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Interest Rate Spreads, Release Date: 2023-11-20


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 2023-11-20 -0.47
 
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 2023 -0.27
 
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 2023-11-20 -1.12
 
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 2023 -0.8
 
10-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-20 2.3
 
10-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.39
 
5-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-20 2.26
 
5-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.31
 
5-Year, 5-Year Forward Inflation Expectation Rate
Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-20 2.34
 
5-Year, 5-Year Forward Inflation Expectation Rate
Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.46
 
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 2023-11-17 1.78
 
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   Oct 2023 1.83
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T10YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 -0.89
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 -0.53
 
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 2023-11-17 0.77
 
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   Oct 2023 0.81
 
30-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T30YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.47
 
3-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.01
 
20-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.68
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 -0.09
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.09
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 -0.88
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 -0.56
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, BAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 0.89
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, BAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 1.3
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, AAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 -0.12
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, AAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.28
 
3-Month Commercial Paper Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, CPFF
Units # of New/Revised Obs. Last Observation
Percent 0   2023-11-16 -0.06
 
3-Month Commercial Paper Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.13
 
7-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 2.39
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 0.17
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.27
 
6-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T6MFF
Units # of New/Revised Obs. Last Observation
Percent 1 2023-11-17 0.06
 
6-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.24
 
6-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Oct 2023 0.0
 


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