I just found a cool tool on the Bank of England site for anyone interested in financial / monetary stats. Basically the Interactive Stats Tool lets you search through a huge amount of statistical releases and then download them in either CSV, Excel, XML or HTML formats.
Here’s some examples of what you can get:
- Average 3-month Libor Rate by Month – Going back to 1978, this is the figure that is often quoted in the press as LIBOR.
- Average interest rate of base-rate tracker mortgages by UK Banks by Month. – Shows you the rate that Banks and Building societies are charging on their tracker mortgages.
- Official Bank Rate – The main central bank interest rate, by day, going back to 1975.
- Monthly Bank Rate – The main central bank interest rate at the end of each month, going back to 1975.
You can even merge multiple datasets together in the same results page:
- Office Bank Rate vs Monthly Interest Rate of Tracker Mortgages – Compare the Bank’s official base rate with the average tracker mortgage rate. Notice how the spread increases as the credit crunch bites.
- Bank of England’s Consolidated Balance Sheet: Assets – Short Term Open Market Operations, Longer Term Sterling Reverse Repo, Ways and Means advances to HM Government, Bonds and other securities acquired via market transactions, Other Assets
- Bank of England’s Consolidated Balance Sheet: Liabilities – Notes in circulation, Reserve Balances, Short Term Open Market Operations, Foreign Currency Public Securities Issued, Cash Ratio Deposits, Other Liabilities.
Here’s some figures on the Money Supply:
- Monthly M4 Money Supply – monetary financial institutions’ sterling M4 liabilities to private sector (notes, coins, reserve balances, plus all bank deposit balances).
- Notes and coins in circulation – All notes and coins in circulation outside of the Bank of England.
- Central Bank Sterling Reserve Balances – Monthly average amount outstanding of Central Bank sterling reserve balances for monetary policy.
If you find any more interesting ones, be sure to post them as a comment!
I’ve used some of this data (plus CSV data from the Fed and the ECB) to chart interest rates. It’s quite interesting to see how wild the fluctuations in the Bank Rate have been in the last 50 or so years compared with pretty much any other period.
Pity the Bank doesn’t do stats for USD LIBOR – the only other source seems to be the BBA and they lag their stats by 7 days.