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: May 5, 2016, 10:14 EDT    Next Release: May 12, 2016, 09:45 EDT

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 May 04 2016 260.30B USD 0.58%
Commercial Paper of Nonfinancial Companies Wk of May 04 2016 287.70B USD 1.66%
Commercial Paper Outstanding Wk of May 04 2016 1.120T USD 0.97%
Domestic Financial Commercial Paper Outstanding Wk of May 04 2016 277.10B USD 0.47%
Domestic Nonfinancial Commercial Paper Outstanding Wk of May 04 2016 228.00B USD 3.03%
Foreign Financial Commercial Paper Outstanding Wk of May 04 2016 294.20B USD 1.13%
Foreign Nonfinancial Commercial Paper Outstanding Wk of May 04 2016 59.80B USD -2.92%
View complete index of all 18 indicators in this report

E.2 Survey of Terms of Business Lending Report

Last Updated: Mar 15, 2016, 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 Q4 2015 13.20 Mo -7.69%
US Commercial Banks Loans Average Size Q4 2015 871.00K USD 30.00%
US Commercial Banks Loans Made Under Commitment Q4 2015 87.40% 4.30%
US Commercial Banks Loans Made Under Participation or Syndication Q4 2015 55.50% 18.09%
US Commercial Banks Loans Secured by Collateral Q4 2015 61.90% 10.73%
US Commercial Banks Loans Subject to Prepayment Penalty Q4 2015 25.30% -28.93%
US Commercial Banks Loans Total Value Q4 2015 116.37B USD 19.75%
US Commercial Banks Loans Weighted-average Effective Loan Rate Q4 2015 2.06% -7.21%
US Commercial Banks Loans Weighted-average Maturity Q4 2015 697.00 Days -0.85%
US Commercial Banks Loans which are Prime Based Q4 2015 14.50% -16.18%
US Commercial Banks Loans which are SBA Backed Q4 2015 0.80% 100.0%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Months Since Loan Terms Set Q4 2015 16.60 Mo 20.29%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Size Q4 2015 1.184M USD 71.10%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Commitment Q4 2015 86.30% 2.25%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Participation or Syndication Q4 2015 52.10% 14.51%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Secured by Collateral Q4 2015 59.80% 5.84%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Subject to Prepayment Penalty Q4 2015 25.90% -24.27%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Total Value Q4 2015 41.11B USD 21.06%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Effective Loan Rate Q4 2015 1.83% -0.54%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Maturity Q4 2015 662.00 Days 6.09%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are Prime Based Q4 2015 4.80% -32.39%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are SBA Backed Q4 2015 0.10% 0.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Months Since Loan Terms Set Q4 2015 6.10 Mo -46.49%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Size Q4 2015 1.855M USD 74.67%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Commitment Q4 2015 97.60% 1.77%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Participation or Syndication Q4 2015 62.00% -8.42%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Secured by Collateral Q4 2015 48.50% -23.26%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Subject to Prepayment Penalty Q4 2015 24.00% -38.78%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Total Value Q4 2015 24.32B USD 47.86%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Effective Loan Rate Q4 2015 1.81% -35.13%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Maturity Q4 2015 625.00 Days -16.33%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are Prime Based Q4 2015 5.00% -35.06%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are SBA Backed Q4 2015 0.30% -40.00%
US Commercial Banks Loans with Daily Repricing Intervals Average Months Since Loan Terms Set Q4 2015 19.90 Mo -16.39%
US Commercial Banks Loans with Daily Repricing Intervals Average Size Q4 2015 1.353M USD -52.92%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Commitment Q4 2015 45.90% -15.16%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Participation or Syndication Q4 2015 28.50% 9.20%
US Commercial Banks Loans with Daily Repricing Intervals Secured by Collateral Q4 2015 79.70% 83.22%
US Commercial Banks Loans with Daily Repricing Intervals Subject to Prepayment Penalty Q4 2015 38.00% -14.99%
US Commercial Banks Loans with Daily Repricing Intervals Total Value Q4 2015 12.17B USD -26.14%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Effective Loan Rate Q4 2015 1.05% 0.00%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Maturity Q4 2015 312.00 Days 1.63%
US Commercial Banks Loans with Daily Repricing Intervals which are Prime Based Q4 2015 3.00% 25.00%
US Commercial Banks Loans with Daily Repricing Intervals which are SBA Backed Q4 2015 1.90% 1800%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Months Since Loan Terms Set Q4 2015 10.10 Mo -12.93%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Size Q4 2015 477.00K USD 21.37%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Commitment Q4 2015 86.10% -1.60%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Participation or Syndication Q4 2015 75.90% 4.12%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Secured by Collateral Q4 2015 77.50% 26.22%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Subject to Prepayment Penalty Q4 2015 55.30% -9.20%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Total Value Q4 2015 5.919B USD 22.72%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Effective Loan Rate Q4 2015 3.15% 0.64%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Maturity Q4 2015 46.00 Mo -9.80%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are Prime Based Q4 2015 21.50% -16.67%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are SBA Backed Q4 2015 3.20% 3.23%
US Commercial Banks Loans with Zero Repricing Interval Average Months Since Loan Terms Set Q4 2015 11.70 Mo -6.40%
US Commercial Banks Loans with Zero Repricing Interval Average Size Q4 2015 433.00K USD 2.36%
US Commercial Banks Loans with Zero Repricing Interval Made Under Commitment Q4 2015 95.90% 2.57%
US Commercial Banks Loans with Zero Repricing Interval Made Under Participation or Syndication Q4 2015 49.90% 16.32%
US Commercial Banks Loans with Zero Repricing Interval Secured by Collateral Q4 2015 55.50% -5.13%
US Commercial Banks Loans with Zero Repricing Interval Subject to Prepayment Penalty Q4 2015 20.60% -8.44%
US Commercial Banks Loans with Zero Repricing Interval Total Value Q4 2015 24.44B USD -0.54%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Effective Loan Rate Q4 2015 3.02% 1.00%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Maturity Q4 2015 858.00 Days -4.03%
US Commercial Banks Loans with Zero Repricing Interval which are Prime Based Q4 2015 47.70% 3.02%
US Commercial Banks Loans with Zero Repricing Interval which are SBA Backed Q4 2015 1.30% 85.71%
View complete index of all 2425 indicators in this report

