Dashboard of US Economy

You can click on each chart for a better rendering and zooming.

3/25/2014 St Louis FED announced to remove one month later all FRED existing and archived series relative to Dow Jones, S&P500, Case-Shiller indexes. On 4/25/2014, a new press release explains the series will be kept available but include 10 years only of daily history.

Last, but not least, you might be interested in reading how Central banking and haute finance have grown at the expense of the people




..: Updated Daily :..


__________________________

the United States Economic Dashboard
data series and charts


1. Main economic and financial indicators  


updated quarterly


 

updated yearly (source)

Credit types

Yearly change rates; 8.5Y moving data serie ; Updated monthly;
Source: nowandfutures.com using Fed, Treasury.gov data;

Citigroup Economic Surprise Index - United States 

This index is a daily measure of whether economic data is better or worse than economists’ projections. It is calculated on a three-month rolling basis and weighted for the importance of the indicator.

4Y moving data serie; updated daily

  • CESI USD historical charts :

Data serie 2003-2011

CESI USD, CESI EUR, CESI G10, CESI CNY; Data serie 2009-2012

It is calculated using the best grade bond index divided by intermediate-grade bond index.

data serie since 1975; updated daily 

data serie since 1933; updated monthly
  • Last values for others bonds indexes (Barclay's...) are also available on this page.

Foreign-owned assets in the United States, excluding financial derivatives (increase/financial inflow (+) ) BOPI-IEAI

BOPI has been replaced by IEAI serie since 2014 Q1; Updated quarterly

US Incurrence of Portfolio Investment Liabilities: Debt securities (IEAIPID); updated quarterly

Foreign Official assets in the US; quarterly data
(discontinued)

* factsheet on the international statistics restructuring.

U.S.-owned assets abroad, excluding financial derivatives (increase/financial outflow (-) ) BOPO-IEAA

BOPO and IEAA compared with BOPI and IEAI; Updated quarterly

Net inflow - outflow 

U.S. Net Export of Goods and Services 

Data serie since 1947, updated quarterly

U.S. Recession probabilities (Chauvet-Piger)

Updated  unfrequently with 2 months lag or more

Source: Chauvet; Updated unfrequently  
Data serie since Jan. 1948
 Data serie 1966/12 - 2012/04; source: wikimedia

Data serie since 1952

Data serie since 01/1978 ; Updated monthly but with several months lag; Index (Q1 1966=100) ; The 12 most up-to-date monthly values are available from Bloomberg  

Comparison between Consumer Sentiment and Personal Consumption (% change); data series since 1952; updated quarterly

Bloomberg U.S. Weekly Consumer Comfort Index 

Data serie between 12/1985 and 11/2011 (source)

Data serie between 12/1985 and 01/2011 (up-to-date data)


Note from Bloomberg.com :
"The Bloomberg Consumer Comfort Index is based on Americans' ratings of the national economy, the buying climate and their personal finances, reported in a four-week rolling average of 1,000 random-sample telephone interviews of about 250 consumers a week aged 18 or over. The percentage of households with negative views on the economy, personal finances and buying climate is subtracted from the share with positive outlooks and the difference is divided by 3 [???]. The results can range from 100, indicating every participant in the survey had a positive response to all three components, to minus 100, signaling all views were negative. The margin of error is 3 percentage points."


Political crisis: citizens confidence 












Number and costs of natural disasters 


CMI's Absolute Demand Index

4Y moving data serie; updated monthly

NDR: Differences between this chart before 2011 and the one published by easynomics (data source or used methodologies for the same period of time) are not explained by the authors, making this index not usable for us.

