Crisis and Response: An FDIC History, 2008–2013
Charts and Data Library
Part 1: Financial Crisis and Response
Chapter 2 - The Temporary Liquidity Guarantee Program: A Systemwide Systemic Risk Exception
| Figure 2.1 Interbank Lending Spreads During the Financial Crisis | ||
| Date | TED Spread | LIBOR-OIS 1-Month Spread |
|---|---|---|
| 2006-12-06 | 0.48 | 39056.52 |
| 2006-12-13 | 0.53 | 39063.47 |
| 2006-12-20 | 0.54 | 39070.46 |
| 2006-12-27 | 0.51 | 39077.49 |
| 2007-01-03 | 0.46 | 39084.54 |
| 2007-01-10 | 0.42 | 39091.58 |
| 2007-01-17 | 0.38 | 39098.62 |
| 2007-01-24 | 0.36 | 39105.64 |
| 2007-01-31 | 0.36 | 39112.64 |
| 2007-02-07 | 0.35 | 39119.65 |
| 2007-02-14 | 0.33 | 39126.67 |
| 2007-02-21 | 0.32 | 39133.68 |
| 2007-02-28 | 0.33 | 39140.67 |
| 2007-03-07 | 0.36 | 39147.64 |
| 2007-03-14 | 0.40 | 39154.60 |
| 2007-03-21 | 0.44 | 39161.56 |
| 2007-03-28 | 0.42 | 39168.58 |
| 2007-04-04 | 0.44 | 39175.56 |
| 2007-04-11 | 0.46 | 39182.54 |
| 2007-04-18 | 0.48 | 39189.52 |
| 2007-04-25 | 0.52 | 39196.48 |
| 2007-05-02 | 0.57 | 39203.43 |
| 2007-05-09 | 0.61 | 39210.39 |
| 2007-05-16 | 0.66 | 39217.34 |
| 2007-05-23 | 0.62 | 39224.38 |
| 2007-05-30 | 0.61 | 39231.39 |
| 2007-06-06 | 0.70 | 39238.30 |
| 2007-06-13 | 0.75 | 39245.25 |
| 2007-06-20 | 0.84 | 39252.16 |
| 2007-06-27 | 0.72 | 39259.28 |
| 2007-07-04 | 0.63 | 39266.37 |
| 2007-07-11 | 0.55 | 39273.45 |
| 2007-07-18 | 0.53 | 39280.47 |
| 2007-07-25 | 0.50 | 39287.50 |
| 2007-08-01 | 0.58 | 39294.42 |
| 2007-08-08 | 0.60 | 39301.40 |
| 2007-08-15 | 1.07 | 39307.93 |
| 2007-08-22 | 2.00 | 39314.00 |
| 2007-08-29 | 1.50 | 39321.50 |
| 2007-09-05 | 1.60 | 39328.40 |
| 2007-09-12 | 1.72 | 39335.28 |
| 2007-09-19 | 1.62 | 39342.38 |
| 2007-09-26 | 1.52 | 39349.48 |
| 2007-10-03 | 1.46 | 39356.54 |
| 2007-10-10 | 1.33 | 39363.67 |
| 2007-10-17 | 1.15 | 39370.85 |
| 2007-10-24 | 1.33 | 39377.67 |
| 2007-10-31 | 1.09 | 39384.91 |
| 2007-11-07 | 1.30 | 39391.70 |
| 2007-11-14 | 1.57 | 39398.43 |
| 2007-11-21 | 1.76 | 39405.24 |
| 2007-11-28 | 1.99 | 39412.01 |
| 2007-12-05 | 2.14 | 39418.86 |
| 2007-12-12 | 2.17 | 39425.83 |
| 2007-12-19 | 2.06 | 39432.94 |
| 2007-12-26 | 1.85 | 39440.15 |
| 2008-01-02 | 1.57 | 39447.43 |
| 2008-01-09 | 1.40 | 39454.60 |
| 2008-01-16 | 1.04 | 39461.96 |
| 2008-01-23 | 1.16 | 39468.84 |
| 2008-01-30 | 1.01 | 39475.99 |
| 2008-02-06 | 1.05 | 39482.95 |
| 2008-02-13 | 0.88 | 39490.12 |
