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: Jul 21, 2016, 10:09 EDT    Next Release: Jul 28, 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 Jul 20 2016 244.80B USD 0.41%
Commercial Paper of Nonfinancial Companies Wk of Jul 20 2016 276.20B USD 1.40%
Commercial Paper Outstanding Wk of Jul 20 2016 1.053T USD 0.51%
Domestic Financial Commercial Paper Outstanding Wk of Jul 20 2016 252.90B USD -0.67%
Domestic Nonfinancial Commercial Paper Outstanding Wk of Jul 20 2016 224.70B USD 2.74%
Foreign Financial Commercial Paper Outstanding Wk of Jul 20 2016 273.10B USD 0.77%
Foreign Nonfinancial Commercial Paper Outstanding Wk of Jul 20 2016 51.50B USD -4.10%

E.2 Survey of Terms of Business Lending Report

Last Updated: Jun 15, 2016, 10:04 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 Q1 2016 13.30 Mo 0.76%
US Commercial Banks Loans Average Size Q1 2016 814.00K USD -6.54%
US Commercial Banks Loans Made Under Commitment Q1 2016 85.00% -2.75%
US Commercial Banks Loans Made Under Participation or Syndication Q1 2016 57.20% 3.06%
US Commercial Banks Loans Secured by Collateral Q1 2016 67.80% 9.53%
US Commercial Banks Loans Subject to Prepayment Penalty Q1 2016 28.60% 13.04%
US Commercial Banks Loans Total Value Q1 2016 117.83B USD 1.26%
US Commercial Banks Loans Weighted-average Effective Loan Rate Q1 2016 2.17% 5.34%
US Commercial Banks Loans Weighted-average Maturity Q1 2016 715.00 Days 2.58%
US Commercial Banks Loans which are Prime Based Q1 2016 13.30% -8.28%
US Commercial Banks Loans which are SBA Backed Q1 2016 32.40% 3950%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Months Since Loan Terms Set Q1 2016 13.50 Mo -18.67%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Size Q1 2016 1.17M USD -1.18%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Commitment Q1 2016 91.00% 5.45%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Participation or Syndication Q1 2016 64.50% 23.80%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Secured by Collateral Q1 2016 65.60% 9.70%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Subject to Prepayment Penalty Q1 2016 23.00% -11.20%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Total Value Q1 2016 59.41B USD 44.50%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Effective Loan Rate Q1 2016 1.90% 3.83%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Maturity Q1 2016 695.00 Days 4.98%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are Prime Based Q1 2016 4.00% -16.67%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are SBA Backed Q1 2016 44.30% 44200%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Months Since Loan Terms Set Q1 2016 11.70 Mo 91.80%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Size Q1 2016 652.00K USD -64.85%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Commitment Q1 2016 90.40% -7.38%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Participation or Syndication Q1 2016 63.70% 2.74%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Secured by Collateral Q1 2016 70.50% 45.36%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Subject to Prepayment Penalty Q1 2016 18.60% -22.50%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Total Value Q1 2016 9.58B USD -60.62%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Effective Loan Rate Q1 2016 2.40% 32.60%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Maturity Q1 2016 725.00 Days 16.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are Prime Based Q1 2016 5.20% 4.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are SBA Backed Q1 2016 42.20% 13967%
US Commercial Banks Loans with Daily Repricing Intervals Average Months Since Loan Terms Set Q1 2016 16.50 Mo -17.09%
US Commercial Banks Loans with Daily Repricing Intervals Average Size Q1 2016 3.784M USD 179.7%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Commitment Q1 2016 53.60% 16.78%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Participation or Syndication Q1 2016 37.90% 32.98%
US Commercial Banks Loans with Daily Repricing Intervals Secured by Collateral Q1 2016 75.80% -4.89%
US Commercial Banks Loans with Daily Repricing Intervals Subject to Prepayment Penalty Q1 2016 46.10% 21.32%
US Commercial Banks Loans with Daily Repricing Intervals Total Value Q1 2016 20.78B USD 70.82%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Effective Loan Rate Q1 2016 1.32% 25.71%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Maturity Q1 2016 444.00 Days 42.31%
US Commercial Banks Loans with Daily Repricing Intervals which are Prime Based Q1 2016 4.30% 43.33%
US Commercial Banks Loans with Daily Repricing Intervals which are SBA Backed Q1 2016 32.00% 1584%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Months Since Loan Terms Set Q1 2016 11.60 Mo 14.85%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Size Q1 2016 411.00K USD -13.84%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Commitment Q1 2016 88.80% 3.14%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Participation or Syndication Q1 2016 74.70% -1.58%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Secured by Collateral Q1 2016 76.70% -1.03%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Subject to Prepayment Penalty Q1 2016 38.60% -30.20%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Total Value Q1 2016 4.925B USD -16.79%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Effective Loan Rate Q1 2016 3.66% 16.19%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Maturity Q1 2016 50.00 Mo 8.70%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are Prime Based Q1 2016 20.40% -5.12%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are SBA Backed Q1 2016 12.80% 300.0%
US Commercial Banks Loans with Zero Repricing Interval Average Months Since Loan Terms Set Q1 2016 12.30 Mo 5.13%
US Commercial Banks Loans with Zero Repricing Interval Average Size Q1 2016 397.00K USD -8.31%
US Commercial Banks Loans with Zero Repricing Interval Made Under Commitment Q1 2016 94.50% -1.46%
US Commercial Banks Loans with Zero Repricing Interval Made Under Participation or Syndication Q1 2016 48.80% -2.20%
US Commercial Banks Loans with Zero Repricing Interval Secured by Collateral Q1 2016 64.00% 15.32%
US Commercial Banks Loans with Zero Repricing Interval Subject to Prepayment Penalty Q1 2016 28.40% 37.86%
US Commercial Banks Loans with Zero Repricing Interval Total Value Q1 2016 22.45B USD -8.12%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Effective Loan Rate Q1 2016 3.27% 8.28%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Maturity Q1 2016 861.00 Days 0.35%
US Commercial Banks Loans with Zero Repricing Interval which are Prime Based Q1 2016 47.70% 0.00%
US Commercial Banks Loans with Zero Repricing Interval which are SBA Backed Q1 2016 2.40% 84.62%

