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04/01/2008 08:00 PM
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G17: G.17 Change in Reporting Window
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April 1, 2008: Beginning with the release of March 2008 data in the Federal Reserve's monthly G.17 Statistical Release, monthly releases will be based on a six-month reporting window: One month of new data will be reported, and the previous five months of data will be revised. For example, the monthly release to be issued on April 16, 2008 will include new data for March and revised data for October 2007 through February 2008. Previously, the monthly releases were issued with a four-month reporting window, which covered one month of new data and revisions to the previous three months of data.
Mas Info
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04/01/2008 07:45 PM
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G17: G.17 Annual Revision
|
|
March 28, 2008: The Federal Reserve Board issued its annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization.
Mas Info
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03/06/2008 04:45 PM
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Z1: Next Z.1 Release Date
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The next Z.1 Release date is Thursday June 5, 2008; at 12:00 noon.
Mas Info
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02/26/2008 11:00 PM
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CHGDEL: Corrections to charge-off rates for credit cards and other consumer loans
|
|
Charge-off rates for credit cards and other consumer loans were revised to correct a computational error. The revision affects the credit card and consumer loan charge-off rates from 2001 to 2007.
Mas Info
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02/15/2008 03:15 PM
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G17: Preliminary estimates of industrial capacity for 2008
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|
February 15, 2008: The data in this release include preliminary estimates of industrial capacity for 2008. Measured fourth quarter to fourth quarter, total industrial capacity is projected to rise 1.9 percent this year after having expanded 1.8 percent in 2007. Manufacturing capacity is estimated to increase 2.1 percent in 2008, the same amount as in 2007. In 2008, mining capacity is estimated to expand 0.7 percent, and utilities capacity is projected to rise 1.9 percent; both rates of increase would be slightly faster than for last year. With the publication on March 28, 2008, of the annual revision to industrial production, capacity, and capacity utilization, these estimates will be updated to reflect more-comprehensive source data, including the 2006 Survey of Plant Capacity, physical capacity data from government and trade sources, and the revised production indexes.
Mas Info
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02/15/2008 03:15 PM
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G17: G.17 Annual Revision
|
|
February 15, 2008: The Federal Reserve Board plans to issue an annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization on March 28, 2008.
Mas Info
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02/08/2008 01:30 AM
|
|
H3: Recent Declines in Nonborrowed Reserves
|
|
The H.3 statistical release indicates that nonborrowed reserves of
depository institutions have declined substantially since mid-December
to a level that is now negative. This development reflects the
provision of a large volume of reserves through the Term Auction
Facility (TAF) and has no adverse implications for the availability of
reserves to the banking system.
By definition, nonborrowed reserves are equal to total reserves
minus borrowed reserves. Borrowed reserves are equal to credit extended
through the Federal Reserve's regular discount window programs as well
as credit extended through the TAF. To maintain a level of total
reserves consistent with the Federal Open Market Committee's target
federal funds rate, increases in borrowed reserves must generally be
met by a commensurate decrease in nonborrowed reserves, which is
accomplished through a reduction in the Federal Reserve's holdings of
securities and other assets. The negative level of nonborrowed reserves
is an arithmetic result of the fact that TAF borrowings are larger than
total reserves.
Mas Info
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01/10/2008 09:00 PM
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G19: Correction to Consumer Credit interest rate observation
|
|
The interest rate on 48-month car loans for November was incorrectly reported as 8.41% in the release and data published on January 8. The release and data in the Data Download Program (DDP) have been corrected to show an interest rate of 7.59%.
Mas Info
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12/10/2007 03:45 PM
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CP: Commercial paper data will not be updated on December 24
|
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The Federal Reserve Board will be closed on Monday, December 24. Commercial paper data will not be updated on that day. The data for Friday, December 21 and Monday, December 24 will be available on Wednesday, December 26.
