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: Feb 4, 2016, 09:46 EST    Next Release: Feb 11, 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 Jan 27 2016 256.60B USD -0.77%
Commercial Paper of Nonfinancial Companies Wk of Jan 27 2016 283.30B USD -0.04%
Commercial Paper Outstanding Wk of Jan 27 2016 1.061T USD 0.90%
Domestic Financial Commercial Paper Outstanding Wk of Jan 27 2016 257.70B USD 0.62%
Domestic Nonfinancial Commercial Paper Outstanding Wk of Jan 27 2016 228.40B USD 2.19%
Foreign Financial Commercial Paper Outstanding Wk of Jan 27 2016 260.20B USD 2.56%
Foreign Nonfinancial Commercial Paper Outstanding Wk of Jan 27 2016 54.90B USD -8.35%
View complete index of all 18 indicators in this report

E.2 Survey of Terms of Business Lending Report

Last Updated: Dec 15, 2015, 10:03 EST    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 Q3 2015 14.30 Mo 14.40%
US Commercial Banks Loans Average Size Q3 2015 670.00K USD 3.72%
US Commercial Banks Loans Made Under Commitment Q3 2015 83.80% 4.36%
US Commercial Banks Loans Made Under Participation or Syndication Q3 2015 47.00% 5.86%
US Commercial Banks Loans Secured by Collateral Q3 2015 55.90% 47.49%
US Commercial Banks Loans Subject to Prepayment Penalty Q3 2015 35.60% 8.87%
US Commercial Banks Loans Total Value Q3 2015 97.18B USD 9.39%
US Commercial Banks Loans Weighted-average Effective Loan Rate Q3 2015 2.22% -1.77%
US Commercial Banks Loans Weighted-average Maturity Q3 2015 703.00 Days 7.82%
US Commercial Banks Loans which are Prime Based Q3 2015 17.30% 2.37%
US Commercial Banks Loans which are SBA Backed Q3 2015 0.40% 0.00%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Months Since Loan Terms Set Q3 2015 13.80 Mo 7.81%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Average Size Q3 2015 692.00K USD 25.82%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Commitment Q3 2015 84.40% 5.50%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Made Under Participation or Syndication Q3 2015 45.50% -1.94%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Secured by Collateral Q3 2015 56.50% 41.96%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Subject to Prepayment Penalty Q3 2015 34.20% -19.72%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Total Value Q3 2015 33.96B USD 31.67%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Effective Loan Rate Q3 2015 1.84% -7.54%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals Weighted-average Maturity Q3 2015 624.00 Days -13.57%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are Prime Based Q3 2015 7.10% -31.07%
US Commercial Banks Loans with 2 to 30 Day Repricing Intervals which are SBA Backed Q3 2015 0.10% -50.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Months Since Loan Terms Set Q3 2015 11.40 Mo 14.00%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Average Size Q3 2015 1.062M USD -14.90%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Commitment Q3 2015 95.90% 1.37%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Made Under Participation or Syndication Q3 2015 67.70% 23.99%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Secured by Collateral Q3 2015 63.20% 129.0%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Subject to Prepayment Penalty Q3 2015 39.20% 111.9%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Total Value Q3 2015 16.45B USD 13.45%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Effective Loan Rate Q3 2015 2.79% -9.42%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals Weighted-average Maturity Q3 2015 747.00 Days 6.11%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are Prime Based Q3 2015 7.70% 113.9%
US Commercial Banks Loans with 31 to 365 Day Repricing Intervals which are SBA Backed Q3 2015 0.50% 150.0%
US Commercial Banks Loans with Daily Repricing Intervals Average Months Since Loan Terms Set Q3 2015 23.80 Mo 135.6%
US Commercial Banks Loans with Daily Repricing Intervals Average Size Q3 2015 2.874M USD -2.58%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Commitment Q3 2015 54.10% 11.32%
US Commercial Banks Loans with Daily Repricing Intervals Made Under Participation or Syndication Q3 2015 26.10% -3.33%
US Commercial Banks Loans with Daily Repricing Intervals Secured by Collateral Q3 2015 43.50% 89.96%
US Commercial Banks Loans with Daily Repricing Intervals Subject to Prepayment Penalty Q3 2015 44.70% 9.56%
US Commercial Banks Loans with Daily Repricing Intervals Total Value Q3 2015 16.47B USD -12.98%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Effective Loan Rate Q3 2015 1.05% 5.00%
US Commercial Banks Loans with Daily Repricing Intervals Weighted-average Maturity Q3 2015 307.00 Days 30.08%
US Commercial Banks Loans with Daily Repricing Intervals which are Prime Based Q3 2015 2.40% -14.29%
US Commercial Banks Loans with Daily Repricing Intervals which are SBA Backed Q3 2015 0.10% -50.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Months Since Loan Terms Set Q3 2015 11.60 Mo 19.59%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Average Size Q3 2015 393.00K USD -7.96%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Commitment Q3 2015 87.50% -0.11%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Made Under Participation or Syndication Q3 2015 72.90% -4.46%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Secured by Collateral Q3 2015 61.40% 26.86%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Subject to Prepayment Penalty Q3 2015 60.90% 30.69%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Total Value Q3 2015 4.823B USD 9.79%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Effective Loan Rate Q3 2015 3.13% -0.32%
US Commercial Banks Loans with Repricing Intervals Over 365 Days Weighted-average Maturity Q3 2015 51.00 Mo 2.00%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are Prime Based Q3 2015 25.80% 66.45%
US Commercial Banks Loans with Repricing Intervals Over 365 Days which are SBA Backed Q3 2015 3.10% 181.8%
US Commercial Banks Loans with Zero Repricing Interval Average Months Since Loan Terms Set Q3 2015 12.50 Mo -9.42%
US Commercial Banks Loans with Zero Repricing Interval Average Size Q3 2015 423.00K USD 1.68%
US Commercial Banks Loans with Zero Repricing Interval Made Under Commitment Q3 2015 93.50% -1.16%
US Commercial Banks Loans with Zero Repricing Interval Made Under Participation or Syndication Q3 2015 42.90% 0.70%
US Commercial Banks Loans with Zero Repricing Interval Secured by Collateral Q3 2015 58.50% 11.64%
US Commercial Banks Loans with Zero Repricing Interval Subject to Prepayment Penalty Q3 2015 22.50% 11.39%
US Commercial Banks Loans with Zero Repricing Interval Total Value Q3 2015 24.57B USD 0.92%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Effective Loan Rate Q3 2015 2.99% 3.82%
US Commercial Banks Loans with Zero Repricing Interval Weighted-average Maturity Q3 2015 894.00 Days 27.90%
US Commercial Banks Loans with Zero Repricing Interval which are Prime Based Q3 2015 46.30% 6.68%
US Commercial Banks Loans with Zero Repricing Interval which are SBA Backed Q3 2015 0.70% 0.00%
View complete index of all 2425 indicators in this report

