AMERIBOR Term-90D – 3M Treasury Spread
FIND, SAVE & TRACK INVESTMENTS WITH CBONDS WATCHLIST
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
With Cbonds Watchlist you can always stay updated on your investments to make conscious decisions!
The calculated indicator measures the spread between the AMERIBOR Term-90 Derived Interest Rate Index, which reflects the cost of 90-day unsecured wholesale funding for U.S. banks, and the yield to maturity of 3-month U.S. Treasury securities (UST 3M YTM). The indicator is updated on business days using data for the previous business day.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(230775, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| UST10-TIPS10 | 2.36 % | 02/10/2026 |
| AMERIBOR Term-90D – 3M Treasury Spread | 3.819 bps | 30/09/2026 |