US Financial Data Weekly

8/6/2019 US Financial Data Weekly

1/24

TUESDAY WEDNESDAY THURSDAY* FRIDAY

DEFINITIONS: A, actual value; PF, previous weeks forecast; CF, current weeks forecast; K, thousand; M, million; B, billion.

*The Board of Governors of the Federal Reserve System provides H.3, H.4.1, and H.6 releases each Thursday and H.10 and H.15 releaseseach Monday.

Forecast data are from ThomsonReuters. ThomsonReuters, 201. All Rights Reserved. Use, duplication, or sale of this service or the

data contained herein, except as described in the Federal Reserve Bank of St. Louis Subscription Agreement, is strictly prohibited.

research.stlouisfed.org

Titles for the current week are links to their respective releases.

MONDAY*

USFinancialData

Calendar of Releases

June 10, 2011

Final Edition

June 6

June 15June 14June 13 June 16

June 20

June 17

June 21 June 23June 22 June 24

June 7 June 8 June 9 June 10

Consumer Credit (Apr) Quarterly Services (Q1) Initial Claims (6/4) Import Prices (May)

International Trade (Apr) Treasury Budget (May)

A: $6.3B A: 427K A: 0.2%

A: -$43.7B A: -$57.6B

PF: $5.4B PF: 415K PF: -0.7%

Conditions (Beige Book) PF: -$48.9B PF: -$130.0B

Current Economic

Retail Sales (May)

PF: -0.2%CF: -0.4%

Business Inventories (Apr)

PF: 1.0%CF: 0.9%

PPI (May)

PF: 0.2%CF: 0.0%

Core PPI (May)PF: 0.2%CF: 0.2%

CPI (May)

PF: 0.1%CF: 0.1%

Core CPI (May)

PF: 0.2%CF: 0.2%

PF: 0.3%

Industrial Production (May)

CF: 0.2%

Capacity Utilization (May)PF: 77.1%CF: 77.0%

Initial Claims (6/11)

PF: N/ACF: 420K

Housing Starts (May)

PF: 540KCF: 544K

Building Permits (May)

PF: 550KCF: 560K

Current Account (Q1)PF: N/ACF: -$126.0B

Existing Home Sales (May)

Monetary Trends

StatementCF: 4.85M

Latest Issue

FOMC Meeting Initial Claims (6/18)

CF: N/A

New Home Sales (May)

CF: 310K

Durable Goods (May)

CF: 1.5%

GDP (Q1)

CF: 1.9%

Corporate Profits (Q1)
http://www.federalreserve.gov/releases/http://www.federalreserve.gov/releases/http://www.thomson.com/financial/financial.jsphttp://www.thomson.com/financial/financial.jsphttp://www.thomson.com/financial/financial.jsphttp://www.thomson.com/financial/financial.jsphttp://research.stlouisfed.org/http://www.federalreserve.gov/releases/g19/http://www2.census.gov/services/qss/2011/qssq1-11pr.pdfhttp://workforcesecurity.doleta.gov/press/2011/060911.asphttp://www.bls.gov/mxp/home.htmhttp://www.bea.gov/newsreleases/international/trade/2011/pdf/trad0411.pdfhttp://www.fms.treas.gov/mts/mts0511.pdfhttp://www.federalreserve.gov/releases/g19/http://workforcesecurity.doleta.gov/press/2011/060911.asphttp://www.bls.gov/mxp/home.htmhttp://www.bea.gov/newsreleases/international/trade/2011/pdf/trad0411.pdfhttp://www.fms.treas.gov/mts/mts0511.pdfhttp://www.federalreserve.gov/releases/g19/http://workforcesecurity.doleta.gov/press/2011/060911.asphttp://www.bls.gov/mxp/home.htmhttp://www.federalreserve.gov/FOMC/BeigeBook/2011/20110608/default.htmhttp://www.bea.gov/newsreleases/international/trade/2011/pdf/trad0411.pdfhttp://www.fms.treas.gov/mts/mts0511.pdfhttp://www.federalreserve.gov/FOMC/BeigeBook/2011/20110608/default.htmhttp://research.stlouisfed.org/http://www.thomson.com/financial/financial.jsphttp://www.federalreserve.gov/releases/http://www.federalreserve.gov/releases/http://www.fms.treas.gov/mts/mts0511.pdfhttp://www.bls.gov/mxp/home.htmhttp://www.bea.gov/newsreleases/international/trade/2011/pdf/trad0411.pdfhttp://workforcesecurity.doleta.gov/press/2011/060911.asphttp://www.federalreserve.gov/FOMC/BeigeBook/2011/20110608/default.htmhttp://www2.census.gov/services/qss/2011/qssq1-11pr.pdfhttp://www.federalreserve.gov/releases/g19/


