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 8, 2016, 10:06 EST    Next Release: Dec 15, 2016, 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 07 2016 247.50B USD -0.96%
Commercial Paper of Nonfinancial Companies Wk of Dec 07 2016 273.90B USD 2.09%
Commercial Paper Outstanding Wk of Dec 07 2016 935.70B USD 1.29%
Domestic Financial Commercial Paper Outstanding Wk of Dec 07 2016 228.50B USD 4.82%
Domestic Nonfinancial Commercial Paper Outstanding Wk of Dec 07 2016 208.10B USD 3.12%
Foreign Financial Commercial Paper Outstanding Wk of Dec 07 2016 179.00B USD -0.28%
Foreign Nonfinancial Commercial Paper Outstanding Wk of Dec 07 2016 65.80B USD -1.20%

E.2 Survey of Terms of Business Lending Report

Last Updated: Sep 15, 2016, 10:02 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 Q2 2016 12.30 Mo -7.52%
US Commercial Banks Loans Average Size Q2 2016 671.00K USD -17.57%
US Commercial Banks Loans Made Under Commitment Q2 2016 78.90% -7.18%
US Commercial Banks Loans Made Under Participation or Syndication Q2 2016 51.70% -9.62%
US Commercial Banks Loans Secured by Collateral Q2 2016 58.90% -13.13%
US Commercial Banks Loans Subject to Prepayment Penalty Q2 2016 37.40% 30.77%
US Commercial Banks Loans Total Value Q2 2016 97.92B USD -16.90%
US Commercial Banks Loans Weighted-average Effective Loan Rate Q2 2016 2.51% 15.67%
US Commercial Banks Loans Weighted-average Maturity Q2 2016 746.00 Days 4.34%
US Commercial Banks Loans which are Prime Based Q2 2016 12.80% -3.76%
US Commercial Banks Loans which are SBA Backed Q2 2016 0.60% -98.15%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Months Since Loan Terms Set Q2 2016 13.40 Mo -0.74%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Size Q2 2016 638.00K USD -45.47%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Commitment Q2 2016 86.20% -5.27%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Participation or Syndication Q2 2016 54.80% -15.04%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Secured by Collateral Q2 2016 62.80% -4.27%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Subject to Prepayment Penalty Q2 2016 32.10% 39.57%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Total Value Q2 2016 32.28B USD -45.67%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Effective Loan Rate Q2 2016 2.28% 20.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Maturity Q2 2016 769.00 Days 10.65%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are Prime Based Q2 2016 7.10% 77.50%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are SBA Backed Q2 2016 0.20% -99.55%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Months Since Loan Terms Set Q2 2016 9.00 Mo -23.08%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Size Q2 2016 1.176M USD 80.37%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Commitment Q2 2016 94.60% 4.65%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Participation or Syndication Q2 2016 71.10% 11.62%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Secured by Collateral Q2 2016 52.30% -25.82%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Subject to Prepayment Penalty Q2 2016 37.80% 103.2%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Total Value Q2 2016 17.61B USD 83.79%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Effective Loan Rate Q2 2016 3.35% 39.58%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Maturity Q2 2016 813.00 Days 12.14%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are Prime Based Q2 2016 3.50% -32.69%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are SBA Backed Q2 2016 1.20% -97.16%
US Commercial Banks Loans with Daily Repricing Intervals Average Months Since Loan Terms Set Q2 2016 22.50 Mo 36.36%
US Commercial Banks Loans with Daily Repricing Intervals Average Size Q2 2016 3.031M USD -19.90%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Commitment Q2 2016 32.40% -39.55%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Participation or Syndication Q2 2016 22.80% -39.84%
US Commercial Banks Loans with Daily Repricing Intervals Secured by Collateral Q2 2016 67.40% -11.08%
US Commercial Banks Loans with Daily Repricing Intervals Subject to Prepayment Penalty Q2 2016 54.30% 17.79%
US Commercial Banks Loans with Daily Repricing Intervals Total Value Q2 2016 18.36B USD -11.66%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Effective Loan Rate Q2 2016 1.25% -5.30%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Maturity Q2 2016 246.00 Days -44.59%
US Commercial Banks Loans with Daily Repricing Intervals which are Prime Based Q2 2016 3.10% -27.91%
US Commercial Banks Loans with Daily Repricing Intervals which are SBA Backed Q2 2016 0.00 -100.0%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Months Since Loan Terms Set Q2 2016 8.80 Mo -24.14%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Size Q2 2016 558.00K USD 35.77%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Commitment Q2 2016 90.70% 2.14%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Participation or Syndication Q2 2016 77.90% 4.28%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Secured by Collateral Q2 2016 52.20% -31.94%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Subject to Prepayment Penalty Q2 2016 59.00% 52.85%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Total Value Q2 2016 7.348B USD 49.20%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Effective Loan Rate Q2 2016 3.23% -11.75%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Maturity Q2 2016 51.00 Mo 2.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are Prime Based Q2 2016 12.60% -38.24%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are SBA Backed Q2 2016 0.90% -92.97%
US Commercial Banks Loans with Zero Repricing Interval Average Months Since Loan Terms Set Q2 2016 11.70 Mo -4.88%
US Commercial Banks Loans with Zero Repricing Interval Average Size Q2 2016 391.00K USD -1.51%
US Commercial Banks Loans with Zero Repricing Interval Made Under Commitment Q2 2016 90.10% -4.66%
US Commercial Banks Loans with Zero Repricing Interval Made Under Participation or Syndication Q2 2016 47.70% -2.25%
US Commercial Banks Loans with Zero Repricing Interval Secured by Collateral Q2 2016 53.30% -16.72%
US Commercial Banks Loans with Zero Repricing Interval Subject to Prepayment Penalty Q2 2016 23.90% -15.85%
US Commercial Banks Loans with Zero Repricing Interval Total Value Q2 2016 22.09B USD -1.63%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Effective Loan Rate Q2 2016 2.97% -9.17%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Maturity Q2 2016 819.00 Days -4.88%
US Commercial Banks Loans with Zero Repricing Interval which are Prime Based Q2 2016 36.30% -23.90%
US Commercial Banks Loans with Zero Repricing Interval which are SBA Backed Q2 2016 1.20% -50.00%

