Financials & banking
Bank credit, loans, delinquencies, money supply, financial conditions, and volatility for banks and insurers.
All observations (CSV) Bundle data (JSON)
Aggregate loans plus securities held by U.S. commercial banks (H.8), the broadest gauge of bank balance-sheet expansion and credit supply to the economy.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-15 | 19,740.98 |
| 2026-07-08 | 19,644.23 |
| 2026-07-01 | 19,615.3 |
| 2026-06-24 | 19,651.95 |
| 2026-06-17 | 19,626.58 |
| 2026-06-10 | 19,622.63 |
| 2026-06-03 | 19,568.2 |
| 2026-05-27 | 19,579.05 |
| 2026-05-20 | 19,561.7 |
| 2026-05-13 | 19,531.73 |
| 2026-05-06 | 19,495.68 |
| 2026-04-29 | 19,462.65 |
C&I loan balances are the core barometer of business borrowing demand and bank lending appetite, leading capex and corporate-credit cycles.
Recent observations (240 stored)
| Date | Value |
|---|---|
| 2026-06-01 | 2,894.16 |
| 2026-05-01 | 2,885.39 |
| 2026-04-01 | 2,859.62 |
| 2026-03-01 | 2,823.56 |
| 2026-02-01 | 2,785.58 |
| 2026-01-01 | 2,738.38 |
| 2025-12-01 | 2,711.31 |
| 2025-11-01 | 2,703.59 |
| 2025-10-01 | 2,694.87 |
| 2025-09-01 | 2,693.15 |
| 2025-08-01 | 2,682.15 |
| 2025-07-01 | 2,668.22 |
Higher-frequency weekly C&I loan series (H.8) for near-real-time tracking of corporate borrowing momentum and credit tightening.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-15 | 2,886.05 |
| 2026-07-08 | 2,872.01 |
| 2026-07-01 | 2,877.39 |
| 2026-06-24 | 2,902.11 |
| 2026-06-17 | 2,895.51 |
| 2026-06-10 | 2,898.49 |
| 2026-06-03 | 2,895.91 |
| 2026-05-27 | 2,893.77 |
| 2026-05-20 | 2,887.54 |
| 2026-05-13 | 2,880.1 |
| 2026-05-06 | 2,872.27 |
| 2026-04-29 | 2,870.96 |
Bank real-estate lending (residential + CRE) drives a large share of loan books and is the front line of CRE-stress and mortgage-cycle risk.
Recent observations (240 stored)
| Date | Value |
|---|---|
| 2026-06-01 | 5,802.63 |
| 2026-05-01 | 5,788.55 |
| 2026-04-01 | 5,775.75 |
| 2026-03-01 | 5,765.16 |
| 2026-02-01 | 5,761.3 |
| 2026-01-01 | 5,747.5 |
| 2025-12-01 | 5,734.96 |
| 2025-11-01 | 5,718.04 |
| 2025-10-01 | 5,701.05 |
| 2025-09-01 | 5,686.3 |
| 2025-08-01 | 5,678.85 |
| 2025-07-01 | 5,672.22 |
Bank-held consumer credit balances signal household borrowing demand and consumer-lending growth across cards, auto, and personal loans.
