1Y |
5Y |
10Y |
Max
NOTES
| Title | Release Dates | |
|
|
||
| TED Spread | 2014-01-27 | 2019-12-06 |
| Source | ||
|
|
||
| Federal Reserve Bank of St. Louis | 2014-01-27 | 2019-12-06 |
| Release | ||
|
|
||
| Interest Rate Spreads | 2014-01-27 | 2019-12-06 |
| Units | ||
|
|
||
| Percent | 2014-01-27 | 2019-12-06 |
| Frequency | ||
|
|
||
| Daily | 2014-01-27 | 2019-12-06 |
| Seasonal Adjustment | ||
|
|
||
| Not Seasonally Adjusted | 2014-01-27 | 2019-12-06 |
| Notes | ||
|
|
||
|
Series is calculated as the spread between 3-Month LIBOR based on US dollars (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.
|
2014-01-27 | 2019-06-20 |
|
Series is calculated as the spread between 3-Month LIBOR based on US dollars (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source. Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). |
2019-06-21 | 2019-12-06 |
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