Benchmark rates and spreads that set the price of borrowing, including the federal funds rate, the secured overnight financing rate, LIBOR, the prime rate, the TED spread, credit spreads and the Treasury yield curve spread. An indicator belongs here when its cited article describes an interest rate or a spread between rates. The group brings together the entries filed under the heading Interest Rates and Benchmarks, so a reader can compare them and move from one to another within the same part of the economic field.
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Interest Rates and Benchmarks
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Federal funds rate (Wikipedia)
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The federal funds rate is the interest rate at which depository institutions (banks and credit unions) lend reserve balances to other depository institutions overnight on an uncollateralized basis.
TED spread (Wikipedia)
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The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills").
Libor (Wikipedia)
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The London Inter-Bank Offered Rate (Libor LY-bor) was an interest rate average calculated from estimates submitted by the leading banks in London.
Prime rate (Wikipedia)
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The prime rate or prime lending rate is an interest rate used by banks, typically representing the rate at which they lend to their most creditworthy customers.
Federal Reserve Bank of New York (SOFR)
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The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities.
10-Year Treasury Minus 2-Year Treasury (FRED T10Y2Y)
Has Member: Treasury Yield Curve Spread, Page textQuote, Has Member: Treasury Yield Curve Spread, Page text
Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR).
Federal Reserve Bank of St. Louis (FRED): ICE BofA US Corporate Index Option-Adjusted Spread (BAMLC0A0CM)
Federal Reserve Bank of St. Louis (FRED)Has Member: Credit Spread, Page textQuote, Has Member: Credit Spread, Page text
The ICE BofA Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve.
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