GO
Loading...

Credit Spreads

  Price   Change
TEDSPD
---
10Y2YS
---
LIBOR O/N
---
LIBOR 1M
---
LIBOR 3M
---
US 2-YR
---
US 5-YR
---
US 10-YR
---

Contact Credit Spreads

  • This page provides key rates and spreads for measuring liquidity in the credit and debt markets. Other essential rates can be found on the CNBC Bonds and Markets pages.

    Notes:
    The TED spread is the difference between interbank loans and U.S. government loans. It serves as an indicator of the bank sector's willingness to lend to one another. (The acronym comes from a combination of Treasury and Euro Dollar).

    LIBOR is the London Interbank Offered Rate, the interest rate at which banks are willing to lend to one another.

    Interest Rate Swaps are derivatives that trade interest rate payments for cash flows. The rate quoted here is the difference between the rate for a 2-year swap and the 2-year Treasury yield.

Most Popular Video

Friday, 18 Apr 2014 | 12:00 PM ET

CNBC's Stephanie Landsman discusses how the luxury rental boom isn't confined to New York City and its boroughs, but that developers are seeing new opportunities in New Jersey.

Thursday, 17 Apr 2014 | 12:00 PM ET

CNBC's Josh Lipton and Allison+Partners Head of Digital Jeremy Rosenberg discuss what Microsoft needs to do to boost Xbox One sales as PS4 sales break the 7 million mark.

Thursday, 17 Apr 2014 | 4:13 PM ET

Dissecting today's market activity and the current state of financials, with Yra Harris, Praxis Trading partner; Larry Glazer, Mayflower Advisors; CNBC contributor Carol Roth; "Fast Money" Guy Adami and CNBC's Kate Kelly.