Interest Rates

An update of my Nominal vs Real 3-Month Interest Rate graph through 2010.

Data for 3-Month Treasury Bill: Secondary Market Rate (TB3MS) and CPI-U (CPIAUCNS) from Federal Reserve Bank of St. Louis. Recessions dates can be found at NBER

{ 5 comments }

Credit Swaps Insurance Market: 2000-2007

by Catherine Mulbrandon

in Other

From a NY Times article on Credit Swaps from February 2008. It is worth reading for its primer on credit swaps and how it predicts the events of the current credit crisis.

Interest Rates and Fed Funds

[tags]Credit Swaps[/tags]

{ 2 comments }

Screenshot from Dynamic Maps of Nonprime Mortgage Conditions in the United States New York Federal Reserve showing six month change in foreclosures: from March – August 2008.

Red – Conditions have worsened
Green – Conditions have improved
Yellow – No change (within 0.05%)

Interest Rates and Fed Funds

[tags]United States, Foreclosures[/tags]

{ 1 comment }

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 }