
19850531,0.01103
19850630,0.01091
19850731,0.01089
19850831,0.01088
19850930,0.01078
19851031,0.01069
19851130,0.01066
19851231,0.01123
19860131,0.01113
19860228,0.01107
19860331,0.01113
19860430,0.01168
19860531,0.01214
19860630,0.01187
19860731,0.01239
19860831,0.01194
19860930,0.01202
19861031,0.01226
19861130,0.01252
19861231,0.01358
19870131,0.01261
19870228,0.01245
19870331,0.01195
19870430,0.01228
19870531,0.01223
19870630,0.01201
19870731,0.01204
19870831,0.01172
19870930,0.01148
19871031,0.01263
19871130,0.01322
19871231,0.01256
19880131,0.01166
19880229,0.01151
19880331,0.01162
19880430,0.01172
19880531,0.01098
19880630,0.01063
19880731,0.01078
19880831,0.01087
19880930,0.01043
19881031,0.01027
19881130,0.01021
19881231,0.01018
19890131,0.00939
19890228,0.00988
19890331,0.00943
19890430,0.00929
19890531,0.00916
19890630,0.00881
19890731,0.00959
19890831,0.00924
19890930,0.00946
19891031,0.00953
19891130,0.01025
19891231,0.01020
19900131,0.00973
19900228,0.00953
19900331,0.01020
19900430,0.01017
19900531,0.00941
19900630,0.00927
19900731,0.00936
19900831,0.00868
19900930,0.00944
19901031,0.00920
19901130,0.00963
19901231,0.00951
19910131,0.00932
19910228,0.00935
19910331,0.00894
19910430,0.00846
19910531,0.00833
19910630,0.00922
19910731,0.00861
19910831,0.00857
19910930,0.00906
19911031,0.00872
19911130,0.00848
19911231,0.00892
19920131,0.00911
19920229,0.00866
19920331,0.00848
19920430,0.00873
19920531,0.00883
19920630,0.00855
19920731,0.00866
19920831,0.01052
19920930,0.01881
19921031,0.00918
19921130,0.02074
19921231,0.01234
19930131,0.00853
19930228,0.00783
19930331,0.00760
19930430,0.00634
19930531,0.00639
19930630,0.00541
19930731,0.00521
19930831,0.00541
19930930,0.00575
19931031,0.00478
19931130,0.00467
19931231,0.00536
19940131,0.00427
19940228,0.00417
19940331,0.00473
19940430,0.00441
19940531,0.00442
19940630,0.00428
19940731,0.00431
19940831,0.00441
19940930,0.00514
19941031,0.00480
19941130,0.00544
19941231,0.00476
19950131,0.00455
19950228,0.00418
19950331,0.00429
19950430,0.00463
19950531,0.00499
19950630,0.00463
19950731,0.00453
19950831,0.00435
19950930,0.00447
19951031,0.00440
19951130,0.00476
19951231,0.00459
19960131,0.00469
19960229,0.00426
19960331,0.00397
19960430,0.00400
19960531,0.00401
19960630,0.00409
19960731,0.00405
19960831,0.00419
19960930,0.00404
19961031,0.00397
19961130,0.00353
19961231,0.00322
19970131,0.00294
19970228,0.00288
19970331,0.00282
19970430,0.00284
19970531,0.00283
19970630,0.00296
19970731,0.00319
19970831,0.00313
19970930,0.00303
19971031,0.00308
19971130,0.00301
19971231,0.00305
19980131,0.00310
19980228,0.00329
19980331,0.00332
19980430,0.00336
19980531,0.00389
19980630,0.00404
19980731,0.00449
19980831,0.00697
19980930,0.00677
19981031,0.00680
19981130,0.00704
19981231,0.00726
19990131,0.00654
19990228,0.00648
19990331,0.00593
19990430,0.00592
19990531,0.00573
19990630,0.00539
19990731,0.00538
19990831,0.00526
19990930,0.00479
19991031,0.00485
19991130,0.00503
19991231,0.00487
20000131,0.00482
20000229,0.00486
20000331,0.00492
20000430,0.00527
20000531,0.00525
20000630,0.00548
20000731,0.00558
20000831,0.00586
20000930,0.00604
20001031,0.00613
20001130,0.00619
20001231,0.00627
20010131,0.00612
20010228,0.00607
20010331,0.00613
20010430,0.00632
20010531,0.00601
20010630,0.00614
20010731,0.00599
20010831,0.00593
20010930,0.00598
20011031,0.00587
20011130,0.00588
20011231,0.00548
20020131,0.00555
20020228,0.00554
20020331,0.00558
20020430,0.00560
20020531,0.00558
20020630,0.00586
20020731,0.00600
20020831,0.00594
20020930,0.00595
20021031,0.00594
20021130,0.00602
20021231,0.00551
20030131,0.00508
20030228,0.00474
20030331,0.00473
20030430,0.00435
20030531,0.00423
20030630,0.00348
20030731,0.00306
20030831,0.00259
20030930,0.00234
20031031,0.00237
20031130,0.00242
20031231,0.00207
20040131,0.00183
20040229,0.00163
20040331,0.00162
20040430,0.00163
20040531,0.00168
20040630,0.00163
20040731,0.00168
20040831,0.00165
