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Selected Interest Rates to Monitor Financial System Health

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Published: 2017-01-02
Notes:

Data used to monitor the direction and Health of Money Markets, with respect to LIBOR. I work for a Nonbank Lender that has cost of funds tied to Libor. Recent divergence of LIBOR in the other Major Currencies compared to US Dollar LIBOR and the surge of the Dollar has caught my attention. I believe it is mostly driven by the divergence of Major Central Banks around the world, the direction of which has bearing on my company. Not quite sure where I'm going with this ultimately, but am feeling my way through it. I'm more of a student/hobbyist, rather than a professional economist. I also feel that certain policies pursued by the incoming administration to cause lots of problems, especially if taxes abroad are repatriated as part of a holiday.

Series 1 - 21 of 21   

Title Series ID Vintage
Date
Units Freq Seas
Adj
Updated
TED Spread (DISCONTINUED) TEDRATE Current % D NSA 2022-01-28
5-Year, 5-Year Forward Inflation Expectation Rate T5YIFR Current % D NSA 2024-11-29
10-Year Breakeven Inflation Rate T10YIE Current % D NSA 2024-11-29
10-Year Treasury Constant Maturity Minus Federal Funds Rate T10YFF Current % D NSA 2024-11-29
10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity T10Y3M Current % D NSA 2024-11-29
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity T10Y2Y Current % D NSA 2024-11-29
Overnight AA Financial Commercial Paper Interest Rate RIFSPPFAAD01NB Current % D NSA 2024-11-29
90-Day AA Asset-Backed Commercial Paper Interest Rate RIFSPPAAAD90NB Current % D NSA 2024-11-29
30-Day AA Asset-Backed Commercial Paper Interest Rate RIFSPPAAAD30NB Current % D NSA 2024-11-29
Overnight AA Asset-Backed Commercial Paper Interest Rate RIFSPPAAAD01NB Current % D NSA 2024-11-29
Overnight Bank Funding Rate: 99th Percentile OBFR99 Current % D NSA 2024-11-29
Overnight Bank Funding Rate: 75th Percentile OBFR75 Current % D NSA 2024-11-29
Overnight Bank Funding Rate: 25th Percentile OBFR25 Current % D NSA 2024-11-29
Overnight Bank Funding Rate: 1st Percentile OBFR1 Current % D NSA 2024-11-29
Overnight Bank Funding Rate OBFR Current % D NSA 2024-11-29
3-Month Treasury Bill Secondary Market Rate, Discount Basis DTB3 Current % D NSA 2024-11-29
1-Year Treasury Bill Secondary Market Rate, Discount Basis DTB1YR Current % D NSA 2024-11-29
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis DGS10 Current % D NSA 2024-11-29
Federal Funds Effective Rate DFF Current % D NSA 2024-11-29
Federal Funds Target Range - Upper Limit DFEDTARU Current % D NSA 2024-11-30
Federal Funds Target Range - Lower Limit DFEDTARL Current % D NSA 2024-11-30

Series 1 - 21 of 21   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable

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