TED Spread: 0.32 % as of 10-22-2019

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).

TBD
Category, Region, Data Source: http://www.stlouisfed.org/

Chart

Stats

Last Value 0.32 %
Latest Period 2019-10-22
Last Updated 2019-10-29 16:01:01-05
Frequency D
Average Growth Rate 0.41
Long Term Average 0.57
Value from 1 Year Ago 0.19
Change from 1 Year Ago 68.42
Unit %
Adjustment %

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