Tradewell
PlatformPricingCommunityNewsletter
Search…
Introduction
Membership Plans
Joining Tradewell
Signing In
Using the Web App
Analytics Output
Advanced Settings
Chart Settings
Asset Price Data
User Resources
Community
Account Administration
Video Tutorials
Backtesting
Analytics & Visualizations
Metric Catalog
Summary
Alternative Data
Average Correlations
Breadth
CoT Data (Commitments of Traders)
Credit
Crypto
Energy
Equities Fundamentals
Equities and ETF Option Data
Macro
Rates
Sentiment
Technical
Transactional Liquidity
Valuation
Volatility Historical Realized
Volatility Indices
Volatility Spreads
Volatility Ratios (Term Structure)
Tradewell Platform
Create an Account
Powered By GitBook
Credit

Data Source: Federal Reserve

Federal Reserve Economic Data | FRED | St. Louis Fed

Credit Spreads

TED Spread

TED spread is the difference between the interest rate on short-term US government debt and the interest rate on interbank loans. The spread is calculated by taking the difference between between 3-Month LIBOR based on US dollars and 3-Month Treasury Bill. The series is lagged by one week because the LIBOR series is lagged by one week due to an agreement with the source.

US Loan Tightening

US Commercial Loan Tightening

Net percentage of United States banks tightening standards for commercial and industrial loans to small firms. Data collected from the Board of Governors of the Federal Reserve System.

US Consumer Loan Tightening

Net percentage of United States banks tightening standards for consumer loans excluding credit card and auto loans. Data collected from the Board of Governors of the Federal Reserve System.

US Credit Card Loan Tightening

Net percentage of United States banks tightening standards for consumer loans and credit cards. Data collected from the Board of Governors of the Federal Reserve System.

US Credit Indices

Fed Credit Subindex

The Federal Reserve's credit subindex is composed of measures of credit conditions. A positive value indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite.

Fed Risk Subindex

The Federal Reserve's risk subindex captures volatility and funding risk in the financial sector. A positive value indicates that the corresponding aspect of financial conditions is tighter than on average, while negative values indicate the opposite.
​
Metric Catalog - Previous
CoT Data (Commitments of Traders)
Next - Metric Catalog
Crypto
Last modified 11mo ago
Copy link
Outline
Credit Spreads
TED Spread
US Loan Tightening
US Commercial Loan Tightening
US Consumer Loan Tightening
US Credit Card Loan Tightening
US Credit Indices
Fed Credit Subindex
Fed Risk Subindex