FRED has added over 100 new historical and active series from the Board of Governors’ H.15 Selected Interest Rates statistical release.

About two-thirds of the series added to FRED are historical series from the H.15 Statistical Release, including daily interest rates for Treasury bills, commercial paper, financial paper, and dealer offering rates, as well as weekly, monthly, and annual averages of H.15 historical series.

The active series added to FRED are annual averages of existing daily interest rate series, including market yields on U.S. Treasury securities, Treasury bills, commercial paper, and discount window primary credit rates. The active series added also include daily (business days) and biweekly frequency versions of the federal funds effective rate, as well as daily (7-day) bank prime loan rates and discount window primary credit rates.

As surely as the sun rises, FRED continues to provide great data tools. The latest is our new mapping feature. You can customize, share, and download geographical maps of data directly in FRED.

These maps are available for series in a dataset that have geographical characteristics, such as per capita personal income for U.S. states: For example, Missouri personal income can be examined on a U.S. state map.

Our GeoFRED website will close down Sept. 1, 2022, and we know a change like this can be disruptive, especially if you use GeoFRED as a teaching tool. So we hope our new FRED map feature will be a helpful alternative to engage with data. 

Maps provide a cross-sectional perspective that lets you compare regions on a map while complementing and expanding the data analysis you get on a time-series graph. FRED has 9 types of maps: U.S. counties, U.S. metro areas, U.S. states, nations, Federal Reserve Districts, Census regions, Census divisions, BEA regions, and NECTAs (New England city and town areas).

Check out our FRED map tutorials for additional guidance on how to use this new feature and try it out to:

• Supplement your data story with an interactive map.
• Share your customized map with an option to automatically update the map with the latest data.
• Embed your maps in your favorite blog site.
• Download all data on the map into a single file.

FRED has expanded its coverage of the Federal Reserve Board’s G.19 Consumer Credit Release with an additional 36 monthly series.

These series cover Total and Revolving/Non-revolving Consumer Credit.

The Federal Reserve Bank of Chicago renamed the Chicago Fed Survey of Business Conditions (CFSBC) to the Chicago Fed Survey of Economic Conditions (CFSEC) to better represent the survey’s aim and base of respondents. This change is now reflected in FRED as well.

The goal of the survey remains unchanged: to assess the state of the economy in the Seventh Federal Reserve District, which is served by the Federal Reserve Bank of Chicago. The survey has always been filled out by both business and nonbusiness contacts.

For more details, see the CFSEC.

FRED has added 38 historical commercial paper (CP) series from before April 2006: On April 10, 2006, the Federal Reserve Board made major changes to its CP outstanding calculations. New outstanding categories were added, some existing category definitions were modified, and current and historical CP issuer information was updated. For more information, refer to the Commercial Paper Rates and Outstanding Summary.

CP consists of short-term, promissory notes issued primarily by corporations (up to 270 days in maturity but averaging about 30 days). CP is often used to raise cash for current transactions as a lower-cost alternative to bank loans.

FRED has added 2 additional series: the AMERIBOR® Term-30 and Term-90 derived interest rate indexes from the American Financial Exchange (AFX).

AMERIBOR® (American Interbank Offered Rate) is a transparent benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). The AMERIBOR® Term-30 and Term-90 indexes are designed to capture wholesale funding costs for American financial institutions over a 30-day and 90-day period, respectively, at a specific moment in time. These forward-looking short-term interest rates are calculated using a broad dataset of real-world primary issuances of wholesale commercial deposits and commercial paper of U.S.-domiciled financial institutions of every size. These indexes are also designed to be a transparent and representative short-term LIBOR alternative.

FRED has added 9 new benchmark interest rates: the Unsecured Overnight AMERIBOR® Interest Rate, AMERIBOR® Term Structure Interest Rates, and the 30- and 90-day AMERIBOR® Overnight Average Rates from the American Financial Exchange (AFX).

AMERIBOR® (American Interbank Offered Rate) is a transparent benchmark interest rate based on overnight unsecured loans transacted on the American Financial Exchange (AFX). The arbitrage-free AMERIBOR® Term Structure of Interest Rates is derived from the Overnight Unsecured AMERIBOR® Interest Rate and the implied AMERIBOR® forward rates from the AMERIBOR® futures prices.

AMERIBOR® reflects the actual borrowing costs of thousands of small, medium, and regional banks across America. AMERIBOR® is also useful for larger banks and financial institutions that do business with these banks, as well as small and middle-market companies.

FRED has added 30 new series to the G.20 Finance Companies release from the Board of Governors of the Federal Reserve System. Most of these series are aggregates of current FRED series, combining owned and securitized data. For example, the two series in the graph above combine leases owned and leases securitized into the aggregate series of leases owned and securitized for both consumer motor vehicle loans and business motor vehicle loans.