Federal Reserve

The Federal Reserve system is composed of the 12 regional Reserve Banks and the Board of Governors in Washington, D.C. As the central banking system of the United States of America, it conducts monetary policy under the dual mandate of maximizing employment and maintaining stable prices.
http://www.federalreserve.gov

Commercial Paper Outstanding Report

Last Updated: Dec 6, 2018, 09:47 EST    Next Release: Dec 13, 2018, 09:45 EST

The Commercial Paper Rates and Outstanding Summary contains data on AA nonfinancial, AA financial, AA asset-backed, and A2/P2 nonfinancial commercial paper. The Federal Reserve updates this set daily with a one-day lag.

Major Indicators from this Report Period Value Chg Prev
Asset-backed Commercial Paper Outstanding Wk of Dec 05 2018 243.87B USD 1.40%
Commercial Paper of Nonfinancial Companies Wk of Dec 05 2018 270.99B USD -1.53%
Commercial Paper Outstanding Wk of Nov 28 2018 1.091T USD 0.19%
Domestic Financial Commercial Paper Outstanding Wk of Dec 05 2018 260.97B USD -3.09%
Domestic Nonfinancial Commercial Paper Outstanding Wk of Dec 05 2018 220.56B USD -0.94%
Foreign Financial Commercial Paper Outstanding Wk of Dec 05 2018 298.97B USD -2.04%
Foreign Nonfinancial Commercial Paper Outstanding Wk of Dec 05 2018 50.43B USD -4.03%

E.2 Survey of Terms of Business Lending Report

Last Updated: Sep 15, 2017, 10:01 EDT    Next Release: N/A

The Survey of Terms of Lending (STL) collects unique information about price and nonprice terms of loans made to businesses during the first full business week of the mid-month fo each quarter.

Major Indicators from this Report Period Value Chg Prev
US Commercial Banks Loans Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 10.70 Mo 0.00%
US Commercial Banks Loans Average Size (DISCONTINUED) Q2 2017 940.00K USD 0.00%
US Commercial Banks Loans Made Under Commitment (DISCONTINUED) Q2 2017 80.10% 0.00%
US Commercial Banks Loans Made Under Participation or Syndication (DISCONTINUED) Q2 2017 43.10% 0.00%
US Commercial Banks Loans Secured by Collateral (DISCONTINUED) Q2 2017 59.40% 0.00%
US Commercial Banks Loans Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 38.60% 0.00%
US Commercial Banks Loans Total Value (DISCONTINUED) Q2 2017 120.06B USD 0.00%
US Commercial Banks Loans Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 2.53% 0.00%
US Commercial Banks Loans Weighted-average Maturity (DISCONTINUED) Q2 2017 749.00 Days 0.00%
US Commercial Banks Loans which are Prime Based (DISCONTINUED) Q2 2017 10.00% 0.00%
US Commercial Banks Loans which are SBA Backed (DISCONTINUED) Q2 2017 0.10% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 9.90 Mo 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Size (DISCONTINUED) Q2 2017 1.115M USD 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Commitment (DISCONTINUED) Q2 2017 90.50% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Participation or Syndication (DISCONTINUED) Q2 2017 65.70% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Secured by Collateral (DISCONTINUED) Q2 2017 73.40% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 22.70% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Total Value (DISCONTINUED) Q2 2017 53.05B USD 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 2.72% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Maturity (DISCONTINUED) Q2 2017 1104.00 Days 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are Prime Based (DISCONTINUED) Q2 2017 3.80% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are SBA Backed (DISCONTINUED) Q2 2017 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 8.60 Mo 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Size (DISCONTINUED) Q2 2017 728.00K USD 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Commitment (DISCONTINUED) Q2 2017 93.90% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Participation or Syndication (DISCONTINUED) Q2 2017 50.10% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Secured by Collateral (DISCONTINUED) Q2 2017 72.50% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 41.60% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Total Value (DISCONTINUED) Q2 2017 7.657B USD 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 3.81% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Maturity (DISCONTINUED) Q2 2017 376.00 Days 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are Prime Based (DISCONTINUED) Q2 2017 12.30% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are SBA Backed (DISCONTINUED) Q2 2017 0.70% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 10.60 Mo 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Average Size (DISCONTINUED) Q2 2017 6.03M USD 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Commitment (DISCONTINUED) Q2 2017 44.80% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Participation or Syndication (DISCONTINUED) Q2 2017 7.60% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Secured by Collateral (DISCONTINUED) Q2 2017 42.40% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 80.20% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Total Value (DISCONTINUED) Q2 2017 30.00B USD 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 1.20% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Maturity (DISCONTINUED) Q2 2017 59.00 Days 0.00%
US Commercial Banks Loans with Daily Repricing Intervals which are Prime Based (DISCONTINUED) Q2 2017 1.60% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals which are SBA Backed (DISCONTINUED) Q2 2017 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 11.80 Mo 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Size (DISCONTINUED) Q2 2017 1.02M USD 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Commitment (DISCONTINUED) Q2 2017 92.80% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Participation or Syndication (DISCONTINUED) Q2 2017 22.90% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Secured by Collateral (DISCONTINUED) Q2 2017 29.10% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 24.00% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Total Value (DISCONTINUED) Q2 2017 11.51B USD 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 2.96% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Maturity (DISCONTINUED) Q2 2017 38.00 Mo 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are Prime Based (DISCONTINUED) Q2 2017 8.90% 0.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are SBA Backed (DISCONTINUED) Q2 2017 0.30% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Average Months Since Loan Terms Set (DISCONTINUED) Q2 2017 13.60 Mo 0.00%
US Commercial Banks Loans with Zero Repricing Interval Average Size (DISCONTINUED) Q2 2017 360.00K USD 0.00%
US Commercial Banks Loans with Zero Repricing Interval Made Under Commitment (DISCONTINUED) Q2 2017 94.70% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Made Under Participation or Syndication (DISCONTINUED) Q2 2017 46.50% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Secured by Collateral (DISCONTINUED) Q2 2017 59.90% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Subject to Prepayment Penalty (DISCONTINUED) Q2 2017 24.20% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Total Value (DISCONTINUED) Q2 2017 17.56B USD 0.00%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Effective Loan Rate (DISCONTINUED) Q2 2017 3.35% 0.00%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Maturity (DISCONTINUED) Q2 2017 810.00 Days 0.00%
US Commercial Banks Loans with Zero Repricing Interval which are Prime Based (DISCONTINUED) Q2 2017 43.20% 0.00%
US Commercial Banks Loans with Zero Repricing Interval which are SBA Backed (DISCONTINUED) Q2 2017 0.40% 0.00%

