Accessible Version of Figures from Lecture 3

Cost of Interbank Lending

London Interbank Offered Rate (LIBOR) minus overnight index swap rate.

Date Basis points
3-Jan-05 ND
4-Jan-05 10.6
5-Jan-05 10.2
6-Jan-05 11
7-Jan-05 9.5
10-Jan-05 10.4
11-Jan-05 8.45
12-Jan-05 9
13-Jan-05 11.6
14-Jan-05 8.45
17-Jan-05 8.3
18-Jan-05 8.3
19-Jan-05 9.37
20-Jan-05 10.2
21-Jan-05 8.6
24-Jan-05 9.24
25-Jan-05 9
26-Jan-05 8.38
27-Jan-05 10.25
28-Jan-05 8.95
31-Jan-05 9
1-Feb-05 8.4
2-Feb-05 8.1
3-Feb-05 8.6
4-Feb-05 8.25
7-Feb-05 8.4
8-Feb-05 8.4
9-Feb-05 8.4
10-Feb-05 8.3
11-Feb-05 8.1
14-Feb-05 7.9
15-Feb-05 7.1
16-Feb-05 7.7
17-Feb-05 8.51
18-Feb-05 8.24
21-Feb-05 6.7
22-Feb-05 6.2
23-Feb-05 8.9
24-Feb-05 10.45
25-Feb-05 9.3
28-Feb-05 11.63
1-Mar-05 9.7
2-Mar-05 9.5
3-Mar-05 12.06
4-Mar-05 9.5
7-Mar-05 10.4
8-Mar-05 9.5
9-Mar-05 8.03
10-Mar-05 10.9
11-Mar-05 9
14-Mar-05 9
15-Mar-05 7.9
16-Mar-05 7.38
17-Mar-05 9.7
18-Mar-05 6.1
21-Mar-05 5.65
22-Mar-05 4
23-Mar-05 2.95
24-Mar-05 5.9
25-Mar-05 ND
28-Mar-05 ND
29-Mar-05 1.3
30-Mar-05 3.4
31-Mar-05 9.3
1-Apr-05 8.2
4-Apr-05 7.06
5-Apr-05 6.8
6-Apr-05 5.32
7-Apr-05 7.2
8-Apr-05 6
11-Apr-05 6.7
12-Apr-05 7.7
13-Apr-05 5.97
14-Apr-05 7.5
15-Apr-05 7.3
18-Apr-05 8.1
19-Apr-05 7.7
20-Apr-05 7.26
21-Apr-05 8.7
22-Apr-05 7.4
25-Apr-05 8.1
26-Apr-05 8.2
27-Apr-05 7.14
28-Apr-05 8.63
29-Apr-05 7.57
2-May-05 ND
3-May-05 8.2
4-May-05 8
5-May-05 8
6-May-05 8
9-May-05 7.7
10-May-05 7.7
11-May-05 8.1
12-May-05 8.2
13-May-05 8
16-May-05 8.9
17-May-05 9.3
18-May-05 8
19-May-05 6.2
20-May-05 8.5
23-May-05 10
24-May-05 7.5
25-May-05 7.56
26-May-05 8.56
27-May-05 7.83
30-May-05 ND
31-May-05 9.15
1-Jun-05 6.1
2-Jun-05 8
3-Jun-05 7.7
6-Jun-05 8.1
7-Jun-05 8.08
8-Jun-05 7.55
9-Jun-05 8.7
10-Jun-05 7.13
13-Jun-05 6.5
14-Jun-05 7.13
15-Jun-05 6.2
16-Jun-05 7.5
17-Jun-05 7.15
20-Jun-05 6.8
21-Jun-05 7.2
22-Jun-05 6
23-Jun-05 7.94
24-Jun-05 5.7
27-Jun-05 6.08
28-Jun-05 6.75
29-Jun-05 8.1
30-Jun-05 7.65
1-Jul-05 7.67
4-Jul-05 7.1
5-Jul-05 7.9
6-Jul-05 6.3
7-Jul-05 7.3
8-Jul-05 7.55
11-Jul-05 7.7
12-Jul-05 5.5
13-Jul-05 6.41
14-Jul-05 8.07
15-Jul-05 6.19
18-Jul-05 7.12
19-Jul-05 6.25
20-Jul-05 6.41
21-Jul-05 8.1
22-Jul-05 6.27
25-Jul-05 6.5
26-Jul-05 5.12
27-Jul-05 5.77
28-Jul-05 6.85
29-Jul-05 5.87
1-Aug-05 6.58
2-Aug-05 5.6
3-Aug-05 6.5
4-Aug-05 6.38
5-Aug-05 5.35
8-Aug-05 7.2
9-Aug-05 6.71
10-Aug-05 7
11-Aug-05 6.92
12-Aug-05 6.95
15-Aug-05 7.75
16-Aug-05 6.51
17-Aug-05 6.65
18-Aug-05 7.94
19-Aug-05 7
22-Aug-05 8.52
23-Aug-05 6.13
24-Aug-05 6.06
25-Aug-05 8.94
26-Aug-05 5.85
29-Aug-05 ND
30-Aug-05 7.01
31-Aug-05 6
1-Sep-05 9.73
2-Sep-05 7.5
5-Sep-05 8.44
6-Sep-05 9.95
7-Sep-05 9.14
8-Sep-05 8.36
9-Sep-05 8.2
12-Sep-05 8.5
13-Sep-05 7.91
14-Sep-05 7.79
15-Sep-05 9.04
16-Sep-05 7.92
19-Sep-05 7.69
20-Sep-05 9.78
21-Sep-05 7.7
22-Sep-05 7.05
23-Sep-05 7
26-Sep-05 8.45
27-Sep-05 8.2
28-Sep-05 6.86
29-Sep-05 9.2
30-Sep-05 7.08
3-Oct-05 8.05
4-Oct-05 7.15
5-Oct-05 7
6-Oct-05 11.54
7-Oct-05 7.2
10-Oct-05 6.4
11-Oct-05 7.23
12-Oct-05 7.26
13-Oct-05 8.7
14-Oct-05 7.2
17-Oct-05 7.89
18-Oct-05 6.7
19-Oct-05 6.41
20-Oct-05 8.93
21-Oct-05 6.75
24-Oct-05 7.43
25-Oct-05 7.7
26-Oct-05 8
27-Oct-05 8.12
28-Oct-05 7.87
31-Oct-05 7.7
1-Nov-05 7.45
2-Nov-05 8.45
3-Nov-05 8.5
4-Nov-05 7.9
7-Nov-05 8.1
8-Nov-05 8.75
9-Nov-05 9.38
10-Nov-05 7.2
11-Nov-05 7.35
14-Nov-05 6.28
15-Nov-05 8.3
16-Nov-05 6
17-Nov-05 7.69
18-Nov-05 7.51
21-Nov-05 6.5
22-Nov-05 8.08
23-Nov-05 5.62
24-Nov-05 6.5
25-Nov-05 6.1
28-Nov-05 5.9
29-Nov-05 13.06
30-Nov-05 12.85
1-Dec-05 14.43
2-Dec-05 12.3
5-Dec-05 12.73
6-Dec-05 12.29
7-Dec-05 11.9
8-Dec-05 13
9-Dec-05 12.39
12-Dec-05 12.9
13-Dec-05 12.94
14-Dec-05 12.95
15-Dec-05 13.4
16-Dec-05 13.2
19-Dec-05 13.1
20-Dec-05 12.7
21-Dec-05 13.4
22-Dec-05 13.57
23-Dec-05 13.5
26-Dec-05 ND
27-Dec-05 ND
28-Dec-05 13.37
29-Dec-05 12.2
30-Dec-05 9.05
2-Jan-06 ND
3-Jan-06 6.1
4-Jan-06 7.85
5-Jan-06 10.08
6-Jan-06 8
9-Jan-06 8.19
10-Jan-06 6.65
11-Jan-06 6.66
12-Jan-06 9.2
13-Jan-06 6.05
16-Jan-06 5.9
17-Jan-06 4.21
18-Jan-06 6.2
19-Jan-06 8
20-Jan-06 6.59
23-Jan-06 7
24-Jan-06 6.38
25-Jan-06 6.5
26-Jan-06 7.4
27-Jan-06 6.71
30-Jan-06 6.5
31-Jan-06 6.5
1-Feb-06 6.56
2-Feb-06 6.54
3-Feb-06 5.7
6-Feb-06 5.7
7-Feb-06 5.9
8-Feb-06 5.7
9-Feb-06 5.5
10-Feb-06 5.5
13-Feb-06 6.4
14-Feb-06 6.9
15-Feb-06 5.65
16-Feb-06 5.35
17-Feb-06 5.5
20-Feb-06 6.35
21-Feb-06 5.85
22-Feb-06 5.67
23-Feb-06 6.11
24-Feb-06 7.7
27-Feb-06 7.25
28-Feb-06 5.61
1-Mar-06 6.15
2-Mar-06 8.26
3-Mar-06 6.35
6-Mar-06 7.75
7-Mar-06 5.77
8-Mar-06 5.71
9-Mar-06 7.5
10-Mar-06 7.65
13-Mar-06 6.1
14-Mar-06 5.64
15-Mar-06 5.55
16-Mar-06 6.78
17-Mar-06 5.7
20-Mar-06 5.23
21-Mar-06 5.2
22-Mar-06 5.64
23-Mar-06 5.51
24-Mar-06 5.06
27-Mar-06 4.89
28-Mar-06 4.95
29-Mar-06 5.08
30-Mar-06 4.76
31-Mar-06 6.14
3-Apr-06 5.2
4-Apr-06 6.9
5-Apr-06 6.5
6-Apr-06 6.98
7-Apr-06 6.19
10-Apr-06 5.65
