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  • Percent, Daily, Not Seasonally Adjusted

    View data of the Effective Federal Funds Rate, or the interest rate depository institutions charge each other for overnight loans of funds.

  • Percent, Daily, Not Seasonally Adjusted

    View a 10-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

  • Percent, Daily, Not Seasonally Adjusted

    The interest rate on excess reserves (IOER rate) is determined by the Board of Governors and gives the Federal Reserve an additional tool for the conduct of monetary policy. For more information please visit the Board of Governors (http://www.federalreserve.gov/monetarypolicy/reqresbalances.htm).

  • Percent per Annum, Monthly, Not Seasonally Adjusted

    Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available from the IMF (http://www.imf.org/external/terms.htm).

  • Percent, Daily, Not Seasonally Adjusted

    View the average 10-year expectation for the inflation rate among market participants, based upon Treasury securities.

  • Percent, Daily, Not Seasonally Adjusted

    View values of the average interest rate at which Treasury bills with a 3-month maturity are sold on the secondary market.

  • Percent, Daily, Not Seasonally Adjusted

    View data of the inflation-adjusted interest rates on 10-year Treasury securities with a constant maturity.

  • Percent, Weekly, Not Seasonally Adjusted

    View data of the average interest rate, calculated weekly, of fixed-rate mortgages with a 30-year repayment term.

  • Percent, Daily, Not Seasonally Adjusted

    View data of the average interest rate at which banks borrow sizeable funds from other banks in the London market.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx).

  • Percent, Daily, Not Seasonally Adjusted

    View a measure of the average expected inflation over the five-year period that begins five years from the date data are reported.

  • Percent, Daily, Not Seasonally Adjusted

    Yields on actively traded non-inflation-indexed issues adjusted to constant maturities. The 30-year Treasury constant maturity series was discontinued on February 18, 2002, and reintroduced on February 9, 2006. For further information regarding treasury constant maturity data, please refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx).

  • Percent, Daily, Not Seasonally Adjusted

    The breakeven inflation rate represents a measure of expected inflation derived from 5-Year Treasury Constant Maturity Securities (BC_5YEAR) and 5-Year Treasury Inflation-Indexed Constant Maturity Securities (TC_5YEAR). The latest value implies what market participants expect inflation to be in the next 5 years, on average. 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 (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield).

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to the Board of Governors. (http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx)

  • Percent, Daily, Not Seasonally Adjusted

    View a 1-year yield estimated from the average yields of a variety of Treasury securities with different maturities derived from the Treasury yield curve.

  • Percent, Daily, Not Seasonally Adjusted

    These instruments are based on bonds with maturities 20 years and above. © 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.

  • Percent, Daily, Not Seasonally Adjusted

    The 10-year minus 2-year Treasury (constant maturity) yields: Positive values may imply future growth, negative values may imply economic downturns.

  • Percent, Daily, Not Seasonally Adjusted

    View data of the average interest rate at which banks borrow sizeable funds from other banks in the London market.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx).

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

  • Percent, Daily, Not Seasonally Adjusted

    These instruments are based on bonds with maturities 20 years and above. © 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.

  • Percent, Daily, Not Seasonally Adjusted

    View data of the spreads between a computed index of all bonds below investment grade and a spot Treasury curve.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to the Board of Governors (http://www.federalreserve.gov/releases/h15/current/h15.pdf) and the Treasury (http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx).

  • Percent per Annum, Monthly, Not Seasonally Adjusted

    Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

  • Percent, Daily, Not Seasonally Adjusted

    View the spread between 10-Year and 3-month Treasury Constant Maturities, which is used to predict recession probabilities.

  • Percent, Daily, Not Seasonally Adjusted

    Rate posted by a majority of top 25 (by assets in domestic offices) insured U.S.-chartered commercial banks. Prime is one of several base rates used by banks to price short-term business loans.

  • Percent, Daily, Not Seasonally Adjusted

    View the spread between 3-month LIBOR and Treasury bills, which indicates perceived credit risk.