Federal Open Market Committee Report

Last Updated: Nov 8, 2018, 14:03 EST    Next Release: Dec 19, 2018, 14:00 EST

The Federal Open Market Committee (FOMC) holds eight regularly scheduled meetings each year. The FOMC is charged with overseeing the nation's open market operations and as such, is the main actor in setting US monetary policy. The Committee is made up of 12 voting members, including the seven members of the Federal Reserve Board, the president of the Federal Reserve Bank of New York, and four other rotating Federal Reserve Bank presidents. At each meeting, the members vote on the policy to be carried out for the duration of time until the next meeting.

Major Indicators from this Report Period Value Chg Prev
FOMC Meeting
US Target Federal Funds Rate Nov 08 2018 2.00%

Federal Open Market Committee Minutes Report

Last Updated: Nov 29, 2018, 14:01 EST    Next Release: Jan 9, 2019, 14:00 EST

The Federal Open Market Committee (FOMC) holds eight regularly scheduled meetings each year. The FOMC is charged with overseeing the nation's open market operations and as such, is the main actor in setting US monetary policy. The Committee is made up of 12 voting members, including the seven members of the Federal Reserve Board, the president of the Federal Reserve Bank of New York, and four other rotating Federal Reserve Bank presidents. At each meeting, the members vote on the policy to be carried out for the duration of time until the next meeting.

Major Indicators from this Report Period Value Chg Prev
FOMC Meeting Minutes

G.13 Selected Interest Rates Report

Last Updated: Nov 13, 2011, 00:48 EST    Next Release:

The G.13 Selected Interest Rates report issued by the Federal Reserve contains historical data for interest rates. Due to a lack of demand, the G.13 report was discontinued in 2002. Current data concerning interest rates can be found in the H.15.

