Macro and Markets Dashboard: United States · 2016. 11. 6. · Macro and Markets Dashboard: United...

Macro and Markets Dashboard: United StatesUpdated: November 5, 2016

Key Indicatorsover prev. as of:

ÿ ! Real GDP 16.7T N 2.9% 2016 Q3ÿ ! Unemp. rate 4.9% H -0.1 Oct 2016ÿ ! Inflation 1.5% N 0.4 Sep 2016

one week one mo.

ÿ ! S&P 500 2,085.18 H -1.9% H -3.5%ÿ ! DJIA 17,888.28 H -1.5% H -2.1%ÿ ! Nasdaq 5,046.37 H -2.8% H -4.9%ÿ ! VIX 22.51 N 39.0% N 75.3%ÿ ! 2-yr t-bond 0.80% H -0.06 H -0.05ÿ ! 10-yr t-bond 1.79% H -0.07 N 0.07ÿ ! Crude oil $44.07 H -9.5% H -12.6%ÿ ! USD index 92.82 N 0.1% N 2.8%chart: ÿ data: !

About the Dashboard

The Macro and Markets Dashboard for the United States con-tains more than 100 indicators of the performance of the U.S.economy. The dashboard includes twelve categories of charts,grouped by sector or market, and a table of exchange rates.

Dashboard plots follow a uniform design. The line plots showtrends over the past decade, while the horizontal bar plotsdecompose recent developments. The latest value and itsreference period are listed in the bottom left corner of theplot area for line plots. Below each plot is a brief listing ofthe source with a link (in blue) to the source data.

ECONECON

Contents

About the Dashboard . . . . . . . . . . . . . 1High-frequency indicators . . . . . . . . . . . 2Macroeconomic Indicators: Overview . . . . . 3Macroeconomic Indicators: Businesses . . . . 4Macroeconomic Indicators: Households . . . . 5Depository Corporations . . . . . . . . . . . . 7Labor Markets . . . . . . . . . . . . . . . . . 9Equity Markets . . . . . . . . . . . . . . . . 11Money and Interest Rates . . . . . . . . . . . 12Government and Policy . . . . . . . . . . . . 14Prices . . . . . . . . . . . . . . . . . . . . . 15Trade and External Sector Indicators . . . . . 17Capital Flows . . . . . . . . . . . . . . . . . 18Exchange Rate Table . . . . . . . . . . . . . 19

Contact.

Brian Dew .� briandew.wordpress.com

R [email protected]

7 @bd econ

Chart of the weekPercentage of civilian population in the labor force, September 2016

> 70 percent

65 to 69.9 percent

60 to 64.9 percent

55 to 59.9 percent

50 to 54.9 percent

< 50 percent

Nearly every state is currently below itshistorical average labor force participation rate.This is due to aging populations as well as shiftsin the type and location of economic activity(for example, fracking has expanded while coalproduction has declined). The high cost of anaging population has also constrained the abilityof federal, state, and local government to ease thepain of a changing U.S. and local economic reality.

Source: U.S. Bureau of Labor Statistics (BLS):Local Area Unemployment Statistics

briandew.wordpress.com | bd econ

https://fred.stlouisfed.org/series/GDPC1https://fred.stlouisfed.org/series/UNRATEhttps://fred.stlouisfed.org/series/CPIAUCSLhttps://www.quandl.com/data/YAHOO/INDEX_GSPC-S-P-500-Indexhttps://www.quandl.com/data/YAHOO/INDEX_DJI-DJI-Dow-Jones-Industrial-Averagehttps://fred.stlouisfed.org/series/NASDAQCOMhttp://www.cboe.com/micro/vix/historical.aspxhttps://www.quandl.com/data/USTREASURY/YIELD-Treasury-Yield-Curve-Rateshttps://www.quandl.com/data/USTREASURY/YIELD-Treasury-Yield-Curve-Rateshttps://www.quandl.com/data/CHRIS/CME_CL1https://fred.stlouisfed.org/series/DTWEXMhttps://briandew.wordpress.com/mailto:[email protected]://twitter.com/bd_econhttp://www.bls.gov/lau/rdscnp16.htmhttps://briandew.wordpress.com/

Macro and Markets Dashboard: United States

High-frequency indicators

2.5

3Nov 04, 2016: 3.1%

GDPNow forecast of Q4 real GDP growth (FRB Atlanta) !

an

nu

al

gro

wth

rate

0

50

100

150

Nov 05, 2016: 52.3

Economic policy uncertainty (Baker, Bloom, Davis) !

ind

ex

0.2

0.4

0.6

0.8

1 U.S. Treasury bill and bond yields !Two-year: Nov 04, 2016: 0.80%

One-year: Nov 04, 2016: 0.62%

Three-month: Nov 04, 2016: 0.38%

per

cen

tyi

eld

4.2

4.4

4.6

4.8

5

Nov 03, 2016: 4.72

High-yield corporate bond spread (over ten-year treasury) !

ba

sis

po

ints

(10

0)

2,100

2,150

2,200

Nov 04, 2016: 2085.18

S&P 500 !

ind

ex

10

15

20

25Nov 04, 2016: 22.5

CBOE Volatility Index (VIX) !

ind

ex

45

50

Nov 04, 2016: $44.07

Crude oil price (WTI) !

