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NOTES

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

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.
Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department.

Suggested Citation:

Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y2Y, March 5, 2021.

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, March 5, 2021.

Source: Board of Governors of the Federal Reserve System (US)  

Release: H.15 Selected Interest Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

Averages of business days. For further information regarding treasury constant maturity data, please refer to the Board of Governors and the Treasury.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), 10-Year Treasury Constant Maturity Rate [GS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GS10, March 5, 2021.

Source: Federal Reserve Bank of New York  

Release: Federal Funds Data  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

For additional historical federal funds rate data, please see Daily Federal Funds Rate from 1928-1954.

The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises.

The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.

For more information, visit the Federal Reserve Bank of New York.

Suggested Citation:

Federal Reserve Bank of New York, Effective Federal Funds Rate [EFFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EFFR, March 5, 2021.

RELATED CONTENT

Related Resources

Other Formats

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

Monthly, Not Seasonally Adjusted

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

Daily, Not Seasonally Adjusted

10-Year Treasury Constant Maturity Rate

Daily, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

Effective Federal Funds Rate

Daily, Not Seasonally Adjusted Monthly, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

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