Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

TED Spread (DISCONTINUED) (TEDRATE)

Observations

2022-01-21: 0.09
Updated: Jan 28, 2022 4:01 PM CST
Next Release Date: Feb 20, 2025
2022-01-21:  0.09  
2022-01-20:  0.08  
2022-01-19:  0.09  
2022-01-18:  0.08  
2022-01-17:  .  
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Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y5Y10YMax
to
Date:
Line 1
(a) TED Spread (DISCONTINUED), Percent, Not Seasonally Adjusted (TEDRATE)

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    TED Spread (DISCONTINUED)
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    NOTES

    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, April 14, 2025.

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    Interest Rate Spreads Interest Rates Money, Banking, & Finance

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    Tags

    London Interbank Offered Rate Yield Curve Bills Spread 3-Month Treasury Discontinued Daily Interest Rate Interest St. Louis Fed Rate Copyrighted: Citation Required Nation Not Seasonally Adjusted United States of America

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