US

Dp

erb

arre

l

Aug

31

Sept

05

Sept

10

Sept

15

Sept

20

Sept

25

Sept

30

Oct

05

Oct

10

Oct

15

Oct

20

Oct

25

Oct

30

Nov

04

120

122

124Oct 28, 2016: 123.6

Trade-weighted USD, broad index !

ind

ex

| Updated: November 5, 2016 2

https://www.frbatlanta.org/cqer/research/gdpnow/?panel=1http://www.policyuncertainty.com/us_daily.htmlhttps://www.quandl.com/data/USTREASURY/YIELDhttps://www.quandl.com/data/ML/USTRIhttps://www.frbatlanta.org/cqer/research/gdpnow/?panel=1http://www.cboe.com/micro/vix/historical.aspxhttps://www.quandl.com/data/CHRIS/CME_CL1https://fred.stlouisfed.org/series/DTWEXB


Macroeconomic Indicators: Overview

Components of real gross domestic product (GDP) Real GDP growth (annual percent change)

0

5

10

15

Real GDP: 2016 Q3: 16.7T

(chained 2009 USD, trillion) Real GDP

2006 2008 2010 2012 2014 2016

0

5

10

15

Consumption

Investment

Gov Spend

Net Exports

2006 2008 2010 2012 2014 2016

−10

−5

0

510 year moving average

2016 Q3: 2.9%

FRED: GDPC1; GCEC1; GPDIC1; NETEXC; PCECC96 FRED: GDPC1

Gross domestic investment (GDI) Liabilities (annual percent change by sector)

2006 2008 2010 2012 2014 2016

−20

−15

−10

−5

0

5

10

15

(annual percent change by sector)

2016 Q3 ∆GDI: -1.6%

Government

Businesses

Households

Total

2006 2008 2010 2012 2014 2016

−2

0

2

4

6

8

10

2016 Q2: Total Debt: 63.1T; as % of GDP: 341.9%

Fed. Gov. State/Loc. Gov. Households

Corp bus. Non-corp. bus.

Total

FRED: Saving and Investment by Sector FRED: Financial Accounts of the United States

Retail sales excluding food (annual percent change) Inventories to sales ratio

2006 2008 2010 2012 2014 2016

−15

−10

−5

0

5


Sep 2016: 2.2%

2006 2008 2010 2012 2014 20161.2

1.25

1.3

1.35

1.4

1.45

1.5

Aug 2016: 1.39

FRED: RSXFS FRED: ISRATIO


https://research.stlouisfed.org/fred2/series/GDPC1https://research.stlouisfed.org/fred2/series/GCEC1https://research.stlouisfed.org/fred2/series/GPDIC1https://research.stlouisfed.org/fred2/series/NETEXChttps://research.stlouisfed.org/fred2/series/PCECC96https://research.stlouisfed.org/fred2/series/GDPC1https://research.stlouisfed.org/fred2/release/tables?rid=53&eid=7581https://research.stlouisfed.org/fred2/tags/series?t=z1https://research.stlouisfed.org/fred2/series/RSXFShttps://research.stlouisfed.org/fred2/series/ISRATIO


Macroeconomic Indicators: Businesses

ISM manufacturing purchasing managers’ index ISM non-manufacturing business activity index

2006 2008 2010 2012 2014 2016

30

35

40

45

50

55

60

Oct 2016: 51.9

(>50 improvement; 50 improvement;


Real nonresidential fixed investment Destination of corporate profits (percent of GDP)

2006 2008 2010 2012 2014 2016

−20

−15

−10

−5

0

5

10

(annual percent change by type)

2016 Q3: ∆ Total nonresidential investment: -1.2%

Structures

Equipment

Intell. Prop

∆Total

2006 2008 2010 2012 2014 2016

0

2

4

6

8

10

12

2016 Q2 corporate profit as share of GDP: 11%

Retained Earnings Dividends TaxTotal

FRED: Real Private Investment by Type FRED: National Income by Type of Income

Durable goods new orders (annual percent change) Durable goods new orders by category

2006 2008 2010 2012 2014 2016

−40

−20

0

20

40

New orders:durable goods

Sep 2016: 1.4%

−8 −6 −4 −2 0 2 4 6

All other

Transportation equip.

Metal products

Comp. & electronics

Total durable goods

Primary metals

Appliances

Machinery

5.2

−1.6

4.6

2.5

−1

−4.6

−4.2

−7.5

5.2

4.6

2.3

2.2

1.4

−0.3

−2.9

−6.1

September 2016

August 2016

FRED: DGORDER FRED: Manufacturer’s Shipments, Inventories, and Orders (M3) Survey

Macroeconomic Indicators: Households

Personal income (annual percent change by type) Real disposable personal income

2006 2008 2010 2012 2014 2016

−4

−2

0

2

4

6

Sep 2016:Total ∆: 1.3%

Wages of employees Proprietors’ income

Rental income Interest & dividends

Transfer receipts

2006 2008 2010 2012 2014 2016

−20

−15

−10

−5

0

5

10

15

10 yearmoving average

2016 Q3: 2.2%

(annual percent change)

FRED: W209RC1; A041RC1; A048RC1; PIROA; PCTR; PI FRED: A067RL1Q156SBEA


https://fred.stlouisfed.org/release/tables?rid=53&eid=7648https://research.stlouisfed.org/fred2/release/tables?rid=53&eid=15372https://research.stlouisfed.org/fred2/series/DGORDERhttps://research.stlouisfed.org/fred2/release?rid=95https://research.stlouisfed.org/fred2/series/W209RC1https://research.stlouisfed.org/fred2/series/A041RC1https://research.stlouisfed.org/fred2/series/A048RC1https://research.stlouisfed.org/fred2/series/PIROAhttps://research.stlouisfed.org/fred2/series/PCTRhttps://research.stlouisfed.org/fred2/series/PIhttps://research.stlouisfed.org/fred2/series/A067RL1Q156SBEA


