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Interest Rate Spreads, Release Date: 2024-09-05


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 2024-09-05 -0.02
 
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   Aug 2024 -0.1
 
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 2024-09-05 -1.42
 
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   Aug 2024 -1.43
 
10-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T10YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-05 2.03
 
10-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T10YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 2.11
 
5-Year Breakeven Inflation Rate
Daily, Not Seasonally Adjusted, T5YIE
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-05 1.87
 
5-Year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T5YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 1.97
 
5-Year, 5-Year Forward Inflation Expectation Rate
Daily, Not Seasonally Adjusted, T5YIFR
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-05 2.19
 
5-Year, 5-Year Forward Inflation Expectation Rate
Monthly, Not Seasonally Adjusted, T5YIFRM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 2.25
 
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 2024-09-04 1.73
 
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   Aug 2024 1.73
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T10YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 -1.56
 
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T10YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -1.46
 
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 2024-09-04 0.98
 
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   Aug 2024 1.0
 
30-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T30YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 2.12
 
3-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB3SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.28
 
20-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T20YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 2.34
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T1YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 -1.1
 
1-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T1YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.9
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T5YFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 -1.77
 
5-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T5YFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -1.62
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, BAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 0.17
 
Moody's Seasoned Baa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, BAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 0.27
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, AAAFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 -0.58
 
Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, AAAFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.46
 
3-Month Commercial Paper Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, CPFF
Units # of New/Revised Obs. Last Observation
Percent 0   2024-09-03 -0.31
 
3-Month Commercial Paper Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, CPFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.21
 
7-year Breakeven Inflation Rate
Monthly, Not Seasonally Adjusted, T7YIEM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 2.03
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Daily, Not Seasonally Adjusted, T3MFF
Units # of New/Revised Obs. Last Observation
Percent 1 2024-09-04 -0.15
 
3-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T3MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -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 2024-09-04 -0.59
 
6-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, T6MFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.37
 
6-Month Treasury Bill Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted, TB6SMFFM
Units # of New/Revised Obs. Last Observation
Percent 0   Aug 2024 -0.59