11-Apr-06 7.3
12-Apr-06 7.32
13-Apr-06 6
14-Apr-06 ND
17-Apr-06 ND
18-Apr-06 5.75
19-Apr-06 5.64
20-Apr-06 7.2
21-Apr-06 5.94
24-Apr-06 5.7
25-Apr-06 6.94
26-Apr-06 6.2
27-Apr-06 6.55
28-Apr-06 7.3
1-May-06 ND
2-May-06 6.39
3-May-06 6.88
4-May-06 6.41
5-May-06 6.56
8-May-06 7
9-May-06 7.1
10-May-06 6.7
11-May-06 5.56
12-May-06 6.26
15-May-06 6.56
16-May-06 6.26
17-May-06 6.8
18-May-06 6.26
19-May-06 6.4
22-May-06 6.06
23-May-06 6.13
24-May-06 6.13
25-May-06 6.96
26-May-06 5.9
29-May-06 ND
30-May-06 7.06
31-May-06 5.56
1-Jun-06 6.94
2-Jun-06 6.25
5-Jun-06 6.25
6-Jun-06 5.78
7-Jun-06 4.7
8-Jun-06 6.5
9-Jun-06 5.32
12-Jun-06 5.23
13-Jun-06 5.63
14-Jun-06 4.81
15-Jun-06 6.14
16-Jun-06 4.89
19-Jun-06 4.94
20-Jun-06 6.34
21-Jun-06 5.32
22-Jun-06 6.7
23-Jun-06 5.5
26-Jun-06 5.26
27-Jun-06 5.6
28-Jun-06 6.2
29-Jun-06 5.12
30-Jun-06 6.49
3-Jul-06 5.62
4-Jul-06 6.14
5-Jul-06 6.59
6-Jul-06 7.75
7-Jul-06 7.14
10-Jul-06 7.56
11-Jul-06 5.89
12-Jul-06 6.08
13-Jul-06 7.82
14-Jul-06 6.38
17-Jul-06 6.4
18-Jul-06 5.51
19-Jul-06 5.91
20-Jul-06 7.8
21-Jul-06 6.5
24-Jul-06 7.43
25-Jul-06 6.71
26-Jul-06 5.8
27-Jul-06 7
28-Jul-06 6.89
31-Jul-06 7.71
1-Aug-06 6.5
2-Aug-06 5.81
3-Aug-06 6.62
4-Aug-06 5.55
7-Aug-06 6.31
8-Aug-06 6
9-Aug-06 6.5
10-Aug-06 7
11-Aug-06 6.7
14-Aug-06 6.2
15-Aug-06 6.7
16-Aug-06 6.45
17-Aug-06 6.2
18-Aug-06 6.06
21-Aug-06 5.74
22-Aug-06 5.71
23-Aug-06 5.94
24-Aug-06 6.01
25-Aug-06 6.5
28-Aug-06 ND
29-Aug-06 7.5
30-Aug-06 7.2
31-Aug-06 6.5
1-Sep-06 6.7
4-Sep-06 5.75
5-Sep-06 5.9
6-Sep-06 6.2
7-Sep-06 5.9
8-Sep-06 5.95
11-Sep-06 6.35
12-Sep-06 6.3
13-Sep-06 5.7
14-Sep-06 5.95
15-Sep-06 6.3
18-Sep-06 5.7
19-Sep-06 6
20-Sep-06 7
21-Sep-06 6.1
22-Sep-06 6.83
25-Sep-06 6.6
26-Sep-06 5.88
27-Sep-06 5.94
28-Sep-06 6.05
29-Sep-06 6.04
2-Oct-06 6.55
3-Oct-06 6.08
4-Oct-06 6.15
5-Oct-06 6
6-Oct-06 6.05
9-Oct-06 6.55
10-Oct-06 6.35
11-Oct-06 5.7
12-Oct-06 5.65
13-Oct-06 5.9
16-Oct-06 6
17-Oct-06 5.8
18-Oct-06 6.4
19-Oct-06 6
20-Oct-06 6
23-Oct-06 6
24-Oct-06 6.7
25-Oct-06 6
26-Oct-06 6
27-Oct-06 6
30-Oct-06 6
31-Oct-06 6.7
1-Nov-06 6.3
2-Nov-06 6.5
3-Nov-06 6.7
6-Nov-06 6.5
7-Nov-06 6.45
8-Nov-06 6.35
9-Nov-06 6.1
10-Nov-06 6.5
13-Nov-06 6.65
14-Nov-06 6.75
15-Nov-06 5.95
16-Nov-06 6.05
17-Nov-06 6.5
20-Nov-06 6.55
21-Nov-06 6.5
22-Nov-06 6.5
23-Nov-06 6.25
24-Nov-06 6.65
27-Nov-06 7.55
28-Nov-06 6.4
29-Nov-06 9.59
30-Nov-06 10.4
1-Dec-06 10.6
4-Dec-06 10.6
5-Dec-06 10.7
6-Dec-06 11.2
7-Dec-06 11.2
8-Dec-06 10.3
11-Dec-06 10.25
12-Dec-06 10.55
13-Dec-06 10.7
14-Dec-06 10.7
15-Dec-06 10.65
18-Dec-06 11.2
19-Dec-06 11.35
20-Dec-06 10.15
21-Dec-06 11
22-Dec-06 10.5
25-Dec-06 ND
26-Dec-06 ND
27-Dec-06 11.2
28-Dec-06 8.76
29-Dec-06 7.19
1-Jan-07 ND
2-Jan-07 5.61
3-Jan-07 7
4-Jan-07 6.5
5-Jan-07 6.5
8-Jan-07 6.4
9-Jan-07 6.5
10-Jan-07 6.5
11-Jan-07 6.45
12-Jan-07 6.7
15-Jan-07 6.15
16-Jan-07 6.05
17-Jan-07 6.5
18-Jan-07 6.35
19-Jan-07 6.5
22-Jan-07 6.5
23-Jan-07 7.15
24-Jan-07 7
25-Jan-07 7
26-Jan-07 7.2
29-Jan-07 6.15
30-Jan-07 7.2
31-Jan-07 7
1-Feb-07 7
2-Feb-07 6.7
5-Feb-07 6.7
6-Feb-07 6.7
7-Feb-07 6.7
8-Feb-07 6.7
9-Feb-07 6.7
12-Feb-07 7
13-Feb-07 6.65
14-Feb-07 6.35
15-Feb-07 6.15
16-Feb-07 6.05
19-Feb-07 6.55
20-Feb-07 6.55
21-Feb-07 7
22-Feb-07 6.05
23-Feb-07 6.35
26-Feb-07 6.2
27-Feb-07 7
28-Feb-07 6.7
1-Mar-07 6.45
2-Mar-07 6.55
5-Mar-07 6.71
6-Mar-07 6.5
7-Mar-07 6.7
8-Mar-07 6.2
9-Mar-07 6.25
12-Mar-07 6.15
13-Mar-07 6.2
14-Mar-07 6.2
15-Mar-07 6.5
16-Mar-07 6.5
19-Mar-07 6.25
20-Mar-07 6.2
21-Mar-07 5.5
22-Mar-07 6
23-Mar-07 6
26-Mar-07 6
27-Mar-07 5.7
28-Mar-07 5.7
29-Mar-07 6.5
30-Mar-07 7
2-Apr-07 6.5
3-Apr-07 6.2
4-Apr-07 6.6
5-Apr-07 6
6-Apr-07 ND
9-Apr-07 ND
10-Apr-07 6.2
11-Apr-07 6.15
12-Apr-07 6.2
13-Apr-07 6.05
16-Apr-07 6.05
17-Apr-07 6
18-Apr-07 6
19-Apr-07 6.7
20-Apr-07 6.7
23-Apr-07 6.2
24-Apr-07 6.7
25-Apr-07 6.5
26-Apr-07 5.95
27-Apr-07 6.2
30-Apr-07 6.2
1-May-07 6.05
2-May-07 6.2
3-May-07 6.2
4-May-07 5.95
7-May-07 ND
8-May-07 5.7
9-May-07 6.2
10-May-07 6
11-May-07 6.3
14-May-07 5.2
15-May-07 6.2
16-May-07 5.55
17-May-07 6.1
18-May-07 6.2
21-May-07 5.85
22-May-07 5.95
23-May-07 6.2
24-May-07 6
25-May-07 5.85
28-May-07 ND
29-May-07 5.9
30-May-07 6
31-May-07 5.5
1-Jun-07 5.5
4-Jun-07 5.5
5-Jun-07 5.05
6-Jun-07 5.5
7-Jun-07 5.5
8-Jun-07 5.5
11-Jun-07 5.5
12-Jun-07 5.8
13-Jun-07 5.5
14-Jun-07 5
15-Jun-07 5.55
18-Jun-07 5.2
19-Jun-07 5.5
20-Jun-07 5.75
21-Jun-07 5.65
22-Jun-07 5.75
25-Jun-07 5.7
26-Jun-07 6
27-Jun-07 6
28-Jun-07 6
29-Jun-07 6.1
2-Jul-07 6.5
3-Jul-07 6.45
4-Jul-07 6.35
5-Jul-07 6.55
6-Jul-07 6.2
9-Jul-07 6.25
10-Jul-07 6.15
11-Jul-07 6.55
12-Jul-07 6.2
13-Jul-07 6.2
16-Jul-07 6.55
17-Jul-07 6.2
18-Jul-07 6.2
19-Jul-07 6.2
20-Jul-07 6.2
23-Jul-07 6.5
24-Jul-07 6.2
25-Jul-07 6.2
26-Jul-07 6.2
27-Jul-07 8.2
30-Jul-07 8.2
31-Jul-07 7.35
1-Aug-07 8.3
2-Aug-07 8.05
3-Aug-07 8.25
6-Aug-07 11.95
7-Aug-07 8.65