Personal consumption expenditure (PCE) Real PCE by category (annual percent change)

2006 2008 2010 2012 2014 2016

66.5

67

67.5

68

68.5

69

Sep 2016: 68.7%

(percent of GDP)

2006 2008 2010 2012 2014 2016

−4

−2

0

2

4

2016 Q3: 2.6%

Goods Services excl. housing Housing

Real PCE

Quandl: FRED/PCE / FRED/GDP FRED: PCE by major type of product

Real PCE on goods by type (annual percent change) Real PCE on services by type (annual percent change)

0 2 4 6 8 10

Recreational

Furnishings

Motor veh. & parts

All goods

Food & Beverage

Other durable goods

Other nondurable

Clothing

Gas & other energy

9.4

7.1

0.2

3.6

2.4

3.5

4.1

1.7

2.6

9.5

6.3

3.3

3.1

3

2.8

1.6

1

0.2

2016 Q3

2016 Q2

0 2 4

Health care

Food & accomodations

Other services

All services

Housing & Utilities

Recreation

Transportation

Financial and insurance

5.1

2.6

1.9

2.3

1.2

0.7

0.7

−0.4

4.7

3

2.5

2.3

1.4

1

0.5

0

2016 Q3

2016 Q2

FRED: Real PCE by Major Type of Product FRED: Real PCE by Major Type of Product

PCE on durable goods (percent of GDP) University of Michigan consumer sentiment index

2006 2008 2010 2012 2014 2016

7

7.5

8

8.5

Sep 2016: 7.5%

2006 2008 2010 2012 2014 2016

50

60

70

80

90

100

Oct 2016: 87.2

Quandl: FRED/PCEDG / GDP University of Michigan Survey of Consumers


https://www.quandl.com/data/FRED/PCEhttps://www.quandl.com/data/FRED/GDP https://research.stlouisfed.org/fred2/release/tables?rid=53&eid=4911https://fred.stlouisfed.org/release/tables?rid=53&eid=4911https://fred.stlouisfed.org/release/tables?rid=53&eid=4911https://www.quandl.com/data/FRED/PCEDGhttp://www.sca.isr.umich.edu/


New housing starts (thousands of units) Personal savings rate (percent of disposable income)

2006 2008 2010 2012 2014 2016

500

1,000

1,500

2,000

2,500

Sep 2016: 1,047

2006 2008 2010 2012 2014 2016

2

4

6

8

10

12

Sep 2016: 5.7%

FRED: HOUST FRED: PSAVERT

Depository Corporations

Value of bank loans by loan type (annual percent change) Bank assets by major type (annual percent change)

2006 2008 2010 2012 2014 2016

−8−6−4−20

2

4

6

8

10

All loans:2016 Q2: 6.7%

Mortgages Comm. & industrial

To individuals Other loans

All loans

2006 2008 2010 2012 2014 2016

−2−4−6−8

0

2

4

6

8

10

12

All assets:2016 Q2: 5.0%

Loans Cash

Securities Other

All assets

FDIC Quarterly Banking Profile: Balance Sheet FDIC Quarterly Banking Profile: Balance Sheet

Domestic loans and deposits (annual percent change) Noncurrent loans (share of total loans)

2006 2008 2010 2012 2014 2016

−10

−5

0

5

10Deposits

Loans2016 Q2:Domestic deposits: 5.8%; Domestic loans: 7.4%

2006 2008 2010 2012 2014 2016

0

1

2

3

4

30-89 days late

≥ 90 days late

nonaccrual status

2016 Q2: 30-89 days late: 0.6%;≥ 90 days late: 0.6%; nonaccrual: 0.9%



https://fred.stlouisfed.org/series/HOUSThttps://fred.stlouisfed.org/series/PSAVERThttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.html


Domestic deposits (annual percent change) Bank liabilities and equity capital (annual % change)

2006 2008 2010 2012 2014 2016

−2

0

2

4

6

8

10

12

2016 Q2: All domestic deposits: 5.8%;interest-bearing: 5.4%; noninterest-bearing: 0.4%

Noninterest-bearing Interest-bearing

All deposits

2006 2008 2010 2012 2014 2016

−2−4−6−8−10

0

2

4

6

8

10

12

2016 Q2: Liab. and equity: 5.0%

Deposits Equity capital Other liab.

Liab. and equity


Bank income and expense (USD billions) Bank return on equity (ROE)

2006 2008 2010 2012 2014 2016

−200

−100

0

100

200

300

2016 Q2: Pretax income: $64.00B

Interest expense Noninterest expense

Interest income Noninterest income

Pretax net income

2006 2008 2010 2012 2014 2016

−15

−10

−5

0

5

10

15

2016 Q2: 9.4%

FDIC Quarterly Banking Profile: Income Statement FDIC Quarterly Banking Profile

Noncurrent rate by loan type Loans to assets ratio by total bank assets

0 0.5 1 1.5 2

Real Estate Loans

Total Loans & Leases

Commercial & Industrial

Credit Cards

Agricultural Production

Other Personal Loans

Leases

All Other Loans

Auto Loans

Loans to Banks

2.3

1.6

1.2

1.1

0.7

0.5

0.4

0.3

0.3

0

2.1

1.5

1.3

1.1

0.7

0.5

0.5

0.3

0.3

0

2016 Q2

2016 Q1

2006 2008 2010 2012 2014 2016

40

50

60

70

< $100M

$100M–$1B

$1–10B

> $10B

2016 Q2: < $100M: 58.3%;$100M–1B: 66.3%; $1B–10B: 69.0%; > $10B: 46.1%

(percent of loans)

