Source: Board of Governors of the Federal Reserve System (US)  

Release: H.6 Money Stock Measures  

Units:  Billions of Dollars, Seasonally Adjusted

Frequency:  Weekly, Ending Monday

This series has been discontinued and will no longer be updated. It has been consolidated under the following series, which will continue to be updated: MDLM.

Starting on February 23, 2021, the H.6 statistical release is now published at a monthly frequency and contains only monthly average data needed to construct the monetary aggregates. Components of the monetary aggregates are reported at a total industry level without a breakdown by banks and thrifts. For more information on the H.6 release changes and the regulatory amendment that led to the creation of the other liquid deposits component, see the H.6 announcements and Technical Q&As posted on December 17, 2020.

The savings deposits component of M2 consisted of passbook-type savings deposits as well as MMDAs at banks and thrifts. This item was reported on the FR 2900 and, for institutions that do not file the FR 2900, was estimated using data reported on the Call Reports.

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Source: Bank for International Settlements  

Release: Credit to Non-Financial Sector  

Units:  Billions of US Dollars, Not Seasonally Adjusted

Frequency:  Quarterly, End of Quarter

Credit is provided by domestic banks, all other sectors of the economy and non-residents. The "private non-financial sector" includes non-financial corporations (both private-owned and public-owned), households and non-profit institutions serving households as defined in the System of National Accounts 2008. The series have quarterly frequency and capture the outstanding amount of credit at the end of the reference quarter. In terms of financial instruments, credit covers loans and debt securities.(1)

The combination of different sources and data from various methodological frameworks resulted in breaks in the series. The BIS is therefore, in addition, publishing a second set of series adjusted for breaks, which covers the same time span as the unadjusted series. The break-adjusted series are the result of the BIS's own calculations, and were obtained by adjusting levels through standard statistical techniques described in the special feature on the long credit series of the March 2013 issue of the BIS Quarterly Review at https://www.bis.org/publ/qtrpdf/r_qt1303h.htm. (1)

Source Code: Q:US:P:A:M:USD:A

(1) Bank for International Settlements. "Long series on credit to private non-financial sectors".https://www.bis.org/statistics/credtopriv.htm

Copyright, 2016, Bank for International Settlements (BIS). Terms and conditions of use are available at http://www.bis.org/terms_conditions.htm#Copyright_and_Permissions.

Source: Freddie Mac  

Release: Primary Mortgage Market Survey  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Weekly, Ending Thursday

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.

Data are provided “as is” by Freddie Mac®, with no warranties of any kind, express or implied, including but not limited to warranties of accuracy or implied warranties of merchantability or fitness for a particular purpose. Use of the data is at the user’s sole risk. In no event will Freddie Mac be liable for any damages arising out of or related to the data, including but not limited to direct, indirect, incidental, special, consequential, or punitive damages, whether under a contract, tort, or any other theory of liability, even if Freddie Mac is aware of the possibility of such damages.

Copyright, 2016, Freddie Mac. Reprinted with permission.