Federal Reserve Economic Data

Announcements

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.

Posted in FRED Announcements

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.

Posted in FRED Announcements

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.

Posted in FRED Announcements

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.

Posted in FRED Announcements

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.

Posted in FRED Announcements

FRED Adds Dallas Fed Energy Survey Data

FRED has added 7 data series from the Dallas Fed Energy Survey.

The Federal Reserve Bank of Dallas conducts a quarterly survey of about 200 oil and gas firms located or headquartered in the Eleventh Federal Reserve District—Texas, southern New Mexico, and northern Louisiana—which operate regionally, nationally, or internationally. Executives report on business conditions involving a number of indicators, such as business activity, capital expenditures, employment, input prices, and company outlook.

More details are available here.

Posted in FRED Announcements

Back to Top