Bibliothèque

FRED (St. Louis Fed)

M2

announcements (https://www.federalreserve.gov/feeds/h6.html) and Technical Q&As (https://www.federalreserve.gov/releases/h6/h6_technical_qa.htm) posted on December 17, 2020. For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h6/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

• money-supply
• fred

FRED (St. Louis Fed)

30-Year Fixed Rate Mortgage Average in the United States

On November 17, 2022, Freddie Mac changed the methodology of the Primary Mortgage Market Survey® (PMMS®). The weekly mortgage rate is now based on applications submitted to Freddie Mac from lenders across the country. For more information regarding Freddie Mac’s enhancement, see their research note (https://www.freddiemac.com/research/insight/20221103-freddie-macs-newly-enhanced-mortgage-rate-survey). Data are provided “as is” by Freddie Mac®, with no warranties of any kind, express or implied,…

• mortgage
• housing
• interest-rates
• fred

FRED (St. Louis Fed)

Monthly Supply of New Houses in the United States

The months' supply is the ratio of new houses for sale to new houses sold. This statistic provides an indication of the size of the new for-sale inventory in relation to the number of new houses currently being sold. The months' supply indicates how long the current new for-sale inventory would last given the current sales rate if no additional new houses were built.

• housing
• inventories
• sales
• fred

FRED (St. Louis Fed)

New One Family Houses Sold: United States

• housing
• sales
• fred

FRED (St. Louis Fed)

All Employees, Total Nonfarm

All Employees: Total Nonfarm, commonly known as Total Nonfarm Payroll, is a measure of the number of U.S. workers in the economy that excludes proprietors, private household employees, unpaid volunteers, farm employees, and the unincorporated self-employed. This measure accounts for approximately 80 percent of the workers who contribute to Gross Domestic Product (GDP). This measure provides useful insights into the current economic situation because it can represent the number of jobs added or …

• employment
• fred

FRED (St. Louis Fed)

Secured Overnight Financing Rate

• interest-rates
• fed
• money-markets
• sofr

FRED (St. Louis Fed)

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis

H.15 Statistical Release (https://www.federalreserve.gov/releases/h15/current/h15.pdf) notes and Treasury Yield Curve Methodology (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx). For questions on the data, please contact the data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h15/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

• treasury
• bonds
• fred

FRED (St. Louis Fed)

10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity

Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department (https://www.treasu…

• treasury
• spread
• fred

FRED (St. Louis Fed)

UNRATE

• unemployment
• labor
• fred

FRED (St. Louis Fed)

U.S. Dollars to Euro Spot Exchange Rate

data source (https://www.federalreserve.gov/apps/ContactUs/feedback.aspx?refurl=/releases/h10/%). For questions on FRED functionality, please contact us here (https://fred.stlouisfed.org/contactus/).</p>

• forex
• exchange-rate
• fred

Mortgage-Rate Signals (derived)

US mortgage-rate signals (affordability shock & spread gauges)

Weekly US mortgage-rate signals from the Freddie Mac Primary Mortgage Market Survey (redistributed by FRED, 1971 ->): 30-year and 15-year fixed rates with 13-week momentum, 30-week change volatility, 3-sigma anomaly flags vs a trailing 52-week baseline, 4-week drift forecasts, cross-series ranks, the mortgage-minus-10y-Treasury spread, a 52-week rate-shock gauge, high/low rate flags, and a 10-year affordability z-score. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: Freddie Mac, U.S. Department of the Treasury.

• mortgages
• housing-finance
• interest-rates
• affordability

US GDP & Output-Gap Signals (derived)

US GDP and output-gap signals (growth, slack, investment/consumption shares)

Quarterly US national-accounts signals derived from FRED: real GDP growth (QoQ annualized and YoY), the CBO output gap (actual vs potential GDP) with its 10-year z-score, investment and consumption shares of GDP, the GDP-deflator inflation gauge, plus 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts and a per-quarter cross-series volatility rank. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data: U.S. Bureau of Economic Analysis and the Congressional Budget Office.

• gdp
• output-gap
• potential-gdp
• investment