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TED Spread (TEDRATE)

Observation:

2017-05-19: 0.29  
Updated: May 26, 2017

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
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(a) TED Spread, Percent, Not Seasonally Adjusted (TEDRATE)
Series is calculated as the spread between 3-Month LIBOR based on US dollars (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.

TED Spread

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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 (https://fred.stlouisfed.org/series/USD3MTD156N) and 3-Month Treasury Bill (https://fred.stlouisfed.org/series/DTB3). The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.

Suggested Citation:

Federal Reserve Bank of St. Louis, TED Spread [TEDRATE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TEDRATE, May 27, 2017.

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Interest Rate Spreads Interest Rates Money, Banking, & Finance

Sources

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More Series from Interest Rate Spreads

Tags

Bills London Interbank Offered Rate Spread 3-Month Treasury St. Louis Fed Daily Interest Rate Interest Rate Not Seasonally Adjusted United States of America Nation
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