United States Real GDP

Using the classical CPI formula reused by ShadowStats.com :

Data serie 1960-Q2 2012

Velocity


2. GOLD and USD Exchange Rates


2.2 USD Exchange Rates

US Dollar / Euro exchange rate 

Data serie since 1978; Updated monthly

Yuan / US Dollar exchange rate (1999-today)


source

Yen / US Dollar exchange rate (1997-today)

Yen to US Dollar Exchange Rate Graph

Brazilian Real / U.S. Dollar  exchange rate (1997-today)

Br Real to US Dollar Exchange Rate Graph

Indian Rupie / U.S. Dollar  exchange rate (1997-today)

Russian Ruble / U.S. Dollar  exchange rate (2003-today)

South-Africa Rand / U.S. Dollar  exchange rate (1997-today)

Real Trade weighted U.S. dollar index : Broad

A weighted average of the foreign exchange value of the U.S. dollar against the currencies of a broad group of major U.S. trading partners : Euro Area, Canada, Japan, Mexico, China, United Kingdom, Taiwan, Korea, Singapore, Hong Kong, Malaysia, Brazil, Switzerland, Thailand, Philippines, Australia, Indonesia, India, Israel, Saudi Arabia, Russia, Sweden, Argentina, Venezuela, Chile and Colombia.


See also Real Trade Weighted U.S. Dollar Index: Major Currencies (TWEXMPA) and Real Trade Weighted U.S. Dollar Index: BRIC countries and other important trading partners (TWEXOPA).

Euro-BRICS basket of currencies / U.S. Dollar  exchange rate

Average of YoY rates of change in foreign exchange rates with the US dollar; data series since 1990; updated daily

Russian Ruble is currently not integrated into the formula above (blue line) because Russia / U.S. daily foreign exchange rate data is not available on FRED system.

Aussie Australian Dollar / U.S. Dollar  exchange rate (1997-today)

Mexican Peso / U.S. Dollar  exchange rate (1997-today)

Canadian Dollar / U.S. Dollar  exchange rate (1997-today)

Turkish Lira / U.S. Dollar  exchange rate 


2.3 U.S. Imports of Goods

data series since 1985; updated monthly


3. United States INDUSTRY, RETAIL & Corporate financing 

data serie since 1919

Industrial total output since 1919 (Barron's); The date chosen for index=100 is different than in the previous chart;
  • Note the big difference between the 2 series since 2009 due to a gap in 2010.

Updated monthly




* Autos, Domestic Units Sold in the U.S. :


* Autos, Imported Units Sold in the U.S. :


* Consumer spending index over civilian employed non-institutionalized 16+ population CE16OV (blue) compared to the same index over the total population (red) :


* U.S. net national savings rate : 

data serie 1955-2013

DJ-BTMU US business barometer 


U.S. retail sales

How did inflation perform before and after FED creation Dec. 1914 ?


* Business sales :

Non-inflation adjusted data; updated monthly 

Financial Stress Index - United States

Updated weekly 




Comparison of Dow Jones, Nasdaq, S&P500 
for the last 9Y, log scale; updated daily ; source

Comparison of Nikkei, Dow Jones, Nasdaq, S&P500 
for the last 9Y, log scale; updated daily ; source

data serie since 1900 ; source (and here)

* Traders Index $TRIN RSI 14
TRIN is the Traders Index also referred to as the Arms Index. It's advancers vs decliners divided by the volume of those advancers vs the volume of the decliners. The TRIN spikes when there is fear in the market, it is a ratio that moves inversely to price, in essence.

data serie 1992-07/2010


Dow Jones data serie since 1789:
* NYSE volume of trading :

  
* US bank index, log scale : data serie 1929-2005

Updated weekly  


United States Primary Dealer Positions Outright Level Corporate Securities 

5Y Data serie till end of May 2012


Moody's Seasoned Aaa U.S. Corporate Bond Yield

(discontinued) source

data series since 04/1971

Barclay's aggregated bond index 

All legacy Lehman Brothers benchmark indices were rebranded as Barclays Capital Indices in November 2008.
Flagship benchmarks in the Barclays Indices platform include the Aggregate, Inflation-Linked Bond, High-Yield, Emerging Markets, Municipal, Floating-Rate, Government/Treasury, Universal, and Swaps Index families. 
For these families, Barclays publishes both global/multi-currency benchmarks (such as the Global Aggregate) as well as regional/single currency benchmarks (such as the U.S. Aggregate or Euro Aggregate Indices) that are also widely used benchmarks. 

