Housing Market Index
• National Association of Home Builders & Wells Fargo
• Available monthly, mid month
• Based on a Survey the NAHB members take. The members are asked to rate the US economy and US housing market conditions.
• This index is a weighted average of the present sales of new homes, sale of new homes expected in the next 6 months, and traffic of prospective buyers of new homes.
4-Week, 3-Month, 6-Month, 52-Week Bill Announcements & Auctions
• US Department of Treasury
• Available weekly as announced by the Treasury Department
• Sold at public auctions by competitive bids to determine the interest rate on each issue.
• Bill announcements usually occur the day before they are auctioned.
2-Year, 5-Year, 7-Year, 10-Year Note Announcements & Auctions
• US Department of Treasury
• Available monthly, as announced by the Treasury Department
• Sold at public auctions by competitive bids to determine the interest rate on each issue.
ICSC – Goldman Store Sales
• International Council of Shopping Centers (ICSC) & Goldman Sachs
• Available every Tuesday, covering the week ending the weekend before the release
• Measures store sales at major retail chains
Housing Starts
• US Census Bureau, US Department of Commerce & US Department of Housing & Urban Development
• Available during the third week of the month, covering the last month’s data
• A housing start is the start of construction of a new building to be used for residential purposes.
Redbook
• Redbook Research, Inc
• Available each week on Tuesday covering the Saturday before the release
• Redbook measures weekly sales at chain stores, discounters and retail stores.
FOMC Meeting Announcement
• Federal Reserve Board of Governors
• Available 8 times a year
• The Federal Open Market Committee, the policy making arm of the Federal Reserve, determines the short term interest rate in which US banks must pay to borrow reserves overnight from each other.
MBA Purchase Applications
• Mortgage Bankers Association
• Available weekly on Wednesday
• Covering the week ending Friday before the release
• MBA Purchase Applications measures applications at mortgage lenders, which is a leading indicator for single family home sales and housing construction.
EIA Petroleum Status Report
• Energy Information Administration, US Department of Energy
• Available weekly on Wednesday
• The EIA gives weekly information on petroleum inventories in the US to determine a price for petroleum products.
Jobless Claims
• Employment & Training Administration, US Department of Labor
• Available weekly on Thursday
• Covering the week ending Saturday before the release
• Jobless claims show new unemployment claims for those filing for unemployment benefits for the first time.
Existing Home Sales
• National Association of Realtors
• Available monthly or about the 25th of each month
• Covers the data from the previous month
• It counts the number of previously constructed homes, condominiums and co-ops that had a sale closed during the month.
Leading Indicators
• The Conference Board
• Available monthly on the third week of the month
• Covers the data from the previous month
• The leading indicators are a composite index of 10 economic indicators that should lead to overall economic productivity.
EIA Natural Gas Report
• Energy Information Administration, US Department of Energy
• Available each week on Thursday
• The EIA accounts for the inventory of natural gas stocks in underground storage for the US and 3 regions of the country.
Money Supply
• Federal Reserve Board of Governors
• Available each week on Thursday
• Money supply is the total monetary aggregate split by degree of liquidity. In total it can suggest inflationary pressures and the outlook for economic activity.
Durable Goods Orders
• Bureau of the Census, US Department of Commerce
• Available monthly during the 4th week of the month
• Durable goods reflect the new orders placed with domestic manufactures for immediate and future delivery of factory hard goods.
New Home Sales
• US Bureau of the Census, US Depart of Commerce & US Department of Housing & Urban Development
• Available monthly near the end of the month
• Measures the number of newly constructed homes with a committed sale each month.
S&P Case Shiller HPI
• Standard & Poors
• Available monthly on the last Tuesday of each month
• Covers data for the 2 months prior to the reports release
• Tracks monthly changes in value of residential real estate in 20 metropolitan regions of the US.
Consumer Confidence
• The Confidence Board
• Available last week of the month
• Covers the same month as the release month
• Consumer Confidence is a measure of US consumers’ attitudes on the present economic conditions and expectations of future conditions.
State Street Investor Confidence Index
• State Street Global Markets
• Available the last or 3rd week of each month on Tuesday
• Covers the same month as the release month
• Measures confidence by looking at actual levels of risk in investors portfolios
Farm Prices
• National Agricultural Statistics Service, US Department of Agriculture
• Available monthly on the last week of the month
• Covers the same month as the release month
• Farm Prices reports the price received by farmers for the month. Prices represent sales from producers to first buyers.
GDP
• Bureau of Economic Analysis, US Department of Commerce
• Available quarterly, during the forth week of the month
• Covers data from the prior quarter
• GDP represent’s the total value of the country’s production during the period & measures the purchases of US produced goods and services domestically and internationally.
| Corporate Profits
• Bureau of Economic Analysis, US Department of Commerce
• Available quarterly, during the forth week of the month
• Covers data from the prior quarter
• Corporate profits are the income of organizations treated as corporations in the national income and product accounts.
