AndreaBozzo/ceres-open-data-index huggingface dataset:
Money Stock and Debt Measures

The H.6 release, published weekly, provides measures of the monetary aggregates (M1 and M2) and their components. M1 and M2 are progressively more inclusive measures of money: M1 is included in M2. M1, the more narrowly defined measure, consists of the most liquid forms of money, namely currency and checkable deposits. The non-M1 components of M2 are primarily household holdings of savings deposits, small time deposits, and retail money market mutual funds. Monthly data are available back to January 1959; for most series, weekly data are available back to January 1975.

Tags: data-resource, deposits, financial-markets, frs-created-data, frs-statistical-releases, macroeconomic-activity, money-supply, savings
Organization: Board of Governors of the Federal Reserve System
Financial Accounts of the United States - International Data Submissions

This data page groups together the data submissions from international organizations, including the Organisation for Economic Co-operation and Development (OECD), International Monetary Fund (IMF), and Bank for International Settlements (BIS) to the Financial Accounts.

Tags: data-resource, flow-of-funds-fof, frs-created-data, frs-statistical-releases, macroeconomic-activity
Organization: Board of Governors of the Federal Reserve System
Financial Accounts of the United States - Z.1 - Enhanced Financial Accounts

The Enhanced Financial Accounts (EFA) initiative is a long-term effort to augment the Financial Accounts of the United States with a richer and more detailed picture of financial intermediation and interconnections. As part of this initiative, we are providing supplementary information that offers finer detail, additional types of activities, higher-frequency data, and more-disaggregated data, even if such data are not available for all sectors or easily incorporated into the existing structure of the Financial Accounts. Many of the EFA projects are accompanied by FEDS Notes that provide additional information or context. Like all Financial Accounts data, EFA data are updated regularly and subject to revision.

Tags: data-resource, flow-of-funds-fof, frs-created-data, frs-statistical-releases, macroeconomic-activity
Organization: Board of Governors of the Federal Reserve System
Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel

This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial firms. The skewness of returns of financial firms (SRF) predicts economic activity, while being a barometer for lending conditions. SRF also affects firm-level investment beyond firms' balance sheets, and adverse SRF shocks lead to macroeconomic downturns with tighter lending conditions. SRF is based on U.S. stock returns as well as corporate credit spreads.

Tags: data-resource, equities, financial-institutions-and-services, fixed-income-securities
Organization: Board of Governors of the Federal Reserve System
Consumer Credit

The G.19 Statistical Release, Consumer Credit, reports outstanding credit extended to individuals for household, family, and other personal expenditures, excluding loans secured by real estate. Total consumer credit comprises two major types: revolving and nonrevolving. Revolving credit plans may be unsecured or secured by collateral and allow a consumer to borrow up to a prearranged limit and repay the debt in one or more installments. Credit card loans comprise most of revolving consumer credit measured in the G.19, but other types, such as prearranged overdraft plans, are also included. Nonrevolving credit is closed-end credit extended to consumers that is repaid on a prearranged repayment schedule and may be secured or unsecured. To borrow additional funds, the consumer must enter into an additional contract with the lender. Consumer motor vehicle and education loans comprise the majority of nonrevolving credit, but other loan types, such as boat loans, recreational vehicle loans, and personal loans, are also included. This statistical release is designated by OMB as a Principal Federal Economic Indicator (PFEI).

Tags: consumer-economics, consumer-loans, data-resource, frs-created-data, frs-statistical-releases
Organization: Board of Governors of the Federal Reserve System
Tips from TIPS: Update and Discussions

D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and TIPS liquidity premium over the 1983-present period. The model is also used to decompose nominal yields or forward rates into four components: expected real short rate, expected inflation, inflation risk premium, and real term premium.

Tags: capital-markets, data-resource, interest-rates, prices, u-s-treasury-securities
Organization: Board of Governors of the Federal Reserve System
Estimating U.S. Cross-Border Securities Flows: Ten Years of the TIC SLT

The TIC Form SLT collects monthly data on the market value of long-term cross-border securities holdings by country, type of foreign holder (official or private), and type of security. We estimate transactions as well as valuation change that is, the monthly change in the market value of the securities arising from price or exchange rate changes. Since the valuation change estimates are based on the country of issuer, the price indexes used for U.S. securities are the same for all holder countries. Over the ten years that TIC SLT data have been collected, this method has yielded estimated transactions more consistent with positions reported in the TIC SLT, with the findings of the annual security-level survey data, and with our expectations based on other information, such as market commentary or patterns observed across time.This dataset includes position, estimated transaction, and estimated valuation change data for counterparty countries that (1) have published TIC SLT position data and (2) have significant reported positions. This set of countries accounts for 95 to 99 percent of all long-term cross-border securities holdings.