CDX IG 

The iTraxx Main Europe CDS 5 years is representing 125 entities of investment grade companies and the CDX IG 5 years CDS is the index for U.S. Investment Grade companies.

Data series between 01/01/2008 and 10/08/2012 



4. United States CONSUMER PRICES and Inflation

* US Producer Price Index, 10Y Data serie:

US Producer Price Index Chart



* Diesel and Gasoline Prices :

data serie since 1995

data serie since 1990

U.S. and Canada Retail Gasoline Prices; data series, monthly average

Regular Gasoline retail price, nominal and real (inflation deflated) ;
Data serie between 01/1976 and 01/2013 + 1Y forecast; monthly average

U.S. total gasoline retail sales since 1983, updated monthly

WTI price (lhs) and BRENT-WTI spread in % (rhs); updated daily

* Annual inflation or deflation rates, 1666-2004 :

Annual US inflation rate since 1916



5. United States (UN)EMPLOYMENT



* Monthly U.S. full-time jobs over population:


* Civilian Employment (CE16OV) to total population ratio (including militaries overseas), in %

data serie since 1952

Notes : 
CE16OV is higher than (PAYEMS = USGOVT + USPRIV)
See also Civilian Employment as defined by OECD

Civilian Labor Force (thousands)
Includes working teens 16+; excludes kids, military personnel, people in jail.


* Civilian UNemployment to Civilian Labor Force ratio, in % :

data serie since 1948;
It can also be calculated with 100-(CE16OV/CLF16OV*100)

* Civilian Employment to civilian labor force ratio, in % (see also on bls.gov) or EMRATIO
Includes working teens 16+ ; excludes kids, military personnel, people in jail.


Civilian Employment-Population Ratio (EMRATIO, above) is the share of the civilian noninstitutional population aged 16+ that is employed.

* Racial effect in Employment-Population Ratio :

data series since 1954

Civilian Labor Force Participation Rate is the share of the civilian noninstitutional population aged 16+ that is in the labor force i.e. (employed) or (unemployed and looking for work) or (unemployed and not looking for work). 
It is determined by (Civilian Labor Force / Total Noninstitutionalized Civilian Population) x 100
It does not include :
  • kids under the age of 16 (but it includes working teens 16+)
  • people in jail or others institutions
  • military personnel (in active duty)

* 'Civilian Unemployed and Looking Ratio' is the share of the civilian noninstitutionalized population aged 16+ that is unemployed and looking for work :



* 'Civilian Unemployed and not Looking Ratio' is the share of the civilian noninstitutionalized population aged 16+ that is unemployed and not looking for work :


* Distribution of wage earners by level of net annual compensation

* Working-Age Population as defined for U.S. = Total Noninstitutionalized Civilian Population 
Includes working teens 16 years old and over; excludes kids, military personnel, people in jail.

This serie is similar to CNP16OV serie (difference is only because of different updating frequency)


* Civilian noninstitutionalized population, by age :



Note: CNP16OV can also be calculated from previous series.

* Total Institutionalized population (under 16; in jail; under active duty in Armed Forces; older persons) :


* Fed announced coming revision of Puerto Rico labor data by the BLS :


* Puerto Rico labor force:

* Puerto Rico labor force unemployment rate:









* Evolution of total employees in Temporary Help Services (TEMPHELPS), Construction (USCONS), Information Services (USINFO), Others Services (USSERV) 

Monthly data, Seasonally AdjustedData serie since 1939.

* Evolution of Total employees in Good-producing industries (USGOOD), Financial Services (USFIRE), Temporary Help Services (TEMPHELPS), and for Government (USGOVT) 

Monthly data, Seasonally AdjustedData serie since 1939

* Evolution of % of Total employees in Good-producing industries (USGOOD), Financial Services (USFIRE), Trade/Transportation/Utilities (USTPU), Leisure and Hospitality (USLAH), Mining and Logging (USMINE), Education/Health (USEHS), and for Government (USGOVT), Professional and Business Services (USPBS), over the total of nonfarm employees (PAYEMS)

Updated monthly, Seasonally AdjustedData serie since 1939.

