US Federal Reserve

Overview

The Federal Reserve is the central bank of the United States. The Fed is most notably responsible for US monetary policy and promoting the stability of the US financial system. The Fed also promotes consumer protection through research and analysis of consumer trend as well as the administration of consumer laws and regulation.

Example topics covered:

  • Outstanding monthly consumer credit

  • Monthly industrial production and capacity utilization rates covering manufacturing, mining, and electric and gas utilities

  • Quarterly assets and liabilities by sector and financial instruments

  • Quarterly balance sheets, including net worth, for households, nonprofits and non-financial businesses

  • Daily commercial paper issuance rates and volumes

  • Monthly owned and managed outstanding receivables at financial services companies

Additional datasets from the Federal Reserve (e.g. Foreign Exchange Rates, Selected Interest Rates, and Money Stock Measures) are included in Cybersyn's aggregate indicators table here.

Key Attributes

Geographic Coverage

United States

Entity Level

Geography: Country-level

Release Frequency

Commercial Paper: Typically at 1pm ET, however the Fed makes no guarantee regarding timing and the policy is subject to change without notice

Financial Accounts: Quarterly Consumer Credit, Finance Companies, Industrial Production - Monthly

Time Granularity

Varies by dataset: Daily, Weekly, Monthly, Quarterly, Annual

History

Varies by dataset: earliest data is from 1919

As with all Public Domain datasets, Cybersyn aims to release data on Snowflake Marketplace as soon as the underlying source releases new data. We check periodically for changes to the underlying source and, upon detecting a change, propagate the data to Snowflake Marketplace immediately. See our release process for more details.

Description

EAV Model: All Cybersyn products follow the EAV (entity, attributes, value) model with a unified schema. Entities are tangible objects (e.g. geography, company) that Cybersyn provides data on. All timeseries' dates and values that refer to the entity are included in a timeseries table. Descriptors of the timeseries are included in an attributes table. Data is joinable across all Cybersyn products that have a GEO_ID. Refer to Cybersyn Concepts for more details.

Fed Report Number: Cybersyn provides data on the following Fed Report numbers

  • G.19 - Monthly outstanding revolving and non-revolving consumer credit including select terms (e.g. interest rates on new car loans, personal loans, credit card plans) and major holders (e.g. credit unions, finance companies, depository institutions)

  • G.17 - Monthly industrial production and capacity utilization rates covering manufacturing, mining, and electric and gas utilities. The production index measures real output and the capacity index estimates sustainable potential output.

  • Z.1 - Quarterly assets and liabilities by sector and financial instruments. Quarterly balance sheets, including net worth, for households, nonprofits and non-financial businesses.

  • CP - Daily commercial paper issuance rates and volumes - Derived from data supplied by The Depository Trust & Clearing Corporation

  • G.20 Monthly owned and managed outstanding receivables at financial services companies

Tables & Sources

TablesSources

FEDERAL_RESERVE_ATTRIBUTES FEDERAL_RESERVE_TIMESERIES

Consumer Credit Commercial Paper (derived from data supplied by The Depository Trust & Clearing Corporation) Finance Companies Industrial Production & Capacity Utilization Financial Accounts in the US

Cybersyn Products

Tables above are available in the following Cybersyn data products:

Examples & Sample Queries

Track value of commercial paper over time

Find values of AA asset-backed commercial paper with a maturity range grater then 80 days.

SELECT
    geo.geo_name,
    att.variable_name,
    att.terms,
    ts.date,
    ts.value
FROM cybersyn.federal_reserve_timeseries ts
JOIN cybersyn.federal_reserve_attributes att
USING (variable)
JOIN cybersyn.geography_index geo
USING (geo_id)
WHERE att.measure = 'Commercial Paper' AND att.unit = 'USD' AND att.terms = 'AA asset-backed | Maturity Range: Greater than 80 days'
ORDER BY ts.date;

Errata & Future Improvements

We note known issues and planned future improvements. If you would like to submit a bug report or feature request, email us at support@cybersyn.com

Disclaimers

The data in this product is sourced from the Board of the Federal Reserve.

Cybersyn is not endorsed by or affiliated with any of these providers. Contact support@cybersyn.com for questions.

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