Fed Funds Rate
3.625%
Federal Reserve (Mar 2026)
-75bps since Jun 2025
ECB Deposit Rate
2.00%
European Central Bank (Mar 2026)
-225bps since Sep 2023
BoJ Policy Rate
0.75%
Bank of Japan (Mar 2026)
First hikes since 2007
BoE Bank Rate
3.75%
Bank of England (Mar 2026)
-175bps since Aug 2023

Data

PeriodFed (%)ECB (%)BoJ (%)BoE (%)PBoC (%)
Mar 20263.6252.000.753.753.00
Feb 20263.6252.000.753.753.00
Jan 20263.6252.000.753.753.00
Dec 20253.6252.000.753.753.00
Nov 20253.8752.000.504.003.00
Oct 20253.8752.000.504.003.00
Sep 20254.1252.000.504.003.00
Aug 20254.3752.000.504.003.00
Jul 20254.3752.000.504.253.00
Jun 20254.3752.000.504.253.00
May 20254.3752.250.504.253.00
Apr 20254.3752.250.504.503.10
Mar 20254.3752.500.504.503.10
Feb 20254.3752.750.504.503.10
Jan 20254.3753.000.504.753.10
Dec 20244.3753.000.254.753.10

About this Dataset

The five policy rates tracked here — the US federal funds rate, ECB deposit facility rate, Bank of Japan overnight call rate, Bank of England bank rate, and People’s Bank of China 7-day reverse repo rate — collectively set the price of money for economies representing over 60% of global GDP. As of March 2026, the Fed holds at 3.625% after 75 basis points of cuts since June 2025; the ECB has delivered 225 basis points of easing from its 4.00% peak to 2.00%; the BoE stands at 3.75% in a measured easing cycle; and the BoJ has exited sub-zero territory to reach 0.75%, its highest since 2008.

The 2022–2023 global tightening cycle was the fastest synchronised rate increase since the 1980s. The Fed alone moved from 0.125% to 5.375% in 17 months — a 525 basis point swing that repriced virtually every asset class on the planet.

The data is sourced from the BIS WS_CBPOL dataset, which aggregates official policy rate announcements directly from each central bank. The BIS series for the UK extends to January 1946; for the US to the early post-war era. For this page, the chart shows quarterly Federal Reserve policy rate observations from January 2010 through March 2026, covering the full cycle from post-GFC zero-rate floor through the inflation shock tightening episode and the subsequent easing pivot. The table shows monthly readings for all five economies.

  • Federal Reserve: Federal funds rate target midpoint; set by the FOMC in 25bp increments at eight scheduled meetings per year
  • ECB: Deposit facility rate — the operative policy anchor since 2022; previously the main refinancing rate played this role
  • Bank of Japan: Uncollateralised overnight call rate; BoJ exited negative rate policy in March 2024 after eight years
  • Bank of England: Bank rate; set by the nine-member Monetary Policy Committee at eight meetings per year
  • People’s Bank of China: 7-day reverse repo rate, the PBoC’s primary short-term liquidity tool; supplemented by the 1Y medium-term lending facility rate and loan prime rate

For fixed income practitioners, the spread between the Fed funds rate and the ECB deposit rate is a foundational input to EUR/USD cross-currency basis swaps and transatlantic sovereign spread analysis. The BoJ’s normalisation trajectory remains the primary source of structural uncertainty in global rate markets through 2026, given the scale of yen-funded carry positions that accumulated during the negative rate era.

Frequently Asked Questions

A central bank policy rate is the benchmark interest rate at which a central bank lends to commercial banks overnight, or pays on reserve deposits. It is the primary lever of monetary policy — raising the rate tightens credit conditions, slowing inflation; cutting it eases conditions, stimulating growth. The Fed targets the federal funds rate within a 25bp band; the ECB operates three rates (deposit, main refinancing, marginal lending) of which the deposit facility rate is now the operative anchor; the BoJ targets a short-term call rate; and the BoE sets a single bank rate. Policy decisions are made by monetary policy committees meeting roughly eight times per year.
The spread between policy rates across jurisdictions is the dominant driver of carry trade positioning and currency forwards. When the Fed funds rate ran 325 basis points above the ECB deposit rate in mid-2023, USD-denominated assets attracted significant capital inflows, pressuring EUR/USD. In fixed income, rate differentials determine the shape of cross-currency swap spreads and inform relative-value trades between sovereign yield curves. PE and infrastructure funds with multi-currency cash flows build interest rate differential assumptions directly into their financing cost models and FX hedging programmes.
The Bank of Japan held its policy rate at or below zero from February 2016 through early 2024 — a regime that anchored global long-duration yields and powered the yen carry trade, in which investors borrowed in yen at near-zero cost to fund higher-yielding positions elsewhere. The BoJ's March 2024 exit from negative rates and subsequent hikes to 0.75% by end-2025 represent the most consequential shift in global monetary architecture since the post-GFC easing cycle. Unwinding of yen-funded carry positions contributed to sharp volatility events in mid-2024, and further BoJ normalisation remains a key tail-risk variable for global credit and equity markets.
When major central banks move in opposite directions — as occurred through 2024-2025, with the Fed and BoE cutting while the BoJ hiked — global duration and currency positioning becomes structurally more complex. Divergence widens cross-currency basis spreads, increases hedging costs for international bond portfolios, and creates directional asymmetries in EM economies whose debt is dollar-denominated. For equity investors, rate divergence shifts relative sector attractiveness across geographies — rate-sensitive sectors such as real estate and utilities may re-rate differently in the US versus Europe even within the same global business cycle.
Policy rate comparisons are imperfect proxies for actual monetary conditions. The ECB's deposit facility rate does not function identically to the Fed funds rate — the ECB also operates asset purchase programmes and targeted lending facilities that independently affect credit supply. The PBoC uses multiple instruments simultaneously (reserve requirement ratios, medium-term lending facilities, loan prime rates) making its single policy rate an incomplete measure. Japan's rate is still so close to zero that the more relevant variable is the BoJ's yield curve control ceiling on 10-year JGBs, not the overnight rate. Analysts should supplement rate comparisons with real rate differentials (adjusting for local inflation) and broader financial conditions indices.