Federal Reserve Economic Data

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

FRED Adds Survey of Regional Conditions and Expectations (SORCE) Data

FRED has added 27 data series from the Survey of Regional Conditions and Expectations (SORCE) reported by the Federal Reserve Bank of Cleveland.

Information is collected eight times per year through a survey of business and community leaders in the Fourth District of the Federal Reserve System, which covers all of Ohio and parts of Pennsylvania, Kentucky, and West Virginia. The data are presented as indexes, measuring the difference between the percentage of the survey respondents reporting increases and the percentage reporting decreases in areas such as demand, employment, and inflation. These types of indexes are often called diffusion indexes.

More details are available here.

Posted in FRED Announcements

FRED Launches New Version of API

FRED has launched a new version of its application programming interface (API). An API enables users to write programs and build applications that retrieve economic data from FRED. FRED’s API Version 2 allows account holders to retrieve observations for all FRED series in any release in bulk and obtain the entire history in JSON or XML format. Users interested in using this new feature to make data requests will need an API key, which can be requested via a FRED user account.

Posted in FRED Announcements

Back to Top