20040930,0.00167
20041031,0.00166
20041130,0.00167
20041231,0.00163
20050131,0.00158
20050228,0.00159
20050331,0.00170
20050430,0.00166
20050531,0.00170
20050630,0.00179
20050731,0.00181
20050831,0.00182
20050930,0.00189
20051031,0.00203
20051130,0.00207
20051231,0.00208
20060131,0.00203
20060228,0.00208
20060331,0.00239
20060430,0.00232
20060531,0.00245
20060630,0.00245
20060731,0.00251
20060831,0.00264
20060930,0.00274
20061031,0.00292
20061130,0.00303
20061231,0.00318
20070131,0.00336
20070228,0.00344
20070331,0.00367
20070430,0.00359
20070531,0.00378
20070630,0.00396
20070731,0.00402
20070831,0.00408
20070930,0.00463
20071031,0.00451
20071130,0.00472
20071231,0.00478
20080131,0.00464
20080229,0.00487
20080331,0.00492
20080430,0.00532
20080531,0.00505
20080630,0.00522
20080731,0.00504
20080831,0.00515
20080930,0.00643
20081031,0.00514
20081130,0.00499
20081231,0.00338
20090131,0.00288
20090228,0.00250
20090331,0.00240
20090430,0.00206
20090531,0.00171
20090630,0.00149
20090731,0.00133
20090831,0.00138
20090930,0.00132
20091031,0.00151
20091130,0.00150
20091231,0.00163
20100131,0.00171
20100228,0.00168
20100331,0.00169
20100430,0.00178
20100531,0.00198
20100630,0.00214
20100731,0.00209
20100831,0.00208
20100930,0.00201
20101031,0.00195
20101130,0.00197
20101231,0.00206
20110131,0.00191
20110228,0.00200
20110331,0.00194
20110430,0.00206
20110531,0.00230
20110630,0.00222
20110731,0.00225
20110831,0.00241
20110930,0.00228
20111031,0.00231
20111130,0.00251
20111231,0.00209
20120131,0.00188
20120229,0.00184
20120331,0.00159
20120430,0.00163
20120531,0.00161
20120630,0.00163
20120731,0.00157
20120831,0.00155
20120930,0.00153
20121031,0.00147
20121130,0.00157
20121231,0.00147
20130131,0.00153
20130228,0.00143
20130331,0.00153
20130430,0.00145
20130531,0.00138
20130630,0.00129
20130731,0.00137
20130831,0.00136
20130930,0.00134
20131031,0.00132
20131130,0.00137
20131231,0.00135
20140131,0.00135
20140228,0.00135
20140331,0.00137
20140430,0.00141
20140531,0.00143
20140630,0.00136
20140731,0.00130
20140831,0.00133
20140930,0.00132
20141031,0.00129
20141130,0.00129
20141231,0.00117
20150131,0.00120
20150228,0.00113
20150331,0.00127
20150430,0.00123
20150531,0.00117
20150630,0.00102
20150731,0.00097
20150831,0.00095
20150930,0.00083
20151031,0.00080
20151130,0.00108
20151231,0.00087
20160131,0.00085
20160229,0.00080
20160331,0.00070
20160430,0.00069
20160531,0.00068
20160630,0.00073
20160731,0.00068
20160831,0.00073
20160930,0.00082
20161031,0.00078
20161130,0.00107
20161231,0.00087
20170131,0.00059
20170228,0.00076
20170331,0.00068
20170430,0.00069
20170531,0.00072
20170630,0.00060
20170731,0.00056
20170831,0.00057
20170930,0.00056
20171031,0.00052
20171130,0.00056
20171231,0.00056
20180131,0.00063
20180228,0.00078
20180331,0.00079
20180430,0.00076
20180531,0.00068
20180630,0.00064
20180731,0.00065
20180831,0.00068
20180930,0.00082
20181031,0.00082
20181130,0.00095
20181231,0.00089
20190131,0.00084
20190228,0.00086
20190331,0.00104
20190430,0.00103
20190531,0.00105
20190630,0.00114
20190731,0.00114
20190831,0.00117
20190930,0.00130
20191031,0.00140
20191130,0.00143
20191231,0.00141
20200131,0.00137
20200229,0.00135
20200331,0.00052
20200430,0.00023
20200531,0.00008
20200630,0.00018
20200731,0.00014
20200831,0.00008
20200930,0.00020
20201031,0.00036
20201130,0.00023
20201231,0.00029
20210131,0.00026
20210228,0.00026
20210331,0.00020
20210430,0.00017
20210531,0.00015
20210630,0.00011
20210731,0.00012
20210831,0.00017
20210930,0.00037
20211031,0.00040
20211130,0.00057
20211231,0.00067
20220131,0.00073
20220228,0.00074
20220331,0.00087
20220430,0.00081
20220531,0.00083
20220630,0.00114
20220731,0.00135
20220831,0.00169
20220930,0.00225
20221031,0.00228
20221130,0.00270
20221231,0.00253
20230131,0.00257
20230228,0.00248
20230331,0.00282
20230430,0.00287
20230531,0.00300
20230630,0.00334
20230731,0.00350
20230831,0.00362
20230930,0.00374
20231031,0.00370
20231130,0.00372
20231231,0.00383