Chicago PMI
• Kingsbury International, LTD and Institute for Supply Management – Chicago
• Available monthly on the last business day of the month
• Covers data for the current month
• Manufacturing and non-manufacturing firms are surveyed on the business conditions in the Chicago area.
Motor Vehicle Sales
• Auto manufacturers & Autodata Corporation
• Available monthly on the first week of the month
• Covers data from the previous month
• Motor vehicle sales are measured by the unit sales of US produced cares and light duty trust.
Personal Income & Outlays
• Bureau of Economic Analysis, US Department of Commerce
• Available monthly during the last week of the month
• Covers data from the previous month
• Personal income is the dollar value of income received from all sources by individuals. Personal outlays are consumer purchases of goods and services.
Consumer Sentiment
• The Institute for Social Research (ISR) of the University of Michigan with Thomson Reuters
• Available monthly. Preliminary estimates for the month are released mid-month while the final results for the month are released at the end of the month.
• The University of Michigan’s Consumer Survey Center questions 500 American households on their financial condition and attitudes about the economy.
ISM Mfg Index
• Institute for Supply Management
• Available monthly on the first business day of the month
• Covers data from the previous month
• Over 300 manufacturing firms are surveyed by ISM on employment, production, new orders, deliveries & inventories. A reading of above 50 means manufacturing is expanding while a reading below 50 means manufacturing is contracting.
Construction Spending
• Census Bureau, US Department of Commerce
• Available monthly during the first week of the month
• Covers data for the 2 months prior to the reports release
• The dollar value of new construction activity on residential, non-residential and public projects.
Factory Orders
• Census Bureau, US Department of Commerce
• Available monthly during the first week of the month
• Covers data for the 2 months prior to the reports release
• Factory orders account for the dollar level of new orders for durable and non-durable goods.
Pending Home Sales Index
• National Association of Realtors
• Available monthly during the first week of the month
• Covers data for the 2 months prior to the reports release
• This index is a leading indicator of existing home sales that have yet to be closed
ISM Non-Mfg Index
• Institute for Supply Management
• Available monthly on the third business day of the month
• Covers data from the previous month
• Over 400 non-manufacturing firms are surveyed from 60 economic sectors in the US.
Challenger Job-Cut Report
• Challenger, Gray, & Christmas, Inc
• Available monthly during the first week of the month
• Covers data from the previous month
• This report counts & categorizes the announcement of corporate layoffs based on data from the US Department of Labor.
ADP Employment Record
• Automatic Data Processing (ADP) / Macroeconomic Advisers
• Available monthly, 2 days before the release of the Employment Situation Report
• Covers data from the previous month
• Represents about 400,000 US business clients and 24 million US employees working in all private industrial sectors. Helps to predict monthly non-farm payrolls from the Bureau of Labor Statistics employment situation.
Treasury STRIPS
• Office of Debt Management, US Department of Treasury
• Available monthly during the first week of the month
• Covers data from the previous month
• The report details gross stripping and reconstitution of Treasury notes & bonds by individuals that took place that month.
Chain Store Sales
• Individual department, chain, discount and apparel stores
• Available monthly on the first Thursday of the month
• Covers data from the previous month
• The monthly sales volumes from individual department, chain, discount and apparel stores used to indicate retail sales and consumer spending trends.
Monster Employment Index
• Monster World Wide
• Available monthly one day before the release of the Employment Situation Report
• Covers data from the previous month
• A comprehensive analysis of the US online job demand and employer online recruitment.
BOE Announcement
• Bank of England
• Available monthly
• The BOE announces its monetary policy by announcing any changes to its interest rates.
ECB Announcement
• European Central Bank
• Available monthly
• The ECB announces its monetary policy by announcing any changes to its interest rates.
30 – Year Bond Announcement & Auction
• US Department of the Treasury
• Available whenever the funding need arises
• Sold at public auctions by competitive bids to determine the interest rate on each issue.
Consumer Credit
• Federal Reserve Board of Governors
• Available monthly around the 5th business day of each month
• Covers data from the 2 months prior to its release
• The dollar value of consumer installment credit outstanding.
Employment Situation
• Bureau of Labor Statistics, US Department of Labor
• Available monthly on the first Friday of each month
• Covers data from the previous month
• This report contains 2 separate surveys of the labor market indicators. In it, it contains the unemployment rate, average work week and average hourly earnings.
| Wholesale Trade
• Census Bureau, US Department of Commerce
• Available monthly during the 2nd week of the month
• Covers data from the 2 months prior to its release
• Measures the dollar value of sales made and inventories held by the merchant wholesalers.
