Accessible Version - Financial Stability Report - May 2026

Overview of financial system vulnerabilities

Asset valuations

  • The forward equity price-to-earnings ratio remained in the upper ranges of its historical distribution.
  • Corporate bond spreads remained low by historical standards. Leveraged loan spreads increased but remain below median levels.
  • Treasury term premiums moved higher and liquidity briefly declined during a period of elevated interest rate volatility, but liquidity has since recovered.
  • Valuation pressures in residential real estate remained elevated, while commercial real estate prices continued to stabilize.

Borrowing by businesses and households

  • Total business and household debt relative to gross domestic product continued to decline, falling to levels not seen since the early 2000s.
  • Credit quality of investment-grade corporations was robust, while some riskier firms, particularly those relying on private credit, faced challenges in servicing their debt.
  • Household balance sheets continued to be strong, with most debt owed by borrowers with strong credit scores. Auto and credit card delinquencies remained at high levels relative to the past decade.
  • Overall mortgage delinquency rates stayed low by historical standards, and home equity cushions remained large. That said, delinquencies of Federal Housing Administration loans are above pre-pandemic levels.

Leverage in the financial sector

  • Hedge fund leverage stayed high and continues to be concentrated in the largest funds.
  • The banking system remained sound and resilient, with historically high regulatory capital ratios. Fair value losses on fixed-rate assets improved somewhat but stayed elevated.
  • Leverage at the largest life insurers stayed in the top quartile of its historical distribution.
  • Dealer leverage stayed low, while their intermediation activity has increased somewhat in recent quarters.

Funding risks

  • Most domestic banks maintained high levels of liquid assets, and their reliance on uninsured deposits was well below 2023 peaks.
  • Life insurers’ nontraditional liabilities continued to grow, although the ratio of those liabilities to general account assets remained small.
  • Certain business development companies experienced increased redemptions triggered by concerns about underlying assets, leading some to exercise limits on these redemptions.
  • Assets in cash management vehicles continued to grow, primarily driven by historically less-fragile government money market funds.
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Survey of salient risks to the financial system

Survey respondents cited several emerging and existing events or conditions as presenting risks to the U.S. financial system and the broader global economy. For more information, see the box "Survey of Salient Risks to Financial Stability."

  Geopolitical risks Oil shock Artificial intelligence Private credit Persistent inflation
Spring 2026 75% of contacts surveyed 70% of contacts surveyed 50% of contacts surveyed 50% of contacts surveyed 45% of contacts surveyed
Fall 2025 48% of contacts surveyed 0% of contacts surveyed 30% of contacts surveyed 22% of contacts surveyed 43% of contacts surveyed
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Figure 1.1. Nominal Treasury yields rose modestly and remained elevated relative to levels over the past 15 years

