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Documents are displayed in order of relevance.
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The Fed - The Cross-Border Trail of the Treasury Basis Trade
closely the variation in short Treasury futures and aggregate Treasury....7 Generally, such liabilities are reported by the U.S. custodian. However
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-cross-border-trail-of-the-treasury-basis-trade-20251015.html
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tables
7.7 6.0 141.0 147.7 148.7 149.8 150.7 151.5 152.3 Aerospace and miscellaneous....7 1.2 -.5 -2.9 -4.1 -1.0 -5.2 99.6 99.2 99.1 99.0 98.7 98.3 97.9 Stone
URL: https://www.federalreserve.gov/releases/G17/20030415/table3_sup.htm
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Table 5 Industrial Production Indexes: Special Aggregates 2002 = 100, seasonally adjusted
99.7 | | | Non-energy | | 75.34 | 112.8 113.0 111.9 111.9 112.0 111.8 ...7.41 | 100.9 101.6 100.5 100.4 99.3 98.6 98.8 96.1 96.4 Materials | |
URL: https://www.federalreserve.gov/Releases/g17/20081117/table5.txt
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Industrial Production and Capacity Utilization
7.4 9.9 6.2 7.6 .5 1.0 .4 1.0 -.2 .6 8.5 Other 8.50 3.8 3.5 4.3 12.2 4.6...1.7 5.2 8.2 9.9 13.2 -.7 1.6 .8 2.1 .4 .2 8.7 Paper 1.73 -2.3 -.5 -1.1
URL: https://www.federalreserve.gov/releases/G17/20150218/table1.htm
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tables
9.9 7.4 20.3 2.1 2.1 -.6 -.1 1.4 1.1 1.2 .6 9.6 Nondurable 22.41 -2.0 ...3.7 6.3 9.9 4.7 3.8 .2 .3 .2 1.1 .9 .5 7.3 Durable manufacturing 37.53
URL: https://www.federalreserve.gov/releases/G17/20110317/table1.htm
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The Fed - Convenience Yield as a Driver of r*
closely related to Del Negro et al. (2017), who use a reduced-form estimation...7)$$$$ Notice that relative to HLW's definition in equation (1), changes
URL: https://www.federalreserve.gov/econres/notes/feds-notes/convenience-yield-as-a-driver-of-r-20240903.html
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Industrial Production and Capacity Utilization
7.4 9.9 6.2 7.6 .5 1.0 .4 1.0 -.2 .6 8.5 Other 8.50 3.8 3.5 4.3 12.2 4.6...1.7 5.2 8.2 9.9 13.2 -.7 1.6 .8 2.1 .4 .2 8.7 Paper 1.73 -2.3 -.5 -1.1
URL: https://www.federalreserve.gov/releases/g17/20150218/table1.htm
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tables
99.6 99.1 98.6 98.1 97.6 97.1 Textile product mills 314 1.6 1.0 1.5 -.7...3.7 -4.2 -3.7 -3.4 103.1 101.1 100.8 100.5 100.2 99.9 99.6 Leather and
URL: https://www.federalreserve.gov/releases/G17/20080515/table3_sup.htm
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tables
7.7 6.0 141.0 147.7 148.7 149.8 150.7 151.5 152.3 Aerospace and miscellaneous....7 1.2 -.5 -2.9 -4.1 -1.0 -5.2 99.6 99.2 99.1 99.0 98.7 98.3 97.9 Stone
URL: https://www.federalreserve.gov/releases/g17/20030415/table3_sup.htm
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tables
9.9 7.4 20.3 2.1 2.1 -.6 -.1 1.4 1.1 1.2 .6 9.6 Nondurable 22.41 -2.0 ...3.7 6.3 9.9 4.7 3.8 .2 .3 .2 1.1 .9 .5 7.3 Durable manufacturing 37.53
URL: https://www.federalreserve.gov/releases/g17/20110317/table1.htm
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