Federal Open Market Committee Report

Last Updated: Jun 15, 2016, 14:03 EDT    Next Release: Jul 27, 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 Jun 15 2016 0.25%

Federal Open Market Committee Minutes Report

Last Updated: Jul 6, 2016, 14:03 EDT    Next Release: Aug 17, 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

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: Jul 18, 2016, 19:38 EDT    Next Release: Aug 16, 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 Jun 2016 4.124M 11.01%
US Capacity Utilization: Manufacturing Jun 2016 75.52% 0.40%
US Change in Capacity Utilization Jun 2016 -1.29% Chg Yr -41.03%
US Change in Industrial Production Jun 2016 0.60% Chg Mnth -299.4%
US Change in Industrial Production Jun 2016 -0.69% Chg Yr -52.02%
US Industrial Production Index Jun 2016 104.13 0.60%

G.19 Consumer Credit Report

Last Updated: Jul 8, 2016, 15:16 EDT    Next Release: Aug 5, 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 May 2016 18.56B USD Chg Mnth 38.54%
US Change in Nonrevolving Consumer Credit Outstanding May 2016 16.20B USD Chg Mnth 34.59%
US Change in Revolving Consumer Credit Outstanding May 2016 2.354B USD Chg Mnth 73.58%
US Total Consumer Credit Outstanding May 2016 3.624T USD 0.51%
US Total Nonrevolving Consumer Credit Outstanding May 2016 2.670T USD 0.61%
US Total Revolving Credit Outstanding May 2016 953.31B USD 0.25%

H.10 Foreign Exchange Rates Report

Last Updated: Jul 25, 2016, 16:42 EDT    Next Release: Aug 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 Jun 2016 97.65 0.31%
Real Trade Weighted US Dollar Index: Major Currencies Jun 2016 101.77 -0.21%
US Dollar to Australian Dollar Exchange Rate Jul 22 2016 1.342 AUD/1 USD 0.59%
US Dollar to British Pound Exchange Rate Jul 22 2016 0.7639 GBP/1 USD 0.95%
US Dollar to Canadian Dollar Exchange Rate Jul 22 2016 1.318 CAD/1 USD 0.93%
US Dollar to Euro Exchange Rate Jul 22 2016 0.9117 EUR/1 USD 0.44%
US Dollar to Japanese Yen Exchange Rate Jul 22 2016 106.22 JPY/1 USD 0.23%