8-Aug-07 9.35
9-Aug-07 28.78
10-Aug-07 45.92
13-Aug-07 46.53
14-Aug-07 46.63
15-Aug-07 52.84
16-Aug-07 52.75
17-Aug-07 59.7
20-Aug-07 50.47
21-Aug-07 55.5
22-Aug-07 60
23-Aug-07 56.5
24-Aug-07 52.35
27-Aug-07 ND
28-Aug-07 48.15
29-Aug-07 55.4
30-Aug-07 66
31-Aug-07 75.4
3-Sep-07 76.85
4-Sep-07 80.5
5-Sep-07 89.08
6-Sep-07 90.45
7-Sep-07 89.58
10-Sep-07 93.22
11-Sep-07 90.41
12-Sep-07 88.5
13-Sep-07 82.95
14-Sep-07 74.03
17-Sep-07 59.65
18-Sep-07 60.13
19-Sep-07 41.33
20-Sep-07 41.32
21-Sep-07 41.58
24-Sep-07 41.47
25-Sep-07 37.88
26-Sep-07 38.38
27-Sep-07 39.3
28-Sep-07 39.57
1-Oct-07 40.56
2-Oct-07 41.12
3-Oct-07 41.45
4-Oct-07 40.5
5-Oct-07 42.89
8-Oct-07 40.75
9-Oct-07 41.63
10-Oct-07 39.95
11-Oct-07 38.22
12-Oct-07 36.05
15-Oct-07 32.85
16-Oct-07 32.8
17-Oct-07 32.62
18-Oct-07 32.9
19-Oct-07 32.95
22-Oct-07 32.45
23-Oct-07 28.45
24-Oct-07 28.07
25-Oct-07 29.58
26-Oct-07 29.3
29-Oct-07 26.75
30-Oct-07 19.98
31-Oct-07 17.62
1-Nov-07 18.45
2-Nov-07 18.75
5-Nov-07 19.95
6-Nov-07 19.89
7-Nov-07 20.2
8-Nov-07 19.2
9-Nov-07 21.54
12-Nov-07 26.66
13-Nov-07 26.24
14-Nov-07 20.31
15-Nov-07 22.82
16-Nov-07 31.7
19-Nov-07 42.3
20-Nov-07 39.7
21-Nov-07 37.01
22-Nov-07 48.83
23-Nov-07 47.81
26-Nov-07 49.75
27-Nov-07 48.07
28-Nov-07 48.39
29-Nov-07 90.6
30-Nov-07 101.83
3-Dec-07 107.06
4-Dec-07 108.39
5-Dec-07 109.7
6-Dec-07 105.75
7-Dec-07 102.95
10-Dec-07 107.69
11-Dec-07 103.78
12-Dec-07 95.75
13-Dec-07 87
14-Dec-07 82.97
17-Dec-07 79.25
18-Dec-07 78.22
19-Dec-07 76.14
20-Dec-07 76.23
21-Dec-07 76.45
24-Dec-07 63.6
25-Dec-07 ND
26-Dec-07 ND
27-Dec-07 70.1
28-Dec-07 45.58
31-Dec-07 41.95
1-Jan-08 ND
2-Jan-08 41.65
3-Jan-08 36.75
4-Jan-08 37.25
7-Jan-08 33.47
8-Jan-08 34.37
9-Jan-08 30.81
10-Jan-08 26.89
11-Jan-08 23.67
14-Jan-08 20.07
15-Jan-08 17.75
16-Jan-08 13.74
17-Jan-08 8.93
18-Jan-08 18.19
21-Jan-08 16.4
22-Jan-08 6.72
23-Jan-08 26.03
24-Jan-08 20.35
25-Jan-08 18.55
28-Jan-08 19.97
29-Jan-08 22.38
30-Jan-08 19.33
31-Jan-08 17.63
1-Feb-08 20.58
4-Feb-08 23.77
5-Feb-08 28.86
6-Feb-08 34.45
7-Feb-08 31.1
8-Feb-08 29.92
11-Feb-08 29.07
12-Feb-08 26.2
13-Feb-08 24.07
14-Feb-08 21.38
15-Feb-08 24.98
18-Feb-08 27.32
19-Feb-08 26.61
20-Feb-08 25.7
21-Feb-08 30.25
22-Feb-08 29.25
25-Feb-08 29.98
26-Feb-08 29.25
27-Feb-08 30.44
28-Feb-08 35.89
29-Feb-08 41.81
3-Mar-08 50.17
4-Mar-08 50.45
5-Mar-08 50.3
6-Mar-08 48.11
7-Mar-08 57.45
10-Mar-08 47.95
11-Mar-08 51.45
12-Mar-08 38.93
13-Mar-08 38.8
14-Mar-08 44.45
17-Mar-08 42.98
18-Mar-08 54.31
19-Mar-08 42.82
20-Mar-08 43.57
21-Mar-08 ND
24-Mar-08 ND
25-Mar-08 47.58
26-Mar-08 50.85
27-Mar-08 50.83
28-Mar-08 52.52
31-Mar-08 52.41
1-Apr-08 53.95
2-Apr-08 54.75
3-Apr-08 58.37
4-Apr-08 59.82
7-Apr-08 60.29
8-Apr-08 59.76
9-Apr-08 63.54
10-Apr-08 63.1
11-Apr-08 66.59
14-Apr-08 66.11
15-Apr-08 67.88
16-Apr-08 68.82
17-Apr-08 76.45
18-Apr-08 85.68
21-Apr-08 83.85
22-Apr-08 84.75
23-Apr-08 83.95
24-Apr-08 81.98
25-Apr-08 82.67
28-Apr-08 79.9
29-Apr-08 77.5
30-Apr-08 75.5
1-May-08 72.72
2-May-08 70.2
5-May-08 ND
6-May-08 67.12
7-May-08 61.87
8-May-08 59.3
9-May-08 54.95
12-May-08 52.49
13-May-08 51.49
14-May-08 50.95
15-May-08 50.55
16-May-08 48.33
19-May-08 46.67
20-May-08 44.25
21-May-08 41.69
22-May-08 40.5
23-May-08 39.5
26-May-08 ND
27-May-08 41.43
28-May-08 38.58
29-May-08 47.29
30-May-08 45.5
2-Jun-08 42.81
3-Jun-08 45.08
4-Jun-08 44.95
5-Jun-08 44.26
6-Jun-08 44.69
9-Jun-08 44.26
10-Jun-08 46.5
11-Jun-08 44.14
12-Jun-08 44.87
13-Jun-08 43.69
16-Jun-08 44.38
17-Jun-08 41.75
18-Jun-08 44.79
19-Jun-08 44.83
20-Jun-08 46.62
23-Jun-08 45.75
24-Jun-08 45.19
25-Jun-08 45
26-Jun-08 46.2
27-Jun-08 45.06
30-Jun-08 44.45
1-Jul-08 42.97
2-Jul-08 42.35
3-Jul-08 45.1
4-Jul-08 42.38
7-Jul-08 42.48
8-Jul-08 44.08
9-Jul-08 41.83
10-Jul-08 43.83
11-Jul-08 43.95
14-Jul-08 44.5
15-Jul-08 44.31
16-Jul-08 44.32
17-Jul-08 44.31
18-Jul-08 45.14
21-Jul-08 43.41
22-Jul-08 44.64
23-Jul-08 44.82
24-Jul-08 44.2
25-Jul-08 44.1
28-Jul-08 43.35
29-Jul-08 44.51
30-Jul-08 44.38
31-Jul-08 43.97
1-Aug-08 44.7
4-Aug-08 44.87
5-Aug-08 44.25
6-Aug-08 45.89
7-Aug-08 45.51
8-Aug-08 45.06
11-Aug-08 45.07
12-Aug-08 45.58
13-Aug-08 45.99
14-Aug-08 45.76
15-Aug-08 45.86
18-Aug-08 45.76
19-Aug-08 45.92
20-Aug-08 46.89
21-Aug-08 47.19
22-Aug-08 45.89
25-Aug-08 ND
26-Aug-08 44.15
27-Aug-08 45.57
28-Aug-08 47.12
29-Aug-08 46.61
1-Sep-08 47.61
2-Sep-08 46.86
3-Sep-08 47.45
4-Sep-08 46.69
5-Sep-08 46.19
8-Sep-08 47.81
9-Sep-08 48.22
10-Sep-08 49.19
11-Sep-08 49.45
12-Sep-08 49.91
15-Sep-08 53.09
16-Sep-08 93.35
17-Sep-08 115.6
18-Sep-08 142.15
19-Sep-08 134.85
22-Sep-08 127.63
23-Sep-08 127.79
24-Sep-08 155.42
25-Sep-08 186.43
26-Sep-08 185.48
29-Sep-08 198.85
30-Sep-08 230.43
1-Oct-08 225.55
2-Oct-08 235.8
3-Oct-08 254.95
6-Oct-08 260.95
7-Oct-08 268.5
8-Oct-08 284.52
9-Oct-08 306.45
10-Oct-08 327
13-Oct-08 335
14-Oct-08 325.57
15-Oct-08 313.98