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Contents

Page

3 Adjusted Monetary Base

4 Adjusted Reserves

5 MZM

6 M2

7 Composition of Federal Reserve Assets and Liabilities

8 Reserve Bank Credit and Selected Categories

9 Other Federal Reserve Balance Sheet Items

10 Yields on Selected Securities

11 Corporate Bond Spreads and Mortgage Interest Rates

12 Yields on Nominal and Inflation-Indexed Treasury Securities

13 Federal Funds Futures Market

14 Equity Price Indices15 Crude Oil Prices

16 Natural Gas Prices

17 Exchange Rates

18 Currency, Savings, and Small Time Deposits

19 Institutional and Retail Money Funds, and Borrowings from Federal Reserve Banks

20 Bank Loans

21 Commercial Paper Outstanding

22 Reference Tables

23 Notes

Conventions used in this publication:

1. Unless otherwise indicated, figure and table data are weekly and seasonally adjusted.

2. For pages 10, 14, 15 (top chart), 16 (top chart), and 22 (top table), the last observation is a daily average that incorpo-rates all available data at the time of publication, which usually includes observations for the first three trading days ofthe week (Monday through Wednesday). The previous observations signify that weeks average.

We welcome your comments addressed to:

Editor, U.S. Financial DataResearch DivisionFederal Reserve Bank of St. LouisP.O. Box 442St. Louis, MO 63166-0442

or to:

[email protected]

U.S. Financial Data is published weekly by the Research Division of the Federal Reserve Bank of St. Louis. For more information on data in this publication, please visit research.stlouisfed.org/fred2or call (314) 444-8590. To be added to our free email notification list, please visit our web site at research.stlouisfed.org/publications/usfd.


3/24

U.S. Financial Dataupdated through06/09/11

3

Research Division

Federal Reserve Bank of St. Louis

06/02/10 08/25/10 11/03/10 12/01/10 12/29/10 01/26/11 03/09/11 04/06/11

11/03/10 -5.6

12/01/10 -5.2 -6.9

12/29/10 -3.1 -3.0 4.3

01/26/11 1.8 4.7 17.1 28.5

03/09/11 17.6 27.8 53.9 75.5 110.0

04/06/11 24.8 37.3 65.0 85.6 114.5 149.1

05/04/11 26.1 37.7 61.1 76.6 95.5 111.9 78.7

06/01/11 27.5 38.5 59.0 71.5 85.3 95.0 67.0 43.6

Adjusted Monetary Base

Compounded annual rates of change, average of two maintenance periods ending:To the average of

two maintenance

periods ending:

2010 2011

Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun

Billions of dollars

Averages of Daily Figures, Seasonally Adjusted

Adjusted Monetary Base

1900

2000

2100

2200

2300

2400

2500

2600

2700


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U.S. Financial Dataupdated through

06/09/11

4

Research Division


06/02/10 08/25/10 11/03/10 12/01/10 12/29/10 01/26/11 03/09/11 04/06/11

11/03/10 -14.9

12/01/10 -12.6 -14.7

12/29/10 -8.7 -7.8 10.5

01/26/11 -2.7 1.5 24.2 37.7

03/09/11 23.0 40.7 92.9 132.1 201.2

04/06/11 37.4 61.2 121.9 164.3 230.5 345.4

05/04/11 38.3 59.7 108.5 137.9 176.5 225.2 148.5

06/01/11 41.7 62.5 106.0 129.9 158.4 188.7 127.4 68.0

Adjusted Reserves

Compounded annual rates of change, average of two maintenance periods ending:To the average of

two maintenance

periods ending:

