Interest Rate Spreads, Release Date: 2023-08-04

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

Daily, Not Seasonally Adjusted, T10Y2Y

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

Monthly, Not Seasonally Adjusted, T10Y2YM

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

Daily, Not Seasonally Adjusted, T10Y3M

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity

Monthly, Not Seasonally Adjusted, T10Y3MM

10-Year Breakeven Inflation Rate

Daily, Not Seasonally Adjusted, T10YIE

10-Year Breakeven Inflation Rate

Monthly, Not Seasonally Adjusted, T10YIEM

5-Year Breakeven Inflation Rate

Daily, Not Seasonally Adjusted, T5YIE

5-Year Breakeven Inflation Rate

Monthly, Not Seasonally Adjusted, T5YIEM

5-Year, 5-Year Forward Inflation Expectation Rate

Daily, Not Seasonally Adjusted, T5YIFR

5-Year, 5-Year Forward Inflation Expectation Rate

Monthly, Not Seasonally Adjusted, T5YIFRM

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Daily, Not Seasonally Adjusted, BAA10Y

Moody's Seasoned Baa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Monthly, Not Seasonally Adjusted, BAA10YM

10-Year Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, T10YFF

10-Year Treasury Constant Maturity Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, T10YFFM

TED Spread (DISCONTINUED)

Daily, Not Seasonally Adjusted, TEDRATE

Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Daily, Not Seasonally Adjusted, AAA10Y

Moody's Seasoned Aaa Corporate Bond Yield Relative to Yield on 10-Year Treasury Constant Maturity

Monthly, Not Seasonally Adjusted, AAA10YM

30-year Breakeven Inflation Rate

Monthly, Not Seasonally Adjusted, T30YIEM

3-Month Treasury Bill Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, TB3SMFFM

20-year Breakeven Inflation Rate

Monthly, Not Seasonally Adjusted, T20YIEM

1-Year Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, T1YFF

1-Year Treasury Constant Maturity Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, T1YFFM

5-Year Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, T5YFF

5-Year Treasury Constant Maturity Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, T5YFFM

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, BAAFF

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, BAAFFM

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, AAAFF

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, AAAFFM

3-Month Commercial Paper Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, CPFF

3-Month Commercial Paper Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, CPFFM

7-year Breakeven Inflation Rate

Monthly, Not Seasonally Adjusted, T7YIEM

3-Month Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, T3MFF

3-Month Treasury Constant Maturity Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, T3MFFM

6-Month Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted, T6MFF

6-Month Treasury Constant Maturity Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, T6MFFM

6-Month Treasury Bill Minus Federal Funds Rate

Monthly, Not Seasonally Adjusted, TB6SMFFM

Name
Interest Rate Spreads

Source
Federal Reserve Bank of St. Louis

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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 2023-08-04 -0.73

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 Jul 2023 -0.93

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 2023-08-04 -1.49

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 Jul 2023 -1.59

10-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-04 2.38

10-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.3

5-Year Breakeven Inflation Rate Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-04 2.26

5-Year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.21

5-Year, 5-Year Forward Inflation Expectation Rate Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-04 2.5

5-Year, 5-Year Forward Inflation Expectation Rate Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.39

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 2023-08-03 1.84

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 Jul 2023 1.84

10-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T10YFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 -1.13

10-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 -1.22

TED Spread (DISCONTINUED) Daily, Not Seasonally Adjusted, TEDRATE
Units # of New/Revised Obs. Last Observation Percent 0 2022-01-21 0.09

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 2023-08-03 0.8

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 Jul 2023 0.76

30-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T30YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.27

3-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.13

20-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.55

1-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 0.04

1-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.25

5-Year Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 -1.03

5-Year Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 -0.98

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate Daily, Not Seasonally Adjusted, BAAFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 0.71

Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, BAAFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.62

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate Daily, Not Seasonally Adjusted, AAAFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 -0.33

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, AAAFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 -0.46

3-Month Commercial Paper Minus Federal Funds Rate Daily, Not Seasonally Adjusted, CPFF
Units # of New/Revised Obs. Last Observation Percent 2 2023-08-03 0.13

3-Month Commercial Paper Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.23

7-year Breakeven Inflation Rate Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 2.29

3-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 0.21

3-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.37

6-Month Treasury Constant Maturity Minus Federal Funds Rate Daily, Not Seasonally Adjusted, T6MFF
Units # of New/Revised Obs. Last Observation Percent 1 2023-08-03 0.19

6-Month Treasury Constant Maturity Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.41

6-Month Treasury Bill Minus Federal Funds Rate Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation Percent 0 Jul 2023 0.15