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FRED Graph

1Y | 5Y | 10Y | Max

NOTES

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and 3-Month Treasury Constant Maturity (BC_3MONTHM).
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.

Suggested Citation:

Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity [T10Y3MM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y3MM, September 20, 2019.

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and 2-Year Treasury Constant Maturity (BC_2YEARM).
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.

Suggested Citation:

Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2YM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y2YM, September 20, 2019.

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEARM) and Effective Federal Funds Rate (https://fred.stlouisfed.org/series/EFFRM).
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.

Suggested Citation:

Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus Federal Funds Rate [T10YFFM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10YFFM, September 20, 2019.

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Series is calculated as the spread between 5-Year Treasury Constant Maturity (BC_5YEAR) and Effective Federal Funds Rate (https://fred.stlouisfed.org/series/EFFR).
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.

Suggested Citation:

Federal Reserve Bank of St. Louis, 5-Year Treasury Constant Maturity Minus Federal Funds Rate [T5YFFM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YFFM, September 20, 2019.

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Series is calculated as the spread between Moody's Seasoned Aaa Corporate Bond© (https://fred.stlouisfed.org/series/AAA) and Effective Federal Funds Rate (https://fred.stlouisfed.org/series/EFFRM).

©2017, Moody's Corporation, Moody's Investors Service, Inc., Moody's Analytics, Inc. and/or their licensors and affiliates (collectively, "Moody's"). All rights reserved. Moody's ratings and other information ("Moody's Information") are proprietary to Moody's and/or its licensors and are protected by copyright and other intellectual property laws. Moody's Information is licensed to Client by Moody's. MOODY'S INFORMATION MAY NOT BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY'S PRIOR WRITTEN CONSENT.
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.

Suggested Citation:

Federal Reserve Bank of St. Louis, Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate [AAAFFM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/AAAFFM, September 20, 2019.

RELEASE TABLES
RELATED CONTENT

Related Resources

Other Formats

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

Daily, Not Seasonally Adjusted

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

Daily, Not Seasonally Adjusted

10-Year Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted

5-Year Treasury Constant Maturity Minus Federal Funds Rate

Daily, Not Seasonally Adjusted

Moody's Seasoned Aaa Corporate Bond Minus Federal Funds Rate

Daily, Not Seasonally Adjusted

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