Major Indicators from this Report Period Value Chg Prev
1-Year Treasury Bill Rate (DISCONTINUED) Jul 2001 3.39% 0.59%
1-Year Treasury Bill Rate: Auction Average (DISCONTINUED) Jun 2000 6.00% 2.74%
3-Month Commercial Paper Rate (DISCONTINUED) Aug 1997 5.56% -0.18%
3-Month Treasury Bill Rate: Auction Average (DISCONTINUED) Jun 2000 5.74% -3.04%
6-Month Bankers' Acceptance Rate (DISCONTINUED) Jun 2000 6.74% -0.30%
6-Month Commercial Paper Rate (DISCONTINUED) Aug 1997 5.59% -0.18%
6-Month Treasury Bill Rate: Auction Average (DISCONTINUED) Jun 2000 6.02% -1.63%
Long-Term U.S. Government Securities (DISCONTINUED) Jun 2000 6.23% -4.01%

G.17 Industrial Production and Capacity Utilization Report

Last Updated: Nov 16, 2018, 09:20 EST    Next Release: Dec 14, 2018, 09:15 EST

The G.17 Industrial Production and Capacity Utilization report from the Federal Reserve contains indices which gauge industrial production and capacity utilization for manufacturing, mining, and electric and gas utilities. The production index measures real output as a percentage of real output in a base year. All series are based on the 2007 North American Industrial Classification System (NAICS) codes except where otherwise stated.

Major Indicators from this Report Period Value Chg Prev
US Auto Assemblies Oct 2018 2.635M -5.44%
US Capacity Utilization: Manufacturing Oct 2018 76.81% 0.19%
US Capacity Utilization: Total Industry Oct 2018 78.39% -0.08%
US Change in Capacity Utilization Oct 2018 2.12% Chg Yr -42.45%
US Change in Industrial Production Oct 2018 0.10% Chg Mnth -32.79%
US Change in Industrial Production Oct 2018 4.11% Chg Yr -26.68%
US Industrial Production Index Oct 2018 109.07 0.10%

G.19 Consumer Credit Report

Last Updated: Dec 7, 2018, 15:02 EST    Next Release: Jan 8, 2019, 15:00 EST

The G.19 Consumer Credit Report contains data on credit extended to individuals for household, family, and other personal expenditures.

Major Indicators from this Report Period Value Chg Prev
US Change in Consumer Credit Outstanding Oct 2018 25.38B USD Chg Mnth 119.4%
US Change in Nonrevolving Consumer Credit Outstanding Oct 2018 16.18B USD Chg Mnth 36.16%
US Change in Revolving Consumer Credit Outstanding Oct 2018 9.209B USD Chg Mnth
US Total Consumer Credit Outstanding Oct 2018 3.964T USD 0.64%
US Total Nonrevolving Consumer Credit Outstanding Oct 2018 2.926T USD 0.56%
US Total Revolving Credit Outstanding Oct 2018 1.037T USD 0.90%

H.10 Foreign Exchange Rates Report

Last Updated: Dec 10, 2018, 16:53 EST    Next Release: Jan 2, 2019, 16:15 EST

The H.10 is a weekly release from the Board of Governors of the Federal Reserve System which contains daily exchange rates of major world currencies against the US dollar. The quoted rates are noon buying rates in New York for cable transfers.

Major Indicators from this Report Period Value Chg Prev
Real Trade Weighted US Dollar Index: Broad Nov 2018 103.04 1.08%
Real Trade Weighted US Dollar Index: Major Currencies Nov 2018 105.75 1.04%
US Dollar to Australian Dollar Exchange Rate Dec 07 2018 1.387 AUD/1 USD 0.08%
US Dollar to British Pound Exchange Rate Dec 07 2018 0.7844 GBP/1 USD 0.22%
US Dollar to Canadian Dollar Exchange Rate Dec 07 2018 1.330 CAD/1 USD -0.86%
US Dollar to Euro Exchange Rate Dec 07 2018 0.8780 EUR/1 USD -0.14%
US Dollar to Japanese Yen Exchange Rate Dec 07 2018 112.60 JPY/1 USD 0.12%

H.15 Selected Interest Rates Report

Last Updated: Dec 12, 2018, 14:04 EST    Next Release: Dec 13, 2018, 16:15 EST

A weekly report of interest rates that are important to the U.S. as compiled by the Federal Reserve.