| 2008-02-20 | 0.86 | 39497.14 |
| 2008-02-27 | 0.99 | 39504.01 |
| 2008-03-05 | 1.34 | 39510.66 |
| 2008-03-12 | 1.51 | 39517.49 |
| 2008-03-19 | 1.64 | 39524.36 |
| 2008-03-26 | 1.59 | 39531.41 |
| 2008-04-02 | 1.35 | 39538.65 |
| 2008-04-09 | 1.36 | 39545.64 |
| 2008-04-16 | 1.58 | 39552.42 |
| 2008-04-23 | 1.63 | 39559.37 |
| 2008-04-30 | 1.52 | 39566.48 |
| 2008-05-07 | 1.23 | 39573.77 |
| 2008-05-14 | 0.97 | 39581.03 |
| 2008-05-21 | 0.87 | 39588.13 |
| 2008-05-28 | 0.80 | 39595.20 |
| 2008-06-04 | 0.84 | 39602.16 |
| 2008-06-11 | 0.85 | 39609.15 |
| 2008-06-18 | 0.84 | 39616.16 |
| 2008-06-25 | 0.98 | 39623.02 |
| 2008-07-02 | 1.02 | 39629.98 |
| 2008-07-09 | 0.97 | 39637.03 |
| 2008-07-16 | 1.30 | 39643.70 |
| 2008-07-23 | 1.32 | 39650.68 |
| 2008-07-30 | 1.12 | 39657.88 |
| 2008-08-06 | 1.13 | 39664.87 |
| 2008-08-13 | 1.04 | 39671.96 |
| 2008-08-20 | 1.03 | 39678.97 |
| 2008-08-27 | 1.14 | 39685.86 |
| 2008-09-03 | 1.12 | 39692.88 |
| 2008-09-10 | 1.17 | 39699.83 |
| 2008-09-17 | 1.89 | 39706.11 |
| 2008-09-24 | 2.50 | 39712.50 |
| 2008-10-01 | 3.06 | 39718.94 |
| 2008-10-08 | 3.71 | 39725.29 |
| 2008-10-15 | 4.35 | 39731.65 |
| 2008-10-22 | 3.15 | 39739.85 |
| 2008-10-29 | 2.69 | 39747.31 |
| 2008-11-05 | 2.42 | 39754.58 |
| 2008-11-12 | 1.99 | 39762.01 |
| 2008-11-19 | 2.07 | 39768.93 |
| 2008-11-26 | 2.11 | 39775.89 |
| 2008-12-03 | 2.17 | 39782.83 |
| 2008-12-10 | 2.15 | 39789.85 |
| 2008-12-17 | 1.81 | 39797.19 |
| 2008-12-24 | 1.48 | 39804.52 |
| 2008-12-31 | 1.35 | 39811.65 |
| 2009-01-07 | 1.29 | 39818.71 |
| 2009-01-14 | 1.09 | 39825.91 |
| 2009-01-21 | 1.00 | 39833.00 |
| 2009-01-28 | 1.04 | 39839.96 |
| 2009-02-04 | 0.94 | 39847.06 |
| 2009-02-11 | 0.93 | 39854.07 |
| 2009-02-18 | 0.94 | 39861.06 |
| 2009-02-25 | 0.95 | 39868.05 |
| 2009-03-04 | 1.00 | 39875.00 |
| 2009-03-11 | 1.09 | 39881.91 |
| 2009-03-18 | 1.09 | 39888.91 |
| 2009-03-25 | 1.02 | 39895.98 |
| 2009-04-01 | 1.03 | 39902.97 |
| 2009-04-08 | 0.95 | 39910.05 |
| 2009-04-15 | 0.95 | 39917.05 |
| 2009-04-22 | 0.96 | 39924.04 |
| 2009-04-29 | 0.94 | 39931.06 |
| 2009-05-06 | 0.83 | 39938.17 |
| 2009-05-13 | 0.74 | 39945.26 |
| 2009-05-20 | 0.61 | 39952.39 |
| 2009-05-27 | 0.48 | 39959.52 |
| 2009-06-03 | 0.51 | 39966.49 |
| 2009-06-10 | 0.46 | 39973.54 |
| 2009-06-17 | 0.44 | 39980.56 |
| 2009-06-24 | 0.42 | 39987.58 |
| 2009-07-01 | 0.41 | 39994.59 |
| 2009-07-08 | 0.37 | 40001.63 |