FDIC Quarterly Banking Profile: Loan Performance FDIC Quarterly Banking Profile: Ratios by Asset Size Group


https://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.htmlhttps://fdic.gov/bank/analytical/qbp/index.html


Labor Markets

Civilian unemployment rates (U-3 and U-6) Labor force participation rate

2006 2008 2010 2012 2014 2016

5

10

15

U3U6

Oct 2016: U3: 4.9%; U6: 9.5%

2006 2008 2010 2012 2014 2016

62

63

64

65

66

67

Oct 2016: 62.8%

FRED: UNRATE, U6RATE (broader measure–see notes) FRED: CIVPART

Share of unemployed by duration Nonfarm payrolls (monthly percent change)

2006 2008 2010 2012 2014 2016

10

20

30

40

50

< 5 weeks

5-14 weeks

15-27 weeks

> 27 weeks

2006 2008 2010 2012 2014 2016−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6


Oct 2016: +161,000 (0.1%)

FRED: Unemployed persons by duration FRED: PAYEMS

Payroll growth by sector (annual percent change) Payrolls (annual percent change by major category)

−15 −10 −5 0 5

Construction

Prof & Business Serv

Educ & Health Serv

Financial Activities

Leisure & Hospitality

Other Services

Trade Transp & Util

Government

Information

Manufacturing

Mining & Logging

(As of: October 2016 )

2.7

2.7

2.1

2

1.5

0.4

3

1.5

−0.4

−13.7

0.9

Services

Goods

Government

2006 2008 2010 2012 2014 2016

−15

−10

−5

0

5

Goods

Serv.

Gov.

Oct 2016:Goods: 0.2%; Services: 2.1%; Government: 0.9%

FRED: Current Employment Statistics FRED: Current Employment Statistics


https://research.stlouisfed.org/fred2/series/UNRATEhttps://research.stlouisfed.org/fred2/series/U6RATEhttps://research.stlouisfed.org/fred2/series/CIVPARThttps://research.stlouisfed.org/fred2/release/tables?rid=50&eid=3142https://research.stlouisfed.org/fred2/series/PAYEMShttps://research.stlouisfed.org/fred2/release/tables?rid=50&eid=4881https://research.stlouisfed.org/fred2/release/tables?rid=50&eid=4881


New jobless claims (weekly, thousands) Real median weekly wage (1982–84 dollars)

2006 2008 2010 2012 2014 2016

200

300

400

500

600

700

Oct 29, 2016: 265,000

2006 2008 2010 2012 2014 2016

320

330

340

350

2016 Q3: 347

FRED: ICSA FRED: LES1252881600Q

Nominal average hourly wage (annual percent change) Nominal average hourly wages (USD)

1 2 3 4 5

Information

Leisure & Hospitality

Financial Activities

Manufacturing

Prof. & Business Serv.

Educ. & Health Serv.

Mining & Logging

Other Services

Trade Transp. & Util.

5.1

4.3

3.4

2.5

2.5

1.7

1.2

0.9

1.7

4.6

4

3.4

2.8

2.5

1.6

1.5

1.4

1.4October 2016

September 2016

2006 2008 2010 2012 2014 201612

14

16

18

20

22

24

26

Goods sectors

Service sectors

Oct 2016:Goods-producing: $22.79;Private-service-providing: $21.5

FRED: Average Hourly Earnings FRED: Average Hourly Earnings

Real hourly wages and output (index, 2009=100) Labor share of output (index, 2005=100)

2006 2008 2010 2012 2014 2016

95

100

105

Wages

Output

2016 Q3: Wages: 105 Output: 106.9

2006 2008 2010 2012 2014 2016

96

98

100

102

104

2016 Q3: 99.4

FRED: COMPRNFB, OPHNFB FRED: FRED/PRS85006173


https://research.stlouisfed.org/fred2/series/ICSAhttps://research.stlouisfed.org/fred2/series/LES1252881600Qhttps://research.stlouisfed.org/fred2/release/tables?rid=50&eid=5943https://research.stlouisfed.org/fred2/release/tables?rid=50&eid=5943https://research.stlouisfed.org/fred2/series/COMPRNFBhttps://research.stlouisfed.org/fred2/series/OPHNFBhttps://www.quandl.com/data/FRED/PRS85006173


Equity Markets

S&P 500 NASDAQ Composite Index

2006 2008 2010 2012 2014 2016

500

1,000

1,500

2,000

50 week moving average

One day: H -0.2%One week: H -1.9%

Nov 04, 2016: 2,085.18

2006 2008 2010 2012 2014 2016

1,000

2,000

3,000

4,000

5,000

6,000



Nov 04, 2016: 5,046.37

Quandl: YAHOO/INDEX GSPC Quandl: NASDAQOMX/COMP

Dow Jones Industrial Average (thousands) ...combined and indexed (2006=100)

2006 2008 2010 2012 2014 2016

6

8

10

12

14

16

18

20


Nov 04, 2016: 17,888.28


2006 2008 2010 2012 2014 2016

50

100

150

200

250

S&P

NASDAQ

DJIA

Quandl: YAHOO/INDEX DJI

S&P 500 five-year growth forecast by sector S&P 500 dividend yield (percent)

