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TED spread (in red) and components during the financial crisis of 2007–08 TED spread (in green), 1986 to 2015. The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.
Efficient functioning of the markets for such instruments relies on well-established and stable reference rates. The benchmark rate used to price many US financial securities is the three-month US dollar Libor rate. Up until the mid-1980s, the Treasury bill rate was the leading reference rate.
US 10-YR / 2-YR Spread W TB3MS: Banking Interest Rates 3-Month T-Bill: Secondary Market Rate W DGS10: Banking Interest Rates 10-Yr Treasury Const. Maturity Rate W GFDEBTN: Business/Fiscal Federal Government Federal Government Debt (Public) Y FYOINT: Business/Fiscal Federal Government Interest on National Debt Y FYONET: Business/Fiscal Federal ...
The closely-watched spread between the 2-year and 10-year U.S. Treasury note yields hit the widest since 1981 at -109.50 in early trade, a deeper inversion than in March during the U.S. regional ...
Eurodollar; Federal funds rate; Libor; Official bank rate of the United Kingdom; Overnight rate; Payday loan; Primary dealer; Prime rate; Repurchase agreement, also known as "Repo" TED spread; Treasury bill; Vigorish; Yield curve
The yield on 10-year Treasuries rose 6.6 basis points to 4.020% but remained under the 4% mark, while the yield on the 30-year Treasury bond was up 5.9 basis points at 3.992%.
At the same Treasury yield, mortgage rates were suddenly more like 7%. Spreads have stayed well above historical averages ever since, though they’ve been falling in recent weeks. They’re about ...
Unlike the similar but less comprehensive Kansas City Financial Stress Index (KCFSI) from the Federal Reserve Bank of Kansas City that uses only 11 variables, this index uses 18 weekly data series that include seven interest rate series, six yield spreads and five other indicators to capture some element of financial stress: