17 datasets found
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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
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
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
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
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
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
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
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
Real-Time Global Longer-Run Neutral Rates
Board of Governors of the Federal Reserve System —
These data provide updated real-time estimates for global longer-run real neutral interest rates – the real component of policy interest rates consistent with both... -
Federal
Quarterly Report of Interest Rates on Selected Direct Consumer Installment Loans (FR 2835) and Quarterly Report of Credit Card Plans (FR 2835a)
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
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
Interest on Reserve Balance Rate
Board of Governors of the Federal Reserve System —
The Federal Reserve Banks pay interest on reserve balances of depository institutions. The Board of Governors has prescribed rules governing the payment of interest... -
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 - 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 - Maturity Distribution of Commercial Paper Outstanding
Board of Governors of the Federal Reserve System —
Derived from data supplied by The Depository Trust & Clearing Corporation -
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...
17 datasets found