16-Oct-08 315.85
17-Oct-08 304.32
20-Oct-08 262.02
21-Oct-08 238.45
22-Oct-08 221.2
23-Oct-08 220.28
24-Oct-08 224.05
27-Oct-08 227.88
28-Oct-08 225.12
29-Oct-08 224.2
30-Oct-08 204.7
31-Oct-08 190.12
3-Nov-08 165.75
4-Nov-08 155.75
5-Nov-08 143.02
6-Nov-08 121
7-Nov-08 107.25
10-Nov-08 107.03
11-Nov-08 103.45
12-Nov-08 102.32
13-Nov-08 99.45
14-Nov-08 93.5
17-Nov-08 95.63
18-Nov-08 95
19-Nov-08 98.48
20-Nov-08 94.32
21-Nov-08 96.4
24-Nov-08 95.57
25-Nov-08 98.07
26-Nov-08 95.38
27-Nov-08 147.95
28-Nov-08 147.03
1-Dec-08 152.04
2-Dec-08 150.07
3-Dec-08 151.25
4-Dec-08 152.58
5-Dec-08 158.6
8-Dec-08 156.45
9-Dec-08 139.25
10-Dec-08 123.67
11-Dec-08 98.25
12-Dec-08 80.15
15-Dec-08 69.73
16-Dec-08 58.82
17-Dec-08 43.03
18-Dec-08 32.15
19-Dec-08 28.97
22-Dec-08 28.98
23-Dec-08 28.58
24-Dec-08 28.38
25-Dec-08 ND
26-Dec-08 ND
29-Dec-08 27.83
30-Dec-08 29.45
31-Dec-08 28.33
1-Jan-09 ND
2-Jan-09 24.5
5-Jan-09 25.58
6-Jan-09 24.76
7-Jan-09 24.32
8-Jan-09 21.87
9-Jan-09 20.38
12-Jan-09 18.45
13-Jan-09 18.01
14-Jan-09 17.37
15-Jan-09 16.87
16-Jan-09 16.89
19-Jan-09 17.7
20-Jan-09 17.25
21-Jan-09 16.83
22-Jan-09 19.04
23-Jan-09 19.38
26-Jan-09 18.07
27-Jan-09 18.32
28-Jan-09 18.44
29-Jan-09 19.85
30-Jan-09 22.19
2-Feb-09 19.65
3-Feb-09 23.45
4-Feb-09 22.65
5-Feb-09 22.5
6-Feb-09 22.32
9-Feb-09 22.14
10-Feb-09 21.44
11-Feb-09 21.75
12-Feb-09 20
13-Feb-09 20.52
16-Feb-09 22.3
17-Feb-09 21.63
18-Feb-09 23.45
19-Feb-09 24.51
20-Feb-09 24.95
23-Feb-09 25.68
24-Feb-09 24.94
25-Feb-09 25.88
26-Feb-09 27.94
27-Feb-09 25.73
2-Mar-09 25.5
3-Mar-09 27.85
4-Mar-09 27.56
5-Mar-09 30.31
6-Mar-09 30.78
9-Mar-09 31.44
10-Mar-09 31.39
11-Mar-09 30.94
12-Mar-09 30.83
13-Mar-09 31.56
16-Mar-09 34.16
17-Mar-09 34.28
18-Mar-09 32.1
19-Mar-09 31.66
20-Mar-09 30.44
23-Mar-09 30.14
24-Mar-09 28.34
25-Mar-09 28.6
26-Mar-09 28
27-Mar-09 29.76
30-Mar-09 29.88
31-Mar-09 29.51
1-Apr-09 30.45
2-Apr-09 28.19
3-Apr-09 28.36
6-Apr-09 28.46
7-Apr-09 27.69
8-Apr-09 27.25
9-Apr-09 26.23
10-Apr-09 ND
13-Apr-09 ND
14-Apr-09 27.2
15-Apr-09 26.76
16-Apr-09 26.29
17-Apr-09 26.85
20-Apr-09 25.2
21-Apr-09 25.33
22-Apr-09 26.3
23-Apr-09 24.4
24-Apr-09 24
27-Apr-09 23.95
28-Apr-09 24.25
29-Apr-09 23.81
30-Apr-09 23.07
1-May-09 23.04
4-May-09 ND
5-May-09 19.57
6-May-09 19.45
7-May-09 18.59
8-May-09 17
11-May-09 15.9
12-May-09 16.58
13-May-09 16.19
14-May-09 15.35
15-May-09 12.96
18-May-09 12.83
19-May-09 10.94
20-May-09 11.11
21-May-09 11.82
22-May-09 9.76
25-May-09 ND
26-May-09 12.63
27-May-09 12.12
28-May-09 12.45
29-May-09 13.22
1-Jun-09 13.5
2-Jun-09 12.95
3-Jun-09 12.67
4-Jun-09 12
5-Jun-09 11.06
8-Jun-09 10.21
9-Jun-09 10.07
10-Jun-09 10.81
11-Jun-09 10.54
12-Jun-09 11.81
15-Jun-09 12.08
16-Jun-09 11.96
17-Jun-09 11.21
18-Jun-09 9.8
19-Jun-09 8.79
22-Jun-09 8.9
23-Jun-09 9.03
24-Jun-09 9.02
25-Jun-09 8.65
26-Jun-09 10.45
29-Jun-09 10.38
30-Jun-09 10.32
1-Jul-09 10.13
2-Jul-09 9.44
3-Jul-09 ND
6-Jul-09 10.59
7-Jul-09 11.39
8-Jul-09 10.75
9-Jul-09 10.83
10-Jul-09 10.45
13-Jul-09 10.41
14-Jul-09 10.55
15-Jul-09 10.35
16-Jul-09 10.68
17-Jul-09 10.62
20-Jul-09 10.88
21-Jul-09 10.75
22-Jul-09 10.25
23-Jul-09 10.9
24-Jul-09 10.3
27-Jul-09 10.55
28-Jul-09 10.2
29-Jul-09 10
30-Jul-09 9.26
31-Jul-09 8.99
3-Aug-09 8.71
4-Aug-09 8.76
5-Aug-09 8.76
6-Aug-09 8.96
7-Aug-09 8.76
10-Aug-09 8.5
11-Aug-09 8.95
12-Aug-09 10.01
13-Aug-09 9.63
14-Aug-09 10.45
17-Aug-09 11.57
18-Aug-09 10.25
19-Aug-09 9.87
20-Aug-09 10.05
21-Aug-09 10.06
24-Aug-09 9.44
25-Aug-09 8.43
26-Aug-09 8.76
27-Aug-09 8.77
28-Aug-09 8.42
31-Aug-09 ND
1-Sep-09 8.33
2-Sep-09 8.44
3-Sep-09 8.91
4-Sep-09 8.58
7-Sep-09 7.73
8-Sep-09 8.44
9-Sep-09 8.19
10-Sep-09 8.38
11-Sep-09 8.44
14-Sep-09 8.83
15-Sep-09 7.65
16-Sep-09 7.08
17-Sep-09 7.62
18-Sep-09 7.33
21-Sep-09 6.78
22-Sep-09 8.12
23-Sep-09 7.33
24-Sep-09 7.83
25-Sep-09 8.32
28-Sep-09 8.12
29-Sep-09 9.62
30-Sep-09 9.56
1-Oct-09 9.56
2-Oct-09 10.44
5-Oct-09 11.14
6-Oct-09 9.94
7-Oct-09 9.64
8-Oct-09 10.24
9-Oct-09 10.5
12-Oct-09 9.64
13-Oct-09 10
14-Oct-09 10.1
15-Oct-09 10.1
16-Oct-09 10
19-Oct-09 9.7
20-Oct-09 8.7
21-Oct-09 9.33
22-Oct-09 9.57
23-Oct-09 10.07
26-Oct-09 9.98
27-Oct-09 9.65
28-Oct-09 10.19
29-Oct-09 10.85
30-Oct-09 10.75
2-Nov-09 9.82
3-Nov-09 10.56
4-Nov-09 10.46
5-Nov-09 10.66
6-Nov-09 10.46
9-Nov-09 10.41
10-Nov-09 10.47
11-Nov-09 10.43
12-Nov-09 10.43
13-Nov-09 10.1
16-Nov-09 10.25
17-Nov-09 10.69
18-Nov-09 10.71
19-Nov-09 10.91
20-Nov-09 11.69
23-Nov-09 11.44
24-Nov-09 11.24
25-Nov-09 11.16
26-Nov-09 10.86
27-Nov-09 11.28
30-Nov-09 11.28
1-Dec-09 10.27
2-Dec-09 10.99
3-Dec-09 10.62
4-Dec-09 10.22
7-Dec-09 10.07
8-Dec-09 10.12
9-Dec-09 11.31
10-Dec-09 10.41
11-Dec-09 9.96
14-Dec-09 9.3
15-Dec-09 8.75
16-Dec-09 7.7
17-Dec-09 9.11
18-Dec-09 9.24
21-Dec-09 8.69
22-Dec-09 9.64
23-Dec-09 8.63
24-Dec-09 8.53
25-Dec-09 ND
28-Dec-09 ND
29-Dec-09 8.49
30-Dec-09 8.94
31-Dec-09 ND

