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Company founded to promote the historical collection and dissemination of capital markets data.

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Bank Holding Company Net Income Gap

The Bank net income gap variable is defined in Haddad and Sraer (2018). It is thought to be a predictor of excess Treasury Bond returns. I will occasionally provided updated estimates of this variable on the data download page.

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Federal Reserve Bulletin

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Bank Charge-offs and Delinquency Rates
Insured Commercial Bank Assets and Liabilities, Domestic and Foreign Offices (4.20)
Commercial Paper
New Security Issues, State and Local Governments (Table 1.45)
New Security Issues, U.S. Corporations (Table 1.46)
U.S. Treasury Debt Issuance and Outstanding
U.S. Government Securities Dealers, Transactions (Table 1.42)
U.S. Government Securities Dealers, Positions and Financing (Table 1.43)
Federal Reserve Banks, Maturity Distribution of Loans and Securities (Table 1.19)
Federal and Federally Sponsored Credit Agencies (Table 1.44)
Home Mortgage Disclosure Act Data
Fannie Mae Monthly Summary
Freddie Mac Monthly Summary
FHA Insured Multifamily Summary
Select Interest Rates (H.15)
Historical Treasury Returns
Bond Risk Premiums and Expected Returns
Inflation and Growth Expectations and Uncertainty
Equity Industry Portfolios
Global Long-term Interest Rates
Foreign Exchange Rates (H.10)
Real Exchange Rates
Global Consumer Price Indexes
U.S. Bilateral Foreign Trade
U.S. Trade Balances
Foreign Transactions in Securities (3.24)
Metals and Agriculture Foreign Trade
Historical Labor Market Statistics
Automotive Market
Construction and Real Estate
Historical GDP and Personal Income
Historical Red Meat Summary Statistics
U.S. Coal Market Summary
U.S. Energy Market Summary
U.S. Transportation Summary
Tobacco Statistics

Charts

Red Meat Historical Statistics
U.S. Coal Market Summary
U.S. Energy Market Summary
U.S. Treasury Debt Issuance and Outstanding
U.S. Bilateral Trade
Global Inflation
Global Interest Rates
Foreign Transactions in Securities (3.24)
Construction and Real Estate
U.S. Government Securities Dealers
U.S. State and Local Debt Issuance
U.S. Corporations Capital Market Activity
Federal and Federally Sponsored Credit Agencies Debt Outstanding and Issuance
Commercial Paper
Interest Rates, Money and Capital Markets
Historical Treasury Excess Returns
Bond Risk Premiums and Expected Returns
Inflation and Growth Expectations and Forecast Uncertainty
U.S. Equity Valuation Ratios
Real U.S. Equity Industry Portfolio Indexes
FHA Insured Multifamily Summary
Fannie Mae Monthly Volume Summary
Freddie Mac Monthly Volume Summary
Historical Labor Market Statistics
U.S. Automotive Summary
Transportation
Tobacco Charts
GDP and Personal Income

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