US and international macro time series: rates, inflation, employment, GDP, housing, credit.
- Examples
- • FEDFUNDS (Federal Funds Rate)
- • DGS10 (10-Year Treasury)
- • CPIAUCSL (CPI)
- Update Cadence
- Daily sync, same-day for high-frequency series
- License
- Public domain data aggregated by the Federal Reserve Bank of St. Louis.
Data from FRED, Federal Reserve Bank of St. Louis.
US labor market and price indices: employment situation, CPI detail, PPI, JOLTS, productivity.
- Examples
- • Employment Situation
- • CPI-U detail
- • JOLTS series
- Update Cadence
- On BLS release calendar, usually monthly
- License
- Public domain US Government data.
Source: US Bureau of Labor Statistics.
Daily Treasury yield curve rates, Treasury auction results, debt outstanding, TGA balance.
- Examples
- • Daily Treasury Yield Curve
- • Weekly Auction Results
- • Treasury General Account
- Update Cadence
- Daily for yields and TGA; per-auction for results
- License
- Public domain US Government data.
Source: US Department of the Treasury.
Energy fundamentals: crude inventories, refinery utilization, natural gas storage, production.
- Examples
- • Weekly Petroleum Status Report
- • Natural Gas Weekly Update
- • Short-Term Energy Outlook
- Update Cadence
- Weekly for inventories; monthly for STEO
- License
- Public domain US Government data.
Source: US Energy Information Administration.
Commitments of Traders (CoT) reports, commercial and non-commercial positioning in futures.
- Examples
- • CoT Legacy Report
- • CoT Disaggregated
- • Traders in Financial Futures
- Update Cadence
- Weekly (Friday release, covering prior Tuesday)
- License
- Public domain US Government data.
Source: CFTC Commitments of Traders reports.
Policy rate decisions, meeting statements, and macro releases from the Fed, ECB, BoE, BoJ, PBoC, RBA, BoC, SNB, and others.
- Examples
- • FOMC statements and dot plots
- • ECB Governing Council decisions
- • BoJ policy meetings
- Update Cadence
- Real-time on release
- License
- Public information published by each central bank.
Policy information sourced from the respective central banks.