Tags: capital-markets, data-resource, financial-markets, flow-of-funds-fof, international-finance, treasury-international-capital-tic-system
Organization: Board of Governors of the Federal Reserve System
Globalization and the Geography of Capital Flows

The U.S. cross-border securities portfolio is used as a case study to document the extent of distortions in traditional residence-based portfolio statistics. With cross-border holdings of $12 trillion in stocks and bonds as of end-2017, the United States in aggregate is the single largest cross-border investor. Authors exploit the underlying security-level data on U.S. cross-border portfolio holdings collected as part of the Treasury International Capital (TIC) system. Using security-level identifiers as well as modern text matching techniques, authors map these holdings, security by security, to the country of exposure for each firm as assigned by commercial products designed for international investors, thus converting these holdings to a nationality basis. For common stock equity holdings, authors rely primarily on the constituent information for Morgan Stanley Capital International (MSCI) country-focused equity indexes, supplemented with information on the primary location of operations for firms that are not included in the MSCI indexes. For bonds, authors also rely on information about the ultimate parent company obtained from Moody's Investors Service, and, for asset-backed securities, about the underlying assets to map holdings of corporate bonds to a nationality basis. Each data file contains the market value by country of US holdings of long-term securities that are considered foreign on a residence basis as published in the Treasury International Capital data, and their corresponding values on a nationality basis, for end-December of each year.

Tags: capital-markets, data-resource, flow-of-funds-fof, global-financial-institutions, globalization-and-the-geography-of-capital-flows, international-finance
Organization: Board of Governors of the Federal Reserve System
NBER-CES Manufacturing Industry Database

This database is a joint effort between the National Bureau of Economic Research (NBER) and U.S. Census Bureau's Center for Economic Studies (CES), containing annual industry-level data from 1958-2011 on output, employment, payroll and other input costs, investment, capital stocks, TFP, and various industry-specific price indexes. Because of the change from SIC to NAICS industry definitions in 1997, the database is provided in two versions: one with 459 four-digit 1987 SIC industries and the other with 473 six-digit 1997 North American Industry Classification System (NAICS) industries.

Tags: data-resource, economic-sectors, frs-created-data, industrial-output, manufacturing
Organization: Board of Governors of the Federal Reserve System
DWH NRDA Sandbar Deployment

This dataset includes the sandbar deployment information for the Deepwater Horizon Bird Study #19, Marsh Searcher Efficiency and Carcass Persistence Study.  The dataset contains the locations and other characteristics of the study carcasses deployed along sandbars.

Tags: avian, bird, deepwater-horizon, deployment, detection-probability, dwh, general-biology-species-birds, nrda, oil-spill, persistence, sandbar, searcher-efficiency
Organization: Department of the Interior
Foreign Exchange Rates - G.5a

The G.5a annual release contains yearly average rates of exchange of major currencies against the U.S. dollar. Averages are based on daily noon buying rates for cable transfers in New York City certified for customs purposes by the Federal Reserve Bank of New York.

Tags: capital-markets, data-resource, foreign-exchange-fx-markets, frs-created-data, frs-statistical-releases
Organization: Board of Governors of the Federal Reserve System
Average Daylight Overdrafts – Quarterly

The average per-minute daylight overdraft for a given day is the sum of the average per-minute daylight overdrafts for all institutions on that day. The figures stated in the table are the average of the daily average overdrafts over the quarter.

Tags: data-resource, federal-reserve-system, financial-institutions-and-services, frs-created-data, frs-statistical-releases, reserves
Organization: Board of Governors of the Federal Reserve System
Agricultural Finance Databook

The Agricultural Finance Databook is a compilation of various data on current developments in agricultural finance. Large portions of the data come from regular surveys conducted by the Board of Governors of the Federal Reserve System or by Federal Reserve Banks. Other portions come from the quarterly Call Report data of commercial banks or from the reports of other financial institutions involved in agricultural lending. This data is no longer published by the Federal Reserve Board. On October 1, 2010, the E.15 statistical release transitioned from the Board of Governors to the Federal Reserve Bank of Kansas City. You can now find the most current Agricultural Finance Databook at https://www.kansascityfed.org/research/indicatorsdata/agfinancedatabook.