Federal Open Market Committee Report

Last Updated: Nov 2, 2016, 14:01 EDT    Next Release: Dec 14, 2016, 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 02 2016 0.25%

Federal Open Market Committee Minutes Report

Last Updated: Nov 23, 2016, 14:02 EST    Next Release:

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, 2016, 09:19 EST    Next Release: Dec 14, 2016, 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 2016 3.750M -4.11%
US Capacity Utilization: Manufacturing Oct 2016 75.38% 0.16%
US Change in Capacity Utilization Oct 2016 -1.19% Chg Yr -13.79%
US Change in Industrial Production Oct 2016 0.04% Chg Mnth -118.2%
US Change in Industrial Production Oct 2016 -0.85% Chg Yr -17.09%
US Industrial Production Index Oct 2016 104.27 0.04%

G.19 Consumer Credit Report

Last Updated: Dec 7, 2016, 15:02 EST    Next Release: Jan 9, 2017, 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 2016 16.02B USD Chg Mnth -26.51%
US Change in Nonrevolving Consumer Credit Outstanding Oct 2016 13.68B USD Chg Mnth -22.70%
US Change in Revolving Consumer Credit Outstanding Oct 2016 2.334B USD Chg Mnth -42.99%
US Total Consumer Credit Outstanding Oct 2016 3.727T USD 0.43%
US Total Nonrevolving Consumer Credit Outstanding Oct 2016 2.746T USD 0.50%
US Total Revolving Credit Outstanding Oct 2016 981.31B USD 0.24%

H.10 Foreign Exchange Rates Report

Last Updated: Dec 5, 2016, 16:45 EST    Next Release:

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 2016 101.32 2.29%
Real Trade Weighted US Dollar Index: Major Currencies Nov 2016 107.07 1.97%
US Dollar to Australian Dollar Exchange Rate Dec 02 2016 1.343 AUD/1 USD -0.46%
US Dollar to British Pound Exchange Rate Dec 02 2016 0.7883 GBP/1 USD -0.70%
US Dollar to Canadian Dollar Exchange Rate Dec 02 2016 1.330 CAD/1 USD -0.24%
US Dollar to Euro Exchange Rate Dec 02 2016 0.9376 EUR/1 USD -0.30%
US Dollar to Japanese Yen Exchange Rate Dec 02 2016 113.76 JPY/1 USD -0.51%

H.15 Selected Interest Rates Report

Last Updated: Dec 9, 2016, 19:33 EST    Next Release: Dec 12, 2016, 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
1 Year Swap Rate (DISCONTINUED) Oct 28 2016 1.00% 0.00
10 Year Treasury Rate Dec 08 2016 2.40% 2.56%
2 Year Treasury Rate Dec 08 2016 1.12% 1.82%
6 Month Certificate of Deposit Rate (DISCONTINUED) Jun 28 2013 0.27% 0.00
Bank Prime Loan Rate Dec 08 2016 3.50% 0.00
London 3 Month Eurodollar Deposit Rate Oct 07 2016 0.93% 0.00
Primary Credit Rate Dec 08 2016 1.00% 0.00

