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Obtain daily interbank money market rates and volumes of transactions according to tenure (2015 - present) from the BNM API.

Usage

get_islamic_interbank_rate(date = NULL, year = NULL, month = NULL)

get_interest_volume(
  product = "money_market_operations",
  date = NULL,
  year = NULL,
  month = NULL
)

get_interest_rate(
  product = "money_market_operations",
  date = NULL,
  year = NULL,
  month = NULL
)

Source

https://apikijangportal.bnm.gov.my/

Arguments

date

Character string of date with format as defined by RFC 3339, section 5.6 (YYYY-MM-DD). If specified, return values for the specified date.

year, month

Year and month as integers. If date, year and month left blank, return today's values.

product

One of "money_market_operations", "interbank" or "overall"

Details

Interbank money market rate: Daily interbank money market rates and volumes of transactions according to tenure. (2015 - present) Interbank money market volume: Daily interbank money market rates and volumes of transactions according to tenure. (2015 - present) Islamic interbank deposit rate: Daily weighted average of Islamic interbank deposit rates for various tenures. (Jan 2015-present)

Functions

  • get_islamic_interbank_rate: Islamic interbank deposit rate

  • get_interest_volume: Interbank money market volume

  • get_interest_rate: Interbank money market rate

Examples

if (FALSE) get_interest_rate()
get_interest_rate(date = "2018-01-01")
#> # A tibble: 1 x 4
#>   date       overnight `1_week` `1_month`
#>   <chr>          <dbl>    <dbl>     <dbl>
#> 1 2018-01-01      2.91     3.02      3.08
get_interest_rate(year = 2016, month = 2)
#> # A tibble: 29 x 7
#>    date       overnight `1_week` `1_month` `3_month` `6_month` `1_year`
#>    <chr>          <dbl>    <dbl>     <dbl> <lgl>     <lgl>     <lgl>   
#>  1 2016-02-01      3.07     3.14      NA   NA        NA        NA      
#>  2 2016-02-02      3.1      3.15       3.2 NA        NA        NA      
#>  3 2016-02-03      3.23    NA         NA   NA        NA        NA      
#>  4 2016-02-04      3.13     3.14      NA   NA        NA        NA      
#>  5 2016-02-05      3.06    NA         NA   NA        NA        NA      
#>  6 2016-02-06      3.06    NA         NA   NA        NA        NA      
#>  7 2016-02-07      3.06    NA         NA   NA        NA        NA      
#>  8 2016-02-08      3.06    NA         NA   NA        NA        NA      
#>  9 2016-02-09      3.06    NA         NA   NA        NA        NA      
#> 10 2016-02-10      3.09     3.14      NA   NA        NA        NA      
#> # ... with 19 more rows
get_interest_rate(product = "overall", year = 2016, month = 2)
#> # A tibble: 28 x 7
#>    date       overnight `1_week` `1_month` `3_month` `6_month` `1_year`
#>    <chr>          <dbl>    <dbl>     <dbl> <lgl>     <lgl>     <lgl>   
#>  1 2016-02-01      3.07     3.14      3.5  NA        NA        NA      
#>  2 2016-02-02      3.1      3.16      3.2  NA        NA        NA      
#>  3 2016-02-03      3.22     3.24      3.36 NA        NA        NA      
#>  4 2016-02-04      3.13     3.14     NA    NA        NA        NA      
#>  5 2016-02-05      3.06     3.22     NA    NA        NA        NA      
#>  6 2016-02-06      3.06     3.22     NA    NA        NA        NA      
#>  7 2016-02-07      3.06     3.22     NA    NA        NA        NA      
#>  8 2016-02-08      3.06     3.22     NA    NA        NA        NA      
#>  9 2016-02-10      3.09     3.14     NA    NA        NA        NA      
#> 10 2016-02-11      3.05     3.16     NA    NA        NA        NA      
