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  • Billions of Dollars, Monthly, Not Seasonally Adjusted

    Data Are At Annual Rate. Source: Data Derived By NBER From Series 10111-115 (Mortgage Debt Held By Financial Institutions And Life Insurance Companies) This NBER data series m10131 appears on the NBER website in Chapter 10 at http://www.nber.org/databases/macrohistory/contents/chapter10.html. NBER Indicator: m10131

  • Billions of Dollars, Monthly, Not Seasonally Adjusted

    Series Is Presented Here As Three Variables--(1)--Original Data, 1955-1959 (2)--Original Data, 1959-1966 (3)--Original Data, 1965-1968. Bank Holdings Are Here Represented By Those Of The Weekly Reporting Member Banks (Between 80% And 90% Of Commercial Banks) And They Refer To The Last Wednesday Of Each Month. The Member Bank Statement Was Revised In July 1959; There Was Only Little Effect On Real Estate Loans Except That Of Increase In Coverage (See The Variables Covering 1959-1966. Source: Data Derived By NBER From The Following Sources: Federal Reserve Bulletins; Fhlb"Selected Balance Sheet Data, All Operating Savings And Loan Associations"; Savings Bank Journal; Statistical Bulletin, National Association Of Mutual Savings Banks;"Trends In Savings And Lending At Savings And Load Associations";"The Life Insurance Tally" This NBER data series m10130a appears on the NBER website in Chapter 10 at http://www.nber.org/databases/macrohistory/contents/chapter10.html. NBER Indicator: m10130a

  • Billions of Dollars, Monthly, Not Seasonally Adjusted

    Series Is Presented Here As Three Variables--(1)--Original Data, 1955-1959 (2)--Original Data, 1959-1966 (3)--Original Data, 1965-1968. The Figures For January-June, 1959 Include Member Bank Holdings Adjusted To Reflect New Coverage; From July 1959 On, Member Bank Holdings Represent Revised Figures. Source: Data Derived By NBER From The Following Sources: Federal Reserve Bulletins; Fhlb"Selected Balance Sheet Data, All Operating Savings And Loan Associations"; Savings Bank Journal; Statistical Bulletin, National Association Of Mutual Savings Banks;"Trends In Savings And Lending At Savings And Load Associations";"The Life Insurance Tally" This NBER data series m10130b appears on the NBER website in Chapter 10 at http://www.nber.org/databases/macrohistory/contents/chapter10.html. NBER Indicator: m10130b

  • Billions of Dollars, Monthly, Not Seasonally Adjusted

    Series Is Presented Here As Three Variables--(1)--Original Data, 1955-1959 (2)--Original Data, 1959-1966 (3)--Original Data, 1965-1968. The Figures For January Of Both 1966 And 1967 Reflect Changes In Coverage For Savings And Loan Associations. Month To Month Changes Are Derived From The First January Figure For December-January; From The Second January Figure For January-February. Source: Data Derived By NBER From The Following Sources: Federal Reserve Bulletins; Fhlb"Selected Balance Sheet Data, All Operating Savings And Loan Associations"; Savings Bank Journal; Statistical Bulletin, National Association Of Mutual Savings Banks;"Trends In Savings And Lending At Savings And Load Associations";"The Life Insurance Tally" This NBER data series m10130c appears on the NBER website in Chapter 10 at http://www.nber.org/databases/macrohistory/contents/chapter10.html. NBER Indicator: m10130c

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    The source has discontinued this series, and as such, will no longer be updated in FRED. For more information, please see the H.8 announcements (https://www.federalreserve.gov/feeds/h8.html). For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Not Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Billions of U.S. Dollars, Monthly, Seasonally Adjusted

    For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

  • Change, Monthly, Not Seasonally Adjusted

    The level change in days in the median number of days on market for listings in a given geography from the previous month. With the release of its November 2021 housing trends report, Realtor.com® incorporated a new and improved methodology for capturing and reporting housing inventory trends and metrics. The new methodology uses the latest and most accurate data mapping of listing statuses to yield a cleaner and more consistent measurement of active listings at both the national and local level. The methodology has also been adjusted to better account for missing data in some fields including square footage. Most areas across the country will see minor changes with a smaller handful of areas seeing larger updates. As a result of these changes, the data released since December 2021 will not be directly comparable with previous data releases (files downloaded before December 2021) and Realtor.com® economics blog posts. However, future data releases, including historical data, will consistently apply the new methodology. More details are available at the source's Real Estate Data Library (https://www.realtor.com/research/data/).

  • Change, Monthly, Not Seasonally Adjusted

    The level change in days in the median number of days on market for listings in a given geography from the same month in the previous year. With the release of its November 2021 housing trends report, Realtor.com® incorporated a new and improved methodology for capturing and reporting housing inventory trends and metrics. The new methodology uses the latest and most accurate data mapping of listing statuses to yield a cleaner and more consistent measurement of active listings at both the national and local level. The methodology has also been adjusted to better account for missing data in some fields including square footage. Most areas across the country will see minor changes with a smaller handful of areas seeing larger updates. As a result of these changes, the data released since December 2021 will not be directly comparable with previous data releases (files downloaded before December 2021) and Realtor.com® economics blog posts. However, future data releases, including historical data, will consistently apply the new methodology. More details are available at the source's Real Estate Data Library (https://www.realtor.com/research/data/).