FOMC Minutes
• Federal Reserve Board of Governors
• Available 8 times a year
• Data released 3 weeks after the FOMC meeting
• Minutes of the Federal Open Market Committee meeting.
Import and Export Prices
• Bureau of Labor Statistics, US Department of Labor
• Available monthly
• Covers data from previous month
• The prices of imported and exported goods.
Treasury Budget
• Financial Management Service, US Department of Treasury
• Available monthly during the 2nd week of the month
• Covers data from the previous month
• The surplus or deficit of the budget of the US Federal Government
International Trade
• Bureau of Economic Analysis & Census Bureau, US Department of Commerce
• Available monthly
• Covers data from the 2 months prior to its release
• Composed of trade of merchandise and services. Looks at exports, imports and the trade balance.
Producer Price Index (PPI)
• Bureau of Labor Statistics, US Department of Labor
• Available monthly
• Covers data from the previous month
• The PPI is a measure of the average price level for a fixed basket of capital and consumer goods received by producers.
Consumer Price Index (CPI)
• Bureau of Labor Statistics, US Department of Labor
• Available monthly
• Covers data from the previous month
• Measures the rise or decline in the price of a variable basket of goods and services to determine the cost of living.
Retail Sales
• Census Bureau, US Department of Commerce
• Available monthly, comes out mid-month
• Covers data from the previous month
• Measures the total receipts at stores that sell durable & non durable goods. It’s a measure of economic growth considering consumer spending is 2/3 of US GDP.
Empire State Manufacturing Survey
• The Federal Reserve Bank of New York
• Available monthly, on/near the 15th of the month
• Covers data from the same month as the release month
• A questionnaire sent to 175 manufacturing executives to document the change in indicators from the previous month.
Business Inventories
• Census Bureau, US Department of Commerce
• Available monthly, comes out mid-month
• Covers data from the 2 months prior to its release
• The dollar amount of inventories held by manufacturers, wholesalers and retailers. This indicates the near term direction of production activity.
Treasury International Capital
• US Department of Treasury
• Available monthly, comes out mid-month
• Covers data from the 2 months prior to its release
• Tracks the flow of financial instruments such as treasury securities, agency securities, corporate bonds & corporate equities into and out of the US.
Industrial Production
• Federal Reserve Board of Governors
• Available monthly, comes out mid-month
• Covers data from the previous month
• Data comes from the final product, intermediate product and materials market industries further broken down by manufacturing, mining, and utilities. The capacity utilization rate that measures industrial production reflects the resource utilization of the nation’s output facilities.
Beige Book
• Federal Reserve Board of Governors
• Available 8 times per year, 2 weeks before each FOMC meeting
• Covers anecdotal information since the last FOMC meeting until approximately one week before publication
Philadelphia Fed Survey
• Federal Reserve Bank of Philadelphia
• Available monthly on the third Thursday of each month
• Covers data from the same month as the release month
• Similar to the ISM Manufacturing Index and the Index of industrial production, this index reports the manufacturing conditions within the Philadelphia Federal Reserve district.
5-Yr & 10-Yr TIPS Announcement and Auction
• US Department of Treasury
• Available 2 times a year in April and October
• TIPS are inflation-indexed securities. Competitive bids determine its interest rate, which remains fixed.
Employment Cost Index
• Bureau of Labor Statistics, US Department of Labor
• Available quarterly during the last week of the month
• Covers data from the previous quarter
• Measures total employee compensation costs – wages & salaries plus benefits. Broadly measures total labor costs.
Productivity & Costs
• Bureau of Labor Statistics, US Department of Labor
• Available quarterly on the last week of the release month
• Measures the growth of labor efficiency in producing the economy’s goods and services. May indicate future inflationary trends.
Quarterly Services Survey
• Census Bureau, US Department of Commerce
• Available quarterly, on the second week of the release month
• Covers data from the previous quarter
• Focused on information and technology-related services such as information; professional, scientific, and technical services; administrative and support services; waste management & remediation services. This estimates the total operating revenue and percentage of revenue by class of customer.
Current Account
• Bureau of Economic Analysis, US Department of Commerce
• Available quarterly, mid month
• Covers the previous quarter
• Measures the US international trade balance on goods, services, and unilateral transfers. This indicates trends in foreign trade.
RBC CASH Index
• Royal Bank of Canada
• Available monthly on the first of second week of each month
• Covers data from the same month
• Monthly US national survey of consumer attitudes on the current & future state of local economies, personal financial situations, savings & confidence to make large investments.
Treasury Refunding Announcement
• Office of Debt Management, US Department of Treasury
• Available quarterly
• Covers data for the upcoming 6 months
• The Announcement states the US treasury’s funding needs for the next two quarters. The Treasury gives which securities will be offered and the dates of their announcement, auction and settlement. |