Recent observations (240 stored)
| Date | Value |
|---|---|
| 2026-06-01 | 1,896.42 |
| 2026-05-01 | 1,892.45 |
| 2026-04-01 | 1,888.13 |
| 2026-03-01 | 1,882.83 |
| 2026-02-01 | 1,872.8 |
| 2026-01-01 | 1,867.85 |
| 2025-12-01 | 1,860.55 |
| 2025-11-01 | 1,852.19 |
| 2025-10-01 | 1,844.6 |
| 2025-09-01 | 1,836.12 |
| 2025-08-01 | 1,828.46 |
| 2025-07-01 | 1,823.01 |
Total deposit base is banks' primary low-cost funding; deposit growth or flight directly drives funding costs, liquidity, and net interest margin.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-15 | 19,466.45 |
| 2026-07-08 | 19,362.3 |
| 2026-07-01 | 19,434.46 |
| 2026-06-24 | 19,383.87 |
| 2026-06-17 | 19,309.88 |
| 2026-06-10 | 19,342.09 |
| 2026-06-03 | 19,283.49 |
| 2026-05-27 | 19,320.53 |
| 2026-05-20 | 19,274.97 |
| 2026-05-13 | 19,268.25 |
| 2026-05-06 | 19,203.52 |
| 2026-04-29 | 19,116.28 |
Total loans-and-leases (ex-securities) isolates pure lending activity, the revenue engine and credit-risk core of bank balance sheets.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-15 | 13,899.94 |
| 2026-07-08 | 13,857 |
| 2026-07-01 | 13,853.11 |
| 2026-06-24 | 13,870.07 |
| 2026-06-17 | 13,858.95 |
| 2026-06-10 | 13,853.97 |
| 2026-06-03 | 13,811.92 |
| 2026-05-27 | 13,816.85 |
| 2026-05-20 | 13,807.47 |
| 2026-05-13 | 13,779.92 |
| 2026-05-06 | 13,755.53 |
| 2026-04-29 | 13,741.34 |
Business-loan (C&I) delinquencies track deteriorating corporate credit quality, driving commercial provisioning and recession risk premia.
Recent observations (79 stored)
| Date | Value |
|---|---|
| 2026-01-01 | 1.34 |
| 2025-10-01 | 1.34 |
| 2025-07-01 | 1.33 |
| 2025-04-01 | 1.28 |
| 2025-01-01 | 1.29 |
| 2024-10-01 | 1.27 |
| 2024-07-01 | 1.18 |
| 2024-04-01 | 1.14 |
| 2024-01-01 | 1.12 |
| 2023-10-01 | 1.02 |
| 2023-07-01 | 0.98 |
| 2023-04-01 | 1 |
Delinquency Rate on Loans Secured by Real Estate, All Commercial Banks
DRSREACBS ↗ Quarterly, End of PeriodResidential mortgage delinquencies gauge housing-credit stress and loss content in bank mortgage and RMBS exposure.
Recent observations (79 stored)
| Date | Value |
|---|---|
| 2026-01-01 | 1.73 |
| 2025-10-01 | 1.67 |
| 2025-07-01 | 1.67 |
| 2025-04-01 | 1.66 |
| 2025-01-01 | 1.68 |
| 2024-10-01 | 1.65 |
| 2024-07-01 | 1.6 |
| 2024-04-01 | 1.56 |
| 2024-01-01 | 1.45 |
| 2023-10-01 | 1.4 |
| 2023-07-01 | 1.38 |
| 2023-04-01 | 1.26 |
Net charge-off rate is the realized-loss figure that directly hits card-issuer earnings and reserve adequacy, complementing delinquency leads.
Recent observations (79 stored)
| Date | Value |
|---|---|
| 2026-01-01 | 3.84 |
| 2025-10-01 | 4.07 |
| 2025-07-01 | 4.15 |
| 2025-04-01 | 4.21 |
| 2025-01-01 | 4.46 |
| 2024-10-01 | 4.56 |
| 2024-07-01 | 4.64 |
| 2024-04-01 | 4.59 |
| 2024-01-01 | 4.43 |
| 2023-10-01 | 4.17 |
| 2023-07-01 | 3.7 |
| 2023-04-01 | 3.26 |
Realized C&I loan losses quantify corporate-credit damage and drive commercial-bank provisioning through the cycle.
Recent observations (79 stored)
| Date | Value |
|---|---|
| 2026-01-01 | 0.59 |
| 2025-10-01 | 0.56 |
| 2025-07-01 | 0.56 |
| 2025-04-01 | 0.58 |
| 2025-01-01 | 0.55 |
| 2024-10-01 | 0.52 |
| 2024-07-01 | 0.55 |
| 2024-04-01 | 0.48 |
| 2024-01-01 | 0.44 |
| 2023-10-01 | 0.42 |
| 2023-07-01 | 0.39 |
| 2023-04-01 | 0.31 |
Liabilities and Capital: Other Factors Draining Reserve Balances: Reserve Balances with Federal Reserve Banks: Week Average
WRESBAL ↗ Weekly, Ending WednesdayBank reserves measure systemic liquidity created/drained by QE/QT; falling reserves tighten funding markets and pressure short-rate plumbing.