Tags: agriculture, data-resource, frs-created-data, frs-statistical-releases, loans, natural-resource-economics
Organization: Board of Governors of the Federal Reserve System
Index of Common Inflation Expectations

The Index of Common Inflation Expectations (CIE) pulls together a variety of measures that look at the inflation expectations of economic agents. Data dimensions include the type of economic agent, the horizon of the expectation, the source of data (survey versus market-based measures), and the associated inflation concept. CIE is constructed using 21 inflation expectation indicators derived from households, firms, professional forecasters, and financial market participants. Both 'short horizon' (forecasts for the year ahead) and 'long horizon' (forecasts for a period over the next 5-10 years) inflation expectations are included. The quarterly index began in September 2020 and includes data from 1999 to present.

Tags: consumer-economics, data-resource, frs-created-data, frs-research-data, prices, sentiment
Organization: Board of Governors of the Federal Reserve System
Aggregate Reserves of Depository Institutions and the Monetary Base

The H.3 release provides data on aggregate reserves of depository institutions, including required reserves, total reserves, reserve balances maintained, interest paid on reserve balances maintained, nonborrowed reserves, and borrowings by depository institutions from the Federal Reserve's discount window. The release also provides data on the monetary base, which includes currency in circulation and total balances maintained.

Tags: data-resource, financial-institutions-and-services, frs-created-data, frs-statistical-releases, reserves
Organization: Board of Governors of the Federal Reserve System
A New Index to Measure U.S. Financial Conditions

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 with how the FRB/US model generally relates key financial variables to economic activity. The index aggregates changes in seven financial variables: the federal funds rate, the 10-year Treasury yield, the 30-year fixed mortgage rate, the triple-B corporate bond yield, the Dow Jones total stock market index, the Zillow house price index, and the nominal broad dollar index using weights implied by the FRB/US model and other models in use at the Federal Reserve Board. These models relate households' spending and businesses' investment decisions to changes in short- and long-term interest rates, house and equity prices, and the exchange value of the dollar, among other factors. These financial variables are weighted using impulse response coefficients (dynamic multipliers) that quantify the cumulative effects of unanticipated permanent changes in each financial variable on real gross domestic product (GDP) growth over the subsequent year. The resulting index is named Financial Conditions Impulse on Growth (FCI-G). One appealing feature of the FCI-G is that its movements can be used to measure whether financial conditions have tightened or loosened, to summarize how changes in financial conditions are associated with real GDP growth over the following year, or both.

Tags: data-resource, financial-economics, interest-rates, macroeconomic-activity
Organization: Board of Governors of the Federal Reserve System
Banking Organization Systemic Risk Report

The Banking Organization Systemic Risk Report(FR Y-15) collects systemic risk data from large U.S. bank holding companies (BHCs), covered savings and loan holding companies (SLHCs), foreign banking organizations (FBOs) with combined U.S. assets of $100 billion or more, including, if applicable, any U.S. intermediate holding company (IHC) of the FBO, and U.S.-based organizations designated as global systemically important banks (GSIBS). This is collected on a quarterly basis.

Tags: bank-holding-companies-bhc, data-resource, financial-institutions-and-services, financial-stability, foreign-banking-organizations-fbo, frs-collected-data, intermediate-holding-companies-ihc, regulatory-reports, savings-and-loan-holding-companies-slhc
Organization: Board of Governors of the Federal Reserve System
Survey of Household Economics and Decisionmaking

Since 2013, the Federal Reserve Board has conducted the Survey of Household Economics and Decision-making (SHED), which measures the economic well-being of U.S. households and identifies potential risks to their finances. The survey includes modules on a range of topics of current relevance to financial well-being including credit access and behaviors, savings, retirement, economic fragility, and education and student loans.

Tags: consumer-economics, consumer-finance, data-resource, frs-collected-data
Organization: Board of Governors of the Federal Reserve System
Central Bank Survey of Foreign Exchange and Derivatives Market Activity

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 transactions (turnover) in the foreign exchange cash market, the foreign exchange derivatives market, and the interest rate derivatives markets. The Derivatives Outstandings section requests data on outstanding contracts in the derivatives markets for foreign exchange, interest rates, equities, and commodities.

Tags: capital-markets, commodities-markets, data-resource, derivatives, financial-markets, foreign-exchange-fx-markets, frs-collected-data, interest-rates, monetary-economics, securities-brokers-dealers-underwriters
Organization: Board of Governors of the Federal Reserve System
Survey of Consumer Finances (SCF)

The Survey of Consumer Finances (SCF) is normally a triennial cross-sectional survey of U.S. families. The survey data include information on families balance sheets, pensions, income, and demographic characteristics. Information is also included from related surveys of pension providers and the earlier such surveys conducted by the Federal Reserve Board. No other study for the country collects comparable information. Data from the SCF are widely used, from analysis at the Federal Reserve and other branches of government to scholarly work at the major economic research centers. The survey has contained a panel element over two periods. Respondents to the 1983 survey were re-interviewed in 1986 and 1989. Respondents to the 2007 survey were re-interviewed in 2009. The study is sponsored by the Federal Reserve Board in cooperation with the Department of the Treasury. Since 1992, data have been collected by the National Opinion Research Center (NORC) at the University of Chicago.