Mas Info
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12/10/2007 03:00 PM
|
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G19: Consumer credit data are now available from the Data Download Program
|
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Data from the Consumer Credit release (G.19) are now available for customizable download through the Federal Reserve Board's Data Download Program (DDP). These data will updated monthly with the G.19 release around the fifth business day of the month.
Mas Info
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12/10/2007 03:00 PM
|
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G20: Finance company data are now available from the Data Download Program
|
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Data from the Finance Company release (G.20) are now available for customizable download through the Federal Reserve Board's Data Download Program (DDP). These data will updated monthly with the G.20.
Mas Info
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12/10/2007 03:00 PM
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FOR: Household debt service and financial obligations data are now available from the Data Download Program
|
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Data on household debt service and financial obligations ratios (FOR) are now available for customizable download through the Federal Reserve Board's Data Download Program (DDP). These data will be updated quarterly.
Mas Info
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12/06/2007 04:00 PM
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Z1: Next Z.1 Release Date
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The next Z.1 Release date is Thursday March 6, 2008; at 12:00 noon.
Mas Info
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11/16/2007 10:30 PM
|
|
CP: Rates and Volume Statistics for November 15 Have Been Reissued
|
|
The commercial paper rates and volume statistics for November 15, which are derived from source data provided by the Depository Trust & Clearing Corporation (DTCC), have been reissued to reflect corrected source data.
Mas Info
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10/01/2007 09:30 PM
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H15: Corrections for rounding errors on interest rate swaps
|
|
Due to a software problem, several rates on interest rate swaps were incorrectly rounded when originally published on the H.15 Selected Interest Rates statistical release. See the announcement for details.
Mas Info
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09/18/2007 08:00 PM
|
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H3: H.3 Data Update
|
|
The DDP values for 09/5/07 and 09/12/07 for Total borrowings of Depository Institutions from the Federal Reserve (RESBR14A_N.WW) have been updated to reflect the correct values as posted on the H.3 release and H.3 Weekly Historical Aggregate Table 6: Memorandum Items dated 09/13/2007.
Mas Info
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09/17/2007 05:15 PM
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Z1: Next Z.1 Release Date
|
|
The next Z.1 Release date is Thursday December 6, 2007; at 12:00 noon.
Mas Info
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08/15/2007 04:15 PM
|
|
G17: G.17 Annual Revision
|
|
August 15, 2007: The Federal Reserve Board plans to issue an annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization around the end of March 2008.
Mas Info
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06/18/2007 03:30 PM
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CP: Change to Credit Rating Agencies Considered
|
|
On June 18, 2007, the Federal Reserve Board stopped using Fitch Investors Service as a credit rating source. Classification as AA or A2/P2 for rate calculations and classification as Tier-1 or Tier-2 for outstanding calculations are done using Moody's Investors Service and Standard & Poor's.
Mas Info
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06/15/2007 04:30 PM
|
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G17: Semiannual update to the capacity estimates
|
|
June 15, 2007: This release includes the semiannual update to the capacity estimates for 2007. The estimated rate of increase in total industrial capacity from the fourth quarter of 2006 to the fourth quarter of 2007 is 1.8 percent, a downward revision of 0.3 percentage point from the initial estimate in mid-February; the rate of change for manufacturing capacity was revised down by a similar amount.
Mas Info
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06/14/2007 11:30 PM
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H3: H.3 - Aggregate Reserves of Depository Institutions and the Monetary Base
|
|
Annual Seasonal Factor Review
Mas Info
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06/07/2007 06:45 PM
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Z1: Next Z.1 Release Date
|
|
The next Z.1 Release date is Monday September 17, 2007; at 12:00 noon.
Mas Info
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06/04/2007 05:15 PM
|
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G17: Bulletin article discusses the 2006 IP/CU Annual Revision
|
|
June 4, 2007: A Federal Reserve Bulletin article, Industrial Production and Capacity Utilization: The 2006 Annual Revision (144 KB PDF) is now available online. The article reviews the 2006 annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization. It discusses both the changes in estimation methods introduced in the revision and the revised estimates of IP, capacity, and capacity utilization.