Source: Bloomberg.

Net Flows to Prime Money Market Funds

Billions of dollars

Date Billions of dollars, daily
4-Sep-08 -2.4
5-Sep-08 0.07
8-Sep-08 6.91
9-Sep-08 -4.22
10-Sep-08 -1.93
11-Sep-08 -9.81
12-Sep-08 -49.99
15-Sep-08 -30.96
16-Sep-08 -101.65
17-Sep-08 -92.05
18-Sep-08 -33.59
19-Sep-08 -12.49
22-Sep-08 -9.15
23-Sep-08 -6.42

Source: iMoneyNet and FRB staff adjustments.

Cost of Short-term Borrowing

5-day moving average

Day Basis points, 5-day moving average
1-Jan-07 ND
2-Jan-07 ND
3-Jan-07 ND
4-Jan-07 ND
5-Jan-07 ND
8-Jan-07 11.4
9-Jan-07 9.8
10-Jan-07 10
11-Jan-07 10
12-Jan-07 9.8
15-Jan-07 ND
16-Jan-07 ND
17-Jan-07 ND
18-Jan-07 ND
19-Jan-07 ND
22-Jan-07 ND
23-Jan-07 ND
24-Jan-07 ND
25-Jan-07 ND
26-Jan-07 13.6
29-Jan-07 12.8
30-Jan-07 12.4
31-Jan-07 12
1-Feb-07 12.6
2-Feb-07 13
5-Feb-07 13.8
6-Feb-07 13.8
7-Feb-07 13
8-Feb-07 12.2
9-Feb-07 11
12-Feb-07 10.6
13-Feb-07 10.2
14-Feb-07 9.6
15-Feb-07 8.8
16-Feb-07 9.6
19-Feb-07 ND
20-Feb-07 ND
21-Feb-07 ND
22-Feb-07 ND
23-Feb-07 ND
26-Feb-07 13
27-Feb-07 12.2
28-Feb-07 12.2
1-Mar-07 12.2
2-Mar-07 12
5-Mar-07 12.4
6-Mar-07 12.6
7-Mar-07 11.6
8-Mar-07 10.8
9-Mar-07 10.8
12-Mar-07 9.6
13-Mar-07 9.2
14-Mar-07 10.4
15-Mar-07 11.2
16-Mar-07 11.4
19-Mar-07 12.6
20-Mar-07 13.2
21-Mar-07 13
22-Mar-07 12
23-Mar-07 12
26-Mar-07 11.2
27-Mar-07 10.8
28-Mar-07 10.8
29-Mar-07 11.2
30-Mar-07 11.4
2-Apr-07 11.6
3-Apr-07 11.4
4-Apr-07 11.8
5-Apr-07 11.8
6-Apr-07 ND
9-Apr-07 ND
10-Apr-07 ND
11-Apr-07 ND
12-Apr-07 ND
13-Apr-07 11.2
16-Apr-07 12.6
17-Apr-07 12.4
18-Apr-07 13
19-Apr-07 13.4
20-Apr-07 13.4
23-Apr-07 12.4
24-Apr-07 11.6
25-Apr-07 10.8
26-Apr-07 10
27-Apr-07 10.4
30-Apr-07 ND
1-May-07 ND
2-May-07 ND
3-May-07 ND
4-May-07 ND
7-May-07 11.8
8-May-07 12.4
9-May-07 12.2
10-May-07 13.4
11-May-07 12.6
14-May-07 12.8
15-May-07 11.8
16-May-07 12.6
17-May-07 11
18-May-07 11.6
21-May-07 11.4
22-May-07 11
23-May-07 10.6
24-May-07 11.2
25-May-07 10.2
28-May-07 ND
29-May-07 ND
30-May-07 ND
31-May-07 ND
1-Jun-07 ND
4-Jun-07 12
5-Jun-07 11.4
6-Jun-07 12.2
7-Jun-07 12.4
8-Jun-07 12.4
11-Jun-07 ND
12-Jun-07 ND
13-Jun-07 ND
14-Jun-07 ND
15-Jun-07 ND
18-Jun-07 9
19-Jun-07 8.6
20-Jun-07 9.2
21-Jun-07 11
22-Jun-07 11.2
25-Jun-07 12
26-Jun-07 12
27-Jun-07 13
28-Jun-07 12.6
29-Jun-07 13.2
2-Jul-07 13.4
3-Jul-07 14
4-Jul-07 ND
5-Jul-07 ND
6-Jul-07 ND
9-Jul-07 ND
10-Jul-07 ND
11-Jul-07 11.8
12-Jul-07 11.6
13-Jul-07 10.8
16-Jul-07 11.6
17-Jul-07 12
18-Jul-07 11.6
19-Jul-07 11.4
20-Jul-07 11.4
23-Jul-07 11.8
24-Jul-07 12
25-Jul-07 11.6
26-Jul-07 11.6
27-Jul-07 10.8
30-Jul-07 10.4
31-Jul-07 11
1-Aug-07 12
2-Aug-07 12.6
3-Aug-07 14.6
6-Aug-07 16.2
7-Aug-07 17.6
8-Aug-07 19.6
9-Aug-07 24.8
10-Aug-07 32.8
13-Aug-07 41.4
14-Aug-07 49
15-Aug-07 57.4
16-Aug-07 63
17-Aug-07 67.8
20-Aug-07 72.4
21-Aug-07 77.2
22-Aug-07 81.2
23-Aug-07 83.4
24-Aug-07 82
27-Aug-07 81.2
28-Aug-07 80
29-Aug-07 80
30-Aug-07 82
31-Aug-07 81.4
3-Sep-07 ND
4-Sep-07 ND
5-Sep-07 ND
6-Sep-07 ND
7-Sep-07 ND
10-Sep-07 89.2
11-Sep-07 89.2
12-Sep-07 89.8
13-Sep-07 91
14-Sep-07 89.6
17-Sep-07 86.2
18-Sep-07 81.4
19-Sep-07 73.4
20-Sep-07 66.2
21-Sep-07 62.8
24-Sep-07 60.2
25-Sep-07 57
26-Sep-07 59.2
27-Sep-07 60
28-Sep-07 60.6
1-Oct-07 58.4
2-Oct-07 60.6
3-Oct-07 59.2
4-Oct-07 59.8
5-Oct-07 59
8-Oct-07 ND
9-Oct-07 ND
10-Oct-07 ND
11-Oct-07 ND
12-Oct-07 ND
15-Oct-07 53.4
16-Oct-07 54
17-Oct-07 51.8
18-Oct-07 50.2
19-Oct-07 48.2
22-Oct-07 47
23-Oct-07 44.8
24-Oct-07 43.2
25-Oct-07 42
26-Oct-07 41.6
29-Oct-07 41.6
30-Oct-07 42.6
31-Oct-07 45
1-Nov-07 42.6
2-Nov-07 41.8
5-Nov-07 40
6-Nov-07 38
7-Nov-07 36.2
8-Nov-07 38
9-Nov-07 38.2
12-Nov-07 ND
13-Nov-07 ND
14-Nov-07 ND
15-Nov-07 ND
16-Nov-07 ND
19-Nov-07 42.6
20-Nov-07 44
21-Nov-07 46.8
22-Nov-07 ND
23-Nov-07 ND
26-Nov-07 ND
27-Nov-07 ND
28-Nov-07 ND
29-Nov-07 67.4