Percent, annual rate

Date 2-year 10-year
1997-01-01 6.01 6.58
1997-02-01 5.9 6.42
1997-03-01 6.22 6.69
1997-04-01 6.45 6.89
1997-05-01 6.28 6.71
1997-06-01 6.09 6.49
1997-07-01 5.89 6.22
1997-08-01 5.94 6.3
1997-09-01 5.88 6.21
1997-10-01 5.77 6.03
1997-11-01 5.71 5.88
1997-12-01 5.72 5.81
1998-01-01 5.36 5.54
1998-02-01 5.42 5.57
1998-03-01 5.56 5.65
1998-04-01 5.56 5.64
1998-05-01 5.59 5.65
1998-06-01 5.52 5.5
1998-07-01 5.46 5.46
1998-08-01 5.27 5.34
1998-09-01 4.67 4.81
1998-10-01 4.09 4.53
1998-11-01 4.54 4.83
1998-12-01 4.51 4.65
1999-01-01 4.62 4.72
1999-02-01 4.88 5
1999-03-01 5.05 5.23
1999-04-01 4.98 5.18
1999-05-01 5.25 5.54
1999-06-01 5.62 5.9
1999-07-01 5.55 5.79
1999-08-01 5.68 5.94
1999-09-01 5.66 5.92
1999-10-01 5.86 6.11
1999-11-01 5.86 6.03
1999-12-01 6.1 6.28
2000-01-01 6.44 6.66
2000-02-01 6.61 6.52
2000-03-01 6.53 6.26
2000-04-01 6.4 5.99
2000-05-01 6.81 6.44
2000-06-01 6.48 6.1
2000-07-01 6.34 6.05
2000-08-01 6.23 5.83
2000-09-01 6.08 5.8
2000-10-01 5.91 5.74
2000-11-01 5.88 5.72
2000-12-01 5.35 5.24
2001-01-01 4.76 5.16
2001-02-01 4.66 5.1
2001-03-01 4.34 4.89
2001-04-01 4.23 5.14
2001-05-01 4.26 5.39
2001-06-01 4.08 5.28
2001-07-01 4.04 5.24
2001-08-01 3.76 4.97
2001-09-01 3.12 4.73
2001-10-01 2.73 4.57
2001-11-01 2.78 4.65
2001-12-01 3.11 5.09
2002-01-01 3.03 5.04
2002-02-01 3.02 4.91
2002-03-01 3.56 5.28
2002-04-01 3.42 5.21
2002-05-01 3.26 5.16
2002-06-01 2.99 4.93
2002-07-01 2.56 4.65
2002-08-01 2.13 4.26
2002-09-01 2 3.87
2002-10-01 1.91 3.94
2002-11-01 1.92 4.05
2002-12-01 1.84 4.03
2003-01-01 1.74 4.05
2003-02-01 1.63 3.9
2003-03-01 1.57 3.81
2003-04-01 1.62 3.96
2003-05-01 1.42 3.57
2003-06-01 1.23 3.33
2003-07-01 1.47 3.98
2003-08-01 1.86 4.45
2003-09-01 1.71 4.27
2003-10-01 1.75 4.29
2003-11-01 1.93 4.3
2003-12-01 1.91 4.27
2004-01-01 1.76 4.15
2004-02-01 1.74 4.08
2004-03-01 1.58 3.83
2004-04-01 2.07 4.35
2004-05-01 2.53 4.72
2004-06-01 2.76 4.73
2004-07-01 2.64 4.5
2004-08-01 2.51 4.28
2004-09-01 2.53 4.13
2004-10-01 2.58 4.1
2004-11-01 2.85 4.19
2004-12-01 3.01 4.23
2005-01-01 3.22 4.22
2005-02-01 3.38 4.17
2005-03-01 3.73 4.5
2005-04-01 3.65 4.34
2005-05-01 3.64 4.14
2005-06-01 3.64 4
2005-07-01 3.87 4.18
2005-08-01 4.04 4.26
2005-09-01 3.95 4.2
2005-10-01 4.27 4.46
2005-11-01 4.42 4.54
2005-12-01 4.4 4.47
2006-01-01 4.4 4.42
2006-02-01 4.67 4.57
2006-03-01 4.73 4.72
2006-04-01 4.89 4.99
2006-05-01 4.97 5.11
2006-06-01 5.12 5.11
2006-07-01 5.12 5.09
2006-08-01 4.9 4.88
2006-09-01 4.77 4.72
2006-10-01 4.8 4.73
2006-11-01 4.74 4.6
2006-12-01 4.67 4.56
2007-01-01 4.88 4.76
2007-02-01 4.85 4.72
2007-03-01 4.57 4.56
2007-04-01 4.67 4.69
2007-05-01 4.77 4.75
2007-06-01 4.98 5.1
2007-07-01 4.82 5
2007-08-01 4.31 4.67
2007-09-01 4.01 4.52
2007-10-01 3.97 4.53
2007-11-01 3.34 4.15
2007-12-01 3.12 4.1
2008-01-01 2.48 3.74
2008-02-01 1.97 3.74
2008-03-01 1.62 3.51
2008-04-01 2.05 3.68
2008-05-01 2.45 3.88
2008-06-01 2.77 4.1
2008-07-01 2.57 4.01
2008-08-01 2.42 3.89
2008-09-01 2.08 3.69
2008-10-01 1.61 3.81
2008-11-01 1.21 3.53
2008-12-01 0.82 2.42
2009-01-01 0.81 2.52
2009-02-01 0.98 2.87
2009-03-01 0.93 2.82
2009-04-01 0.93 2.93
2009-05-01 0.93 3.29
2009-06-01 1.18 3.72
2009-07-01 1.02 3.56
2009-08-01 1.12 3.59
2009-09-01 0.96 3.4
2009-10-01 0.95 3.39
2009-11-01 0.8 3.4
2009-12-01 0.87 3.59
2010-01-01 0.93 3.73
2010-02-01 0.86 3.69
2010-03-01 0.96 3.73
2010-04-01 1.06 3.85
2010-05-01 0.83 3.42
2010-06-01 0.72 3.2
2010-07-01 0.62 3.01
2010-08-01 0.52 2.7
2010-09-01 0.48 2.65
2010-10-01 0.38 2.54
2010-11-01 0.45 2.76
2010-12-01 0.62 3.29
2011-01-01 0.61 3.39
2011-02-01 0.77 3.58
2011-03-01 0.7 3.41
2011-04-01 0.73 3.46
2011-05-01 0.56 3.17
2011-06-01 0.41 3
2011-07-01 0.41 3
2011-08-01 0.23 2.3
2011-09-01 0.21 1.98
2011-10-01 0.28 2.15
2011-11-01 0.25 2.01
2011-12-01 0.26 1.98
2012-01-01 0.24 1.97
2012-02-01 0.28 1.97
2012-03-01 0.34 2.17
2012-04-01 0.29 2.05
2012-05-01 0.29 1.8
2012-06-01 0.29 1.62
2012-07-01 0.25 1.53
2012-08-01 0.27 1.68
2012-09-01 0.26 1.72
2012-10-01 0.28 1.75
2012-11-01 0.27 1.65
2012-12-01 0.26 1.72
2013-01-01 0.27 1.91
2013-02-01 0.27 1.98
2013-03-01 0.26 1.96
2013-04-01 0.23 1.76
2013-05-01 0.25 1.93
2013-06-01 0.33 2.3
2013-07-01 0.34 2.58
2013-08-01 0.36 2.74
2013-09-01 0.4 2.81
2013-10-01 0.34 2.62
2013-11-01 0.3 2.72
2013-12-01 0.34 2.9
2014-01-01 0.39 2.86
2014-02-01 0.33 2.71
2014-03-01 0.4 2.72
2014-04-01 0.42 2.71
2014-05-01 0.39 2.56
2014-06-01 0.45 2.6
2014-07-01 0.51 2.54
2014-08-01 0.47 2.42
2014-09-01 0.57 2.53
2014-10-01 0.45 2.3
2014-11-01 0.53 2.33
2014-12-01 0.64 2.21
2015-01-01 0.55 1.88
2015-02-01 0.62 1.98
2015-03-01 0.64 2.04
2015-04-01 0.54 1.94
2015-05-01 0.61 2.2
2015-06-01 0.69 2.36
2015-07-01 0.67 2.32
2015-08-01 0.7 2.17
2015-09-01 0.71 2.17
2015-10-01 0.64 2.07
2015-11-01 0.88 2.26
2015-12-01 0.98 2.24
2016-01-01 0.9 2.09
2016-02-01 0.73 1.78
2016-03-01 0.88 1.89
2016-04-01 0.77 1.81
2016-05-01 0.82 1.81
2016-06-01 0.73 1.64
2016-07-01 0.67 1.5
2016-08-01 0.74 1.56
2016-09-01 0.77 1.63
2016-10-01 0.84 1.76
2016-11-01 0.98 2.14
2016-12-01 1.2 2.49
2017-01-01 1.21 2.43
2017-02-01 1.2 2.42
2017-03-01 1.31 2.48
2017-04-01 1.24 2.3
2017-05-01 1.3 2.3
2017-06-01 1.34 2.19
2017-07-01 1.37 2.32
2017-08-01 1.34 2.21
2017-09-01 1.38 2.2
2017-10-01 1.55 2.36
2017-11-01 1.7 2.35
2017-12-01 1.84 2.4
2018-01-01 2.03 2.58
2018-02-01 2.18 2.86
2018-03-01 2.28 2.84
2018-04-01 2.38 2.87
2018-05-01 2.51 2.98
2018-06-01 2.53 2.91
2018-07-01 2.61 2.89
2018-08-01 2.64 2.89
2018-09-01 2.77 3
2018-10-01 2.86 3.15
2018-11-01 2.86 3.12
2018-12-01 2.68 2.83
2019-01-01 2.54 2.71
2019-02-01 2.5 2.68
2019-03-01 2.41 2.57
2019-04-01 2.34 2.53
2019-05-01 2.21 2.4
2019-06-01 1.81 2.07
2019-07-01 1.84 2.06
2019-08-01 1.57 1.63
2019-09-01 1.65 1.7
2019-10-01 1.55 1.71
2019-11-01 1.61 1.81
2019-12-01 1.61 1.86
2020-01-01 1.52 1.76
2020-02-01 1.33 1.5
2020-03-01 0.45 0.87
2020-04-01 0.22 0.66
2020-05-01 0.17 0.67
2020-06-01 0.19 0.73
2020-07-01 0.15 0.62
2020-08-01 0.14 0.65
2020-09-01 0.13 0.68
2020-10-01 0.15 0.79
2020-11-01 0.17 0.87
2020-12-01 0.14 0.93
2021-01-01 0.13 1.08
2021-02-01 0.12 1.26
2021-03-01 0.15 1.61
2021-04-01 0.16 1.64
2021-05-01 0.16 1.62
2021-06-01 0.2 1.52
2021-07-01 0.22 1.32
2021-08-01 0.22 1.28
2021-09-01 0.24 1.37
2021-10-01 0.39 1.58
2021-11-01 0.51 1.56
2021-12-01 0.68 1.47
2022-01-01 0.98 1.76
2022-02-01 1.44 1.93
2022-03-01 1.91 2.13
2022-04-01 2.54 2.75
2022-05-01 2.62 2.9
2022-06-01 3 3.14
2022-07-01 3.04 2.9
2022-08-01 3.25 2.9
2022-09-01 3.86 3.52
2022-10-01 4.38 3.98
2022-11-01 4.5 3.89
2022-12-01 4.29 3.62
2023-01-01 4.21 3.53
2023-02-01 4.53 3.75
2023-03-01 4.3 3.66
2023-04-01 4.02 3.46
2023-05-01 4.13 3.57
2023-06-01 4.64 3.75
2023-07-01 4.83 3.9
2023-08-01 4.9 4.17
2023-09-01 5.02 4.38
2023-10-01 5.07 4.8
2023-11-01 4.88 4.5
2023-12-01 4.46 4.02
2024-01-01 4.32 4.06
2024-02-01 4.54 4.21
2024-03-01 4.59 4.21
2024-04-01 4.87 4.54
2024-05-01 4.86 4.48
2024-06-01 4.74 4.31
2024-07-01 4.5 4.25
2024-08-01 3.97 3.87
2024-09-01 3.62 3.72
2024-10-01 3.97 4.1
2024-11-01 4.26 4.36
2024-12-01 4.23 4.39
2025-01-01 4.27 4.63
2025-02-01 4.21 4.45
2025-03-01 3.97 4.28
2025-04-01 3.78 4.28
2025-05-01 3.92 4.42
2025-06-01 3.89 4.38
2025-07-01 3.88 4.39
2025-08-01 3.7 4.26
2025-09-01 3.57 4.12
2025-10-01 3.52 4.06
2025-11-01 3.55 4.09
2025-12-01 3.5 4.14
2026-01-01 3.54 4.21
2026-02-01 3.47 4.13
2026-03-01 3.71 4.25
2026-04-01 3.8 4.32

Note: Treasury rates are the 2-year and 10-year constant-maturity yields based on the most actively traded securities. Values are averaged within a calendar month, except for the value of the last month of the series, which is averaged through the data close date.