Major Indicators from this Report Period Value Chg Prev
10 Year Treasury Rate Dec 11 2018 2.89% 1.40%
2 Year Treasury Rate Dec 11 2018 2.78% 2.21%
Bank Prime Loan Rate Dec 11 2018 5.25% 0.00%
Primary Credit Rate Dec 11 2018 2.75% 0.00%

H.3 Aggregate Reserves of Depository Institutions and the Monetary Base Report

Last Updated: Dec 6, 2018, 16:34 EST    Next Release: Dec 14, 2018, 08:30 EST

The H.3 contains data on reserves of depository institutions in the US. It covers required reserves, total reserves, excess reserves, nonborrowed reserves, and borrowings by depository institutions from the Fed's discount window.

Major Indicators from this Report Period Value Chg Prev
US Change in Monetary Base Nov 2018 -11.02% Chg Yr
US Discount Window Borrowings Nov 2018 0.097M USD -53.59%
US Excess Reserves of Depository Institutions Nov 2018 1.649T USD -3.37%
US Monetary Base Nov 2018 3.493T USD -1.90%

H.4.1 Factors Affecting Reserve Balances Report

Last Updated: Dec 6, 2018, 16:47 EST    Next Release: Oct 5, 2018, 16:30 EDT

The H4.1 from the Federal Reserve is a weekly report which presents data on the factors which contribute to and consume reserve balances. These factors include deposits, securities, loans, gold stock, and currency in circulation.

Major Indicators from this Report Period Value Chg Prev
US Assets - Securities Held Outright - Mortgage-Backed Securities Wk of Dec 05 2018 1.653T USD 0.00%
US Currency in Circulation Wk of Dec 05 2018 1.705T USD -0.09%
US Factors Supplying Reserve Balances - Gold Stock Wk of Dec 05 2018 11.04B USD 0.00%
US Factors Supplying Reserve Balances - Securities Held Outright - Mortgage-Backed Securities Wk of Jun 13 2018 1.740T USD 0.30%
US Treasury Securities: All Maturities Wk of Dec 05 2018 2.241T USD -0.56%

H.6 Money Stock Measures Report

Last Updated: Dec 6, 2018, 16:34 EST    Next Release: Dec 13, 2018, 16:30 EST

The H.6 from the Federal Reserve presents the current and past money supply for the US. It has figures by M1 and M2 definitions of the money supply. M1 consists of currency and checkable deposits. M2 is composed of M1 and relatively liquid assets such as savings deposits, small time deposits, and retail money market mutual funds.

Major Indicators from this Report Period Value Chg Prev
US Change in M2 Money Supply Wk of Nov 19 2018 3.97% Chg Yr 5.60%
US M1 Money Stock Oct 2018 3.738T USD 0.29%
US M2 Money Stock Oct 2018 14.27T USD 0.20%
US Total Checkable Deposits Wk of Nov 26 2018 2.072T USD -0.01%
US Total Savings Deposits at all Depository Institutions Wk of Nov 26 2018 9.283T USD 0.14%

H.8 Assets and Liabilities of Commercial Banks in the U.S. Report

Last Updated: Dec 7, 2018, 16:18 EST    Next Release: Dec 14, 2018, 16:15 EST

The H.8 from the Federal Reserve presents an estimate of weekly aggregate balance sheets for all commercial banks in the US. The data are based on weekly reports from 875 domestic banks and foreign-related institutions.