Federal Open Market Committee Report

Last Updated: Apr 30, 2016, 11:34 EDT    Next Release: Jun 15, 2016, 14:00 EDT

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 Mar 16 2016 0.25%
View complete index of all 2 indicators in this report

Federal Open Market Committee Minutes Report

Last Updated: Apr 7, 2016, 16:50 EDT    Next Release: May 18, 2016, 14:00 EDT

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
View complete index of all 1 indicators in this report

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%
View complete index of all 8 indicators in this report

G.17 Industrial Production and Capacity Utilization Report

Last Updated: Apr 18, 2016, 16:12 EDT    Next Release: May 17, 2016, 09:15 EDT

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 Mar 2016 3.933M -1.73%
US Capacity Utilization: Manufacturing Mar 2016 75.50% -0.31%
US Change in Capacity Utilization Mar 2016 -3.18% Chg Yr 2.01%
US Change in Industrial Production Mar 2016 -0.59% Chg Mnth 1.45%
US Change in Industrial Production Mar 2016 -2.03% Chg Yr 15.17%
US Industrial Production Index Mar 2016 103.38 -0.59%
View complete index of all 2205 indicators in this report

G.19 Consumer Credit Report

Last Updated: Apr 8, 2016, 20:14 EDT    Next Release: May 6, 2016, 15:00 EDT

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 Feb 2016 17.22B USD Chg Mnth 15.57%
US Change in Nonrevolving Consumer Credit Outstanding Feb 2016 14.30B USD Chg Mnth -5.57%
US Change in Revolving Consumer Credit Outstanding Feb 2016 2.919B USD Chg Mnth -1298%
US Total Consumer Credit Outstanding Feb 2016 3.568T USD 0.48%
US Total Nonrevolving Consumer Credit Outstanding Feb 2016 2.627T USD 0.55%
US Total Revolving Credit Outstanding Feb 2016 940.56B USD 0.31%
View complete index of all 77 indicators in this report