Mas Info
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05/25/2007 04:40 PM
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CP: Commercial paper data now available via RSS feed
|
|
The Federal Reserve Board announces that selected series from its Commercial Paper release will now be available via RSS. These feeds will provide quick access to a single observation for the selected series, daily for commercial paper rates and weekly for the commercial paper outstanding measures. To subscribe, please visit the RSS feeds page. All RSS feeds from the Federal Reserve Board adhere to the RSS-CB standard.
Mas Info
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04/30/2007 03:30 PM
|
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H3: Aggregate Reserves data are now available from the Data Download
|
|
The Federal Reserve Board announces that data from the Aggregate Reserves of Depository Institutions and the Monetary Base release (H.3) are now available for customizeable download through the Data Download Program (DDP). These data will updated weekly with the H.3 release on Thursday afternoon after 4:30 p.m.
Mas Info
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03/09/2007 06:20 PM
|
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Z1: Data correction for Z.1 release
|
|
The Z.1 Flow of Funds statistical release was reposted on March 8, 2007 at 5:21 PM to correct errors in components of federal government debt affecting data from 1970 forward. Corrected data were made available through the Data Download Program on March 9, 2007 at 10:30 AM.
Mas Info
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03/08/2007 06:00 PM
|
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Z1: Next Z.1 Release Date
|
|
The next Z.1 Release date is Thursday June 7, 2007; at 12:00 noon.
Mas Info
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|
02/15/2007 03:15 PM
|
|
G17: Preliminary estimates of industrial capacity for 2007
|
|
February 15, 2007: The data in this release include preliminary estimates of industrial capacity for 2007. Total industrial capacity is projected to rise 2.1 percent in 2007 after having expanded 2.4 percent in 2006. Manufacturing capacity, which is estimated to increase 2.4 percent this year, also decelerates relative to 2006.
Mas Info
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|
01/03/2007 02:00 PM
|
|
CP: Discontinuance of LOC Outstanding
|
|
The Federal Reserve Board ceased publication of commercial paper LOC outstanding (outstanding backed by letter of credit) on January 3, 2007. The history of LOC outstanding, from January 2001 to December 2006, is available through the Data Download Program, but is no longer included in the preformatted data packages.
Mas Info
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12/21/2006 06:00 PM
|
|
CP: 2007 Holiday Schedule for Commercial Paper
|
|
The Federal Reserve Board will be closed on the dates below. The commercial paper release and data will not be updated on these dates.January 1January 15February 19May 28July 4September 3October 8November 12November 22December 25
Mas Info
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12/18/2006 03:00 PM
|
|
DDP: RSS feeds now available from the Federal Reserve Board
|
|
The Federal Reserve Board's Data Download Program (DDP) now provides RSS feeds for users. Subscribers are notified about any updates or changes to the available data.The announcements will also be available on the DDP website. To subscribe to a feed, please visit the main RSS feeds page.
Mas Info
|
|
12/13/2006 03:30 PM
|
|
G17: 2006 Annual IP Revision
|
|
December 11, 2006: the Federal Reserve Board issued its annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization.
Mas Info
|
|
12/04/2006 09:00 PM
|
|
G17: Seasonal factors for auto and truck production
|
|
December 4, 2006: Seasonal factors for auto and truck production have been reestimated using final production data through the third quarter of 2006. Factors have been revised back to January 2003 and extended through June 2007. The factors will be updated again and extended through December 2007 after third-quarter production schedules are published at the end of June. A comma-delimited text file containing these seasonal factors is available for download.
Mas Info
|
|
11/28/2006 09:15 PM
|
|
G17: 2006 Annual IP Revision
|
|
November 28, 2006: The Federal Reserve Board plans to issue its annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization on December 11, 2006 at 2:00 p.m. (EST).
