FRED Graph

NOTES

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII10)

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

Release: H.15 Selected Interest Rates

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and the Treasury Yield Curve Methodology.

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed [DFII10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DFII10, .

TED Spread (DISCONTINUED) (TEDRATE)

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 3-Month LIBOR based on US dollars (USD3MTD156N) and 3-Month Treasury Bill (DTB3).
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.

The 3-Month LIBOR based on US Dollars has been removed from FRED as of January 31, 2022, so this calculated series has been discontinued and will no longer be updated. Users interested in calculating a similar credit risk can use the Secured Overnight Financing Rate (SOFR), which has been identified as the rate that represents best practice for use in certain new U.S. Dollar derivatives and other financial contracts. For more details, see the article Transition from LIBOR from the Alternative Reference Rates Committee (AARC).

Suggested Citation:

Federal Reserve Bank of St. Louis, TED Spread (DISCONTINUED) [TEDRATE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TEDRATE, .

3-Month Treasury Bill Secondary Market Rate, Discount Basis (TB3MS)

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, Discount Basis

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), 3-Month Treasury Bill Secondary Market Rate, Discount Basis [TB3MS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TB3MS, .

Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average (CPILFESL)

Source: U.S. Bureau of Labor Statistics

Release: Consumer Price Index

Units: Index 1982-1984=100, Seasonally Adjusted

Frequency: Monthly

Notes:

The "Consumer Price Index for All Urban Consumers: All Items Less Food & Energy" is an aggregate of prices paid by urban consumers for a typical basket of goods, excluding food and energy. This measurement, known as "Core CPI," is widely used by economists because food and energy have very volatile prices. The Bureau of Labor Statistics defines and measures the official CPI, and more information can be found in the FAQ or in this article.

Suggested Citation:

U.S. Bureau of Labor Statistics, Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average [CPILFESL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CPILFESL, .