FRED Graph

Notes

10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity (T10Y3M)

Source: Federal Reserve Bank of St. Louis

Release: Interest Rate Spreads

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 3-Month Treasury Constant Maturity (BC_3MONTH).
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 [T10Y3M], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y3M, .

CBOE Volatility Index: VIX (VIXCLS)

Source: Chicago Board Options Exchange

Release: CBOE Market Statistics

Units: Index, Not Seasonally Adjusted

Frequency: Daily, Close

Notes:

VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Suggested Citation:

Chicago Board Options Exchange, CBOE Volatility Index: VIX [VIXCLS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VIXCLS, .