2010 2011


Billions of dollars

Seasonally Adjusted

Adjusted Reserves

1000

1100

1200

1300

1400

1500

1600

1700


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5

Research Division


05/31/10 08/23/10 11/01/10 11/29/10 12/27/10 01/24/11 03/07/11 04/04/11

11/01/10 6.4

11/29/10 6.5 7.7

12/27/10 6.1 6.9 5.3

01/24/11 5.3 5.4 3.2 1.4

03/07/11 5.4 5.5 4.1 3.4 3.1

04/04/11 5.4 5.5 4.3 3.8 3.7 5.7

05/02/11 6.1 6.5 5.9 5.7 6.1 8.2 10.0

05/30/11 6.5 6.9 6.5 6.5 7.0 8.9 10.3 13.0

MZM

Compounded annual rates of change, average of four weeks ending:To the average

of four weeks

ending:

2010 2011


Billions of dollars


MZM

9300

9400

9500

9600

9700

9800

9900

10000

10100


6/24


06/09/11

6

Research Division


05/31/10 08/23/10 11/01/10 11/29/10 12/27/10 01/24/11 03/07/11 04/04/11

11/01/10 5.2

11/29/10 5.1 5.8

12/27/10 5.0 5.5 4.5

01/24/11 4.6 4.8 3.5 3.0

03/07/11 5.0 5.4 4.9 5.0 5.2

04/04/11 4.6 4.7 4.0 3.9 3.7 4.6

05/02/11 4.9 5.1 4.6 4.6 4.6 5.5 4.0

05/30/11 5.0 5.2 4.9 4.9 5.0 5.8 4.9 7.3

M2

Compounded annual rates of change, average of four weeks ending:To the average

of four weeks

ending:

2010 2011


Billions of dollars


M2

8500

8600

8700

8800

8900

9000

9100


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7

Research Division


2010 2011


Billions of Dollars

End of Period Wednesday Figures

Composition of Federal Reserve Assets

0

500

1000

1500

2000

2500

3000

3500

Short-Term Lending to Financial Firms and Markets

Rescue Operations

Operations Focused on Longer-Term Credit Conditions

Traditional Portfolio

Traditional Portfolio and Long-Term Assets

2010 2011


Billions of Dollars


Composition of Federal Reserve Liabilities

0

500

1000

1500

2000

2500

3000

Source Base (not adjusted for reserve requirement changes)

Treasury Financing Account

Traditional Liabilities and Capital Account


8/24


06/09/11

8

Research Division


2010 2011


Billions of dollars

Averages of Daily Figures

Reserve Bank Credit and Federal Reserve Holdings of U.S. Treasury Securities

Reserve Bank Credit

U.S. Treasury Securities

0

600

1200

1800

2400

3000

2010 2011


Billions of dollars


Term Deposits Held by Depository Institutions

0

1

2

3

4

5

6


9/24


9

Research Division


2010 2011


Billions of Dollars

Purchases of Agency Debt

Mortgage-Backed Securities


Federal Reserve Holdings of Agency Debt and Mortgage-Backed Securities

0

200

400

600

800

1000

1200

2010 2011


Federal Reserve Holdings in the Term Asset-Backed Securities Loan FacilityAverages of Daily Figures

Billions of Dollars

10

15

20

25

30

35

40

45

50


10/24


06/09/11

10

Research Division


2010 2011


Percent

Corporate Aaa

Prime Rate

2-Year Swap

30-Day Nonfinancial Commercial Paper


Yields on Selected Securities

0

1

2

3

4

5

6

7

2010 2011


Percent

10-Year Treasury

Federal Funds RateFFR Target Range3-Month Treasury||

||

|||

0

1

2

3

4

5


11/24


11

Research Division


2010 2011


Percent

Aaa - 10Y

Baa - 10Y


Corporate Bond Yields Relative to Yields on 10 - Year Treasury Securities

0

1

2

3

4

2010 2011


Percent

Jumbo

Conforming


Interest Rates on 30 - Year Conforming and Jumbo Mortgages

4.0

4.5

5.0

5.5

6.0

6.5

7.0


12/24


06/09/11

12

Research Division


2010 2011


Percent


Treasury Note Yields

5-Year

10-Year

30-Year

0

1

2

3

4

5

2010 2011


Percent

Averages of Daily FiguresInflation-Indexed Treasury Yields

5-Year

10-Year

30-Year

-2

-1

0

1

2

3

2010 2011


Percent


Inflation-Indexed Treasury Yield Spreads

5-Year

10-Year

30-Year

0

1

2

3


13/24


14/24


06/09/11

14

Research Division


2010 2011



Dow Jones Industrial Average and NASDAQ Composite

Closing Price February 5, 1971 = 100

NASDAQ (right scale)

