The systematic forecast of interest rates with liberalization was on the rise to important problems in the money market. Liberalization and globalization of the money market produced a seriously change as a compatition among the money market. Profits of an organ of monetary circulation are, also, definitively influenced by a change of interest rates. Hence most of the organ of monetary circulation studied to a scientific and systematic analysis for deterministic factors which have an effect on interest rates and progress development of a forecasting model of interest rates. In this paper, we develope the forecasting system which has highly forecasting performance based on a number of time series models for interest rates and discuss practical use of this system.