Mas Info
|
|
11/17/2006 08:45 PM
|
|
Z1: Next Z.1 Release Date
|
|
The next Z.1 Release date is Thursday December 7, 2006 ; at 12:00 noon.
Mas Info
|
|
11/16/2006 04:30 PM
|
|
G17: 2006 Annual IP Revision is tentatively 12/11/2006
|
|
November 16, 2006: The Federal Reserve Board plans to issue an annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization late this year the publication date is tentatively December 11 but is conditional on the date of issuance of the 2005 Annual Survey of Manufactures. An announcement will be posted when the final date for the G.17 revision is determined.
Mas Info
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|
10/19/2006 04:45 PM
|
|
CP: Revisions to Commercial Paper Outstanding
|
|
On October 19, 2006, the Federal Reserve Board made minor revisions based on updated issuer information to the values of Tier 1 and Tier 2 commercial paper outstanding, affecting weekly data from July 19, 2006 to October 12, 2006 and monthly data from July 2006 to September 2006.
Mas Info
|
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10/17/2006 05:30 PM
|
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G17: G.17 Publication Dates for 2007
|
|
October 17, 2006: The publication dates for 2007 are now available.
Mas Info
|
|
07/17/2006 05:30 PM
|
|
G17: 2006 Annual IP Revision
|
|
July 17, 2006: The Federal Reserve Board plans to issue an annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization this fall; the publication date is yet to be determined.
Mas Info
|
|
06/15/2006 05:30 PM
|
|
G17: Updated estimates of industrial capacity in 2006
|
|
June 15, 2006: This release includes updated estimates for 2006 from our semiannual review of industrial capacity. The estimated rates of change between the fourth quarter of 2005 and the fourth quarter of 2006 for total industrial capacity and for manufacturing capacity are the same as in the previous estimates: 2.0 percent and 2.5 percent respectively.
Mas Info
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|
06/05/2006 05:30 PM
|
|
G17: Seasonal factors for auto and truck production
|
|
June 5, 2006: Seasonal factors for auto and truck production have been reestimated using final production data through April and manufacturers' assembly plans through September. Factors have been revised back to February 2006 and extended through December 2006. A comma-delimited text file containing these seasonal factors is available for download.
Mas Info
|
|
05/17/2006 05:15 PM
|
|
G17: Beverages (NAICS 2121), NSA, reissued
|
|
May 17, 2006: The not seasonally adjusted indexes for Beverages (NAICS 3121) and all industry and market group aggregates have been reissued to correct an error in the indexes for January through April 2006. The seasonally adjusted indexes were correct as issued on May 16, 2006, and were not reissued. The not seasonally adjusted indexes are reported in the supplement to the G.17, which is also being reissued. The principal G.17 release was correct as originally issued. The revised data are available from the historical data webpage for the G.17.
Mas Info
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04/14/2006 06:00 PM
|
|
G17: Change in number of decimals displayed
|
|
April 14, 2006: The number of decimals displayed in the historical and current data files increased from 3 to 4 decimal places. These files are available from the historical data webpage for the G.17.
Mas Info
|
|
04/11/2006 04:45 AM
|
|
CP: Major Changes to Commercial Paper Outstanding
|
|
On April 10, 2006, the Federal Reserve Board made major changes to its commercial paper
outstanding calculations. New outstanding categories were added, some existing
category definitions were modified, and current and historical commercial paper issuer
information was updated. For more information, please view the about section of the commercial paper release.
Mas Info
|
|
03/21/2006 04:15 PM
|
|
G17: Change in number of decimals displayed
|
|
March 21, 2006: Beginning with the April 14, 2006 publication, the number of decimals displayed in the historical and current data files will increase from 3 to 4 decimal places. These files are available from the historical data webpage for the G.17.