  • Percent, Weekly, Not Seasonally Adjusted

    Data is provided "as is," with no warranties of any kind, express or implied, including, but not limited to, warranties of accuracy or implied warranties of merchantability or fitness for a particular purpose. Use of the data is at the user's sole risk. In no event will Freddie Mac be liable for any damages arising out of or related to the data, including, but not limited to direct, indirect, incidental, special, consequential, or punitive damages, whether under a contract, tort, or any other theory of liability, even if Freddie Mac is aware of the possibility of such damages. Copyright, 2016, Freddie Mac. Reprinted with permission.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

  • Percent per Annum, Monthly, Not Seasonally Adjusted

    Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

  • Percent per Annum, Monthly, Not Seasonally Adjusted

    Notes regarding this series can be found in International Financial Statistics Yearbooks produced by the International Monetary Fund (IMF). We have requested these publications from the IMF. Notes on this series will populate once they become available. Copyright © 2016, International Monetary Fund. Reprinted with permission. Complete terms of use and contact details are available at http://www.imf.org/external/terms.htm.

  • Percent, Daily, Not Seasonally Adjusted

    View data of the effective yield of an index of non-investment grade publically issued corporate debt in the U.S.

  • Percent, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's G.19 release, online at http://www.federalreserve.gov/releases/g19/.

  • Percent, Not Applicable, Not Seasonally Adjusted

    Effective Date. Early historical data for this series include the following: 1929 range of 5.5 to 6 1930 range of 3.5 to 6 1931 range of 2.75 to 5 1932 range of 3.25 to 4 1933 range of 1.5 to 4 1934 (date uncertain) value of 1.5 1935 (date uncertain) value of 1.5 1947-12 (specific date uncertain) value of 1.75 1948-08 (specific date uncertain) value of 2 1950-09-22: 2.25 1951-01-08: 2.5 1951-10-17: 2.75 1951-12-19: 3 1953-04-27: 3.25 1954-03-17: 3 EFFECTIVE 4/16/73 DUAL PRIME RATE

  • Percent, Daily, Not Seasonally Adjusted

    Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© (https://fred.stlouisfed.org/series/DBAA) and 10-Year Treasury Constant Maturity (BC_10YEAR). ©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 (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield).

  • Percent, Daily, Not Seasonally Adjusted

    This series represents upper limit of the federal funds target range established by the Federal Open Market Committee

  • Percent, Daily, Not Seasonally Adjusted

    The data series is lagged by one week due to an agreement with the source. London Interbank Offered Rate is the average interest rate at which leading banks borrow funds of a sizeable amount from other banks in the London market. Libor is the most widely used "benchmark" or reference rate for short term interest rates In consideration for ICE Benchmark Administration Limited ("IBA") coordinating and the Libor Contributor Banks supplying the data from which ICE LIBOR is compiled, the subscriber acknowledges and agrees that, to the fullest extent permitted by law, none of the IBA or the LIBOR Contributor Banks: (1) accept any responsibility or liability for the frequency of provision and accuracy of the ICE LIBOR rate or any use made of the ICE LIBOR rate by the subscriber, whether or not arising from the negligence of any of IBA or the LIBOR Contributor Banks; or (2) shall be liable for any loss of business or profits nor any direct, indirect or consequential loss or damage resulting from any such irregularity, inaccuracy or use of the Information. Copyright, 2016, ICE Benchmark Administration.

  • Percent, Daily, Not Seasonally Adjusted

    The data series is lagged by one week due to an agreement with the source. London Interbank Offered Rate is the average interest rate at which leading banks borrow funds of a sizeable amount from other banks in the London market. Libor is the most widely used "benchmark" or reference rate for short term interest rates In consideration for ICE Benchmark Administration Limited ("IBA") coordinating and the Libor Contributor Banks supplying the data from which ICE LIBOR is compiled, the subscriber acknowledges and agrees that, to the fullest extent permitted by law, none of the IBA or the LIBOR Contributor Banks: (1) accept any responsibility or liability for the frequency of provision and accuracy of the ICE LIBOR rate or any use made of the ICE LIBOR rate by the subscriber, whether or not arising from the negligence of any of IBA or the LIBOR Contributor Banks; or (2) shall be liable for any loss of business or profits nor any direct, indirect or consequential loss or damage resulting from any such irregularity, inaccuracy or use of the Information. Copyright, 2016, ICE Benchmark Administration.

  • Percent, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's G.19 release, online at http://www.federalreserve.gov/releases/g19/.

  • Percent, Daily, Not Seasonally Adjusted

    This data represents the effective yield of the ICE BofA BBB US Corporate Index, a subset of the ICE BofA US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating BBB. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.