Source: Federal Reserve Board, Statistical Release H.15, “Selected Interest Rates.”

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Figure 1.2. An estimate of the nominal Treasury term premium ticked up just above its historical median

Percentage points

Date Term Premium
1997-01-01 1.58630953516279
1997-02-01 1.52144999636544
1997-03-01 1.65370500087738
1997-04-01 1.74750909480182
1997-05-01 1.660628591265
1997-06-01 1.58726190953028
1997-07-01 1.43041817708449
1997-08-01 1.45473808901651
1997-09-01 1.44976190158299
1997-10-01 1.35715907812119
1997-11-01 1.23558333847258
1997-12-01 1.17779090187766
1998-01-01 1.06544999480247
1998-02-01 1.09375262887854
1998-03-01 1.15116818384691
1998-04-01 1.15319999626705
1998-05-01 1.15678500533104
1998-06-01 1.08297273245725
1998-07-01 1.06239090724425
1998-08-01 0.99751904748735
1998-09-01 0.786171430633182
1998-10-01 0.792138093993777
1998-11-01 0.869978954917506
1998-12-01 0.794740909879858
1999-01-01 0.880536841718774
1999-02-01 1.01041052529686
1999-03-01 1.14155653248663
1999-04-01 1.12121903896332
1999-05-01 1.2646000008834
1999-06-01 1.43654091791673
1999-07-01 1.40236842632294
1999-08-01 1.45977726307782
1999-09-01 1.45405238582974
1999-10-01 1.54058499336243
1999-11-01 1.40476500988007
1999-12-01 1.48002272844315
2000-01-01 1.6245500087738
2000-02-01 1.53682498931885
2000-03-01 1.39729130268097
2000-04-01 1.25809474367844
2000-05-01 1.43725909970023
2000-06-01 1.27365908839486
2000-07-01 1.18855500817299
2000-08-01 1.06649565696716
2000-09-01 1.06348999142647
2000-10-01 0.980847619828724
2000-11-01 0.940657144501096
2000-12-01 0.776215001940727
2001-01-01 0.873066666580382
2001-02-01 0.931452631950378
2001-03-01 0.92219999703494
2001-04-01 1.14089499115944
2001-05-01 1.32817727327347
2001-06-01 1.32009048688979
2001-07-01 1.28493333430517
2001-08-01 1.19854346565578
2001-09-01 1.20015882744509
2001-10-01 1.22200909527865
2001-11-01 1.33718499541283
2001-12-01 1.65292502045631
2002-01-01 1.62604762258984
2002-02-01 1.55143684462497
2002-03-01 1.73442001342773
2002-04-01 1.69332726977088
2002-05-01 1.6378499973904
2002-06-01 1.49875000715256
2002-07-01 1.34673635526137
2002-08-01 1.12780000946739
2002-09-01 0.905194997787476
2002-10-01 0.942095450379632
2002-11-01 1.07082104996631
2002-12-01 1.07724285125732
2003-01-01 1.07329524131048
2003-02-01 0.991473693596689
2003-03-01 0.930804766359783
2003-04-01 1.00974286737896
2003-05-01 0.782438085192726
2003-06-01 0.66131428593681
2003-07-01 1.01561818339608
2003-08-01 1.31591429596856
2003-09-01 1.20959046341124
2003-10-01 1.20333182269877
2003-11-01 1.22338889042536
2003-12-01 1.21045908602801
2004-01-01 1.13532500267029
2004-02-01 1.09653684967443
2004-03-01 0.94003043744875
2004-04-01 1.24345713570004
2004-05-01 1.45199499130249
2004-06-01 1.40440475940704
2004-07-01 1.24482380776178
2004-08-01 1.10065453702753
2004-09-01 0.966123802321298
2004-10-01 0.922989997267723
2004-11-01 0.915705007314682
2004-12-01 0.899377270178361
2005-01-01 0.872179999947548
2005-02-01 0.806794731240523
2005-03-01 0.956709086894989
2005-04-01 0.853780950818743
2005-05-01 0.734280952385494
2005-06-01 0.637763635678725
2005-07-01 0.67902999818325
2005-08-01 0.684691304745881
2005-09-01 0.63957142829895
2005-10-01 0.73503500521183
2005-11-01 0.75422999560833
2005-12-01 0.704609527474358
2006-01-01 0.612595000863075
2006-02-01 0.66861052889573
2006-03-01 0.726243477800618
2006-04-01 0.82967367925142
2006-05-01 0.866559088230133
2006-06-01 0.844818182966926
2006-07-01 0.798874998092651
2006-08-01 0.689243479915287
2006-09-01 0.634500002861023
2006-10-01 0.623928572450365
2006-11-01 0.544100005002249
2006-12-01 0.539290001988411
2007-01-01 0.633109521298182
2007-02-01 0.610594740039424
2007-03-01 0.526145455512134
2007-04-01 0.60405714455105
2007-05-01 0.654254544865001
2007-06-01 0.877728572913579
2007-07-01 0.792104757967449
2007-08-01 0.727860878343168
2007-09-01 0.695768425339147
2007-10-01 0.7072409120473
2007-11-01 0.627580001950264
2007-12-01 0.652430000901222
2008-01-01 0.502809517440342
2008-02-01 0.659764996170998
2008-03-01 0.676039996743202
2008-04-01 0.791763638908213
2008-05-01 0.862304764134543
2008-06-01 0.953609528995696
2008-07-01 0.9156999994408
2008-08-01 0.829009524413518
2008-09-01 0.803495239643824
2008-10-01 1.02918636527928
2008-11-01 0.997972226805157
2008-12-01 0.495986368168484
2009-01-01 0.533605000376701
2009-02-01 0.695789478327099
2009-03-01 0.644163638353348
2009-04-01 0.653561904316857
2009-05-01 0.852880001068115
2009-06-01 1.13857725533572
2009-07-01 1.02739999511025
2009-08-01 1.05857618933632
2009-09-01 0.952300000758398
2009-10-01 0.930171430110931
2009-11-01 0.919457893622549
2009-12-01 0.981240903789347
2010-01-01 1.06806315873799
2010-02-01 1.02073684805318
2010-03-01 1.02444781686949
2010-04-01 1.08615455302325
2010-05-01 0.867124995589256
2010-06-01 0.755922723900188
2010-07-01 0.614666666303362
2010-08-01 0.422504544258118
2010-09-01 0.393890475942975
2010-10-01 0.298595001548529
2010-11-01 0.397194999456406
2010-12-01 0.731363635171543
2011-01-01 0.780679997801781
2011-02-01 0.906605265642467
2011-03-01 0.824865221977234
2011-04-01 0.865829998254776
2011-05-01 0.691185712814331
2011-06-01 0.559290913018313