Mas Info
|
|
03/17/2006 04:00 PM
|
|
G17: 2005 Annual IP Revision article
|
|
March 17, 2006: A Federal Reserve Bulletin article, Industrial Production and Capacity Utilization: The 2005 Annual Revision (161 KB PDF), is now available online. The article reviews the 2005 annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization. It discusses both the changes in estimation methods introduced in the revision and the revised estimates of IP, capacity, and capacity utilization.
Mas Info
|
|
02/15/2006 04:00 PM
|
|
G17: Preliminary estimates of 2006 industrial capacity
|
|
February 15, 2006: The data in this release include preliminary estimates of industrial capacity for 2006.
Mas Info
|
|
01/17/2006 03:45 PM
|
|
G17: Final survey of industrial electric power use
|
|
January 17, 2006: This release no longer contains tables on electric power use by industry. The December 15, 2005, release included results from the final survey of industrial electric power use conducted by the Federal Reserve Board. The rate of response to the voluntary survey had dropped significantly since the early 1990s, and coverage in 2004 was nearly 40 percent lower than at its peak in 1993. A notice seeking comment on the termination of the electric power survey was published in the Federal Register on September 29, 2005 by the end of the public comment period, November 28, 2005, no comments had been received. Although the indexes of electric power use will no longer be updated, the historical indexes will remain available on the historical data webpage for the G.17.
Mas Info
|
|
01/02/2006 03:45 PM
|
|
CP: 2006 Holiday Schedule for Commercial Paper
|
|
The Federal Reserve Board will be closed on the dates below. The commercial paper release and data will not be updated on these dates.January 2January 16February 20May 29July 4September 4October 9November 10November 23December 25
Mas Info
|
|
12/15/2005 05:15 PM
|
|
G17: Final survey of industrial electric power use
|
|
December 15, 2005: This release includes the result from the final survey of industrial electric power use to be conducted by the Federal Reserve Board.
Mas Info
|
|
12/06/2005 10:30 PM
|
|
G17: Final survey of industrial electric power use
|
|
December 6, 2005: The Federal Reserve will discontinue its survey of industrial electric power use with the publication on December 15, 2005, of data for October 2005. The response rate for the voluntary survey had dropped significantly since the early 1990s, with coverage in 2004 nearly 40 percent less than at its peak in 1993. With the publication of the annual revision to the G.17 on November 7, 2005, the monthly indicators for the industrial production indexes for the twenty industries that previously relied on electric power use were changed to production-worker hours for the period 1997 to the present. Although the indexes of electric power use will no longer be updated, the historical indexes will remain available from the historical data page for the G.17. A notice seeking comments on this action was originally published in the Federal Register on September 29, 2005; no comments were received during the public comment period, which ended on November 28, 2005.
Mas Info
|
|
11/17/2005 10:45 PM
|
|
G17: Seasonal factors for auto and truck production
|
|
November 17, 2005: Seasonal factors for auto and truck production were modified to correct an error in the factors for January 2006. A comma-delimited text file containing these seasonal factors is available for download.
Mas Info
|
|
11/07/2005 10:45 PM
|
|
G17: 2005 Annual IP Revision
|
|
November 7, 2005: The Federal Reserve Board issued its annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization.
Mas Info
|
|
11/04/2005 05:15 PM
|
|
G17: 2005 Annual IP Revision
|
|
November 4, 2005: The Federal Reserve Board will issue its annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization on Monday, November 7, 2005 at 10:00 a.m.
Mas Info
|
|
10/24/2005 11:45 PM
|
|
G17: Several individual IP series will be changed
|
|
October 24, 2005: With the release of the annual revision of industrial production on November 7, 2005, several individual series which have been based primarily on electric power usage will be changed to new series based primarily on production worker hour data from 1997 forward. These series are published in tables in the G.17 Supplement. A list of the new series is available.