Major Indicators from this Report Period Value Chg Prev
US Commercial Banks Bank Credit Wk of Nov 28 2018 12.97T USD 0.03%
US Commercial Banks Borrowings Wk of Nov 28 2018 1.976T USD -0.41%
US Commercial Banks Cash Assets Wk of Nov 28 2018 1.966T USD 1.62%
US Commercial Banks Commercial and Industrial Loans Wk of Nov 28 2018 2.281T USD -0.10%
US Commercial Banks Commercial and Industrial Loans Oct 2018 2.243T USD 0.84%
US Commercial Banks Consumer Loans Wk of Nov 28 2018 1.496T USD 0.26%
US Commercial Banks Deposits Wk of Nov 28 2018 12.34T USD 0.30%
US Commercial Banks Loans to Commercial Banks Wk of Nov 28 2018 13.34B USD 0.07%
US Commercial Banks Real Estate Loans Oct 2018 4.399T USD 0.24%
US Commercial Banks Real Estate Loans Wk of Nov 28 2018 4.404T USD 0.09%
US Commercial Banks Residual (Assets Less Liabilities) Wk of Nov 28 2018 1.882T USD 1.07%
US Commercial Banks Securities in Bank Credit Wk of Nov 28 2018 3.457T USD 0.09%
US Commercial Banks Total Assets Wk of Nov 28 2018 16.88T USD 0.30%
US Commercial Banks Total Liabilities Wk of Nov 28 2018 15.00T USD 0.21%
US Commercial Banks Treasury and Agency Securities Wk of Nov 28 2018 2.618T USD 0.20%

Household Debt Service and Financial Obligations Ratios Report

Last Updated: Oct 3, 2018, 09:35 EDT    Next Release:

The Federal Reserve Board's Household Debt Service and Financial Obligations Ratios convey how much of US household income is being spent on repaying debts and mortgages. It includes data specific to renters and homeowners. The homeowner data includes income spent on automobile lease payments, property taxes, and homeowner's insurance.

Major Indicators from this Report Period Value Chg Prev
US Household Consumer Debt Service as Percent of Disposable Income Q2 2018 5.60% -0.15%
US Household Debt Service as Percent of Disposable Income Q2 2018 9.84% -0.22%
US Household Financial Obligations Q2 2018 15.31% -0.15%
US Household Mortgage Debt Service as Percent of Disposable Income Q2 2018 4.24% -0.31%

Labor Market Conditions Index Report

Last Updated: Jul 10, 2017, 19:00 EDT    Next Release: Aug 3, 2018, 11:00 EDT

The Federal Reserve Labor Market Conditions Index (LMCI) measures the strength of US job market. The index is derived from 19 labor market indicators, including unemployment rate and private payrolls.

Major Indicators from this Report Period Value Chg Prev
Change in Labor Market Conditions Index (DISCONTINUED) Jun 2017 1.50 -54.55%

Senior Loan Officer Opinion Survey Report

Last Updated: Oct 30, 2018, 10:00 EDT    Next Release: N/A

The Senior Loan Officer Opinion Survey is distributed by the Federal Reserve to senior loan officers. The responses are then used to calculate a diffusion index and give important data on the status of lending for US banks.

Major Indicators from this Report Period Value Chg Prev
US Net Percentage of Banks Reporting Increased Willingness to Make Consumer Installment Loans Q3 2018 9.70 5.43%
US Net Percentage of Banks Reporting Stronger Demand for Auto Loans Q3 2018 3.50
US Net Percentage of Banks Reporting Stronger Demand for Credit Card Loans Q3 2018 -2.10
US Net Percentage of Banks Reporting Stronger Demand for Subprime Mortgage Loans Q3 2018 -20.00
US Net Percentage of Banks Reporting Tightening Standards for Credit Card Loans Q3 2018 12.00 27.66%
US Net Percentage of Banks Reporting Tightening Standards for Subprime Mortgage Loans Q3 2018 0.00

Z.1 Flow of Funds Accounts of the United States Report

Last Updated: Dec 10, 2018, 08:51 EST    Next Release: Mar 7, 2019, 12:00 EST

The Z.1 is prepared by the Flow of Fund is prepared the the Flow of Funds section of the Board of Governors and is published quarterly. It lists the assets and liabilities for the United States arranged by type and holder.

Major Indicators from this Report Period Value Chg Prev
Tobin's Q Q3 2018 1.238 6.42%
US Debt Outstanding Domestic Financial Sectors Q3 2018 16.11T USD 0.32%
US Debt Outstanding Domestic Nonfinancial Sectors - Household, Home Mortgage Sector Q3 2018 10.27T USD 0.71%
US Home Mortgages - Liabilities - Balance Sheet of Households and Nonprofit Organizations Q3 2018 10.27T USD 0.89%
US Total Credit Market Assets Held by Domestic Financial Sectors Q4 2017 48.45T USD 1.35%
US Total Credit Market Debt Owed Q4 2017 68.59T USD 1.07%
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