5 10 15 20

Consumer Discretionary

Information Technology

Health Care

Industrials

Materials

Consumer Staples

Real Estate

Financials

Energy

Utilities

Telecom. Services As of: Nov 03, 2016

19.2

13

11.1

10.1

9.2

8.9

8.4

7.9

5.7

5.5

5.1

2008 2010 2012 2014 20161.5

2

2.5

3

3.5

2016 Q2: 2.10%

S&P Dow Jones Indices: S&P 500 growth forecasts (.xls) S&P Dow Jones Indices: S&P 500 quarterly data (.xls)


https://www.quandl.com/data/YAHOO/INDEX_GSPChttps://www.quandl.com/data/NASDAQOMX/COMPhttps://www.quandl.com/data/YAHOO/INDEX_DJIhttps://us.spindices.com/documents/additional-material/sp-500-eps-est.xlsxhttps://us.spindices.com/documents/additional-material/sp-500-eps-est.xlsx


CBOE volatility index (VIX) Shiller index of price to earnings ratios

2006 2008 2010 2012 2014 2016

0

20

40

60

80

Nov 04, 2016: 22.5

One day: N 1.9%One week: N 39.0%

2006 2008 2010 2012 2014 2016

15

20

25

30

Sep 2016: 26.4

CBOE: VIX Quandl: MULTPL/SHILLER PE RATIO MONTH

Money and Interest Rates

Effective fed funds rate Fed excess reserves of depository corporations

2006 2008 2010 2012 2014 2016

0

2

4

6

Nov 03, 2016: 0.41%

2006 2008 2010 2012 2014 2016

0

500

1,000

1,500

2,000

2,500

(USD billion)

Oct 26, 2016: 1,996B

Quandl: FRED/DFF Quandl: FRED/EXCSRESNW

Cash and cash equivalent deposits (M2) Average rate of return on M2

2006 2008 2010 2012 2014 2016

0

20

40

60

80

M2

M2 / GDP ratio: Sep 2016: 69.8%

(Percent of GDP)

Checkable deposits

Savings deposits

CDs

Retail money funds

Currency

2006 2008 2010 2012 2014 2016

0

0.5

1

1.5

2

2.5

3

Sep 2016: 0.09%

FRED: M2SL; SAVINGSL; (CURRSL + TVCKSSL);(DEMDEPSL + OCDSL); STDSL; RMFSL / GDP Quandl: FRED/M2OWN


http://www.cboe.com/micro/vix/historical.aspxhttps://www.quandl.com/data/MULTPL/SHILLER_PE_RATIO_MONTHhttps://www.quandl.com/data/FRED/DFFhttps://www.quandl.com/data/FRED/EXCSRESNWhttps://research.stlouisfed.org/fred2/series/M2SLhttps://research.stlouisfed.org/fred2/series/SAVINGSLhttps://research.stlouisfed.org/fred2/series/CURRSLhttps://research.stlouisfed.org/fred2/series/TVCKSSLhttps://research.stlouisfed.org/fred2/series/DEMDEPSLhttps://research.stlouisfed.org/fred2/series/OCDSLhttps://research.stlouisfed.org/fred2/series/STDSLhttps://research.stlouisfed.org/fred2/series/RMFSLhttps://www.quandl.com/data/FRED/M2OWN


Treasury bond real yield by maturity 2- and 10-year treasury constant maturity rates

2006 2008 2010 2012 2014 2016

−2

0

2

4

5-year

10-year

20-year

Nov 04, 2016: 5-year: -0.28%;10-year: 0.11%; 20-year: 0.54%

2006 2008 2010 2012 2014 2016

0

1

2

3

4

5

6

2-year

10-year

Nov 04, 2016:2yr: 0.8%; 10yr: 1.79%

Quandl: USTREASURY/REALYIELD Quandl: USTREASURY/YIELD

Treasury yield spreads Treasury bill and bond yield curve

2006 2008 2010 2012 2014 2016

−1

0

1

2

3

4

10-year - 3-month

10-year - 2-year

Nov 04, 2016:10yr - 2yr: 0.99%; 10yr - 3mo: 1.41%

3 mo 1 yr 2 yr 5 yr 10 yr 20 yr

0

1

2

3Five years ago

Year ago

Most recent

Rates as of: Nov 04, 2016

0.380.62

0.8 1.24

1.79

2.22

Quandl: FRED/YIELD - FRED/BILLRATES Quandl: USTREASURY/YIELD

AAA corporate bonds (yield) Corporate bonds total return index

2006 2008 2010 2012 2014 2016

3

4

5

6

7

Oct 07, 2016: 3.5%

2006 2008 2010 2012 2014 2016

1,500

2,000

2,500

3,000

Nov 03, 2016: 2,788.02

Quandl: MOODY/DAAAYLD Quandl: ML/TRI


https://www.quandl.com/data/USTREASURY/REALYIELDhttps://www.quandl.com/data/USTREASURY/YIELDhttps://www.quandl.com/data/FRED/YIELDhttps://www.quandl.com/data/FRED/BILLRATEShttps://www.quandl.com/data/USTREASURY/YIELDhttps://www.quandl.com/data/MOODY/DAAAYLDhttps://www.quandl.com/data/ML/TRI


Merrill Lynch high yield corporate bond index (yield) Merrill Lynch high yield corporate bond index

2006 2008 2010 2012 2014 2016

5

10

15

20

25

Nov 03, 2016: 6.54%

2006 2008 2010 2012 2014 2016

0

5

10

15

20

Nov 03, 2016: 4.72%

(spread over 10-year treasury)

Quandl: ML/USTRI Quandl: ML/USTRI - USTREASURY/YIELD

Government and Policy

Total public debt by holder (percent of GDP) Economic policy uncertainty index

2006 2008 2010 2012 2014 2016−20

0

20

40

60

80

100

120

2016 Q2: Total public debt to GDP: 105.0%

Foreign

Private domestic

Intragovernmental

Federal Reserve Bank

Total

2006 2008 2010 2012 2014 2016

50

100

150

200

250

Oct 2016: 100.8

FRED: GFDEBTN; FDHBFIN; FDHBFRBN; FDHBPIN Baker, Bloom, and Davis: Economic Policy Uncertainty

Government expenditures and receipts Government expenditures and receipts

2006 2008 2010 2012 2014 2016

0

10

20

30

40

Receipts

Expenditures

Deficit: 2016 Q2: -4.7% of GDP

Deficit

(percent of GDP)

2006 2008 2010 2012 2014 2016

−10

0

10

20

Exp.Rec.