H.10 Foreign Exchange Rates Report

Last Updated: May 2, 2016, 16:18 EDT    Next Release: Jun 1, 2016, 16:15 EDT

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 Apr 2016 96.01 -1.71%
Real Trade Weighted US Dollar Index: Major Currencies Apr 2016 101.19 -2.28%
US Dollar to Australian Dollar Exchange Rate Apr 29 2016 1.314 AUD/1 USD 0.30%
US Dollar to British Pound Exchange Rate Apr 29 2016 0.6838 GBP/1 USD -0.30%
US Dollar to Canadian Dollar Exchange Rate Apr 29 2016 1.255 CAD/1 USD 0.04%
US Dollar to Euro Exchange Rate Apr 29 2016 0.8740 EUR/1 USD -1.01%
US Dollar to Japanese Yen Exchange Rate Apr 29 2016 106.90 JPY/1 USD -1.52%
View complete index of all 30 indicators in this report

H.15 Selected Interest Rates Report

Last Updated: May 5, 2016, 16:20 EDT    Next Release: May 6, 2016, 14:30 EDT

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
1 Year Swap Rate May 04 2016 0.77% 0.00%
10 Year Treasury Rate May 04 2016 1.79% -1.10%
2 Year Treasury Rate May 04 2016 0.75% 0.00%
6 Month Certificate of Deposit Rate (DISCONTINUED) Jun 28 2013 0.27% 0.00%
Bank Prime Loan Rate May 04 2016 3.50% 0.00%
London 3 Month Eurodollar Deposit Rate May 04 2016 0.65% 0.00%
Primary Credit Rate May 04 2016 1.00% 0.00%
View complete index of all 244 indicators in this report

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

Last Updated: May 5, 2016, 16:36 EDT    Next Release: May 6, 2016, 08:30 EDT

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 Mar 2016 -3.78% Chg Yr -445.4%
US Discount Window Borrowings Mar 2016 0.021M USD -38.24%
US Excess Reserves of Depository Institutions Mar 2016 2.368T USD 0.40%
US Monetary Base Mar 2016 3.927T USD 0.46%
View complete index of all 7 indicators in this report

H.4.1 Factors Affecting Reserve Balances Report

Last Updated: May 5, 2016, 16:51 EDT    Next Release: Feb 14, 2014, 16:30 EST

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 May 04 2016 1.745T USD 0.00%
US Currency in Circulation Wk of May 04 2016 1.449T USD 0.21%
US Factors Supplying Reserve Balances - Gold Stock Wk of May 04 2016 11.04B USD 0.00%
US Factors Supplying Reserve Balances - Securities Held Outright - Mortgage-Backed Securities Wk of May 04 2016 1.745T USD 0.00%
US Treasury Securities: All Maturities Wk of May 04 2016 2.461T USD 0.00%
View complete index of all 697 indicators in this report

H.6 Money Stock Measures Report

Last Updated: May 5, 2016, 16:36 EDT    Next Release: May 12, 2016, 16:30 EDT

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 Apr 25 2016 6.71% Chg Yr 8.37%
US M1 Money Stock Mar 2016 3.147T USD 1.35%
US M2 Money Stock Mar 2016 12.57T USD 0.71%
US Total Checkable Deposits Wk of Apr 25 2016 1.817T USD 2.18%
US Total Savings Deposits at all Depository Institutions Wk of Apr 25 2016 8.402T USD 0.23%
View complete index of all 81 indicators in this report