Dow Jones (left scale)

9000

10000

11000

12000

13000

14000

15000

1800

2000

2200

2400

2600

2800

3000

2010 2011


January 2, 1980 = 1078.29 1941-43 = 10

S&P* (right scale)

Wilshire** (left scale)


Wilshire 5000 and Standard & Poor's 500

*Copyright 2011 The McGraw-Hill Companies, Inc. Standard & Poor's including its subsidiary corporations ("S&P") is a division ofThe McGraw-Hill Companies, Inc. Reproduction of this data in any form is prohibited without S&P's prior written permission.

**Source: Wilshire Associates Incorporated, www.wilshire.com

10000

11000

12000

13000

14000

15000

1000

1100

1200

1300

1400

1500


15/24


15

Research Division


2010 2011


Dollars per barrel

West Texas Intermediate, Averages of Daily Figures

Crude Oil Spot Prices

65

70

75

80

85

90

95

100

105

110

115

Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun

2011 2012

Crude Oil Futures PricesWest Texas Intermediate

Dollars per barrel

06/01/2011

06/08/2011

100

101

102

103

104

105


16/24


06/09/11

16

Research Division


2010 2011


Dollars per million btu

Henry Hub, Averages of Daily Figures

Natural Gas Spot Prices

3.0

3.5

4.0

4.5

5.0

5.5

Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun

2011 2012

Natural Gas Futures Prices

Dollars per million btu

Henry Hub

06/08/2011

06/01/2011

4.5

4.7

4.9

5.1

5.3

5.5


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17

Research Division


2010 2011


January 1987=100March 1973=100

Broad Index (right scale)

Major Index (left scale)


Trade-Weighted Exchange Rate Indexes

65

70

75

80

85

90

85

90

95

100

105

110

2010 2011


Euro/US$ Yen/US$


Euro (left scale)

Japan (right scale)

Exchange Rates

0.4

0.5

0.6

0.7

0.8

0.9

76

84

92

100

108

116


18/24


06/09/11

18

Research Division


2010 2011


Billions of dollars


Currency Component of M1

870

890

910

930

950

970

2010 2011


Billions of dollarsBillions of dollars

Small Time (left scale)

Savings (right scale)


Savings and Small Time Deposits

780

860

940

1020

1100

1180

1260

1340

1420

1500

2100

2500

2900

3300

3700

4100

4500

4900

5300

5700


19/24


19

Research Division


2010 2011


Billions of dollars Billions of dollars

Retail Money (right scale)

Institutional Money (left scale)


Institutional and Retail Money Funds

900

1100

1300

1500

1700

1900

2100

2300

500

700

900

1100

1300

1500

1700

1900

2010 2011


Billions of dollars


Total Borrowings from Federal Reserve Banks

Note: Total borrowings include loans to depository institutions for primary, secondary, and seasonal credit, primary dealer and other broker-dealer credit.This category also contains asset-backed commercial paper money market mutual fund liquidity facility, credit extended to American InternationalGroup, Inc.,net, term asset-backed securities loan facility, and other credit extensions. Term auction credit is excluded.

0

20

40

60

80

100


20/24


06/09/11

20

Research Division


2010 2011



Bank Credit (left scale)

Loans and Leases (right scale)

All Commercial Banks in the United States, Seasonally Adjusted

Bank Loans and Credit

8050

8300

8550

8800

9050

9300

9550

6250

6500

6750

7000

7250

7500

7750

2010 2011



Large Banks (right scale)

All Banks (left scale)

Seasonally Adjusted

Commercial and Industrial Loans

1150

1175

1200

1225

1250

1275

550

575

600

625

650

675


21/24


21

Research Division


2010 2011


Billions of dollars

Seasonally Adjusted

Commercial Paper Outstanding of Nonfinancial Companies

120

130

140

150

160

170

180

190

2010 2011


Billions of dollars

Seasonally Adjusted

Commercial Paper Outstanding: Financial and Asset-Backed

Asset-Backed

Financial

300

400

500

600

700


22/24


06/09/11

22

Research Division


30-Day 2-Year 3-Month 2-Year 5-Year 10-Year 30-Year

Comm. 90-Day Interest Corporate Corporate Municipal Federal Treasury Treasury Treasury Treasury Treasury

