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TED Spread (DISCONTINUED) (TEDRATE)

Observations

2022-01-21: 0.09
Updated: Jan 28, 2022 4:01 PM CST
2022-01-21:  0.09  
2022-01-20:  0.08  
2022-01-19:  0.09  
2022-01-18:  0.08  
2022-01-17:  .  

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

Fullscreen

Notes

Title Release Dates
TED Spread 2014-01-27 2022-01-27
TED Spread (DISCONTINUED) 2022-01-28 2022-01-28
 
Source    
Federal Reserve Bank of St. Louis 2014-01-27 2022-01-28
 
Release    
Interest Rate Spreads 2014-01-27 2022-01-28
 
Units    
Percent 2014-01-27 2022-01-28
 
Frequency    
Daily 2014-01-27 2022-01-28
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-01-27 2022-01-28
 
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.

2014-01-27 2019-06-20
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.
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).

2019-06-21 2022-01-27
Series is calculated as the spread between 3-Month LIBOR based on US dollars (USD3MTD156N) and 3-Month Treasury Bill (DTB3 (https://fred.stlouisfed.org/series/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 (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield).

The 3-Month LIBOR based on US Dollars has been removed from FRED (https://news.research.stlouisfed.org/2022/01/ice-benchmark-administration-ltd-iba-data-to-be-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 (https://www.newyorkfed.org/arrc/sofr-transition) from the Alternative Reference Rates Committee (AARC).

2022-01-28 2022-01-28

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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