Expend.: 2016 Q3: 2.7% Receipts: 2016 Q2: 1.1%


FRED: GEXPND; GRECPT FRED: GEXPND; GRECPT


https://www.quandl.com/data/ML/USTRIhttps://www.quandl.com/data/ML/USTRIhttps://www.quandl.com/data/USTREASURY/YIELDhttps://research.stlouisfed.org/fred2/series/GFDEBTNhttps://research.stlouisfed.org/fred2/series/FDHBFINhttps://research.stlouisfed.org/fred2/series/FDHBFRBNhttps://research.stlouisfed.org/fred2/series/FDHBPINhttp://www.policyuncertainty.com/us_monthly.htmlhttps://research.stlouisfed.org/fred2/series/GEXPNDhttps://research.stlouisfed.org/fred2/series/GRECPThttps://research.stlouisfed.org/fred2/series/GEXPNDhttps://research.stlouisfed.org/fred2/series/GRECPT


Government current receipts by type Government current expenditures by type

2006 2008 2010 2012 2014 2016

0

10

20

30

(percent of GDP, seasonally adjusted annual rate)

Total: 2016 Q2: $5,276 Billion USD; 28.6% of GDP

Tax receipts

Social insurance contrib.

Transfers Income from assets

2006 2008 2010 2012 2014 2016

0

10

20

30

40

Total: 2016 Q3: $6,206 Billion USD; 33.3% of GDP

(percent of GDP, seasonally adjusted annual rate)

Consumption

Transfers

InterestSubsidies

FRED: Government Current Receipts and Expenditures FRED: Government Current Receipts and Expenditures

Prices

Consumer price index (CPI) (annual percent change) CPI components (annual percent change)

2006 2008 2010 2012 2014 2016

−2

0

2

4

6

All-items CPI

Core CPI

Sep 2016: All-items CPI: 1.5%; Core CPI: 2.2%

−10 −5 0 5

Healthcare

Housing

Other goods & serv

Recreation

Education

Apparel

Food & Beverage

Transportation

Energy

4.9

2.6

2.1

0.9

0.7

0.2

0.1

−3.8

−9.1

4.9

2.7

2.2

0.8

0.1

−0.1

−0.2

−1.1

−2.9

September 2016

August 2016

All-items: FRED: CPIAUCSL; Core: FRED: CPIFESL FRED: CPI Indexes

Producer price index, all commodities (PPIACO) PPIACO selected components (annual percent change)

2006 2008 2010 2012 2014 2016

−20

−10

0

10

20

Sep 2016: -1.1%


−15 −10 −5 0

Lumber & Wood

Chemicals

Metals

Rubber & Plastic

All-commod. PPI

Energy

Farm Products

1.7

−1.4

−0.1

−1.1

−3

−9.7

−15.4

2.2

1.1

0

−1

−1.1

−2.7

−12.8

September 2016

August 2016

FRED: PPIACO FRED: PPI Indexes


https://fred.stlouisfed.org/release/tables?rid=53&eid=5223https://fred.stlouisfed.org/release/tables?rid=53&eid=5223https://research.stlouisfed.org/fred2/series/CPIAUCSLhttps://research.stlouisfed.org/fred2/series/CPILFESLhttps://research.stlouisfed.org/fred2/categories/9https://research.stlouisfed.org/fred2/series/PPIACOhttps://research.stlouisfed.org/fred2/categories/31


Oil price (USD per barrel, WTI) PPI growth: metals (annual percent change)

2006 2008 2010 2012 2014 2016

20

40

60

80

100

120

140

160

Nov 04, 2016: $44.07


2006 2008 2010 2012 2014 2016

−20

−10

0

10

20

Sep 2016: 0%

Quandl: CHRIS/CME CL1 FRED: WPU10

Average sales price for new houses (thousands of USD) FAO food price index (world, 2002–04=100)

2006 2008 2010 2012 2014 2016

250

300

350

400

Sep 2016: $377,700

2006 2008 2010 2012 2014 2016100

120

140

160

180

200

220

240

260

Sep 2016: 170.9

Quandl: FRED/ASPNHSUS FAO: FFPI

Gold price (USD per ounce) Silver price (USD per ounce)

2006 2008 2010 2012 2014 2016

500

1,000

1,500

2,000

Nov 04, 2016: $1,301.70


2006 2008 2010 2012 2014 2016

10

20

30

40

50

Nov 04, 2016: $18.30


Quandl: LBMA/GOLD Quandl: LBMA/SILVER


https://www.quandl.com/data/CHRIS/CME_CL1https://research.stlouisfed.org/fred2/data/wpu10.csvhttps://www.quandl.com/data/FRED/ASPNHSUShttp://www.fao.org/worldfoodsituation/foodpricesindex/en/https://www.quandl.com/data/LBMA/SILVERhttps://www.quandl.com/data/LBMA/SILVER


Trade and External Sector Indicators

Trade weighted dollar indices (1973=100) Indirect exchange rates (USD-CUR) !