| 2009-07-15 | 0.33 | 40008.67 |
| 2009-07-22 | 0.32 | 40015.68 |
| 2009-07-29 | 0.31 | 40022.69 |
| 2009-08-05 | 0.29 | 40029.71 |
| 2009-08-12 | 0.28 | 40036.72 |
| 2009-08-19 | 0.25 | 40043.75 |
| 2009-08-26 | 0.22 | 40050.78 |
| 2009-09-02 | 0.20 | 40057.80 |
| 2009-09-09 | 0.17 | 40064.83 |
| 2009-09-16 | 0.17 | 40071.83 |
| 2009-09-23 | 0.19 | 40078.81 |
| 2009-09-30 | 0.17 | 40085.83 |
| 2009-10-07 | 0.19 | 40092.81 |
| 2009-10-14 | 0.21 | 40099.79 |
| 2009-10-21 | 0.21 | 40106.79 |
| 2009-10-28 | 0.21 | 40113.79 |
| 2009-11-04 | 0.22 | 40120.78 |
| 2009-11-11 | 0.21 | 40127.79 |
| 2009-11-18 | 0.21 | 40134.79 |
| 2009-11-25 | 0.22 | 40141.78 |
| 2009-12-02 | 0.21 | 40148.79 |
| 2009-12-09 | 0.22 | 40155.78 |
| 2009-12-16 | 0.21 | 40162.79 |
| 2009-12-23 | 0.19 | 40169.81 |
| 2009-12-30 | 0.18 | 40176.82 |
| 2010-01-06 | 0.18 | 40183.82 |
| 2010-01-13 | 0.20 | 40190.80 |
| 2010-01-20 | 0.20 | 40197.80 |
| 2010-01-27 | 0.18 | 40204.82 |
| 2010-02-03 | 0.16 | 40211.84 |
| 2010-02-10 | 0.14 | 40218.86 |
| 2010-02-17 | 0.15 | 40225.85 |
| 2010-02-24 | 0.14 | 40232.86 |
| 2010-03-03 | 0.12 | 40239.88 |
| 2010-03-10 | 0.10 | 40246.90 |
| 2010-03-17 | 0.10 | 40253.90 |
| 2010-03-24 | 0.13 | 40260.87 |
| 2010-03-31 | 0.14 | 40267.86 |
| 2010-04-07 | 0.13 | 40274.87 |
| 2010-04-14 | 0.14 | 40281.86 |
| 2010-04-21 | 0.15 | 40288.85 |
| 2010-04-28 | 0.17 | 40295.83 |
| 2010-05-05 | 0.19 | 40302.81 |
| 2010-05-12 | 0.27 | 40309.73 |
| 2010-05-19 | 0.29 | 40316.71 |
| 2010-05-26 | 0.34 | 40323.66 |
| 2010-06-02 | 0.38 | 40330.62 |
| 2010-06-09 | 0.42 | 40337.58 |
| 2010-06-16 | 0.45 | 40344.55 |
| 2010-06-23 | 0.42 | 40351.58 |
| 2010-06-30 | 0.38 | 40358.62 |
| 2010-07-07 | 0.36 | 40365.64 |
| 2010-07-14 | 0.38 | 40372.62 |
| 2010-07-21 | 0.36 | 40379.64 |
| 2010-07-28 | 0.33 | 40386.67 |
| 2010-08-04 | 0.29 | 40393.71 |
| 2010-08-11 | 0.25 | 40400.75 |
| 2010-08-18 | 0.20 | 40407.80 |
| 2010-08-25 | 0.16 | 40414.84 |
| 2010-09-01 | 0.16 | 40421.84 |
| 2010-09-08 | 0.15 | 40428.85 |
| 2010-09-15 | 0.14 | 40435.86 |
| 2010-09-22 | 0.13 | 40442.87 |
| 2010-09-29 | 0.13 | 40449.87 |
| 2010-10-06 | 0.15 | 40456.85 |
| 2010-10-13 | 0.16 | 40463.84 |
| 2010-10-20 | 0.15 | 40470.85 |
| 2010-10-27 | 0.15 | 40477.85 |
| 2010-11-03 | 0.16 | 40484.84 |
| 2010-11-10 | 0.16 | 40491.84 |
| 2010-11-17 | 0.14 | 40498.86 |
| 2010-11-24 | 0.13 | 40505.87 |
| 2010-12-01 | 0.13 | 40512.87 |