TED Spread (DISCONTINUED) (TEDRATE)

0.09%
as of January 21, 2022
+0.01 (+12.50%)vs prior reading (January 20, 2022)
PercentDailyNot Seasonally Adjusted

TED Spread (DISCONTINUED) — Historical Chart

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Understanding TED Spread (DISCONTINUED)

TED Spread (DISCONTINUED) (FRED series TEDRATE) is a daily economic indicator measured in percent. The series is published through FRED, the Federal Reserve Bank of St. Louis economic database, with history going back to 1986.

Why it matters: TED Spread (DISCONTINUED) is one of the indicators traders, economists, and policymakers watch within the economic complex. Analysts use it to track conditions in the US economy and to anticipate shifts in growth, inflation, and policy.

How to read it: focus on the direction and persistence of changes rather than any single daily print. Comparing the latest value against its level a year ago, and against its long-run range since 1986, gives a better sense of whether the series is signaling acceleration, deceleration, or a turning point.

About This Series

Series is calculated as the spread between 3-Month LIBOR based on US dollars (USD3MTD156N) and 3-Month Treasury Bill (DTB3 (https://fred.stlouisfed.org/series/DTB3)). 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). The 3-Month LIBOR based on US Dollars has been removed from FRED (https://news.research.stlouisfed.org/2022/01/ice-benchmark-administration-ltd-iba-data-to-be-removed-from-fred/) as of January 31, 2022, so this calculated series has been discontinued and will no longer be updated. Users interested in calculating a similar credit risk can use the Secured Overnight Financing Rate (SOFR), which has been identified as the rate that represents best practice for use in certain new U.S. Dollar derivatives and other financial contracts. For more details, see the article Transition from LIBOR (https://www.newyorkfed.org/arrc/sofr-transition) from the Alternative Reference Rates Committee (AARC).

Recent Data

DateValue (%)Change
January 21, 20220.09%+0.01
January 20, 20220.08%-0.01
January 19, 20220.09%+0.01
January 18, 20220.08%-0.03
January 14, 20220.11%-0.01
January 13, 20220.12%+0
January 12, 20220.12%+0
January 11, 20220.12%+0.01
January 10, 20220.11%-0.03
January 7, 20220.14%+0.01
January 6, 20220.13%-0.01
January 5, 20220.14%+0

Frequently Asked Questions

What is TED Spread (DISCONTINUED) today?

The latest value of TED Spread (DISCONTINUED) (TEDRATE) is shown at the top of this page, along with its observation date and the change from the prior reading. Data is sourced from FRED and refreshed regularly.

How often is TED Spread (DISCONTINUED) updated?

TED Spread (DISCONTINUED) is reported daily (Daily). New observations appear on FRED shortly after the source agency releases them, and this page updates daily.

What does a rising TED Spread (DISCONTINUED) mean?

A sustained rise in TED Spread (DISCONTINUED) signals strengthening readings in this economic measure, in percent. Whether that is positive or negative for markets depends on context — compare the move against the series’ trend and related indicators in the same category.

Where does the TEDRATE data come from?

The data comes from FRED® (Federal Reserve Economic Data), maintained by the Federal Reserve Bank of St. Louis, under series ID TEDRATE. History is available back to 1986.

Related Unknown Indicators

Data sourced from FRED®, Federal Reserve Bank of St. Louis: TED Spread (DISCONTINUED) (TEDRATE). Retrieved from fred.stlouisfed.org. Last updated January 28, 2022.