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

Last Updated: Dec 8, 2016, 16:32 EST    Next Release: Dec 9, 2016, 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 2016 -9.37% Chg Yr -21.82%
US Discount Window Borrowings Nov 2016 0.039M USD -68.80%
US Excess Reserves of Depository Institutions Oct 2016 1.989T USD -7.79%
US Monetary Base Nov 2016 3.649T USD 1.14%

H.4.1 Factors Affecting Reserve Balances Report

Last Updated: Dec 8, 2016, 17:41 EST    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 Dec 07 2016 1.741T USD 0.00%
US Currency in Circulation Wk of Dec 07 2016 1.495T USD -0.01%
US Factors Supplying Reserve Balances - Gold Stock Wk of Dec 07 2016 11.04B USD 0.00
US Factors Supplying Reserve Balances - Securities Held Outright - Mortgage-Backed Securities Wk of Dec 07 2016 1.741T USD 0.00%
US Treasury Securities: All Maturities Wk of Dec 07 2016 2.463T USD -0.01%

H.6 Money Stock Measures Report

Last Updated: Dec 8, 2016, 16:32 EST    Next Release: Dec 15, 2016, 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 28 2016 7.95% Chg Yr -1.75%
US M1 Money Stock Oct 2016 3.341T USD 0.68%
US M2 Money Stock Oct 2016 13.14T USD 0.59%
US Total Checkable Deposits Wk of Nov 28 2016 1.944T USD -2.07%
US Total Savings Deposits at all Depository Institutions Wk of Nov 28 2016 8.804T USD 0.47%

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

Last Updated: Dec 9, 2016, 16:18 EST    Next Release: Dec 16, 2016, 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 30 2016 12.46T USD 0.08%
US Commercial Banks Borrowings Wk of Nov 30 2016 1.977T USD -0.37%
US Commercial Banks Cash Assets Wk of Nov 30 2016 2.150T USD -1.20%
US Commercial Banks Commercial and Industrial Loans Wk of Nov 30 2016 2.098T USD -0.08%
US Commercial Banks Consumer Loans Wk of Nov 30 2016 1.367T USD 0.53%
US Commercial Banks Deposits Wk of Nov 30 2016 11.38T USD -0.04%
US Commercial Banks Interbank Loans Wk of Nov 30 2016 60.15B USD -5.85%
US Commercial Banks Loans to Commercial Banks Wk of Nov 30 2016 12.30B USD 3.17%
US Commercial Banks Real Estate Loans Wk of Nov 30 2016 4.110T USD -0.01%
US Commercial Banks Residual (Assets Less Liabilities) Wk of Nov 30 2016 1.741T USD 0.67%
US Commercial Banks Securities in Bank Credit Wk of Nov 30 2016 3.327T USD 0.15%
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 Nov 30 2016 15.93T USD -0.17%
US Commercial Banks Total Liabilities Wk of Nov 30 2016 14.19T USD -0.27%
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 Nov 30 2016 2.433T USD 0.31%

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%

Labor Market Conditions Index Report

Last Updated: Dec 5, 2016, 10:17 EST    Next Release: Jan 6, 2017, 11:00 EST

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 Nov 2016 1.50 7.14%

Senior Loan Officer Opinion Survey Report

Last Updated: Nov 7, 2016, 19:00 EST    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 2016 6.10 -55.80%
US Net Percentage of Banks Reporting Stronger Demand for Auto Loans Q3 2016 16.10 -10.56%
US Net Percentage of Banks Reporting Stronger Demand for Credit Card Loans Q3 2016 9.60 62.71%
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 Q4 2016 -25.00
US Net Percentage of Banks Reporting Tightening Standards for Credit Card Loans Q3 2016 -5.60 -1.75%
US Net Percentage of Banks Reporting Tightening Standards for Subprime Mortgage Loans Q4 2016 0.00 -100.0%

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

Last Updated: Nov 29, 2016, 08:43 EST    Next Release:

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 Q2 2016 0.9706 -0.60%
US Debt Outstanding Domestic Financial Sectors Q2 2016 15.52T USD 0.88%
US Debt Outstanding Domestic Nonfinancial Sectors - Household, Home Mortgage Sector Q2 2016 9.570T USD 0.54%
US Home Mortgages - Liabilities - Balance Sheet of Households and Nonprofit Organizations Q2 2016 9.553T USD 0.59%
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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