30-Nov-07 68.4
3-Dec-07 74.6
4-Dec-07 83.8
5-Dec-07 93.2
6-Dec-07 97.8
7-Dec-07 106.8
10-Dec-07 110
11-Dec-07 109.6
12-Dec-07 112.6
13-Dec-07 120.2
14-Dec-07 123
17-Dec-07 127.6
18-Dec-07 136.8
19-Dec-07 139.2
20-Dec-07 139.6
21-Dec-07 141
24-Dec-07 143.8
25-Dec-07 ND
26-Dec-07 ND
27-Dec-07 ND
28-Dec-07 ND
31-Dec-07 ND
1-Jan-08 ND
2-Jan-08 ND
3-Jan-08 ND
4-Jan-08 ND
7-Jan-08 ND
8-Jan-08 56.2
9-Jan-08 57
10-Jan-08 56.2
11-Jan-08 54
14-Jan-08 53.6
15-Jan-08 48.8
16-Jan-08 53.4
17-Jan-08 54.2
18-Jan-08 61.4
21-Jan-08 ND
22-Jan-08 ND
23-Jan-08 ND
24-Jan-08 ND
25-Jan-08 ND
28-Jan-08 53.2
29-Jan-08 49.6
30-Jan-08 49.8
31-Jan-08 46.8
1-Feb-08 47.4
4-Feb-08 47.4
5-Feb-08 47.2
6-Feb-08 45.2
7-Feb-08 47.8
8-Feb-08 47.6
11-Feb-08 47.8
12-Feb-08 50.2
13-Feb-08 49.4
14-Feb-08 48.4
15-Feb-08 50
18-Feb-08 ND
19-Feb-08 ND
20-Feb-08 ND
21-Feb-08 ND
22-Feb-08 ND
25-Feb-08 54.2
26-Feb-08 57
27-Feb-08 61.2
28-Feb-08 59.6
29-Feb-08 63.6
3-Mar-08 68.2
4-Mar-08 69.6
5-Mar-08 69.8
6-Mar-08 73
7-Mar-08 73.2
10-Mar-08 72.6
11-Mar-08 72.8
12-Mar-08 74
13-Mar-08 78.4
14-Mar-08 78.2
17-Mar-08 79
18-Mar-08 84.6
19-Mar-08 82.8
20-Mar-08 80
21-Mar-08 ND
24-Mar-08 ND
25-Mar-08 ND
26-Mar-08 ND
27-Mar-08 ND
28-Mar-08 94
31-Mar-08 98
1-Apr-08 102.6
2-Apr-08 106
3-Apr-08 102
4-Apr-08 102.2
7-Apr-08 100.4
8-Apr-08 96.8
9-Apr-08 94.6
10-Apr-08 92
11-Apr-08 90.4
14-Apr-08 90
15-Apr-08 90.4
16-Apr-08 92.6
17-Apr-08 95
18-Apr-08 94.6
21-Apr-08 95
22-Apr-08 100
23-Apr-08 101.8
24-Apr-08 104.6
25-Apr-08 101.8
28-Apr-08 102.8
29-Apr-08 101.2
30-Apr-08 99.4
1-May-08 96.4
2-May-08 99.4
5-May-08 98.4
6-May-08 98
7-May-08 95.6
8-May-08 96
9-May-08 95
12-May-08 94
13-May-08 91
14-May-08 90
15-May-08 87.8
16-May-08 86
19-May-08 85.4
20-May-08 83.2
21-May-08 80.2
22-May-08 80.2
23-May-08 78.6
26-May-08 ND
27-May-08 ND
28-May-08 ND
29-May-08 ND
30-May-08 ND
2-Jun-08 72.4
3-Jun-08 74
4-Jun-08 75.4
5-Jun-08 73.6
6-Jun-08 74
9-Jun-08 75.4
10-Jun-08 74.4
11-Jun-08 73.6
12-Jun-08 72.4
13-Jun-08 73.8
16-Jun-08 71.4
17-Jun-08 69.8
18-Jun-08 69.8
19-Jun-08 72.2
20-Jun-08 70.4
23-Jun-08 72
24-Jun-08 75
25-Jun-08 75.8
26-Jun-08 76.8
27-Jun-08 77.8
30-Jun-08 76
1-Jul-08 74.6
2-Jul-08 75.4
3-Jul-08 ND
4-Jul-08 ND
7-Jul-08 ND
8-Jul-08 ND
9-Jul-08 ND
10-Jul-08 ND
11-Jul-08 71.6
14-Jul-08 71.8
15-Jul-08 72.8
16-Jul-08 71
17-Jul-08 74.8
18-Jul-08 74.4
21-Jul-08 75
22-Jul-08 77
23-Jul-08 80.8
24-Jul-08 80.6
25-Jul-08 82.8
28-Jul-08 85.6
29-Jul-08 86
30-Jul-08 86.2
31-Jul-08 86.4
1-Aug-08 86
4-Aug-08 84.4
5-Aug-08 83.4
6-Aug-08 83
7-Aug-08 82
8-Aug-08 81.4
11-Aug-08 81.2
12-Aug-08 83.2
13-Aug-08 83.8
14-Aug-08 84.2
15-Aug-08 84
18-Aug-08 82.8
19-Aug-08 82.2
20-Aug-08 82.4
21-Aug-08 82.2
22-Aug-08 82.8
25-Aug-08 83.6
26-Aug-08 85
27-Aug-08 83.8
28-Aug-08 85.6
29-Aug-08 87
1-Sep-08 ND
2-Sep-08 ND
3-Sep-08 ND
4-Sep-08 ND
5-Sep-08 ND
8-Sep-08 87.4
9-Sep-08 84.6
10-Sep-08 84.8
11-Sep-08 85.8
12-Sep-08 86
15-Sep-08 85.2
16-Sep-08 95.8
17-Sep-08 134.6
18-Sep-08 189.2
19-Sep-08 228.4
22-Sep-08 ND
23-Sep-08 ND
24-Sep-08 ND
25-Sep-08 ND
26-Sep-08 ND
29-Sep-08 363.8
30-Sep-08 375.6
1-Oct-08 362.2
2-Oct-08 349.4
3-Oct-08 341.4
6-Oct-08 340.8
7-Oct-08 354.2
8-Oct-08 364
9-Oct-08 397.2
10-Oct-08 422.8
13-Oct-08 ND
14-Oct-08 ND
15-Oct-08 ND
16-Oct-08 ND
17-Oct-08 ND
20-Oct-08 436.2
21-Oct-08 437.6
22-Oct-08 441.6
23-Oct-08 441.4
24-Oct-08 439.8
27-Oct-08 443.2
28-Oct-08 445.2
29-Oct-08 447
30-Oct-08 451.8
31-Oct-08 457.8
3-Nov-08 459.8
4-Nov-08 452.4
5-Nov-08 435
6-Nov-08 424.6
7-Nov-08 422.8
10-Nov-08 426
11-Nov-08 ND
12-Nov-08 ND
13-Nov-08 ND
14-Nov-08 ND
17-Nov-08 ND
18-Nov-08 439.8
19-Nov-08 447
20-Nov-08 442.2
21-Nov-08 433.4
24-Nov-08 442.2
25-Nov-08 434.6
26-Nov-08 441.4
27-Nov-08 ND
28-Nov-08 ND
1-Dec-08 ND
2-Dec-08 ND
3-Dec-08 ND
4-Dec-08 498.8
5-Dec-08 465
8-Dec-08 459