#> # ... with 18 more rows
if (FALSE) get_interest_volume()
get_interest_volume(date = "2018-01-01")
#> # A tibble: 1 x 5
#>   date       overnight `1_week` `1_month` other
#>   <chr>          <int>    <int>     <int> <int>
#> 1 2018-01-01     33100     1430       200  5030
get_interest_volume(year = 2016, month = 2)
#> # A tibble: 29 x 8
#>    date       overnight `1_week` `1_month` `3_month` `6_month` `1_year` other
#>    <chr>          <int>    <int>     <int> <lgl>     <lgl>     <lgl>    <int>
#>  1 2016-02-01     32000     3860        NA NA        NA        NA        3140
#>  2 2016-02-02     32000     1860      7030 NA        NA        NA        4355
#>  3 2016-02-03     32000       NA        NA NA        NA        NA        4180
#>  4 2016-02-04     32000     3000        NA NA        NA        NA          NA
#>  5 2016-02-05     30000       NA        NA NA        NA        NA        3050
#>  6 2016-02-06     30000       NA        NA NA        NA        NA        3050
#>  7 2016-02-07     30000       NA        NA NA        NA        NA        3050
#>  8 2016-02-08     30000       NA        NA NA        NA        NA        3050
#>  9 2016-02-09     30000       NA        NA NA        NA        NA        3050
#> 10 2016-02-10     30000     3800        NA NA        NA        NA        3280
#> # ... with 19 more rows
get_interest_volume(product = "overall", year = 2016, month = 2)
#> # A tibble: 28 x 8
#>    date       overnight `1_week` `1_month` `3_month` `6_month` `1_year` other
#>    <chr>          <dbl>    <int>     <dbl> <lgl>     <lgl>     <lgl>    <int>
#>  1 2016-02-01    34068.     3860       150 NA        NA        NA        3362
#>  2 2016-02-02    33709.     2160      7110 NA        NA        NA        4355
#>  3 2016-02-03    34533.      155        50 NA        NA        NA        4180
#>  4 2016-02-04    34696.     3290        NA NA        NA        NA         150
#>  5 2016-02-05    32216.      200        NA NA        NA        NA        3750
#>  6 2016-02-06    32216.      200        NA NA        NA        NA        3750
#>  7 2016-02-07    32216.      200        NA NA        NA        NA        3750
#>  8 2016-02-08    32216.      200        NA NA        NA        NA        3750
#>  9 2016-02-10    32486.     3900        NA NA        NA        NA        3530
#> 10 2016-02-11    34464.     2500        NA NA        NA        NA        1250
#> # ... with 18 more rows
if (FALSE) get_islamic_interbank_rate()
get_islamic_interbank_rate(date = "2018-01-01")
#> # A tibble: 1 x 2
#>   date       overnight
#>   <chr>          <dbl>
#> 1 2018-01-01      2.99
get_islamic_interbank_rate(year = 2016, month = 2)
#> # A tibble: 26 x 7
#>    date       overnight `1_week` `1_month` `3_month` `6_month` `1_year`
#>    <chr>          <dbl> <lgl>    <lgl>         <dbl> <lgl>     <lgl>   
#>  1 2016-02-01      3.2  NA       NA             3.88 NA        NA      
#>  2 2016-02-03      3.19 NA       NA             3.87 NA        NA      
#>  3 2016-02-04      3.19 NA       NA            NA    NA        NA      
#>  4 2016-02-05      3.19 NA       NA            NA    NA        NA      
#>  5 2016-02-06      3.19 NA       NA            NA    NA        NA      
#>  6 2016-02-07      3.19 NA       NA            NA    NA        NA      
#>  7 2016-02-08      3.19 NA       NA            NA    NA        NA      
#>  8 2016-02-10      3.2  NA       NA            NA    NA        NA      
#>  9 2016-02-11      3.19 NA       NA            NA    NA        NA      
#> 10 2016-02-12      3.19 NA       NA             3.76 NA        NA      
#> # ... with 16 more rows