2011-07-01 0.562285003066063
2011-08-01 0.18979565280935
2011-09-01 0.0428476195250239
2011-10-01 0.137049999623559
2011-11-01 0.054134999983944
2011-12-01 0.0322904759308412
2012-01-01 0.00909999991999939
2012-02-01 -0.0134849997702986
2012-03-01 0.105518182157539
2012-04-01 0.03772857219294
2012-05-01 -0.0900090905753049
2012-06-01 -0.171185714857919
2012-07-01 -0.227761905108179
2012-08-01 -0.14846521810345
2012-09-01 -0.149436842061971
2012-10-01 -0.138014286756516
2012-11-01 -0.175314998626709
2012-12-01 -0.14552999958396
2013-01-01 -0.0486761906095559
2013-02-01 -0.0109789472251003
2013-03-01 -0.026494999951683
2013-04-01 -0.12271363762292
2013-05-01 -0.0329909090968696
2013-06-01 0.195124999061227
2013-07-01 0.358877270059152
2013-08-01 0.448931818658655
2013-09-01 0.501565003395081
2013-10-01 0.369068183682182
2013-11-01 0.401110528331054
2013-12-01 0.515038101446061
2014-01-01 0.52883810088748
2014-02-01 0.440584209404494
2014-03-01 0.471128573020299
2014-04-01 0.489000005381448
2014-05-01 0.407899998483204
2014-06-01 0.437390476465225
2014-07-01 0.424050000580874
2014-08-01 0.374171427318028
2014-09-01 0.446385717108136
2014-10-01 0.318913634527813
2014-11-01 0.340266666478581
2014-12-01 0.288990912112323
2015-01-01 0.121139999385923
2015-02-01 0.175105261077222
2015-03-01 0.20422727343711
2015-04-01 0.124940909783949
2015-05-01 0.268689998984337
2015-06-01 0.356704546646638
2015-07-01 0.323763636025515
2015-08-01 0.23001904856591
2015-09-01 0.232133332462538
2015-10-01 0.176319047808647
2015-11-01 0.280394736873476
2015-12-01 0.243222724307667
2016-01-01 0.149057893768737
2016-02-01 -0.0309400000085589
2016-03-01 0.0374590908918022
2016-04-01 -0.0104380951129964
2016-05-01 -0.0063523809852389
2016-06-01 -0.0943636361149732
2016-07-01 -0.174139998108149
2016-08-01 -0.144082610049973
2016-09-01 -0.107480952427501
2016-10-01 -0.0476350001408719
2016-11-01 0.141539998538792
2016-12-01 0.342542856931686
2017-01-01 0.30672500282526
2017-02-01 0.29608946803369
2017-03-01 0.286726086036019
2017-04-01 0.159421052979796
2017-05-01 0.14255000075156
2017-06-01 0.0561999998648058
2017-07-01 0.111135000362992
2017-08-01 0.0598086959317974
2017-09-01 0.048810000458252
2017-10-01 0.126352380428995
2017-11-01 0.106809522779215
2017-12-01 0.126464999839664
2018-01-01 0.20057142774264
2018-02-01 0.321000000363902
2018-03-01 0.288261904602959
2018-04-01 0.28833333509309
2018-05-01 0.334427273408933
2018-06-01 0.291300000179382
2018-07-01 0.267171426897957
2018-08-01 0.247139129301776
2018-09-01 0.285684213042259
2018-10-01 0.336277274922891
2018-11-01 0.296625002473593
2018-12-01 0.131231577772843
2019-01-01 0.0547476185574418
2019-02-01 0.03477368454792
2019-03-01 -0.0232285712790188
2019-04-01 -0.0412238094113058
2019-05-01 -0.106136363507672
2019-06-01 -0.248920001089573
2019-07-01 -0.239750002595511
2019-08-01 -0.421831817789511
2019-09-01 -0.37432000041008
2019-10-01 -0.327504544772885
2019-11-01 -0.236826317090737
2019-12-01 -0.207642855388778
2020-01-01 -0.2653523818368
2020-02-01 -0.403673680205094
2020-03-01 -0.472945454445752
2020-04-01 -0.559052382196699
2020-05-01 -0.573474997282028
2020-06-01 -0.566581819545139
2020-07-01 -0.614431822841818
2020-08-01 -0.607804758208139
2020-09-01 -0.597861908731006
2020-10-01 -0.546838099048251
2020-11-01 -0.49895263345618
2020-12-01 -0.478481818329204
2021-01-01 -0.414852630150946
2021-02-01 -0.32094736710975
2021-03-01 -0.109191304477661
2021-04-01 -0.084340909157287
2021-05-01 -0.0983200002461672
2021-06-01 -0.1325318176638
2021-07-01 -0.226966668452535
2021-08-01 -0.243818181482228
2021-09-01 -0.192747619180452
2021-10-01 -0.059549999749288
2021-11-01 -0.0406099995831028
2021-12-01 -0.0761090904812921
2022-01-01 0.0668149997647561
2022-02-01 0.125415790237879
2022-03-01 0.209773913552256
2022-04-01 0.480945000052452
2022-05-01 0.511123813333966
2022-06-01 0.532090478000187
2022-07-01 0.227425000816584
2022-08-01 0.142060869818796
2022-09-01 0.378104763371604
2022-10-01 0.515035004913807
2022-11-01 0.366604999452829
2022-12-01 0.152128572620097
2023-01-01 0.0486500000581145
2023-02-01 0.146194737502619
2023-03-01 0.119052173893737
2023-04-01 -0.0472100000097271
2023-05-01 -0.0506954544054514
2023-06-01 0.0467190474515692
2023-07-01 0.113849999848753
2023-08-01 0.237073913216591
2023-09-01 0.351450002938509
2023-10-01 0.576500001407805
2023-11-01 0.438385716506413
2023-12-01 0.179819999262691
2024-01-01 0.19098095347484
2024-02-01 0.279920000582933
2024-03-01 0.274129997193813
2024-04-01 0.447454543276267
2024-05-01 0.416045453060757
2024-06-01 0.316757893876026
2024-07-01 0.289236362684857
2024-08-01 0.119927272539247
2024-09-01 0.10067500025034
2024-10-01 0.360750002617186
2024-11-01 0.535778949135228
2024-12-01 0.575852384169897
2025-01-01 0.722966668151674
2025-02-01 0.621594739587683
2025-03-01 0.525414283786501
2025-04-01 0.508771433716729
2025-05-01 0.568266669909159
2025-06-01 0.537999999523163
2025-07-01 0.532790904695338
2025-08-01 0.48902857587451
2025-09-01 0.461523809603282
2025-10-01 0.464190912517634
2025-11-01 0.484972225295173
2025-12-01 0.549822728742253
2026-01-01 0.601144999265671
2026-02-01 0.549773682104914
2026-03-01 0.609872720458291
2026-04-01 0.644099996370428