9-Dec-08 467.4
10-Dec-08 ND
11-Dec-08 ND
12-Dec-08 ND
15-Dec-08 ND
16-Dec-08 ND
17-Dec-08 ND
18-Dec-08 ND
19-Dec-08 ND
22-Dec-08 494.6
23-Dec-08 500.4
24-Dec-08 ND
25-Dec-08 ND
26-Dec-08 ND
29-Dec-08 ND
30-Dec-08 ND
31-Dec-08 ND
1-Jan-09 ND
2-Jan-09 ND
5-Jan-09 ND
6-Jan-09 ND
7-Jan-09 ND
8-Jan-09 238.2
9-Jan-09 250.6
12-Jan-09 242.2
13-Jan-09 239.4
14-Jan-09 228.2
15-Jan-09 220.4
16-Jan-09 206.6
19-Jan-09 ND
20-Jan-09 ND
21-Jan-09 ND
22-Jan-09 ND
23-Jan-09 ND
26-Jan-09 167.8
27-Jan-09 169.2
28-Jan-09 185.4
29-Jan-09 171
30-Jan-09 170.4
2-Feb-09 166.6
3-Feb-09 172.6
4-Feb-09 161.2
5-Feb-09 173.6
6-Feb-09 168
9-Feb-09 164
10-Feb-09 155
11-Feb-09 153.8
12-Feb-09 143.4
13-Feb-09 139.8
16-Feb-09 ND
17-Feb-09 ND
18-Feb-09 ND
19-Feb-09 ND
20-Feb-09 ND
23-Feb-09 104.6
24-Feb-09 102
25-Feb-09 103
26-Feb-09 108.2
27-Feb-09 111.4
2-Mar-09 117
3-Mar-09 121.2
4-Mar-09 117.4
5-Mar-09 111.4
6-Mar-09 104.8
9-Mar-09 104.6
10-Mar-09 ND
11-Mar-09 ND
12-Mar-09 ND
13-Mar-09 ND
16-Mar-09 ND
17-Mar-09 84.8
18-Mar-09 78
19-Mar-09 82.4
20-Mar-09 83.2
23-Mar-09 88.8
24-Mar-09 93
25-Mar-09 98.8
26-Mar-09 95.8
27-Mar-09 95.4
30-Mar-09 87.4
31-Mar-09 87.4
1-Apr-09 87
2-Apr-09 97.8
3-Apr-09 92.8
6-Apr-09 89.4
7-Apr-09 84.2
8-Apr-09 75
9-Apr-09 59.4
10-Apr-09 ND
13-Apr-09 ND
14-Apr-09 ND
15-Apr-09 ND
16-Apr-09 ND
17-Apr-09 68.6
20-Apr-09 65.6
21-Apr-09 67.6
22-Apr-09 61.6
23-Apr-09 61.2
24-Apr-09 65.2
27-Apr-09 69.4
28-Apr-09 65.8
29-Apr-09 65.6
30-Apr-09 61.4
1-May-09 58.6
4-May-09 54
5-May-09 50.4
6-May-09 50.8
7-May-09 53.6
8-May-09 57
11-May-09 57.4
12-May-09 59.2
13-May-09 53.2
14-May-09 48.4
15-May-09 44.2
18-May-09 42.8
19-May-09 42.6
20-May-09 43.2
21-May-09 43.6
22-May-09 42.8
25-May-09 ND
26-May-09 ND
27-May-09 ND
28-May-09 ND
29-May-09 ND
1-Jun-09 46.6
2-Jun-09 50.2
3-Jun-09 50.4
4-Jun-09 50.2
5-Jun-09 51.4
8-Jun-09 46.8
9-Jun-09 44.8
10-Jun-09 45.4
11-Jun-09 48.2
12-Jun-09 42.4
15-Jun-09 43.6
16-Jun-09 48.6
17-Jun-09 47.4
18-Jun-09 43
19-Jun-09 43.4
22-Jun-09 46
23-Jun-09 39
24-Jun-09 41.6
25-Jun-09 46
26-Jun-09 44.6
29-Jun-09 41
30-Jun-09 41.8
1-Jul-09 41.4
2-Jul-09 39.2
3-Jul-09 ND
6-Jul-09 ND
7-Jul-09 ND
8-Jul-09 ND
9-Jul-09 ND
10-Jul-09 44.4
13-Jul-09 45.2
14-Jul-09 42.6
15-Jul-09 41.8
16-Jul-09 36
17-Jul-09 35.2
20-Jul-09 36.2
21-Jul-09 33
22-Jul-09 30.6
23-Jul-09 29.4
24-Jul-09 30.4
27-Jul-09 30.6
28-Jul-09 28.4
29-Jul-09 27.8
30-Jul-09 26.2
31-Jul-09 25
3-Aug-09 25
4-Aug-09 29.6
5-Aug-09 29.6
6-Aug-09 34
7-Aug-09 32
10-Aug-09 29
11-Aug-09 25.2
12-Aug-09 26
13-Aug-09 23.4
14-Aug-09 24.8
17-Aug-09 24.6
18-Aug-09 25.6
19-Aug-09 22.6
20-Aug-09 20
21-Aug-09 19.4
24-Aug-09 19
25-Aug-09 17.6
26-Aug-09 19.8
27-Aug-09 20.8
28-Aug-09 19
31-Aug-09 19.4
1-Sep-09 19.2
2-Sep-09 20.6
3-Sep-09 20.4
4-Sep-09 22.4
7-Sep-09 ND
8-Sep-09 ND
9-Sep-09 ND
10-Sep-09 ND
11-Sep-09 ND
14-Sep-09 23.2
15-Sep-09 23
16-Sep-09 ND
17-Sep-09 ND
18-Sep-09 ND
21-Sep-09 ND
22-Sep-09 ND
23-Sep-09 18.4
24-Sep-09 18
25-Sep-09 18.2
28-Sep-09 18.6
29-Sep-09 16
30-Sep-09 17.4
1-Oct-09 17.2
2-Oct-09 18.6
5-Oct-09 19.6
6-Oct-09 20.8
7-Oct-09 20.2
8-Oct-09 18.4
9-Oct-09 19.2
12-Oct-09 ND
13-Oct-09 ND
14-Oct-09 ND
15-Oct-09 ND
16-Oct-09 ND
19-Oct-09 22.6
20-Oct-09 22.4
21-Oct-09 21.6
22-Oct-09 20
23-Oct-09 18.8
26-Oct-09 17.4
27-Oct-09 18.2
28-Oct-09 18.6
29-Oct-09 18
30-Oct-09 19
2-Nov-09 19
3-Nov-09 18.4
4-Nov-09 18.2
5-Nov-09 17.8
6-Nov-09 18
9-Nov-09 18.4
10-Nov-09 16.6
11-Nov-09 ND
12-Nov-09 ND
13-Nov-09 ND
16-Nov-09 ND
17-Nov-09 ND
18-Nov-09 17
19-Nov-09 18.6
20-Nov-09 18
23-Nov-09 17.4
24-Nov-09 16.2
25-Nov-09 14
26-Nov-09 ND
27-Nov-09 ND
30-Nov-09 ND
1-Dec-09 ND
2-Dec-09 ND
3-Dec-09 ND
4-Dec-09 15
7-Dec-09 14.4
8-Dec-09 14
9-Dec-09 13.2
10-Dec-09 16
11-Dec-09 15.6
14-Dec-09 15.8
15-Dec-09 16
16-Dec-09 18.8
17-Dec-09 16.6
18-Dec-09 17.4
21-Dec-09 17.2

