Announcements

FRED Adds Small Business Credit Survey (SBCS) Data

FRED has added 420 data series from the Small Business Credit Survey (SBCS) reported by the Federal Reserve Bank of Cleveland.

The SBCS captures the perspectives of business owners operating firms with fewer than 500 employees; it is conducted in partnership with business and industry associations, local agencies, and nonprofits. Because it is a convenience-sample survey, the data are weighted using Census Bureau data to match the distribution of firms in the SBCS sample to the distribution of small employer firms (1–499 employees) in the United States by age of the business, industry, number of employees, census division, urban or rural location, and owner’s race, ethnicity, and gender. The SBCS is conducted each year in the fall, and reports on the results are released beginning the following spring.

More details are available here.

Posted in FRED Announcements

FRED Adds Survey of Household Economics and Decisionmaking (SHED) Data

FRED has added 85 data series from the Survey of Household Economics and Decisionmaking (SHED) reported by the Board of Governors of the Federal Reserve System.

The survey measures the economic well-being of U.S. households and identifies potential risks to their finances. Survey topics include credit access and behaviors, savings, retirement, employment, economic fragility, and housing. The SHED is administered to respondents entirely online. Participants are selected to represent the overall population of U.S. adults 18 years old and older.

The survey has been fielded in the fall each year since 2013. Staff of the Federal Reserve Board write the survey questions in consultation with other Federal Reserve System staff, outside academics, and professional survey experts. More details are available here.

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FRED Adds Financial Risk Measurement Data from the Kansas City Fed

FRED has added 6 data series about preferences for and perceptions of financial risks reported by the Federal Reserve Bank of Kansas City.

  • The Risk-On Risk-Off (RORO) Index uses daily data from asset markets in the United States and euro area to measure the variation in global investors’ risk appetites. An index value larger than zero suggests investors are likely avoiding risk, whereas a negative value suggests investors are likely taking on more risk. More details are available here.
  • The Kansas City Fed’s Measure of Policy Rate Skew (KC PRS) is a daily measure of how financial markets perceive the balance of risks to short-term U.S. interest rates one year in the future. A positive value of policy rate skew indicates financial markets believe interest rates are more likely to end up higher than projected, whereas a negative value suggests rates could end up lower than projected. More details are available here.
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FRED Adds Data from the Treasury International Capital System

FRED has added 4260 data series about cross-border portfolio investment flows and positions between U.S. residents (including U.S.-based branches of firms headquartered in other countries) and foreign residents (including offshore branches of U.S. firms), reported by the U.S. Department of the Treasury, the Board of Governors of the Federal Reserve System, and the Federal Reserve Bank of New York.

The Treasury International Capital (TIC) reporting system provides:

• Monthly data on transactions and holdings of long-term securities;
• Annual detailed position data on holdings of long-term and short-term securities;
• Monthly and quarterly position data on claims and liabilities (including short-term securities) reported by banks and broker/dealers of securities;
• Quarterly position data on selected claims and liabilities reported by non-banks and non-broker/dealers; and
• Quarterly position and transactions data on financial derivatives reported by major participants in those markets.

More details are available here.

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FRED Adds Bankrate Data

FRED has added select series from Bankrate LLC in two different releases:

Bankrate Consumer Polls, an annual survey of financial sentiment, behaviors, and goals. The poll has 10 questions, and it has been conducted since 2011.

Bankrate Monitor (BRM) National Index, a weekly report of average interest rates on checking and saving accounts, certificates of deposit, credit cards, auto loans, mortgages, and other lines of personal credit. Data are available since 1984.

More details are available here.

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FRED Expands Chicago Fed Advance Retail Trade Summary Data

FRED has added 13 new series to its Chicago Fed Advance Retail Trade Summary (CARTS) release.

CARTS combines eight weekly indicators for retail sales (including payment card transactions, retail foot traffic, gasoline sales, and consumer sentiment) with the U.S. Census Bureau’s monthly data on retail and food services sales (excluding motor vehicles and parts). The result is a time-consistent weekly index of retail trade that, when aggregated to a monthly frequency, matches the available Census Bureau data. The new data additions include series about both nominal and inflation-adjusted estimated retail sales figures, a price index of retail sales, and projections for both.

More details are available here.

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FRED Expands AD&Co U.S. Mortgage High Yield Index Data

FRED has added 5 new series to its Andrew Davidson & Co., Inc. (AD&Co) U.S. Mortgage High Yield Index release.

The index tracks the total return of the bonds issued within the credit risk transfer (CRT) programs of Fannie Mae and Freddie Mac. It is an informational, investment-oriented monthly index of the return components of bonds: price, coupon, paydown, and credit loss. In combination with other standard risk metrics, the index is useful for comparing relative value with individual CRT bonds and with debt instruments in other credit markets.

The new data additions show the spread of the index values over the risk-free rate, according to the risk profile of the bonds. More details are available here.

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FRED Expands Nasdaq Daily Index Data

FRED has added 9,705 series of Nasdaq’s Daily Indexes, including the Nasdaq-100 flagship indexes, factor-based indexes like the AlphaDEX® and Dorsey Wright index families, alternative asset class indexes, and indexes of international securities segmented by region, country, size, and industry.

For more details on the methodology behind these indexes, see Nasdaq’s documentation.

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