Note: Term premiums are estimated from a 3-factor term structure model using Treasury yields and Blue Chip interest rate forecasts. Values are averaged within a calendar month, except for the value of the last month of the series, which is averaged through the data close date. The median value is 0.54 percentage points.

Source: Department of the Treasury; Wolters Kluwer, Blue Chip Financial Forecasts; Federal Reserve Bank of New York; Federal Reserve Board staff estimates.

Return to text
Figure 1.3. Interest rate volatility remained near its median since 2005

Basis points

Date Interest Rate Volatility
2005-04-01 93.1407611818182
2005-05-01 87.2053020454545
2005-06-01 87.5994123636364
2005-07-01 89.342594
2005-08-01 84.2202744347826
2005-09-01 83.8325441363636
2005-10-01 86.0325223333333
2005-11-01 87.1229912727273
2005-12-01 77.7070317272727
2006-01-01 75.8552282272727
2006-02-01 72.57082995
2006-03-01 72.1180623913044
2006-04-01 76.56824595
2006-05-01 74.3080899130435
2006-06-01 70.7608532727273
2006-07-01 69.4930483333333
2006-08-01 62.8133045217391
2006-09-01 62.7310715238095
2006-10-01 64.0431154545455
2006-11-01 67.6373596363636
2006-12-01 66.234062
2007-01-01 66.4426889130435
2007-02-01 66.7878776
2007-03-01 70.8117155454546
2007-04-01 62.8650858095238
2007-05-01 58.1989928695652
2007-06-01 79.0500360952381
2007-07-01 82.6708996818182
2007-08-01 84.3294735217391
2007-09-01 97.0252322
2007-10-01 91.0426627826087
2007-11-01 97.0015865454545
2007-12-01 117.976205190476
2008-01-01 133.406423652174
2008-02-01 150.923306095238
2008-03-01 163.97233552381
2008-04-01 139.643575363636
2008-05-01 126.353198590909
2008-06-01 140.475449761905
2008-07-01 127.802219956522
2008-08-01 111.567181571429
2008-09-01 141.1032905
2008-10-01 188.875971130435
2008-11-01 205.83388575
2008-12-01 232.030661695652
2009-01-01 169.826971590909
2009-02-01 187.7330855
2009-03-01 157.275367409091
2009-04-01 129.736551454545
2009-05-01 153.281603190476
2009-06-01 223.655879409091
2009-07-01 197.755332409091
2009-08-01 180.745684190476
2009-09-01 147.807639681818
2009-10-01 134.645040636364
2009-11-01 112.442800571429
2009-12-01 110.1041495
2010-01-01 109.909501
2010-02-01 100.7843527
2010-03-01 90.5415333043478
2010-04-01 95.7845809090909
2010-05-01 108.376839047619
2010-06-01 108.348928954545
2010-07-01 91.2602745454546
2010-08-01 100.908488681818
2010-09-01 110.990158909091
2010-10-01 102.931406714286
2010-11-01 109.178534727273
2010-12-01 125.347307227273
2011-01-01 113.23575147619
2011-02-01 111.22755815
2011-03-01 110.334852782609
2011-04-01 92.08106005
2011-05-01 89.4274393636364
2011-06-01 94.3602630909091
2011-07-01 101.407765333333
2011-08-01 117.109677521739
2011-09-01 121.005849181818
2011-10-01 124.639285238095
2011-11-01 125.236508363636
2011-12-01 105.109209590909
2012-01-01 86.8961869090909
2012-02-01 87.928798047619
2012-03-01 92.8956355454546
2012-04-01 86.3847064761905
2012-05-01 78.4844144782609
2012-06-01 89.6806648095238
2012-07-01 72.8232575909091
2012-08-01 78.5166424347826
2012-09-01 75.8383667
2012-10-01 75.6908457391304
2012-11-01 67.6227298181818
2012-12-01 61.8341229047619
2013-01-01 67.3589163478261
2013-02-01 68.8840089
2013-03-01 64.7794116190476
2013-04-01 60.4505235
2013-05-01 69.0075274782609
2013-06-01 100.3947363
2013-07-01 104.775979478261
2013-08-01 100.2640195
2013-09-01 101.211893142857
2013-10-01 81.617062173913
2013-11-01 74.5137228571429
2013-12-01 75.8982773636364
2014-01-01 70.363670826087
2014-02-01 69.2855606
2014-03-01 65.5307374285714
2014-04-01 62.8501716666667
2014-05-01 61.4742948181818
2014-06-01 61.9679537142857
2014-07-01 59.6560042608696
2014-08-01 62.2641432380952
2014-09-01 65.4064466363636
2014-10-01 76.7030626956522
2014-11-01 67.40892365
2014-12-01 70.2256455652174
2015-01-01 87.0186313636364
2015-02-01 91.13263945
2015-03-01 84.3177593181818
2015-04-01 77.4148326818182
2015-05-01 86.7601392380952
2015-06-01 88.911496
2015-07-01 82.9971814347826
2015-08-01 80.31959485
2015-09-01 79.7947395
2015-10-01 75.1609395454545
2015-11-01 72.1120120952381
2015-12-01 70.300521826087
2016-01-01 76.2914845238095
2016-02-01 89.1231934761905
2016-03-01 78.9347058181818
2016-04-01 72.0117337619048
2016-05-01 69.0779673636364
2016-06-01 77.249059
2016-07-01 76.8601374285714
2016-08-01 68.1436731739131
2016-09-01 67.2750649090909
2016-10-01 65.2515483809524
2016-11-01 83.5448066818182
2016-12-01 81.1593321363636
2017-01-01 81.1271510909091
2017-02-01 75.6451058
2017-03-01 69.9332405652174
2017-04-01 75.8273615
2017-05-01 62.2952567826087
2017-06-01 58.9056952272727
2017-07-01 59.5746184761905
2017-08-01 57.3938232608696
2017-09-01 58.1155528095238
2017-10-01 59.6366519545455
2017-11-01 52.3190709090909
2017-12-01 50.8717691904762
2018-01-01 55.5877003043478
2018-02-01 72.027128
2018-03-01 63.4433651363636
2018-04-01 58.5823622857143
2018-05-01 58.537723
2018-06-01 57.8168248095238
2018-07-01 53.9075479545455
2018-08-01 52.7038092608696
2018-09-01 51.701349
2018-10-01 58.2089809130435
2018-11-01 57.7368546363636
2018-12-01 59.4768278095238
2019-01-01 56.8872852608696
2019-02-01 50.92862395
2019-03-01 52.1450475238095
2019-04-01 51.7224289090909
2019-05-01 57.229373826087
2019-06-01 68.6766383
2019-07-01 62.13732
2019-08-01 81.9997485454546
2019-09-01 82.103384952381
2019-10-01 78.1486783478261
2019-11-01 66.9196303809524
2019-12-01 64.9177692272727
2020-01-01 63.7826934782609
2020-02-01 76.3504349
2020-03-01 128.198282909091
2020-04-01 79.1194908181818
2020-05-01 62.0802865714286
2020-06-01 68.1176147272727
2020-07-01 56.0211723913044
2020-08-01 54.0961076666667
2020-09-01 49.9714252727273
2020-10-01 68.7694889545455
2020-11-01 57.2393500952381
2020-12-01 58.7475827391304
2021-01-01 58.6661465714286
2021-02-01 68.86160195
2021-03-01 82.8590066956522
2021-04-01 76.9544033181818
2021-05-01 69.6327573333333
2021-06-01 66.3641393636364
2021-07-01 73.0951925454546
2021-08-01 75.2578712727273
2021-09-01 69.091108
2021-10-01 73.5020376666667
2021-11-01 79.6158680454546
2021-12-01 80.1248898695652
2022-01-01 81.8231407142857
2022-02-01 88.68905865
2022-03-01 108.610251478261
2022-04-01 119.366245
2022-05-01 114.930118181818
2022-06-01 119.709321590909
2022-07-01 122.756632952381
2022-08-01 111.678260869565
2022-09-01 127.081818181818
2022-10-01 138.352380952381
2022-11-01 126.554545454545
2022-12-01 125.859090909091
2023-01-01 111.909090909091
2023-02-01 105.985
2023-03-01 120.695652173913
2023-04-01 112.905
2023-05-01 115.917391304348
2023-06-01 106.777272727273
2023-07-01 108.009523809524
2023-08-01 115.373913043478
2023-09-01 112.357142857143
2023-10-01 129.386363636364
2023-11-01 117.290909090909
2023-12-01 112.585714285714
2024-01-01 107.986956521739
2024-02-01 108.147619047619
2024-03-01 101.319047619048
2024-04-01 104.718181818182
2024-05-01 100.313043478261
2024-06-01 102.67
2024-07-01 101.736363636364
2024-08-01 104.177272727273
2024-09-01 99.41
2024-10-01 103.582608695652
2024-11-01 103.719047619048
2024-12-01 100.045454545455
2025-01-01 99.0739130434783
2025-02-01 95.595
2025-03-01 99.5857142857143
2025-04-01 107.045454545455
2025-05-01 102.645454545455
2025-06-01 97.0571428571429
2025-07-01 90.4608695652174
2025-08-01 83.2619047619048
2025-09-01 80.1681818181818
2025-10-01 78.8739130434783
2025-11-01 79.4789473684211
2025-12-01 76.3521739130435
2026-01-01 69.4409090909091
2026-02-01 71.47
2026-03-01 83.5954545454545
2026-04-01 76.3823529411765

Note: The data begin in April 2005. Implied volatility on the 10-year swap rate, 1 month ahead, is derived from swaptions. Values are averaged within a calendar month, except for the value of the last month of the series, which is averaged through the data close date. The median value is 82.00 basis points.

