Interest Rate Spreads, Release Date: 2017-01-13

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 2017-01-12 1.18

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 Dec 2016 1.29

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 2017-01-12 1.84

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 Dec 2016 1.98

10-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 1.98

10-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.93

5-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 1.87

5-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.81

5-Year, 5-Year Forward Inflation Expectation Rate Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 2.09

5-Year, 5-Year Forward Inflation Expectation Rate Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 2.05

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 2017-01-12 1.70

10-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.95

TED Spread Daily, Not Seasonally Adjusted, TEDRATE
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-06 0.49

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 Dec 2016 2.07

3-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 -0.03

20-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.95

1-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation Percent 0 2017-01-11 0.16

1-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 0.33

5-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 1.21

5-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.42

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 2017-01-12 0.16

3-Month Commercial Paper Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 0.33

7-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 1.93

3-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 -0.14

3-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 -0.03

6-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T6MFF
Units # of New/Revised Obs. Last Observation Percent 1 2017-01-12 -0.07

6-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 0.10

6-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Dec 2016 0.09