Tags: consumer-economics, consumer-finance, data-resource, frs-collected-data
Organization: Board of Governors of the Federal Reserve System
Regulatory Capital Reporting for Institutions Subject to the Advanced Capital Adequacy Framework

Reporting Schedules A through S collect information about the components of reporting entities' regulatory capital, risk-weighted assets by type of credit risk exposure under the Advanced Internal Ratings-Based Approach, and risk-weighted assets and operational losses under the Advanced Measurement Approach. All nonconfidential data are available through the Federal Financial Institutions Examination Council (FFIEC) website: www.ffiec.gov/nicpubweb/nicweb/nichome.aspx.

Tags: capital-requirements, credit-risk, data-resource, financial-institutions-and-services, financial-statements, frs-collected-data, operational-risk, regulatory-reports
Organization: Board of Governors of the Federal Reserve System
Senior Credit Officer Opinion Survey on Dealer Financing Terms

The Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) is a quarterly survey providing information about the availability and terms of credit in securities financing and over-the counter (OTC) derivatives markets. The SCOOS is modeled after the long-established Senior Loan Officer Opinion Survey on Bank Lending Practices, which provides qualitative information about changes in supply and demand for loans to households and businesses at commercial banks. The SCOOS collects qualitative information on credit terms and conditions in securities financing and OTC derivatives markets, which are important conduits for leverage in the financial system. The survey panel for the SCOOS began by including 20 dealers and over time has been expanded. These firms account for almost all of the dealer activity in dollar-denominated securities financing and OTC derivatives markets. The survey is directed to senior credit officers responsible for maintaining a consolidated perspective on the management of credit risks.

Tags: data-resource, derivatives, financial-markets, frs-collected-data, loans, over-the-counter-securities-markets
Organization: Board of Governors of the Federal Reserve System
Government Securities Dealers Reports

These reports collect information on market activity from primary dealers in U.S. government securities.  This family of reports consists of the Weekly Report of Dealer Positions (FR 2004A), the Weekly Report of Cumulative Dealer Transactions (FR 2004B), the Weekly Report of Dealer Financing and Fails (FR 2004C), the Weekly Report of Specific Issues (FR 2004SI), the Daily Report of Specific Issues (FR 2004SD), and the Daily Report of Dealer Activity in Treasury Financing (FR 2004WI). The FR 2004A collects weekly data on dealers' outright positions in Treasury and other marketable debt securities. The FR 2004B collects cumulative weekly data on the volume of transactions made by dealers in the same instruments for which positions are reported on the FR 2004A. The FR 2004C collects weekly data on the amounts of dealer financing and fails. The FR 2004SI collects weekly data on outright, financing, and fails positions in current or on-the-run issues. Under certain circumstances this information is also collected on a daily basis on the FR 2004SD for on-the-run and off-the-run securities. The FR 2004WI collects daily data on positions in to-be-issued Treasury coupon securities, mainly the trading on a when-issued delivery basis.

Tags: capital-markets, data-resource, derivatives, financial-markets, frs-collected-data, government-securities, primary-dealers, securities-brokers-dealers-underwriters
Organization: Board of Governors of the Federal Reserve System
FY26 Community Partnerships Grants Dashboard

<p><span>This dashboard aims to build and expand relationships with community-based organizations (CBOs) through community partnerships. The interactive components of the display enable users to select multiple different categories of funding, the wards that are being served by a specific organization, and the demographic of who the proposal is serving. The user can select different organizations to view a short description of their proposal, the funding category, the comprehensive community demographics being served, and a link to the organization's website. When a selection is made on the Organization Name and Proposal Title table, the organization location (if applicable) and Ward(s) served is refined in the interactive map. The map filters out the organization locations for each Ward if a new selection is made in the Serving Ward category selector or by clicking each bar in the graph.&nbsp; The two indicators at the bottom left side of the dashboard, Allocated Funds and Number of Grantees, is updated by each selection to give users a scope of who is being impacted by the grant funding.</span></p>

Tags: cbo, cdg, community-based-organizations, community-partnerships, dc, district-of-columbia, funding, grants, oca, office-of-the-city-administrator, washington-dc
Organization: District of Columbia