Federal Open Market Committee Report

Last Updated: Jan 27, 2016, 14:02 EST    Next Release: Mar 16, 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 Jan 27 2016 0.25%
View complete index of all 2 indicators in this report

Federal Open Market Committee Minutes Report

Last Updated: Jan 6, 2016, 14:01 EST    Next Release: Feb 17, 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 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: Jan 15, 2016, 09:16 EST    Next Release: Feb 17, 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 Dec 2015 3.950M 2.19%
US Capacity Utilization: Manufacturing Dec 2015 76.64% -0.17%
US Change in Capacity Utilization Dec 2015 -3.19% Chg Yr 15.49%
US Change in Industrial Production Dec 2015 -0.36% Chg Mnth -59.93%
US Change in Industrial Production Dec 2015 -1.89% Chg Yr 35.71%
US Industrial Production Index Dec 2015 106.02 -0.36%
View complete index of all 2205 indicators in this report

G.19 Consumer Credit Report

Last Updated: Feb 5, 2016, 15:03 EST    Next Release: Mar 7, 2016, 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 Dec 2015 21.27B USD Chg Mnth 51.70%
US Change in Nonrevolving Consumer Credit Outstanding Dec 2015 15.43B USD Chg Mnth 101.5%
US Change in Revolving Consumer Credit Outstanding Dec 2015 5.835B USD Chg Mnth -8.25%
US Total Consumer Credit Outstanding Dec 2015 3.547T USD 0.60%
US Total Nonrevolving Consumer Credit Outstanding Dec 2015 2.611T USD 0.59%
US Total Revolving Credit Outstanding Dec 2015 935.63B USD 0.63%
View complete index of all 77 indicators in this report

H.10 Foreign Exchange Rates Report

Last Updated: Feb 8, 2016, 16:19 EST    Next Release: Mar 1, 2016, 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 Jan 2016 101.24 2.11%
Real Trade Weighted US Dollar Index: Major Currencies Jan 2016 107.88 1.31%
US Dollar to Australian Dollar Exchange Rate Jan 29 2016 1.414 AUD/1 USD 0.20%
US Dollar to British Pound Exchange Rate Jan 29 2016 0.7050 GBP/1 USD 1.18%
US Dollar to Canadian Dollar Exchange Rate Jan 29 2016 1.407 CAD/1 USD -0.02%
US Dollar to Euro Exchange Rate Jan 29 2016 0.9232 EUR/1 USD 1.11%
US Dollar to Japanese Yen Exchange Rate Jan 29 2016 121.05 JPY/1 USD 2.06%
View complete index of all 30 indicators in this report

