The data published here comprises interest rates computed from annuities sold by urban authorities across the Holy Roman Empire and Italy from the 14th to 18th centuries. Following an introduction to the sources for urban annuities, the data is organized into three sets: 1. Annual means by market; 2. Raw data by market; 3. City links expressed in currency, silver weights and commodity baskets. This is the largest data set of its kind, representing over 35,000 observations from 103 markets. The data was compiled for the project ‘Integration and Growth: Capital and Grain Markets in Central Europe, 14th to 18th centuries’, funded by the Leverhulme Trust (RPG-133) and directed by Max Schulze and Oliver Volckart. When using the tables, we ask that you also reference the project that financed the data compilation.