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TED Spread

2016-02-02: 0.28 Percent  
Daily, Not Seasonally Adjusted, TEDRATE, Updated: 2016-02-09 3:41 PM CST
1yr | 5yr | 10yr | Max

Series is calculated as the spread between 3-Month LIBOR based on US dollars ( and 3-Month Treasury Bill ( The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.

Source: Federal Reserve Bank of St. Louis

Release: Interest Rate Spreads

Growth Rate Calculations | US recession dates

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Y-Axis Position:
(a) TED Spread, Percent, Not Seasonally Adjusted (TEDRATE)
Integer Period Range:

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Use a formula to modify and combine data series into a single line. For example, invert an exchange rate a by using formula 1/a, or calculate the spread between 2 interest rates a and b by using formula a - b.

Use the assigned data series variables above (e.g. a, b, ...) together with operators {+, -, *, /, ^}, braces {(,)}, and constants {e.g. 2, 1.5} to create your own formula {e.g. 1/a, a-b, (a+b)/2, (a/(a+b+c))*100}. The default formula 'a' displays only the first data series added to this line. You may also add data series to this line before entering a formula.

will be applied to formula result

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Suggested Citation
Federal Reserve Bank of St. Louis, TED Spread [TEDRATE], retrieved from FRED, Federal Reserve Bank of St. Louis, February 9, 2016.

Retrieving data.
Graph updated.

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