Interest Rate Spreads, Release Date: 2016-11-09

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity Daily, Not Seasonally Adjusted, T10Y2Y
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.01

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity Monthly, Not Seasonally Adjusted, T10Y2YM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.92

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity Daily, Not Seasonally Adjusted, T10Y3M
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.45

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity Monthly, Not Seasonally Adjusted, T10Y3MM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.43

10-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.73

10-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.66

5-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.57

5-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.53

5-Year, 5-Year Forward Inflation Expectation Rate Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.89

5-Year, 5-Year Forward Inflation Expectation Rate Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.79

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (DISCONTINUED) Daily, Not Seasonally Adjusted, BAA10Y
Units # of New/Revised Obs. Last Observation Percent 0 2016-10-06 2.61

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (DISCONTINUED) Monthly, Not Seasonally Adjusted, BAA10YM
Units # of New/Revised Obs. Last Observation Percent 0 Sep 2016 2.68

10-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T10YFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 1.47

10-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.36

TED Spread Daily, Not Seasonally Adjusted, TEDRATE
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-02 0.52

Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (DISCONTINUED) Daily, Not Seasonally Adjusted, AAA10Y
Units # of New/Revised Obs. Last Observation Percent 0 2016-10-06 1.78

Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity (DISCONTINUED) Monthly, Not Seasonally Adjusted, AAA10YM
Units # of New/Revised Obs. Last Observation Percent 0 Sep 2016 1.78

30-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T30YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.81

3-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 -0.07

20-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.68

1-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 0.30

1-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.26

5-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 0.93

5-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.87

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, BAAFF
Units # of New/Revised Obs. Last Observation Percent 0 2016-10-06 3.96

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, BAAFFM
Units # of New/Revised Obs. Last Observation Percent 0 Sep 2016 3.91

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, AAAFF
Units # of New/Revised Obs. Last Observation Percent 0 2016-10-06 3.13

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, AAAFFM
Units # of New/Revised Obs. Last Observation Percent 0 Sep 2016 3.01

3-Month Commercial Paper Minus Federal Funds Rate Daily, Not Seasonally Adjusted, CPFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 0.26

3-Month Commercial Paper Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.32

7-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 1.66

3-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 0.02

3-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 -0.07

6-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T6MFF
Units # of New/Revised Obs. Last Observation Percent 1 2016-11-08 0.15

6-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.08

6-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Oct 2016 0.07