FRED Graph
Federal Reserve Economic Data: Your trusted data source since 1991
Your trusted data source
since 1991.
NOTES
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
Notes:
Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) 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, 10-Year Treasury Constant Maturity Minus Federal Funds Rate [T10YFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10YFF, December 9, 2023.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
Notes:
Series is calculated as the spread between 3-Month Treasury Constant Maturity (BC_3MONTH) 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, 3-Month Treasury Constant Maturity Minus Federal Funds Rate [T3MFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T3MFF, December 9, 2023.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
Notes:
Series is calculated as the spread between 6-Month Treasury Constant Maturity (BC_6MONTH) 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, 6-Month Treasury Constant Maturity Minus Federal Funds Rate [T6MFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T6MFF, December 9, 2023.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
Notes:
Series is calculated as the spread between 3-Month AA Financial Commercial Paper (RIFSPPFAAD90NB) and Effective Federal Funds Rate (https://fred.stlouisfed.org/series/DFF).
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, 3-Month Commercial Paper Minus Federal Funds Rate [CPFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CPFF, December 9, 2023.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
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 [T5YFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YFF, December 9, 2023.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units:
Frequency:
Notes:
Series is calculated as the spread between 1-Year Treasury Constant Maturity (BC_1YEAR) and Effective Federal Funds Rate (https://fred.stlouisfed.org/series/DFF).
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, 1-Year Treasury Constant Maturity Minus Federal Funds Rate [T1YFF], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T1YFF, December 9, 2023.
RELATED CONTENT
Related Resources
Other Formats
10-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted3-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted6-Month Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted3-Month Commercial Paper Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted5-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted1-Year Treasury Constant Maturity Minus Federal Funds Rate
Monthly, Not Seasonally Adjusted