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Interest Rate Spreads, Release Date: 2020-12-23


Name  
Interest Rate Spreads    
 
Source    
Federal Reserve Bank of St. Louis    

36 Series Revisions

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 2020-12-23 0.83
 
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   Nov 2020 0.7
 
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 2020-12-23 0.87
 
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   Nov 2020 0.78
 
10-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-23 1.97
 
10-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.71
 
5-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-23 1.93
 
5-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.63
 
5-Year, 5-Year Forward Inflation Expectation Rate
Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-23 2.01
 
5-Year, 5-Year Forward Inflation Expectation Rate
Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.8
 
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity
Daily, Not Seasonally Adjusted, BAA10Y
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 2.22
 
Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity
Monthly, Not Seasonally Adjusted, BAA10YM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 2.43
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T10YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 0.84
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.78
 
TED Spread
Daily, Not Seasonally Adjusted, TEDRATE
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-16 0.15
 
Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity
Daily, Not Seasonally Adjusted, AAA10Y
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 1.3
 
Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity
Monthly, Not Seasonally Adjusted, AAA10YM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.43
 
30-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T30YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.88
 
3-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.0
 
20-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.84
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 0.0
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.03
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 0.28
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.3
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, BAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 3.06
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, BAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 3.21
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, AAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 2.14
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, AAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 2.21
 
3-Month Commercial Paper Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, CPFF
Units # of New/Revised Obs. Last Observation
Percent 2 2020-12-22 0.12
 
3-Month Commercial Paper Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.07
 
7-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 1.69
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 0.0
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.0
 
6-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T6MFF
Units # of New/Revised Obs. Last Observation
Percent 1 2020-12-22 0.0
 
6-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.01
 
6-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Nov 2020 0.01
 


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