Recent observations (1046 stored)
| Date | Value |
|---|---|
| 2026-07-22 | 3,062,149 |
| 2026-07-15 | 3,142,721 |
| 2026-07-08 | 3,098,911 |
| 2026-07-01 | 2,966,897 |
| 2026-06-24 | 2,951,416 |
| 2026-06-17 | 3,033,444 |
| 2026-06-10 | 3,080,723 |
| 2026-06-03 | 3,013,902 |
| 2026-05-27 | 3,066,560 |
| 2026-05-20 | 3,129,562 |
| 2026-05-13 | 3,102,810 |
| 2026-05-06 | 3,032,588 |
Comprehensive 100+ indicator gauge of financial-system tightness; positive = tighter-than-average conditions, a leading risk/credit-stress signal.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-17 | -0.55 |
| 2026-07-10 | -0.54 |
| 2026-07-03 | -0.52 |
| 2026-06-26 | -0.51 |
| 2026-06-19 | -0.5 |
| 2026-06-12 | -0.5 |
| 2026-06-05 | -0.49 |
| 2026-05-29 | -0.5 |
| 2026-05-22 | -0.5 |
| 2026-05-15 | -0.5 |
| 2026-05-08 | -0.5 |
| 2026-05-01 | -0.5 |
NFCI stripped of the economic cycle, isolating financial conditions that are unusually loose/tight given growth and inflation.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-17 | -0.55 |
| 2026-07-10 | -0.54 |
| 2026-07-03 | -0.52 |
| 2026-06-26 | -0.5 |
| 2026-06-19 | -0.49 |
| 2026-06-12 | -0.47 |
| 2026-06-05 | -0.46 |
| 2026-05-29 | -0.46 |
| 2026-05-22 | -0.45 |
| 2026-05-15 | -0.46 |
| 2026-05-08 | -0.46 |
| 2026-05-01 | -0.46 |
Composite of 18 yield/spread/volatility series; spikes flag systemic financial stress and risk-off regimes for the financial complex.
Recent observations (1045 stored)
| Date | Value |
|---|---|
| 2026-07-17 | -0.7 |
| 2026-07-10 | -0.88 |
| 2026-07-03 | -0.72 |
| 2026-06-26 | -0.65 |
| 2026-06-19 | -0.95 |
| 2026-06-12 | -0.77 |
| 2026-06-05 | -0.87 |
| 2026-05-29 | -0.68 |
| 2026-05-22 | -0.76 |
| 2026-05-15 | -0.74 |
| 2026-05-08 | -0.76 |
| 2026-05-01 | -0.67 |
Equity-market implied volatility is the benchmark risk-appetite/fear gauge driving trading revenue, AUM flows, and credit-spread direction.
Recent observations (5073 stored)
| Date | Value |
|---|---|
| 2026-07-23 | 18.7 |
| 2026-07-22 | 16.64 |
| 2026-07-21 | 17.05 |
| 2026-07-20 | 18.65 |
| 2026-07-17 | 18.77 |
| 2026-07-16 | 16.73 |
| 2026-07-15 | 15.67 |
| 2026-07-14 | 16.5 |
| 2026-07-13 | 17.16 |
| 2026-07-10 | 15.03 |
| 2026-07-09 | 15.84 |
| 2026-07-08 | 16.9 |
Short-term financial CP funding rate reveals money-market stress and the marginal cost of wholesale funding for banks and finance companies.
Recent observations (4341 stored)
| Date | Value |
|---|---|
| 2026-07-23 | 3.81 |
| 2026-07-20 | 3.76 |
| 2026-07-17 | 3.77 |
| 2026-07-16 | 3.92 |
| 2026-07-08 | 3.8 |
| 2026-07-06 | 3.76 |
| 2026-07-02 | 3.84 |
| 2026-07-01 | 3.89 |
| 2026-06-30 | 3.93 |
| 2026-06-29 | 3.8 |
| 2026-06-26 | 3.81 |
| 2026-06-23 | 3.82 |
This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis. Sparklines cover roughly the last five years; the CSV download carries the full synced history. Verify figures at the linked FRED series pages.