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 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 12, 2019.