Note: Spread between the A2/P2 nonfinancial rate and the AA nonfinancial rate.

Source: Depository Trust & Clearing Corporation.

S&P 500 Composite Index

Date Index, Peak=100
Aug-29 100
Sep-29 94.67
Oct-29 77.02
Nov-29 67.01
Dec-29 68.58
Jan-30 72.44
Feb-30 73.97
Ma-30 79.12
Apr-30 77.85
May-30 76.67
Jun-30 64.5
Jul-30 66.84
Aug-30 67.28
Sep-30 58.71
Oct-30 53.62
Nov-30 52.3
Dec-30 48.22
Jan-31 50.97
Feb-31 56.33
Ma-31 52.14
Apr-31 47.18
May-31 40.45
Jun-31 46.11
Jul-31 42.5
Aug-31 42.59
Sep-31 30.18
Oct-31 32.36
Nov-31 28.78
Dec-31 24.57
Jan-32 24.03
Feb-32 25.11
Ma-32 21.95
Apr-32 17.34
May-32 13.16
Jun-32 13.1
Jul-32 18.24
Aug-32 25.46
Sep-32 24.6
Oct-32 21.05
Nov-32 19.82
Dec-32 20.87
Jan-33 21.14
Feb-33 17.21
Ma-33 17.8
Apr-33 25.18
May-33 29.48
Jun-33 33.47
Jul-33 30.62
Aug-33 34.33
Sep-33 30.18
Oct-33 27.43
Nov-33 30.25
Dec-33 31.03
Jan-34 34.54
Feb-34 33.25
Ma-34 33.34
Apr-34 32.43
May-34 29.75
Jun-34 30.37
Jul-34 26.67
Aug-34 28.06
Sep-34 27.97
Oct-34 27.02
Nov-34 29.23
Dec-34 29.12
Jan-35 27.84
Feb-35 26.67
Ma-35 25.71
Apr-35 28.15
May-35 29.07
Jun-35 31.01
Jul-35 33.57
Aug-35 34.32
Sep-35 35.11
Oct-35 37.6
Nov-35 39.33
Dec-35 40.78
Jan-36 43.63
Feb-36 44.49
Ma-36 45.5
Apr-36 41.92
May-36 43.88
Jun-36 45.19
Jul-36 48.46
Aug-36 48.89
Sep-36 48.97
Oct-36 52.66
Nov-36 52.64
Dec-36 52.25
Jan-37 54.13
Feb-37 54.98
Ma-37 54.66
Apr-37 50.21
May-37 49.63
Jun-37 46.74
Jul-37 51.31
Aug-37 48.43
Sep-37 41.46
Oct-37 37.14
Nov-37 33.4
Dec-37 31.63
Oct-07 100
Nov-07 95.05
Dec-07 96.08
Jan-08 89.55
Feb-08 88
Ma-08 85.53
Apr-08 89.01
May-08 91.14
Jun-08 87.11
Jul-08 81.66
Aug-08 83.23
Sep-08 79.04
Oct-08 62.92
Nov-08 57.35
Dec-08 57
Jan-09 56.22
Feb-09 52.3
Ma-09 49.18
Apr-09 55.09
May-09 58.61
Jun-09 60.15
Jul-09 60.78
Aug-09 65.58
Sep-09 67.84
Oct-09 69.34
Nov-09 70.67
Dec-09 72.12
Jan-10 72.98
Feb-10 70.74
Ma-10 74.82
Apr-10 77.77
May-10 73.07
Jun-10 70.36
Jul-10 70.13
Aug-10 70.62
Sep-10 72.88
Oct-10 76.09
Nov-10 77.87
Dec-10 80.64
Jan-11 83.31
Feb-11 85.81
Ma-11 84.73
Apr-11 86.48
May-11 86.92
Jun-11 83.61
Jul-11 86.07
Aug-11 76.98
Sep-11 76.24
Oct-11 78.41
Nov-11 79.65
Dec-11 80.75
Jan-12 84.47
Feb-12 87.84
Ma-12 90.23

Industrial Production

Date Peak=100
Jul-29 100
Aug-29 98.98
Sep-29 98.31
Oct-29 96.61
Nov-29 91.86
Dec-29 87.8
Jan-30 87.8
Feb-30 87.46
Ma-30 86.1
Apr-30 85.42
May-30 84.07
Jun-30 81.69
Jul-30 77.97
Aug-30 76.27
Sep-30 74.92
Oct-30 72.88
Nov-30 71.19
Dec-30 69.49
Jan-31 69.15
Feb-31 69.49
Ma-31 70.85
Apr-31 71.19
May-31 70.17
Jun-31 68.47
Jul-31 67.46
Aug-31 65.08
Sep-31 62.03
Oct-31 59.66
Nov-31 58.98
Dec-31 58.64
Jan-32 56.95
Feb-32 55.59
Ma-32 54.92
Apr-32 51.19
May-32 49.49
Jun-32 47.8
Jul-32 46.44
Aug-32 47.8
Sep-32 50.85
Oct-32 52.54
Nov-32 52.54
Dec-32 51.53
Jan-33 50.51
Feb-33 50.85
Ma-33 47.8
Apr-33 51.19
May-33 59.66
Jun-33 68.81
Jul-33 75.25
Aug-33 72.2
Sep-33 68.14
Oct-33 64.75
Nov-33 61.02
Dec-33 61.36
Jan-34 63.39
Feb-34 66.44
Ma-34 69.49
Apr-34 69.49
May-34 70.85
Jun-34 69.49
Jul-34 64.75
Aug-34 64.07
Sep-34 60.34
Oct-34 63.05
Nov-34 63.73
Dec-34 67.8
Jan-35 73.22
Feb-35 74.58
Ma-35 74.24
Apr-35 72.88
May-35 72.88
Jun-35 73.9
Jul-35 73.9
Aug-35 76.61
Sep-35 78.64
Oct-35 81.02
Nov-35 82.71
Dec-35 83.73
Jan-36 82.37
Feb-36 80.34
Ma-36 81.36
Apr-36 86.44
May-36 88.14
Jun-36 89.83
Jul-36 91.53
Aug-36 92.88
Sep-36 94.58
Oct-36 95.93
Nov-36 98.64
Dec-36 101.69
Jan-37 101.36
Feb-37 102.71
Ma-37 105.08
Apr-37 105.08
May-37 105.42
Jun-37 104.07
Jul-37 104.75
Aug-37 104.07
Sep-07 100
Oct-07 99.45
Nov-07 99.93
Dec-07 100.04
Jan-08 99.74
Feb-08 99.58
Mar-08 99.23
Apr-08 98.45
May-08 97.95
Jun-08 97.68
Jul-08 97.21
Aug-08 95.56
Sep-08 91.62
Oct-08 92.37
Nov-08 91.24
Dec-08 88.75
Jan-09 86.77
Feb-09 86.27
Mar-09 84.84
Apr-09 84.12
May-09 83.23
Jun-09 82.88
Jul-09 83.68
Aug-09 84.55
Sep-09 85.08
Oct-09 85.26
Nov-09 85.56
Dec-09 85.96
Jan-10 86.8
Feb-10 87.16
Mar-10 87.72
Apr-10 88.08
May-10 89.46
Jun-10 89.61
Jul-10 90.24
Aug-10 90.43
Sep-10 90.8
Oct-10 90.46
Nov-10 90.73
Dec-10 91.75
Jan-11 91.83
Feb-11 91.65
Mar-11 92.41
Apr-11 91.99
May-11 92.29
Jun-11 92.42
Jul-11 93.28
Aug-11 93.53
Sep-11 93.72
Oct-11 94.2
Nov-11 94.24
Dec-11 95.06
Jan-12 95.51
Feb-12 95.54

Source: Federal Reserve Board.

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Last Update: January 27, 2017