Paper CDs Rate Swap Aaa Bonds Baa Bonds Bonds Funds Bill Securities Securities Securities Securities

Mar 18 0.18 0.28 0.78 5.07 5.98 4.86 0.14 0.09 0.61 1.95 3.29 4.44

25 0.17 0.27 0.86 5.10 6.00 4.91 0.14 0.09 0.71 2.10 3.38 4.46

Apr 1 0.16 0.27 0.98 5.15 6.05 5.00 0.13 0.09 0.80 2.23 3.47 4.51

8 0.15 0.24 0.98 5.19 6.10 5.04 0.10 0.05 0.82 2.28 3.54 4.57

15 0.16 0.23 0.93 5.16 6.07 5.06 0.09 0.06 0.77 2.22 3.51 4.55

22 0.14 0.23 0.83 5.16 5.98 4.98 0.11 0.06 0.69 2.12 3.41 4.46

29 0.12 0.22 0.81 5.13 5.93 4.86 0.10 0.06 0.64 2.04 3.36 4.42

May 6 0.11 0.22 0.76 5.00 5.82 4.69 0.09 0.03 0.59 1.92 3.24 4.32

13 0.12 0.20 0.74 4.98 5.83 4.61 0.09 0.03 0.57 1.87 3.20 4.33

20 0.10 0.20 0.73 4.93 5.76 4.55 0.09 0.05 0.55 1.83 3.15 4.28

27 0.11 0.20 0.70 4.95 5.74 4.52 0.10 0.06 0.52 1.77 3.10 4.26

Jun 3 0.12 0.22 0.64 4.95 5.70 4.51 0.10 0.05 0.44 1.63 3.01 4.21

10 0.10 0.20 0.63 4.99 5.74 . 0.10 0.05 0.40 1.57 3.00 4.24

Interest RatesPercent

*

*Averages of rates available

Small Retail Institutional

M2 MZM Currency Time Savings Money Money

Apr 18 8940.6 9944.3 949.4 863.1 5507.1 681.8 1866.8

25 8964.1 9947.4 951.3 860.4 5502.4 684.3 1843.7

May 2 8992.7 10016 954.6 856.9 5512.8 685.6 1879.7

9 8984.2 10013 957.1 853.2 5530.8 685.5 1882.0

16 8994.4 10038 958.8 850.1 5533.9 688.4 1893.5

23 9005.2 10028 959.2 846.1 5531.6 688.2 1868.7

30 9017.8 10056 960.4 842.6 5527.2 686.9 1881.2

Money Stock and ComponentsBillions of dollars, seasonally adjusted

C&I C&I Comm.

Bank Loans and Loans Loans Paper TotalCredit Leases (All) (Large) (sa) Borrowings

Apr 27 9158.1 6694.7 1250.7 636.1 168.5 17.207

May 4 9157.6 6699.1 1257.1 638.2 167.3 16.608

11 9177.1 6720.0 1263.9 645.6 170.0 15.727

18 9135.1 6695.2 1257.0 639.5 174.1 15.018

25 9162.6 6715.9 1263.7 645.9 177.9 14.651

Jun 1 . . . . 174.7 14.068

8 . . . . 178.8 13.486

Bank Loans and CreditBillions of dollars, seasonally adjusted

AdjustedMonetary Adjusted

Base Reserves

Mar 9 2355.006 1416.28

23 2439.338 1495.51

Apr 6 2490.401 1544.85

20 2548.783 1562.34

May 4 2513.799 1571.26

18 2586.443 1635.83

Jun 1 2625.313 1657.06

Reserves and BaseBillions of dollars, seasonally adjusted

Major Broad Exchange Exchange

Exchange Exchange Rate: Rate:Rate Index Rate Index Euro/$ Yen/$

Apr 22 69.6 95.4 0.693 82.2

29 68.8 94.6 0.681 81.9

May 6 68.7 94.5 0.679 80.7

13 69.9 95.4 0.701 80.7

20 70.3 95.9 0.704 81.4

27 70.6 96.1 0.708 81.6

Jun 3 69.6 95.2 0.692 80.9

Exchange Rates


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