Source: For data through July 13, 2022, Barclays and S&P Global; for data from July 14, 2022, onward, ICAP, Swaptions and Interest Rate Caps and Floors Data.

Return to text
Figure 1.4. The price-to-earnings ratio of S&P 500 firms fell but stayed close to the upper end of its historical range

Ratio

Date Forward Price-to-Earnings Ratio
1990-01-01 11.3821511085082
1990-02-01 11.3452893407532
1990-03-01 11.3709023213823
1990-04-01 11.2543288434587
1990-05-01 11.8429258713346
1990-06-01 12.084222966419
1990-07-01 12.0556724054932
1990-08-01 10.9683036418222
1990-09-01 10.276269760679
1990-10-01 10.2791426801962
1990-11-01 11.0083722875748
1990-12-01 11.6051433598557
1991-01-01 11.4695766065815
1991-02-01 12.9478823074685
1991-03-01 13.3122321917076
1991-04-01 13.6736990288522
1991-05-01 13.1465976498599
1991-06-01 13.1937216314043
1991-07-01 13.5257843074713
1991-08-01 13.7479555034171
1991-09-01 13.5521237086377
1991-10-01 13.8156832107924
1991-11-01 14.2519987289119
1991-12-01 13.7444237748684
1992-01-01 14.9132429432088
1992-02-01 14.5816356101399
1992-03-01 14.2199925534768
1992-04-01 14.2530347765862
1992-05-01 14.0491019742908
1992-06-01 13.3706966797963
1992-07-01 13.8596626697731
1992-08-01 14.0310955529247
1992-09-01 14.0083489170268
1992-10-01 13.6784874927767
1992-11-01 14.3472431800481
1992-12-01 14.7352927929207
1993-01-01 14.5945175985795
1993-02-01 14.305851835976
1993-03-01 14.6916916236176
1993-04-01 14.5354841237872
1993-05-01 14.4169849167933
1993-06-01 14.2938254136705
1993-07-01 14.3012675690524
1993-08-01 14.5692869668999
1993-09-01 14.554091593864
1993-10-01 14.6466671188539
1993-11-01 14.5642311769536
1993-12-01 14.4810943471169
1994-01-01 14.564859921983
1994-02-01 14.1723366043516
1994-03-01 13.9827437897667
1994-04-01 13.0840434973568
1994-05-01 13.3306649863728
1994-06-01 13.3276108708725
1994-07-01 12.9173748088571
1994-08-01 12.9294318430709
1994-09-01 13.068057321033
1994-10-01 12.7108826023962
1994-11-01 12.5057303003873
1994-12-01 12.1626050299823
1995-01-01 12.2471506639008
1995-02-01 12.3920791360527
1995-03-01 12.4681170264574
1995-04-01 12.5865499480073
1995-05-01 12.7016139238091
1995-06-01 12.9896797762535
1995-07-01 13.1878363097684
1995-08-01 13.2492459342443
1995-09-01 13.6531761382671
1995-10-01 13.7558507799884
1995-11-01 13.8829071292726
1995-12-01 14.285044991059
1996-01-01 13.997545014557
1996-02-01 14.9083930786293
1996-03-01 14.5652296719826
1996-04-01 14.630077878742
1996-05-01 15.076589097203
1996-06-01 14.7483831114063
1996-07-01 14.2731109113518
1996-08-01 14.6508746147116
1996-09-01 14.9948413057209
1996-10-01 15.4155810156319
1996-11-01 15.9763787901615
1996-12-01 15.9688952046387
1997-01-01 16.1775955669198
1997-02-01 16.5916728605187
1997-03-01 16.0213530694119
1997-04-01 15.491012217905
1997-05-01 17.1317922790387
1997-06-01 18.1285239407299
1997-07-01 18.4960837374171
1997-08-01 18.1971081472887
1997-09-01 18.5781310762174
1997-10-01 18.6797861949559
1997-11-01 18.6921340215698
1997-12-01 18.5400483089097
1998-01-01 18.2873129996476
1998-02-01 19.659950046139
1998-03-01 20.7612385785808
1998-04-01 21.0656804676809
1998-05-01 21.1663517433149
1998-06-01 20.8475758655303
1998-07-01 22.3138170284952
1998-08-01 20.6515240041594
1998-09-01 19.1507626133103
1998-10-01 19.434206637598
1998-11-01 22.0796867121163
1998-12-01 22.6830579568229
1999-01-01 23.1911558859013
1999-02-01 23.3592285853509
1999-03-01 24.4739277120173
1999-04-01 23.918050733064
1999-05-01 24.1167659088783
1999-06-01 23.8165624043711
1999-07-01 24.8965065079527
1999-08-01 23.0621843344384
1999-09-01 22.726458392294
1999-10-01 21.7163244690486
1999-11-01 24.4476990549863
1999-12-01 24.0923798093042
2000-01-01 24.2404606229374
2000-02-01 22.8264851546846
2000-03-01 23.5249724562033
2000-04-01 23.0315936162719
2000-05-01 23.2061260342956
2000-06-01 23.486635056264
2000-07-01 23.5201407623965
2000-08-01 23.5263594476081
2000-09-01 23.3061819948051
2000-10-01 21.9513676998907
2000-11-01 21.9852437024599
2000-12-01 21.9934805329192
2001-01-01 22.4289211467474
2001-02-01 22.1498971372828
2001-03-01 19.5688134323801
2001-04-01 21.5196015546622
2001-05-01 22.3802468244679
2001-06-01 21.113927013285
2001-07-01 21.5225387764748
2001-08-01 21.1571969934771
2001-09-01 17.7403480262259
2001-10-01 20.343958217506
2001-11-01 21.8919129140912
2001-12-01 21.5518210548838
2002-01-01 21.2730468410541
2002-02-01 20.1825714513148
2002-03-01 20.3630705003134
2002-04-01 19.6814548023162
2002-05-01 19.1739727407594
2002-06-01 17.3560769590258
2002-07-01 15.295375337854
2002-08-01 16.3909518400362
2002-09-01 14.9570990576221
2002-10-01 15.9166345536879
2002-11-01 16.5178677405149
2002-12-01 16.2197503202187
2003-01-01 16.5419721568986
2003-02-01 15.054422547278
2003-03-01 15.5398970041666
2003-04-01 15.8929599380621
2003-05-01 16.8859306500751
2003-06-01 17.3917301228913
2003-07-01 17.0451033599459
2003-08-01 17.064587085941
2003-09-01 17.5729801537823
2003-10-01 17.6356155114147
2003-11-01 17.1696567722022
2003-12-01 17.8863849947484
2004-01-01 18.1871844467505
2004-02-01 17.9143509304167
2004-03-01 17.2325845451074
2004-04-01 17.0618394298589
2004-05-01 16.1695218381446
2004-06-01 16.5077332327256
2004-07-01 15.9489587495026
2004-08-01 15.5754418981691
2004-09-01 15.891246137085
2004-10-01 15.3842472798202
2004-11-01 16.3327177375215
2004-12-01 16.380495486886
2005-01-01 15.9244569782634
2005-02-01 16.0318349141618
2005-03-01 15.5733117608243
2005-04-01 15.0433710454208
2005-05-01 15.4736076350929
2005-06-01 15.5176727831274
2005-07-01 15.4287214002436
2005-08-01 15.0765552506298
2005-09-01 14.9276962123893
2005-10-01 14.0560393767146
2005-11-01 14.7523919250605
2005-12-01 15.0355647687581
2006-01-01 15.0216434926562
2006-02-01 14.9017728165097
2006-03-01 14.9008348263954
2006-04-01 14.9040801743174
2006-05-01 14.2536139938259
2006-06-01 13.957686695518
2006-07-01 13.7274327533065
2006-08-01 14.1346552567032
2006-09-01 14.2608300361357
2006-10-01 14.7781466418404
2006-11-01 15.1132447206283
2006-12-01 15.2392723193842
2007-01-01 15.2553131645367
2007-02-01 15.3568072796559
2007-03-01 14.4495523775363
2007-04-01 15.1006314427005
2007-05-01 15.4491427959315
2007-06-01 15.3097465236159
2007-07-01 15.3572200126473
2007-08-01 13.9371490505342