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

Last Updated: May 1, 2016, 19:31 EDT    Next Release: May 6, 2016, 16:15 EDT

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 Apr 20 2016 11.98T USD 0.10%
US Commercial Banks Borrowings Wk of Apr 20 2016 1.955T USD 0.42%
US Commercial Banks Cash Assets Wk of Apr 20 2016 2.552T USD 0.26%
US Commercial Banks Commercial and Industrial Loans Wk of Apr 20 2016 2.052T USD 0.40%
US Commercial Banks Consumer Loans Wk of Apr 20 2016 1.305T USD 0.16%
US Commercial Banks Deposits Wk of Apr 20 2016 11.18T USD 0.36%
US Commercial Banks Interbank Loans Wk of Apr 20 2016 71.01B USD 7.64%
US Commercial Banks Loans to Commercial Banks Wk of Apr 20 2016 13.42B USD -1.09%
US Commercial Banks Real Estate Loans Wk of Apr 20 2016 3.958T USD 0.41%
US Commercial Banks Residual (Assets Less Liabilities) Wk of Apr 20 2016 1.711T USD -1.10%
US Commercial Banks Securities in Bank Credit Wk of Apr 20 2016 3.162T USD -0.22%
US Commercial Banks Securitized Consumer Loans (DISCONTINUED) Wk of Dec 31 2014 20.10B USD -0.70%
US Commercial Banks Securitized Real Estate Loans (DISCONTINUED) Wk of Dec 31 2014 642.05B USD -0.09%
US Commercial Banks Total Assets Wk of Apr 20 2016 15.84T USD 0.05%
US Commercial Banks Total Liabilities Wk of Apr 20 2016 14.13T USD 0.19%
US Commercial Banks Trading Assets (DISCONTINUED) Wk of Dec 31 2014 223.93B USD 0.89%
US Commercial Banks Trading Liabilities (DISCONTINUED) Wk of Dec 31 2014 222.24B USD -1.91%
US Commercial Banks Treasury and Agency Securities Wk of Apr 20 2016 2.272T USD -0.11%
View complete index of all 2085 indicators in this report

Household Debt Service and Financial Obligations Ratios Report

Last Updated: Jan 20, 2016, 16:32 EST    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 Q3 2015 5.47% 0.55%
US Household Debt Service as Percent of Disposable Income Q3 2015 10.03% -0.06%
US Household Financial Obligations Q3 2015 15.31% -0.12%
US Household Mortgage Debt Service as Percent of Disposable Income Q3 2015 4.56% -0.79%
View complete index of all 4 indicators in this report

Senior Loan Officer Opinion Survey Report

Last Updated: May 1, 2016, 18:42 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 Q1 2016 13.20 71.43%
US Net Percentage of Banks Reporting Stronger Demand for Auto Loans Q1 2016 1.60 -51.52%
US Net Percentage of Banks Reporting Stronger Demand for Credit Card Loans Q1 2016 0.00 -100.0%
US Net Percentage of Banks Reporting Stronger Demand for Non-Traditional Mortgage Loans (DISCONTINUED) Q4 2014 -20.00 -239.9%
US Net Percentage of Banks Reporting Stronger Demand for Prime Mortgage Loans (DISCONTINUED) Q4 2014 -1.40 -103.1%
US Net Percentage of Banks Reporting Stronger Demand for Subprime Mortgage Loans Q1 2016 0.00
US Net Percentage of Banks Reporting Tightening Standards for Credit Card Loans Q1 2016 -1.90 -67.24%
US Net Percentage of Banks Reporting Tightening Standards for Subprime Mortgage Loans Q1 2016 0.00 -100.0%
View complete index of all 85 indicators in this report

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

Last Updated: Apr 29, 2016, 10:34 EDT    Next Release: Jun 9, 2016, 12:00 EDT

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 Q4 2015 0.9509 2.12%
US Debt Outstanding Domestic Financial Sectors Q4 2015 15.24T USD -0.31%
US Debt Outstanding Domestic Nonfinancial Sectors - Household, Home Mortgage Sector Q4 2015 9.491T USD 0.29%
US Home Mortgages - Liabilities - Balance Sheet of Households and Nonprofit Organizations Q4 2015 9.491T USD 0.23%
US Total Credit Market Assets Held Q1 2015 59.05T USD 0.45%
US Total Credit Market Assets Held by Domestic Financial Sectors Q4 2015 45.58T USD 2.25%
US Total Credit Market Debt Owed Q4 2015 63.47T USD 1.55%
View complete index of all 193 indicators in this report
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