15 datasets found
-
Federal
Interest Rate Statistics - Daily Treasury Yield Curve Rates
Department of the Treasury —
These rates are commonly referred to as Constant Maturity Treasury rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve,... -
Federal
Interest Rate Statistics - Daily Treasury Bill Rates
Department of the Treasury —
These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week)... -
Federal
A New Index to Measure U.S. Financial Conditions
Board of Governors of the Federal Reserve System —
An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent... -
Federal
Selected Interest Rates - Business Daily
Board of Governors of the Federal Reserve System —
The H.15 release contains daily interest rates for selected U.S. government and Federal Reserve series. It is published every business day except holidays. -
Federal
Selected Interest Rates - Monthly
Board of Governors of the Federal Reserve System —
The G.13 statistical release discontinued as of January 8, 2002. The data reported on the G.13 are available elsewhere: In a daily release, the H.15, which is... -
Federal
Commercial Paper Rates and Outstanding Summary - Commercial Paper Rates
Board of Governors of the Federal Reserve System —
Daily rates for commercial paper are provided for the AA nonfinancial, A2/P2 nonfinancial, AA financial, and AA asset-backed categories. The criteria that determine... -
Federal
Indicative Forward-Looking SOFR Term Rates
Board of Governors of the Federal Reserve System —
This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In... -
Federal
Quarterly Report of Interest Rates on Selected Direct Consumer Installment Loans; Quarterly Report of Credit Card Plans
Board of Governors of the Federal Reserve System —
The FR 2835 collects interest rates on loans for new vehicles and loans for other consumer goods and personal expenses from a sample of commercial banks and the FR... -
Federal
A Unified Measure of Fed Monetary Policy Shocks
Board of Governors of the Federal Reserve System —
A measure of Fed monetary policy shocks, as estimated in 'A Unified Measure of Fed Monetary Policy Shocks' by Chunya Bu, John Rogers, and Wenbin Wu. -
Federal
Tips from TIPS: Update and Discussions
Board of Governors of the Federal Reserve System —
D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk... -
Federal
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
Board of Governors of the Federal Reserve System —
The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of... -
Federal
Commercial Paper Rates and Outstanding Summary - Volume Statistics for Commercial Paper Issuance
Board of Governors of the Federal Reserve System —
Volume statistics for daily commercial paper issuance are provided for each of the commercial paper rate categories: AA nonfinancial, A2/P2 nonfinancial, AA... -
Federal
Commercial Paper Rates and Outstanding Summary - Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
Commercial paper outstanding are provided for seasonally adjusted and not seasonally adjusted categories. The not seasonally adjusted categories include financial,... -
Federal
Commercial Paper Rates and Outstanding Summary - Year-end Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
This page will be updated weekly from October through December. The weekly pattern of commercial paper maturing after December 31 chart and table will be replaced... -
Federal
Commercial Paper Rates and Outstanding Summary - Maturity Distribution of Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
Derived from data supplied by The Depository Trust & Clearing Corporation
15 datasets found