* Evolution of total employees in Federal, States and local governments:

Monthly data, Seasonally AdjustedData serie since 1939.

* Evolution of manufacturing employment as a % of total employmentData serie between 1939 and May 2011 :


* Unemployment rate by ageData serie between 2000 and 12/2012 :


Unemployment rate by raceData serie between 2000 and 12/2012 :


* Veteran population :

Living veterans who have served in all wars, operations or peacetime

* Veteran population to total noninstitutionalized population ratio, in %

Age 16+; excluding armed forces population and people in jail; data serie since 2006


6.1 SOCIAL CRISIS in the United States 


source ; (add Lower and Lower middle results to find the same chart as above)


* Fleeing Americans: Expatriations of US citizens and long term residents:


* Pain & Misery Index :



* U.S. Internet user's search trends  (compared requests) :


* The 1% and the others 99% : incomes and tax rates


Incomes with scale indexed to inflation

Real incomes (2012 US$); source









* Population receiving food stamps :

Annual data serie since 1976

The USDA reports monthly food-stamp data with a two-month delay; Source

Food Stamps: number of participating households and benefit per household; Source

Supplemental Nutrition Assistance Program (SNAP) since 1960

Monthly food stamp enrollment over time and by state since 1990; Interactive map

* Percentage of U.S. Households with Children in Extreme Poverty(< $2 per person, per day), 1996-2011

* Corporate Profits After Tax with Inventory Valuation Adjustment and Capital Consumption Adjustment, over GDP (in %)

data serie since 1947, updated quarterly


* Real Median Household Income :

data serie since 1984 








The correctional population consists of adults in prison, in jail, on probation and on parole. 

Murder in America : interactive database with data since 2000, except for Florida (does not work with Chrome browser).

* With 23% of all people in jail in the world in 2010, and half of them being afro-americans, make the United States the most repressive country in the world. The number of inmates increased more than 20 times the population between 1920 and 2006. There are now more people under “correctional supervision” in America —more than six million— than were in the Gulag Archipelago under Stalin at its height.





data series since 1929; updated monthly


data series since 1959; updated quarterly





6.2 United States Safety Net

The Geography of U.S. Government Benefits : Animation of the share of Americans’ income that comes from government benefit programs, like Medicare, Medicaid and Social Security, data serie 1969-2009.


Source : NY Times

* CPI for Medical Care, College Tuitions, Textbooks :

* Hours Worked on Minimum Wage in Order to Pay for 1 University Credit Hour: chart since 1980

Personal current transfer receipts = sum of government social benefits and net current transfer receipts from business


* Entitlements will equal all tax revenues by 2052 :




7. United States HOUSING



* MBA Purchase applications index :







Real Home Prices Index with CPI correction, 
1890-2012 Q3 (updated quarterly by Shiller)
and Yearly Real Building Costs Index with CPI correction, 1890-2010

The 2012 Q1 and Q2 index levels are down back to the 1998-1999 recorded levels.

Inflation adjusted US Real Estate Index since 1900

* Case-Shiller Nominal Home Price Index, 1890-2011 :


* Case-Shiller Nominal Home Price Index, yearly change, 1890-2011 :



(discontinued)

The S&P/Case-Shiller Home Price Indices are calculated monthly using a three-month moving average. Index levels are published with a two-month lag. The S&P/Case-Shiller U.S. National Home Price Index is calculated quarterly and levels are published in February, May, August, and November, also with a two-month lag. Index performance is based on non-seasonally adjusted data.







Purchase only FHFA index :



 (as end of Jan. 2012)


* NAHB Housing Opportunity Index :


* Rental and homeowner vacancy rates :


* Home price to rent ratio :


* Interactive U.S. Foreclosure Rate Heat Map and foreclosure filings:






* Cook County Housing market statistics by Institute for Housing Studies

* Mortgages delinquency rate :

data serie since 1990; updated quarterly