October 2008

Difference between US 3-Month T-bills vs Fed Funds: 1956-2008

by Catherine Mulbrandon on October 6, 2008

I plotted the historical spread between Effective Fed Funds rate and US 3-Month T-bills back to 1956 using the weekly average. This a companion graph to Anatomy of a Financial Crisis: September 2008

{Click on the image to take a closer look}
Interest Rates and Fed Funds magnifying glass

Data from Federal Reserve Bank of St. Louis

[tags]United States, Interest Rate, Fed Funds[/tags]

{ 3 comments }

Anatomy of a Financial Crisis: September 2008

by Catherine Mulbrandon on October 2, 2008

I have plotted the US 3-Month T-bills: Secondary Market rate (green line) vs the Effective Fed Funds rates (orange) for Sept 2008. The major events of the recent financial crisis have been included.

{Click on the image to take a closer look}
Interest Rates and Fed Funds magnifying glass

Data from Federal Reserve Bank of St. Louis

[tags]United States, Interest Rate[/tags]

{ 3 comments }

Next Entries →