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Money Market Based Spreads
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87 Date 95 Date Range 95 Source actual number average base-PPP is simply biggest industrial nations calculate PPP CD CD CD Q_ Central Bank commercial paper Corporate bonds cost of funds credit quality curve is positively Datastream Date Range Date Range 88 Date Range Mean demand and supply denominations determined by demand Deutsche Mark economic embedded options Eurocurrency Eurodollar Eurodollar market European Monetary System exchange rate mechanism Fed Funds Rate Federal Funds foreign exchange rate freely determined FX markets instruments only differ interbank issuer issues markets when necessary monetary policy Month LIBOR Moody's narrows or turns number of days overnight positively sloped PPP for future purchasing power parity Range Mean Min rate is freely sloped but narrows Standard & Poor's Std.Dev SttLDev supply and demand supply conditions swap spreads T-Note Treasury bills Treasury Notes Treasury securities typically prior U.S. Dollar U.S. government obligations U.S. yield curve yield curve inverts