Mas Info
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|
10/24/2005 11:00 PM
|
|
G17: Seasonal factors for auto and truck production
|
|
October 24, 2005: Seasonal factors for auto and truck production have been reestimated using final production data through September. Factors have been revised back to January 2003 and extended through June 2006. A comma-delimited text file containing these seasonal factors is available for download.
Mas Info
|
|
10/15/2005 12:15 AM
|
|
G17: Names for the G.17 data files changed
|
|
October 14, 2005: The names for the current and historical data files changed. These files are accessible from links on the download page. For a couple of months, you will be able to access the old file names by entering the old names in your browser address window. A file containing the old and new names is available.
Mas Info
|
|
10/06/2005 06:15 PM
|
|
G17: Names for the G.17 data files changed
|
|
October 6, 2005: Beginning with the October 14, 2005 publication, the file names for the current and historical data files will change. These files are accessible from the download page. A file containing the old and new names is available.
Mas Info
|
|
09/15/2005 12:15 AM
|
|
G17: G.17 Publication dates for 2006
|
|
September 14, 2005: The publication dates for 2006 are now available.
Mas Info
|
|
08/17/2005 12:15 AM
|
|
G17: 2005 Annual IP Revision
|
|
August 16, 2005: The Federal Reserve Board plans to issue an annual revision to the index of industrial production (IP) and the related measures of capacity and capacity utilization on November 7, 2005.
Mas Info
|
|
06/16/2005 12:30 AM
|
|
G17: Updated estimates of industrial capacity in 2005
|
|
June 15, 2005: This release includes updated estimates of industrial capacity in 2005. The estimated rate of change in total industrial capacity between the fourth quarter of 2004 and the fourth quarter of 2005 was revised down 0.1 percentage point, to a gain of 1.2 percent; the estimated rate of change in manufacturing capacity was revised down similarly.
Mas Info
|
|
06/11/2005 12:30 AM
|
|
G17: Seasonal factors for auto and truck production
|
|
June 10, 2005: Seasonal factors for auto and truck production have been revised back to February 2005 and extended through December 2005. A comma-delimited text file containing these seasonal factors is available for download.
Mas Info
|
|
02/16/2005 11:30 PM
|
|
G17: Preliminary estimates of 2005 industrial capacity
|
|
February 16, 2005: The data in this release include preliminary estimates of industrial capacity for 2005. Total industrial capacity is projected to expand 1.3 percent in 2005, the fastest increase since 2001 although still considerably less than the average gain of 3.7 percent over the past ten years.
Mas Info
|
|
07/28/2004 05:40 PM
|
|
H15: Addition of 20-Year Treasury Constant Maturity Inflation-Indexed
|
|
In accordance with its announcement of May 5, 2004, the Treasury commenced publishing a 20-year
constant maturity inflation-indexed interest rate effective July 27, 2004. It appears on the daily H.15 effective
with the issue of July 28, 2004, and on the weekly H.15 effective with the issue of August 2, 2004.
Mas Info
|
|
06/02/2004 05:53 PM
|
|
H15: Discontinuance of Treasury Long-Term Average Nominal Rate
|
|
In accordance with its announcement of May 5, 2004, the Treasury has
ceased publication of its long-term average nominal yield, effective
June 1, 2004. The Treasury commenced publishing this rate on February
19, 2002, coinciding with the discontinuance of its 30-year constant
maturity rate. At that time, the Treasury began to publish an
"extrapolation factor," to allow users to calculate a proxy for the
30-year constant maturity rate. An extrapolation factor will continue
to be published, but, as of June 1, it will be based on an
extrapolation from the 20-year yield curve point. The extrapolation
factor is available at the Treasury website, www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html, as reported in footnote 11 of the release.
