United States Interest Rates indicators
| Indicator | Date | Change | top | |||
|---|---|---|---|---|---|---|
| AAA Corporate Bond Yield | 5.20 | Mar 16, 2010 | -5.00 bps | |||
| BAA Corporate Bond Yield | 6.21 | Mar 16, 2010 | -6.00 bps | |||
| Discount Rate | 0.75 | Feb 19, 2010 | +25.00 bps | |||
Federal Fund Target Rate | 0.25 | Dec 16, 2008 | -75.00 bps | |||
| Federal Funds Effective Rate | 0.20 | Mar 15, 2010 | +3.00 bps | |||
|
Yield Curve
| 1m | 0.13 | Mar 17, 2010 | -1.00 bps | ||
| 3m | 0.15 | Mar 17, 2010 | -1.00 bps | |||
| 6m | 0.23 | Mar 17, 2010 | -1.00 bps | |||
| 1y | 0.41 | Mar 17, 2010 | -- | |||
| 2y | 0.95 | Mar 17, 2010 | +2.00 bps | |||
| 3y | 1.47 | Mar 17, 2010 | -- | |||
| 5y | 2.38 | Mar 17, 2010 | +1.00 bps | |||
| 7y | 3.10 | Mar 17, 2010 | -- | |||
| 10y | 3.65 | Mar 17, 2010 | -1.00 bps | |||
| 20y | 4.41 | Mar 17, 2010 | -2.00 bps | |||
| 30y | 4.56 | Mar 17, 2010 | -3.00 bps | |||
|
LIBOR Yield Curve
| o/n | 0.19219 | Mar 9, 2010 | -0.03 bps | ||
| 1w | 0.21125 | Mar 9, 2010 | -- | |||
| 2w | 0.22113 | Mar 9, 2010 | +0.12 bps | |||
| 1m | 0.23000 | Mar 9, 2010 | -- | |||
| 2m | 0.24000 | Mar 9, 2010 | -- | |||
| 3m | 0.25550 | Mar 9, 2010 | +0.12 bps | |||
| 4m | 0.29094 | Mar 9, 2010 | +0.12 bps | |||
| 5m | 0.33125 | Mar 9, 2010 | -- | |||
| 6m | 0.39438 | Mar 9, 2010 | -0.09 bps | |||
| 7m | 0.46375 | Mar 9, 2010 | -0.31 bps | |||
| 8m | 0.53250 | Mar 9, 2010 | -0.56 bps | |||
| 9m | 0.61188 | Mar 9, 2010 | -0.63 bps | |||
| 10m | 0.69188 | Mar 9, 2010 | -0.70 bps | |||
| 11m | 0.77375 | Mar 9, 2010 | -0.80 bps | |||
| 1y | 0.85875 | Mar 9, 2010 | -0.88 bps | |||
|
Prime Rate | 3.25 | Dec 16, 2008 | -75.00 bps | |||
|
TED Spread | 0.1000 | Mar 9, 2010 | +1.00 bps | |||