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Federal Deposit
Insurance Corporation

Each depositor insured to at least $250,000 per insured bank

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



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