2007-09-01 14.8856500803194
2007-10-01 15.0051782174863
2007-11-01 14.3189003475738
2007-12-01 14.4585712597668
2008-01-01 13.2249884778763
2008-02-01 13.4278616675423
2008-03-01 13.1641508623549
2008-04-01 13.5044050285183
2008-05-01 14.1519081056589
2008-06-01 13.1519032109207
2008-07-01 12.2646317181138
2008-08-01 12.9132439386109
2008-09-01 12.1669069130597
2008-10-01 10.2047452533587
2008-11-01 9.18005234216455
2008-12-01 11.5119830185735
2009-01-01 11.3266389387441
2009-02-01 11.8868020488058
2009-03-01 11.9924943186971
2009-04-01 13.4328479271678
2009-05-01 14.3664876831086
2009-06-01 14.1894749833708
2009-07-01 13.8736708660865
2009-08-01 14.6867045674935
2009-09-01 15.1792308448764
2009-10-01 15.2950536617811
2009-11-01 14.6948685995231
2009-12-01 14.4345529551263
2010-01-01 14.7957623007394
2010-02-01 13.6266855816343
2010-03-01 14.0033740998519
2010-04-01 14.2245450501446
2010-05-01 12.3180971196674
2010-06-01 12.6413477636603
2010-07-01 12.2822376798624
2010-08-01 11.9393981961906
2010-09-01 12.3795343935392
2010-10-01 12.771801575278
2010-11-01 12.8547173024787
2010-12-01 13.1044863093481
2011-01-01 13.0676555955953
2011-02-01 13.4069675674825
2011-03-01 12.4033715282157
2011-04-01 12.5624064641306
2011-05-01 12.727855044471
2011-06-01 11.9051424180297
2011-07-01 12.1661951339949
2011-08-01 10.5439697451237
2011-09-01 11.2152717405246
2011-10-01 11.4116799111213
2011-11-01 11.4743643950547
2011-12-01 11.3582094487135
2012-01-01 12.2358515674511
2012-02-01 12.5550075433728
2012-03-01 12.7896959896822
2012-04-01 12.3689963955656
2012-05-01 11.7535096716034
2012-06-01 11.9641449382485
2012-07-01 12.4355710838424
2012-08-01 12.9170192996269
2012-09-01 13.1152822426449
2012-10-01 12.9789113896963
2012-11-01 12.1685367931844
2012-12-01 12.8492116813844
2013-01-01 13.0281671547797
2013-02-01 13.2907220600059
2013-03-01 13.4908947436889
2013-04-01 13.2363844438173
2013-05-01 14.3434397234422
2013-06-01 13.5842459089718
2013-07-01 14.3557958005148
2013-08-01 14.1758449614022
2013-09-01 14.4886241823552
2013-10-01 14.5478548707328
2013-11-01 15.0083785727236
2013-12-01 15.0901869089162
2014-01-01 15.2843394051163
2014-02-01 15.1152159212501
2014-03-01 15.1956958851036
2014-04-01 15.1895239795877
2014-05-01 15.2325994385566
2014-06-01 15.7167273846776
2014-07-01 15.5302682647482
2014-08-01 15.5019111857972
2014-09-01 15.729099695533
2014-10-01 14.7860688820375
2014-11-01 16.2754467227164
2014-12-01 16.5385579873706
2015-01-01 16.1639391187174
2015-02-01 17.2657599134307
2015-03-01 17.0228762398607
2015-04-01 17.0673629800224
2015-05-01 17.3896154832224
2015-06-01 17.1262456285535
2015-07-01 17.0577201226219
2015-08-01 16.4345801876306
2015-09-01 16.1929744477207
2015-10-01 16.4748034482884
2015-11-01 17.0548444978936
2015-12-01 16.6578019293234
2016-01-01 15.7139731763252
2016-02-01 15.7703848240994
2016-03-01 16.6828008549635
2016-04-01 16.8720374553949
2016-05-01 16.749457684711
2016-06-01 16.8196766228237
2016-07-01 17.4066908104413
2016-08-01 17.6205930254244
2016-09-01 17.1497636522795
2016-10-01 16.9505715626212
2016-11-01 17.3401380172182
2016-12-01 17.7395083838725
2017-01-01 17.4465097533113
2017-02-01 17.9160602893131
2017-03-01 17.966822710795
2017-04-01 17.5545496469408
2017-05-01 17.7287259143425
2017-06-01 18.0025196507278
2017-07-01 18.1516098655679
2017-08-01 17.8341929575214
2017-09-01 18.1499313727564
2017-10-01 18.396219387526
2017-11-01 18.483070926054
2017-12-01 18.8194121438368
2018-01-01 18.8378529809746
2018-02-01 17.4458000651074
2018-03-01 17.2620182537414
2018-04-01 16.7369288063748
2018-05-01 16.8331696661981
2018-06-01 16.9957262358538
2018-07-01 16.9229314720987
2018-08-01 17.0500137848247
2018-09-01 17.3684687918244
2018-10-01 16.3058805550407
2018-11-01 16.1609482467488
2018-12-01 14.6755348627016
2019-01-01 15.699196259701
2019-02-01 16.29798167025
2019-03-01 16.531890369133
2019-04-01 16.9799647835897
2019-05-01 16.902759636463
2019-06-01 17.2070947339243
2019-07-01 17.4556637801562
2019-08-01 16.7571702775218
2019-09-01 17.5500611225552
2019-10-01 17.4806614733217
2019-11-01 18.1646527708821
2019-12-01 18.5713165870143
2020-01-01 19.0885804004842
2020-02-01 19.1629421044336
2020-03-01 14.2198937164988
2020-04-01 19.2987135360508
2020-05-01 21.346695001595
2020-06-01 22.4718613250003
2020-07-01 22.6020714033583
2020-08-01 23.0360856162875
2020-09-01 22.280317141431
2020-10-01 22.5740661417844
2020-11-01 22.5889963398827
2020-12-01 22.971690592383
2021-01-01 23.1919042016437
2021-02-01 22.6539365943914
2021-03-01 22.0711816641757
2021-04-01 22.8749970965019
2021-05-01 22.0279156081321
2021-06-01 21.9501583147805
2021-07-01 22.21396249344
2021-08-01 21.7187998722309
2021-09-01 21.7728050372315
2021-10-01 21.3727496456692
2021-11-01 22.4074043549778
2021-12-01 21.8697565901846
2022-01-01 20.6534062122471
2022-02-01 19.8635342444121
2022-03-01 19.6561659011606
2022-04-01 19.255656034338
2022-05-01 17.0409873242213
2022-06-01 15.8067364693812
2022-07-01 16.3757029706508
2022-08-01 18.9402991193336
2022-09-01 17.1413641085131
2022-10-01 16.2164177248234
2022-11-01 17.9975124878411
2022-12-01 17.6576212401181
2023-01-01 17.6752408984572
2023-02-01 18.640565243814
2023-03-01 17.8397024896975
2023-04-01 18.8502243113849
2023-05-01 18.9715249338127
2023-06-01 19.7325833256904
2023-07-01 20.0845193266572
2023-08-01 19.1797303804107
2023-09-01 19.433993197312
2023-10-01 18.3150259045837
2023-11-01 19.3594044042103
2023-12-01 20.0806874100943
2024-01-01 20.0836198985916
2024-02-01 20.8211497997912
2024-03-01 20.9563274038542
2024-04-01 19.999193184256
2024-05-01 21.1358171294566
2024-06-01 21.4802533232879
2024-07-01 21.6390491316831
2024-08-01 21.6742964127546
2024-09-01 22.0830214863266
2024-10-01 22.4131254113905
2024-11-01 22.8733639936603
2024-12-01 22.2925781435439
2025-01-01 22.2260523641276
2025-02-01 22.6881616874592
2025-03-01 20.6892024388952
2025-04-01 19.4584462470511
2025-05-01 22.1965643300042
2025-06-01 22.0639835423193
2025-07-01 22.8273691139264
2025-08-01 23.2416555168631
2025-09-01 23.3800576757548
2025-10-01 23.092623327611
2025-11-01 22.2747094753323
2025-12-01 22.5125521970484
2026-01-01 22.7939426061247
2026-02-01 21.9080121581382
2026-03-01 20.1243631066133
2026-04-01 20.8488538170787

