Federal Reserve Activities, Data and Resources

Federal Reserve Activities, Data and Resources

The following charts and data represents a selection of helpful resources for Rates professionals and market participants. 

For new developments from the Federal Reserve, Treasury and more subscribe to the SIFMA Rates Update.  

For questions or suggestions please contact Rob Toomey or Bryan Rogerson

Temporary OMOs: FRBNY Treasury Securities Purchases

FRBNY Tentative Treasury Operation Schedule
The Desk plans to purchase approximately $10 billion in Treasury securities over the month of October. View Schedule

Federal Reserve’s Regulatory Reform Webpage
The Federal Reserve provides a timeline of all the recent rulemakings (related to Dodd-Frank implementation).
View Recent Developments

Quarterly Summary of All Treasury Issuance:

Rates update - Quarterly Summary of All Treasury Issuance

Federal Reserve Board: Data Releases
Federal Reserve Statistical Releases and Historical Data and Fed Surveys and Reports

U.S. Flow of Funds Accounts
These data are released during the second week of March, June, September, and December.
View Data

Federal Reserve Balance Sheet Data
The H.4.1 statistical release (“Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks”) is typically published every Thursday at 4:30 p.m. ET. A breakdown of total reserves can be found below (updated weekly).
View Data  

Rates update - Federal Reserve Balance Sheet Data

The U.S. Department of the Treasury Rates Data
Please see Treasury’s website for its daily Yield Curve RatesBill RatesLong-Term RatesReal Yield Curve Ratesand Real Long-Term Rates

Rates update: Treasury Yields and Fed Fund Rate (monthly)

Projected Treasury Yield Movement  Projected

Commercial Paper Rates and Outstanding
The daily commercial paper release will usually be available before 11:00 a.m. EST. Also note the Selected Interest Rates - H.15 data (Daily | Weekly).

FICC’s Fails Data Chart for U.S. Treasury securities trades
The chart shows the par value of transactions in the U.S. treasury securities market that involve fails, viewable on a daily, monthly or annual basis.

FRBNY’s Tri-Party Infrastructure Reform
Includes a breakdown by collateral and margin data.

Treasury International Capital Data
View Press Release.  

Additional Resources

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