H.15 Selected Interest Rates Report

Last Updated: Feb 8, 2016, 16:17 EST    Next Release: Feb 9, 2016, 14:30 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 Feb 05 2016 0.71% 2.90%
10 Year Treasury Rate Feb 05 2016 1.86% -0.53%
2 Year Treasury Rate Feb 05 2016 0.74% 5.71%
6 Month Certificate of Deposit Rate (DISCONTINUED) Jun 28 2013 0.27% 0.00%
Bank Prime Loan Rate Feb 05 2016 3.50% 0.00%
London 3 Month Eurodollar Deposit Rate Feb 05 2016 0.70% 0.00%
Primary Credit Rate Feb 05 2016 1.00% 0.00%
View complete index of all 243 indicators in this report

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

Last Updated: Feb 4, 2016, 16:41 EST    Next Release: Feb 12, 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 Jan 2016 -5.97% Chg Yr 182.6%
US Discount Window Borrowings Jan 2016 0.077M USD -27.36%
US Excess Reserves of Depository Institutions Jan 2016 2.280T USD -2.18%
US Monetary Base Jan 2016 3.780T USD -0.95%
View complete index of all 7 indicators in this report

H.4.1 Factors Affecting Reserve Balances Report

Last Updated: Feb 4, 2016, 17:07 EST    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 Feb 03 2016 1.744T USD 0.00%
US Currency in Circulation Wk of Feb 03 2016 1.414T USD 0.05%
US Factors Supplying Reserve Balances - Gold Stock Wk of Feb 03 2016 11.04B USD 0.00%
US Factors Supplying Reserve Balances - Securities Held Outright - Mortgage-Backed Securities Wk of Feb 03 2016 1.744T USD 0.00%
US Treasury Securities: All Maturities Wk of Feb 03 2016 2.461T USD -0.00%
View complete index of all 697 indicators in this report

H.6 Money Stock Measures Report

Last Updated: Feb 4, 2016, 16:41 EST    Next Release: Feb 11, 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 Jan 25 2016 6.55% Chg Yr 8.01%
US M1 Money Stock Dec 2015 3.082T USD -0.17%
US M2 Money Stock Dec 2015 12.30T USD 0.34%
US Total Checkable Deposits Wk of Jan 25 2016 1.753T USD 1.39%
US Total Savings Deposits at all Depository Institutions Wk of Jan 25 2016 8.249T USD 0.36%
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: Feb 5, 2016, 16:16 EST    Next Release: Feb 12, 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 Jan 27 2016 11.79T USD 0.13%
US Commercial Banks Borrowings Wk of Jan 27 2016 1.896T USD 0.00%
US Commercial Banks Cash Assets Wk of Jan 27 2016 2.497T USD -0.82%
US Commercial Banks Commercial and Industrial Loans Wk of Jan 27 2016 2.000T USD 0.62%
US Commercial Banks Consumer Loans Wk of Jan 27 2016 1.279T USD -0.06%
US Commercial Banks Deposits Wk of Jan 27 2016 10.98T USD 0.17%
US Commercial Banks Interbank Loans Wk of Jan 27 2016 64.73B USD 4.48%
US Commercial Banks Loans to Commercial Banks Wk of Jan 27 2016 10.70B USD -0.26%
US Commercial Banks Real Estate Loans Wk of Jan 27 2016 3.893T USD 0.23%
US Commercial Banks Residual (Assets Less Liabilities) Wk of Jan 27 2016 1.703T USD -0.05%
US Commercial Banks Securities in Bank Credit Wk of Jan 27 2016 3.122T USD -0.06%
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 Jan 27 2016 15.59T USD -0.36%
US Commercial Banks Total Liabilities Wk of Jan 27 2016 13.89T USD -0.40%
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 Jan 27 2016 2.238T USD 0.06%
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: Jan 30, 2016, 10:00 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 Q4 2015 7.70 -25.96%
US Net Percentage of Banks Reporting Stronger Demand for Auto Loans Q4 2015 3.30 -81.36%
US Net Percentage of Banks Reporting Stronger Demand for Credit Card Loans Q4 2015 14.00 250.0%
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 Q4 2015 0.00 -100.0%
US Net Percentage of Banks Reporting Tightening Standards for Credit Card Loans Q4 2015 -5.80 -24.68%
US Net Percentage of Banks Reporting Tightening Standards for Subprime Mortgage Loans Q4 2015 20.00
View complete index of all 85 indicators in this report

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

Last Updated: Jan 29, 2016, 08:41 EST    Next Release: Mar 10, 2016, 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 Q1 2015 1.062 -0.81%
US Debt Outstanding Domestic Financial Sectors Q2 2015 15.20T USD 0.58%
US Debt Outstanding Domestic Nonfinancial Sectors - Household, Home Mortgage Sector Q2 2015 9.427T USD 0.44%
US Home Mortgages - Liabilities - Balance Sheet of Households and Nonprofit Organizations Q2 2015 9.413T USD 0.41%
US Total Credit Market Assets Held Q1 2015 59.05T USD 0.45%
US Total Credit Market Assets Held by Domestic Financial Sectors Q1 2015 42.29T USD 0.38%
US Total Credit Market Debt Owed Q1 2015 59.05T USD 0.45%
View complete index of all 193 indicators in this report
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