  • Percent, Daily, Not Seasonally Adjusted

    The data series is lagged by one week due to an agreement with the source. London Interbank Offered Rate is the average interest rate at which leading banks borrow funds of a sizeable amount from other banks in the London market. Libor is the most widely used "benchmark" or reference rate for short term interest rates In consideration for ICE Benchmark Administration Limited ("IBA") coordinating and the Libor Contributor Banks supplying the data from which ICE LIBOR is compiled, the subscriber acknowledges and agrees that, to the fullest extent permitted by law, none of the IBA or the LIBOR Contributor Banks: (1) accept any responsibility or liability for the frequency of provision and accuracy of the ICE LIBOR rate or any use made of the ICE LIBOR rate by the subscriber, whether or not arising from the negligence of any of IBA or the LIBOR Contributor Banks; or (2) shall be liable for any loss of business or profits nor any direct, indirect or consequential loss or damage resulting from any such irregularity, inaccuracy or use of the Information. Copyright, 2016, ICE Benchmark Administration.

  • Percent, Daily, Not Seasonally Adjusted

    This data represents the effective yield of the ICE BofA US Corporate C Index, a subset of the ICE BofA US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating CCC or below. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.

  • Percent, Daily, Not Seasonally Adjusted

    This data represents the Option-Adjusted Spread (OAS) of the ICE BofA US Corporate BB Index, a subset of the ICE BofA US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating BB. The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.

  • Percent, Daily, Not Seasonally Adjusted

    The data series is lagged by one week due to an agreement with the source. London Interbank Offered Rate is the average interest rate at which leading banks borrow funds of a sizeable amount from other banks in the London market. Libor is the most widely used "benchmark" or reference rate for short term interest rates In consideration for ICE Benchmark Administration Limited ("IBA") coordinating and the Libor Contributor Banks supplying the data from which ICE LIBOR is compiled, the subscriber acknowledges and agrees that, to the fullest extent permitted by law, none of the IBA or the LIBOR Contributor Banks: (1) accept any responsibility or liability for the frequency of provision and accuracy of the ICE LIBOR rate or any use made of the ICE LIBOR rate by the subscriber, whether or not arising from the negligence of any of IBA or the LIBOR Contributor Banks; or (2) shall be liable for any loss of business or profits nor any direct, indirect or consequential loss or damage resulting from any such irregularity, inaccuracy or use of the Information. Copyright, 2016, ICE Benchmark Administration.

  • Percent, Daily, Not Seasonally Adjusted

    The interest rate on required reserves (IORR rate) is determined by the Board of Governors and is intended to eliminate effectively the implicit tax that reserve requirements used to impose on depository institutions. For more information please see: http://www.federalreserve.gov/monetarypolicy/reqresbalances.htm

  • Percent, Monthly, Not Seasonally Adjusted

    The spot rate for any maturity is defined as the yield on a bond that gives a single payment at that maturity. This is called a zero coupon bond. Because high quality zero coupon bonds are not generally available, the HQM methodology computes the spot rates so as to make them consistent with the yields on other high quality bonds. The HQM yield curve uses data from a set of high quality corporate bonds rated AAA, AA, or A that accurately represent the high quality corporate bond market. The HQM methodology projects yields beyond 30 years maturity out to 100 years maturity to get discount rates for long-dated pension liabilities. Visit the Treasury (https://www.treasury.gov/resource-center/economic-policy/corp-bond-yield/Pages/Corp-Yield-Bond-Curve-Papers.aspx) for more information.

  • Percent, Daily, Not Seasonally Adjusted

    For further information regarding treasury constant maturity data, please refer to http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

  • Percent, Daily, Not Seasonally Adjusted

    Discount Basis

  • Percent, Daily, Not Seasonally Adjusted

    This data represents the Option-Adjusted Spread (OAS) of the ICE BofA US Corporate C Index, a subset of the ICE BofA US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating CCC or below. The ICE BofA OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond's OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments. The index data referenced herein is the property of ICE Data Indices, LLC, its affiliates, ("ICE") and/or its Third Party Suppliers and has been licensed for use by the Federal Reserve Bank of St. Louis. ICE, its affiliates and Third Party Suppliers accept no liability in connection with its use. Copyright, 2017, ICE Benchmark Administration. Reprinted with permission.


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