2006 2008 2010 2012 2014 2016

60

80

100

120Broad index

Major currencies

Oct 28, 2016: Broad: 123.6; Major: 92.8

2006 2008 2010 2012 2014 2016

0.4

0.6

0.8

1

1.2

1.4

1.6

EUR

GBP

CAD

JPY(100)

FRED: DTWEXM; DTWEXB Quandl: CURRFX/USD(JPY; EUR; CAD; GBP)

Current account balance components (% of GDP) Net international investment position (% of GDP)

2006 2008 2010 2012 2014 2016

−8

−6

−4

−2

0

2

4

2016 Q2: -2.4%

Net goods Net services

Net income Net transfers

Current account balance

2006 2008 2010 2012 2014 2016

100

120

140

160

180

Liabilities

Assets

Net IIP: 2016 Q2: -43.6% of GDP

Net IIP

(percent of GDP)

FRED: Foreign transactions in the NIPAs / GDP FRED: U.S. Net IIP / GDP

Imports, Exports, and Trade Balance (USD billion) Trade balance (percent of GDP)

2006 2008 2010 2012 2014 2016

−50

0

50

100

150

200

250

Exports

Imports

Trade Balance

Sep 2016: Exports: 189.2B;Imports: 225.6B; Balance: -36.4B

2006 2008 2010 2012 2014 2016

−8

−6

−4

−2

0

2

Sep 2016: -2.3%

FRED: International Trade in Goods and Services FRED: BOPGSTB / GDP


https://research.stlouisfed.org/fred2/series/DTWEXMhttps://research.stlouisfed.org/fred2/series/DTWEXBhttps://www.quandl.com/data/CURRFX/JPYUSDhttps://www.quandl.com/data/CURRFX/EURUSDhttps://www.quandl.com/data/CURRFX/CADUSDhttps://www.quandl.com/data/CURRFX/GBPUSDhttps://research.stlouisfed.org/fred2/release/tables?rid=53&eid=5405https://research.stlouisfed.org/fred2/release/tables?rid=359&eid=146883https://research.stlouisfed.org/fred2/release/tables?rid=51&eid=124https://www.quandl.com/data/FRED/BOPGSTB


Net exports of goods (annual percent change) Net exports of services (annual percent change)

−2 0 2 4 6

Total annual change

Consumer goods

Food feed & bev.

Industrial supplies

Other goods

Capital goods

Automobiles

5.4

2.7

3.4

0.9

−0.2

−2.5

1

4.1

3.8

2

0.3

−0.1

−0.6

−1.2September 2016

August 2016

−2 −1.5 −1 −0.5 0 0.5

Maint. & repairs

Other business

Government

Insurance

Telecom

Travel

Total annual change

Transportation

Financial serv.

Intell. prop.

0.3

0.3

0.1

0.1

0.1

−0.4

−1.7

−0.1

−0.6

−1.7

0.4

0.3

0.1

0.1

0

−0.1

−0.2

−0.2

−0.4

−0.4

September 2016

August 2016

FRED: U.S. International Trade in Goods and Services Census Bureau: U.S. International Trade in Goods and Services

Capital Flows

Foreign holdings of U.S. securities (annual % change) Foreign purchases and sales of U.S. securities

−20 −10 0 10 20

Treasury bonds

Agency bonds

Corporate bonds

Corporate stocks

Treasury bonds

Agency bonds

Corporate bonds

Corporate stocks

−1.2

−2.5

0.2

−14.7

−2.1

−1

−0.9

−12.1

10.9

16.7

9.8

−6.1

13.9

21.5

11

−4.4

For

eig

np

riva

teF

orei

gn

offi

cia

l

Jul 2016

Jun 2016

Jul 2016

Jun 2016

2006 2008 2010 2012 2014 2016

0

1,000

2,000

3,000

Sales

Purch

Net

(in billions of U.S. dollars)

Aug 2016: Net purchases: 30.4B

Treasury International Capital (TIC) System Treasury International Capital (TIC) System

U.S. holdings of foreign securities (annual % change) U.S. purchases and sales of foreign securities

−30 −20 −10 0 10

Government bonds

Corporate bonds

Corporate stocks

Government bonds

Corporate bonds

Corporate stocks

−10.8

−5.9

−10.3

−29

−5.2

−6.7

4.2

0.5

−4.5

5.6

3.9

−0.3

Fin

.se

ctor

No

nfi

n.

sect

or

Jul 2016 Jun 2016

Jul 2016 Jun 2016

2006 2008 2010 2012 2014 2016

0

200

400

600

800

1,000

Sales

Purch

Net

(in billions of U.S. dollars)

Aug 2016: Net purchases: 18.0B

Treasury International Capital (TIC) System Treasury International Capital (TIC) System


https://fred.stlouisfed.org/release?rid=51https://www.census.gov/foreign-trade/Press-Release/current_press_release/index.htmlhttps://www.treasury.gov/resource-center/data-chart-center/tic/Pages/index.aspxhttps://www.treasury.gov/resource-center/data-chart-center/tic/Pages/index.aspxhttps://www.treasury.gov/resource-center/data-chart-center/tic/Pages/index.aspxhttps://www.treasury.gov/resource-center/data-chart-center/tic/Pages/index.aspx


Exchange Rate Table

Indirect exchange rates against the US Dollar ( USD)

Currency Rate11 day

% ch.1 week% ch.

