Archive for the 'Interest Rates' Category

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

Published on October 6, 2008 in Area Graph, Federal Reserve, Financial markets, Interest Rates and United States. 3 Comments

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

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Interest Rates and Fed Funds magnifying glass

Data from Federal Reserve Bank of St. Louis

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

Popularity: 3% [?]

Anatomy of a Financial Crisis: September 2008

Published on October 2, 2008 in Federal Reserve, Financial markets, Interest Rates, Line Graph and United States. 1 Comment

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]

Popularity: 4% [?]

Nominal vs Real 3-Month Interest Rate: 1934-2008

Published on September 28, 2008 in Area Graph, Federal Reserve, Interest Rates, Line Graph, Recessions and United States. Closed

I have plotted the 3-Month T-bills: Secondary Market rate (green line) vs the inflation adjusted (i.e. Real) 3-Month T-bills rate (orange) from Jan 1934-Sept 2008. The inflation number I used is CPI-U 3-month % change multiplied by 4.

{Click on the image to take a closer look}
Real Interest Rates magnifying glass

Data from Federal Reserve Bank of St. Louis

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

Popularity: 4% [?]