H.15 Selected Interest Rates Report

Last Updated: Jul 26, 2016, 14:44 EDT    Next Release: Jul 27, 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 Jul 22 2016 0.87% 1.16%
10 Year Treasury Rate Jul 25 2016 1.58% 0.64%
2 Year Treasury Rate Jul 22 2016 0.71% 1.43%
6 Month Certificate of Deposit Rate (DISCONTINUED) Jun 28 2013 0.27% 0.00%
Bank Prime Loan Rate Jul 22 2016 3.50% 0.00%
London 3 Month Eurodollar Deposit Rate Jul 22 2016 0.68% 0.00%
Primary Credit Rate Jul 22 2016 1.00% 0.00%

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

Last Updated: Jul 25, 2016, 19:00 EDT    Next Release: Jul 29, 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 Jun 2016 -2.66% Chg Yr 4.75%
US Discount Window Borrowings Jun 2016 0.13M USD 64.56%
US Excess Reserves of Depository Institutions Jun 2016 2.267T USD -0.68%
US Monetary Base Jun 2016 3.846T USD -0.32%

H.4.1 Factors Affecting Reserve Balances Report

Last Updated: Jul 21, 2016, 16:46 EDT    Next Release: May 20, 2016, 12:30 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 Jul 20 2016 1.757T USD 0.79%
US Currency in Circulation Wk of Jul 20 2016 1.462T USD -0.18%
US Factors Supplying Reserve Balances - Gold Stock Wk of Jul 20 2016 11.04B USD 0.00%
US Factors Supplying Reserve Balances - Securities Held Outright - Mortgage-Backed Securities Wk of Jul 20 2016 1.757T USD 0.79%
US Treasury Securities: All Maturities Wk of Jul 20 2016 2.463T USD 0.00%

H.6 Money Stock Measures Report

Last Updated: Jul 21, 2016, 16:36 EDT    Next Release: Jul 28, 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 Jul 11 2016 6.85% Chg Yr 1.97%
US M1 Money Stock Jun 2016 3.245T USD 0.31%
US M2 Money Stock Jun 2016 12.81T USD 0.61%
US Total Checkable Deposits Wk of Jul 11 2016 1.897T USD 1.14%
US Total Savings Deposits at all Depository Institutions Wk of Jul 11 2016 8.483T USD 0.07%

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

Last Updated: Jul 22, 2016, 16:19 EDT    Next Release: Jul 29, 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 Jul 13 2016 12.23T USD 0.27%
US Commercial Banks Borrowings Wk of Jul 13 2016 1.985T USD -0.47%
US Commercial Banks Cash Assets Wk of Jul 13 2016 2.440T USD -1.91%
US Commercial Banks Commercial and Industrial Loans Wk of Jul 13 2016 2.071T USD 0.07%
US Commercial Banks Consumer Loans Wk of Jul 13 2016 1.331T USD 0.00%
US Commercial Banks Deposits Wk of Jul 13 2016 11.25T USD -0.11%
US Commercial Banks Interbank Loans Wk of Jul 13 2016 57.20B USD -3.85%
US Commercial Banks Loans to Commercial Banks Wk of Jul 13 2016 13.13B USD -4.50%
US Commercial Banks Real Estate Loans Wk of Jul 13 2016 4.027T USD 0.32%
US Commercial Banks Residual (Assets Less Liabilities) Wk of Jul 13 2016 1.743T USD 0.75%
US Commercial Banks Securities in Bank Credit Wk of Jul 13 2016 3.251T USD 0.43%
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 Jul 13 2016 16.02T USD -0.18%
US Commercial Banks Total Liabilities Wk of Jul 13 2016 14.28T USD -0.30%
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 Jul 13 2016 2.339T USD 0.44%

Household Debt Service and Financial Obligations Ratios Report

Last Updated: May 13, 2016, 19:17 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 Q4 2015 5.51% 0.69%
US Household Debt Service as Percent of Disposable Income Q4 2015 10.07% 0.31%
US Household Financial Obligations Q4 2015 15.38% 0.28%
US Household Mortgage Debt Service as Percent of Disposable Income Q4 2015 4.56% -0.15%

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%

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

Last Updated: Jun 28, 2016, 08:42 EDT    Next Release: Sep 16, 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 Q1 2016 0.9701 -0.83%
US Debt Outstanding Domestic Financial Sectors Q1 2016 15.33T USD 0.54%
US Debt Outstanding Domestic Nonfinancial Sectors - Household, Home Mortgage Sector Q1 2016 9.524T USD 0.32%
US Home Mortgages - Liabilities - Balance Sheet of Households and Nonprofit Organizations Q1 2016 9.511T USD 0.18%
US Total Credit Market Assets Held (DISCONTINUED) 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%
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