1 month% ch.

1 year

% ch.1 yearhigh

1 yearlow Updated:

EUR 0.897 H -0.42 H -1.48 N 0.54 H -2.14 0.942 0.867 2016-11-04

GBP 0.799 H -0.42 H -2.70 N 1.84 N 17.29 0.822 0.658 2016-11-04

JPY 103.089 N 0.03 H -1.56 H -0.38 H -18.98 123.280 99.988 2016-11-04

CAD 1.340 N 0.05 N 0.14 N 1.58 N 0.99 1.458 1.253 2016-11-04

MXN 18.989 H -0.88 N 0.15 H -1.15 N 12.04 19.889 16.561 2016-11-04

AUD 1.302 N 0.06 H -1.02 H -0.90 H -4.78 1.457 1.281 2016-11-04

CNY 6.753 H -0.11 H -0.33 N 1.26 N 5.42 6.782 6.387 2016-11-04

CHF 0.968 H -0.63 H -1.95 H -0.59 H -2.62 1.025 0.953 2016-11-04

NZD 1.364 N 0.03 H -2.29 H -2.32 H -9.82 1.562 1.341 2016-11-04

SEK 8.949 H -0.24 H -0.52 N 4.00 N 5.05 9.078 7.965 2016-11-04

NOK 8.163 H -0.34 H -1.31 N 1.72 H -4.13 8.946 7.971 2016-11-04

DKK 6.680 H -0.35 H -1.80 N 0.60 H -2.29 7.030 6.455 2016-11-04

RUB 64.393 N 1.17 N 2.23 N 3.39 H -4.95 82.900 61.998 2016-11-04

HKD 7.756 N 0.01 N 0.03 H -0.01 N 0.08 7.822 7.749 2016-11-04

SGD 1.382 H -0.13 H -0.63 N 0.92 H -0.99 1.444 1.337 2016-11-04

TRY 3.158 N 1.36 N 1.46 N 3.35 N 8.72 3.158 2.796 2016-11-04

KRW 1141.200 H -0.16 H -0.47 N 2.44 H -0.97 1241.130 1090.050 2016-11-04

ZAR 13.597 N 1.22 H -2.01 H -0.90 H -5.53 16.870 13.287 2016-11-04

BRL 3.233 H -0.81 N 0.99 H -0.05 H -17.50 4.154 3.112 2016-11-04

INR 66.780 N 0.15 H -0.02 N 0.40 H -0.03 68.797 65.940 2016-11-04

ILS 3.788 H -0.56 H -1.53 N 0.51 H -1.47 3.975 3.738 2016-11-04

EGP 15.560 N 16.45 N 43.07 N 43.08 N 49.82 15.560 7.646 2016-11-04

IDR 13065.000 H -0.04 N 0.14 N 0.54 H -4.82 14130.000 12770.000 2016-11-04

THB 34.990 N 0.17 H -0.09 N 0.54 H -2.31 36.325 34.196 2016-11-04

MYR 4.195 N 0.25 H -0.05 N 1.43 H -0.27 4.420 3.835 2016-11-04

ARS 15.050 H -0.33 H -0.73 H -0.83 N 35.48 15.815 9.615 2016-11-04

COP 3060.000 H -0.20 N 2.45 N 2.94 N 1.73 3414.000 33.140 2016-11-04

CLP 655.600 N 0.66 N 0.31 H -1.14 H -6.88 732.000 642.000 2016-11-04

Quandl: CURRFX/USD(CUR)

1 The number of units of foreign currency required to purchase one U.S. dollar.

I Contact: Brian Dew | R [email protected] | � briandew.wordpress.com | 7 @bd econ

| bd econ 19

https://www.quandl.com/data/CURRFX/USDEURhttps://www.quandl.com/data/CURRFX/USDGBPhttps://www.quandl.com/data/CURRFX/USDJPYhttps://www.quandl.com/data/CURRFX/USDCADhttps://www.quandl.com/data/CURRFX/USDMXNhttps://www.quandl.com/data/CURRFX/USDAUDhttps://www.quandl.com/data/CURRFX/USDCNYhttps://www.quandl.com/data/CURRFX/USDCHFhttps://www.quandl.com/data/CURRFX/USDNZDhttps://www.quandl.com/data/CURRFX/USDSEKhttps://www.quandl.com/data/CURRFX/USDNOKhttps://www.quandl.com/data/CURRFX/USDDKKhttps://www.quandl.com/data/CURRFX/USDRUBhttps://www.quandl.com/data/CURRFX/USDHKDhttps://www.quandl.com/data/CURRFX/USDSGDhttps://www.quandl.com/data/CURRFX/USDTRYhttps://www.quandl.com/data/CURRFX/USDKRWhttps://www.quandl.com/data/CURRFX/USDZARhttps://www.quandl.com/data/CURRFX/USDBRLhttps://www.quandl.com/data/CURRFX/USDINRhttps://www.quandl.com/data/CURRFX/USDILShttps://www.quandl.com/data/CURRFX/USDEGPhttps://www.quandl.com/data/CURRFX/USDIDRhttps://www.quandl.com/data/CURRFX/USDTHBhttps://www.quandl.com/data/CURRFX/USDMYRhttps://www.quandl.com/data/CURRFX/USDARShttps://www.quandl.com/data/CURRFX/USDCOPhttps://www.quandl.com/data/CURRFX/USDCLPhttps://www.quandl.com/data/CURRFXmailto:[email protected]://briandew.wordpress.com/https://twitter.com/bd_econhttps://briandew.wordpress.com/

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