Mas Info
|
|
01/05/2004 04:54 PM
|
|
H15: Inclusion of Yields on Treasury Inflation-Protected Securities
|
|
As of the release of January 5, 2004, the H.15 includes four daily
yields, constructed by the Treasury Department, on Treasury
inflation-protected securities (TIPS): yields at constant maturities of
5, 7, and 10 years and an average of yields on all TIPS having
remaining maturities of more than 10 years. Historical data for these
series are available back to January 2, 2003. Further information may
be found at www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html.
Mas Info
|
|
02/25/2002 04:55 PM
|
|
H15: Changes to Treasury Long-Term Rate Series
|
|
As of the release dated February 25, 2002, the H.15 no longer
reports a 30-year constant maturity yield for Treasury securities and
begins reporting a yield for Treasury securities with 25 years or more
remaining to maturity.
The changes reflect the Treasury's announcement on January 30, 2002,
that, effective February 18, it would cease supplying an estimate of
the 30-year constant maturity yield and that it would commence
supplying a long-term yield based on a basket of long-dated securities.
As indicated in footnote 12 of the release, the new long-term rate
is based on an unweighted average of the bid yields for all Treasury
fixed-coupon securities with remaining terms to maturity of at least 25
years. A factor to adjust the daily long-term average to estimate a
30-year rate is available at the Treasury web site reported in footnote
13 of the release.
Mas Info
|
|
10/26/2001 05:45 PM
|
|
H15: Original and Revised Treasury Rates for the Week Ending September 14, 2001
|
|
The H.15 site has links to the original September 17, 2001, release as well as
to the revised releases for that date and for September 24.
Data for most of the interest rates reported in the H.15 release of
September 17, 2001, were missing for September 11-13 because of
inactive markets or delays in data processing arising from the
disasters of September 11.
On September 25 the Treasury released the data that had been
missing for September 13 regarding the constant maturity interest
rates on Treasury securities and the secondary rates on bills. On
October 1, 2001, the Federal Reserve issued a revised version of the
H.15 release of September 17 to show the September 13 values of those
series and the correspondingly updated values of the averages for the
week ending September 14; also on October 1, 2001, the Federal Reserve
issued a revised version of the September 24 release to show the new
values of the averages for the week ending September 14.
Mas Info
|
|
09/04/2001 05:59 PM
|
|
H15: Changes in the reporting of Treasury securities
|
|
On July 31, 2001, the Department of the Treasury began the weekly
issuance of 4-week bills. On August 27, 2001, the Treasury stopped
reporting secondary market yields for 1-year Treasury bills, the final
issuance of which was on February 27, 2001.
Effective with the issue of September 4, 2001, the H.15 statistical
release reflects these changes by reporting the secondary market rate
for 4-week bills and by no longer reporting the secondary market rate
for 1-year bills.
In addition, the H.15 now reports a 1-month constant maturity rate,
which the Treasury began calculating when it introduced the 4-week bill.
Mas Info
|
|
07/10/2000 05:59 PM
|
|
H15: Note to Users of the H.15 Statistical Release; The addition of swap rates.
|
|
Effective July 10, 2000, several changes are being made to the H.15 release:
Rates for fixed-rate payers in interest rate swaps, as collected under
the auspices of the International Swaps and Derivatives Association,
Inc., are being added. These swap rates are for maturities of 1, 2, 3,
4, 5, 7, 10, and 30 years.
No longer appearing on the release are auction highs for 3-month,
6-month, and 1-year Treasury bills. These figures continue to be
available from the Treasury's website:
http://www.publicdebt.treas.gov/of/ofrespr.htm. Also
being dropped is the Treasury composite (an unweighted average of yields
on all outstanding bonds neither due nor callable in less than 10
years).
Finally, the H.15 no longer contains rates for 3-month and 6-month
bankers acceptances. The quotes continue to be available on Telerate,
which was the source for these rates as reported on the H.15.
Mas Info
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05/12/1997 06:01 PM
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H15: Change in the source of data for commercial paper
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AnnouncementAlso available in PDF format (PDF 22 KB)
Mas Info
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