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interest rates data, domestic and foreign



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Hello List,

Can anyone suggest an index (or indices) that will enable me to compare 
interest rates among the G7 countries (especially US,UK,EU,Japan)?

If no index exists, can anyone recommend the futures contracts/exchanges 
that are "best" for that purpose?

I am trying to find historical data (daily bars) for back-testing.

Thanks for any help,
Lee