  • Days, Monthly, Not Seasonally Adjusted

    The median number of days on market of listings in a given geography during the specified month (calculated from list date to closing, pending, or off-market date depending on data availability). With the release of its November 2021 housing trends report, Realtor.com® incorporated a new and improved methodology for capturing and reporting housing inventory trends and metrics. The new methodology uses the latest and most accurate data mapping of listing statuses to yield a cleaner and more consistent measurement of active listings at both the national and local level. The methodology has also been adjusted to better account for missing data in some fields including square footage. Most areas across the country will see minor changes with a smaller handful of areas seeing larger updates. As a result of these changes, the data released since December 2021 will not be directly comparable with previous data releases (files downloaded before December 2021) and Realtor.com® economics blog posts. However, future data releases, including historical data, will consistently apply the new methodology. More details are available at the source's Real Estate Data Library (https://www.realtor.com/research/data/).

  • Dollars per Each, Monthly, Not Seasonally Adjusted

    Series Is Presented Here As Two Variables--(1)--Original Data, 1913-1937 (2)--Original Data, 1933-1944. Monthly Data Were Available Beginning In 1933. Annual Averages Date To 1913. The 1937 Annual Figure For The Two Variables Has A Ratio Of 1.063 (1937 2Nd Segment Divided By The 1St Segment Yields 877.43/825.31=1.063. Source: Bls Letters For 1933, 1934, 1936, 1937; Bls "Wholesale Prices, " January, 1936, P.17, For 1935; Current Bulletins For 1938 And Succeeding Years. This NBER data series m04137b appears on the NBER website in Chapter 4 at http://www.nber.org/databases/macrohistory/contents/chapter04.html. NBER Indicator: m04137b

  • Fine Troy Ounces, Monthly, Not Seasonally Adjusted

    The Status Report of U.S. Government Gold Reserve (https://fiscaldata.treasury.gov/datasets/status-report-government-gold-reserve/u-s-treasury-owned-gold) can be found on FiscalData and is available for download in multiple machine-readable formats with complete metadata. Deep Storage is the portion of the U.S. Government-owned gold bullion reserve which the Mint secures in sealed vaults that are examined annually by the Treasury Department's Office of the Inspector General and consists primarily of gold bars.

  • Index, Monthly, Not Seasonally Adjusted

    The AD&Co US Mortgage High Yield Index crOAS, credit-and-option-adjusted spread, is an extension of the traditional OAS measure. On a set of 20 standardized, probabilistically weighted, market-and-model stress scenarios, AD&Co computes a discount rate that equates expected present value of tranche's cash flows to the observed market price; the cash flows are loss-adjusted using AD&Co's LoanDynamics Model (LDM). Investors and fund managers can use the index to assess the broad market returns, risks and opportunities available through investing in a market-weighted, passive portfolio of US mortgage credit risk transfer instruments. The Index also provides a means of comparing the returns of an actively managed portfolio against a passive, naive market portfolio as approximated by the Index. The Mid-Tier and its sub-indices allow for approximations of performance comparisons by vintage or age, across the capital stack, and by initial credit risk level and/or vintage as indicated by original attachment point. <b>Disclaimer:</b> The AD&Co U.S. Mortgage High-Yield Index serves as an informational index and is not for commercial-use purposes. The Index's accuracy, completeness, timeliness and suitability for any purpose are not guaranteed. The Index does not constitute (1) investment, legal, accounting, tax, or other professional advice or (2) any recommendation or solicitation to purchase, hold, sell, or otherwise deal in any investment. This Index has been prepared for general informational purposes, without consideration of the circumstances or objectives of any particular investor. Any reliance on the Index is at the reader's sole risk. All investment is subject to numerous risks, known and unknown. Past performance is no guarantee of future results. For investment advice, seek a qualified investment professional. Not for redistribution without permission. Note: An affiliate of Andrew Davidson & Co., Inc. engages in trading activities in investments that may be the same or similar to those featured in the Index. <b>Index Inclusion Rules</b> Only cash CAS and STACR bonds offered to the public, whether they are exchangeable or not, that have or have had IDC prices. Bond factor > = .25 Floating rate bonds only. Collateral Types 30 Year Residential. Fixed Rate: STACR-DN, DNA, HQ, HQA, HRP, CAS – C0 Tranche names – B, B1, B2, M3, M2, M1 Normally listed on GSE websites: <a href='https://crt.freddiemac.com/offerings/stacr.aspx#issuance-details'>Freddie Mac</a>, <a href='http://www.fanniemae.com/portal/funding-the-market/credit-risk/transactions.html'>Fannie Mae</a> No private placements No Child Classes (Exchangeable into) or Retained Classes (H bonds) No CIRT, ACIS, SPI Original attachment points and CAS STACR <table style='width:50%'><tr><th>Tier</th><th>Attachment Points</th><th>CAS STACR Class</th></tr><tr><td>0</td><td>> = 0.00 < .25</td><td>STACR Class B, B2; CAS Class B</td></tr><tr><td>1</td><td>> = 0.25 < .95</td><td>STACR Class B1, Old M3; CAS Class B1</td></tr><tr><td>2</td><td>> = 0.95 < 1.75</td><td>STACR Class M3, M2; CAS Class M2</td></tr><tr><td>3</td><td>> = 1.75 < 3.75</td><td>STACR Class M2, M1; CAS Class M1</td></tr><tr><td>Mid</td><td>> = 0.25 < 3.75</td><td>STACR Class Mixed; CAS Class Mixed</td></tr></table> Input data provided by Intex and ICE Data Services. © Andrew Davidson & Co., Inc. All rights reserved.


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