Note: The figure shows the aggregate forward price-to-earnings ratio of Standard & Poor’s (S&P) 500 firms, based on expected earnings for 12 months ahead. Values are reported as of month-end, except for the value of the last month of the series, which is reported as of the data close date. The median ratio value is 16.00.

Source: LSEG, Institutional Brokers’ Estimate System, North American Summary & Detail Estimates, Level 2, Current & History Data, Adjusted and Unadjusted, https://www.lseg.com/en/data-analytics/financial-data/company-data/ibes-estimates.

Return to text
Figure 1.5. As of April, an estimate of the equity premium remained near a 20-year low

Percentage points

Date Equity premium
1991-10-01 3.31267604122933
1991-11-01 3.29698195133821
1991-12-01 3.80522559451709
1992-01-01 2.88087210549424
1992-02-01 2.79489805269168
1992-03-01 2.73275094491514
1992-04-01 3.00402267735771
1992-05-01 3.1427787727378
1992-06-01 3.59386471700855
1992-07-01 3.57447670892668
1992-08-01 3.78320030459405
1992-09-01 3.92843222153843
1992-10-01 3.83839467424281
1992-11-01 3.38413967642048
1992-12-01 3.38594617164295
1993-01-01 3.48980371608156
1993-02-01 3.80610691493826
1993-03-01 3.87430660963222
1993-04-01 4.09325310440521
1993-05-01 4.22507255007965
1993-06-01 4.40839797526495
1993-07-01 4.33086696902072
1993-08-01 4.35460606320371
1993-09-01 4.64891270083862
1993-10-01 4.76791317807311
1993-11-01 4.38568684199905
1993-12-01 4.44614258965064
1994-01-01 4.35771370210068
1994-02-01 4.18045295459611
1994-03-01 3.79525102429644
1994-04-01 3.82654669631632
1994-05-01 3.6764559484889
1994-06-01 3.73633080227627
1994-07-01 3.79914501786774
1994-08-01 3.75038984676865
1994-09-01 3.58191422457891
1994-10-01 3.43762184495621
1994-11-01 3.46548056978495
1994-12-01 3.88641356101905
1995-01-01 3.5419640081
1995-02-01 3.7607653134
1995-03-01 3.98370460927977
1995-04-01 4.09007754365385
1995-05-01 4.3815485784795
1995-06-01 4.72175612583636
1995-07-01 4.32247877287545
1995-08-01 4.08465178299548
1995-09-01 4.1805113479478
1995-10-01 4.11660850923124
1995-11-01 4.21785555845324
1995-12-01 4.1581874074457
1996-01-01 4.36911907489476
1996-02-01 3.64644775493885
1996-03-01 3.34515472981229
1996-04-01 3.09549661776768
1996-05-01 2.74438796291186
1996-06-01 2.80554061899495
1996-07-01 3.03370020860268
1996-08-01 3.03042570058195
1996-09-01 2.6548527530005
1996-10-01 2.80365711254795
1996-11-01 2.94403710214958
1996-12-01 2.95244486352662
1997-01-01 2.45606030185991
1997-02-01 2.28071859339389
1997-03-01 2.2210551947253
1997-04-01 2.11240566298368
1997-05-01 1.81472111327943
1997-06-01 1.69467456039229
1997-07-01 1.87930688099582
1997-08-01 1.9319763238801
1997-09-01 1.93815122929938
1997-10-01 1.68115004407904
1997-11-01 2.02955059517511
1997-12-01 2.04435173852786
1998-01-01 2.2940112809839
1998-02-01 1.77883378433
1998-03-01 1.46024056812118
1998-04-01 1.26821173626067
1998-05-01 1.28895881361285
1998-06-01 1.50267632912118
1998-07-01 1.27851634570859
1998-08-01 1.75731299787876
1998-09-01 2.48071967544038
1998-10-01 2.8590858533259
1998-11-01 1.96118659575216
1998-12-01 2.04262086809159
1999-01-01 1.44202973797905
1999-02-01 1.20164357529689
1999-03-01 0.757428239876651
1999-04-01 1.00753230365467
1999-05-01 0.71484316666079
1999-06-01 0.430593698275136
1999-07-01 0.329298397012053
1999-08-01 0.396721316347228
1999-09-01 0.456570814469048
1999-10-01 0.426752582212697
1999-11-01 0.243979850660101
1999-12-01 0.0263694496567286
2000-01-01 -0.3036891170661
2000-02-01 -0.042919277523799
2000-03-01 0.210407817457346
2000-04-01 0.41997135683579
2000-05-01 0.0155006740449553
2000-06-01 0.319056909747865
2000-07-01 0.41284162839425
2000-08-01 0.634465672822303
2000-09-01 0.63177966006575
2000-10-01 1.21190683260591
2000-11-01 1.10181451290762
2000-12-01 1.56971354919645
2001-01-01 1.66628672854638
2001-02-01 1.67363886405751
2001-03-01 2.39238538335568
2001-04-01 1.7758186219528
2001-05-01 1.3994129539465
2001-06-01 1.606918078675
2001-07-01 1.68450956392391
2001-08-01 1.98410514843557
2001-09-01 2.8810499678
2001-10-01 2.6013127309
2001-11-01 2.2600758464
2001-12-01 1.7822163599
2002-01-01 1.93730608464762
2002-02-01 2.14819654923684
2002-03-01 1.7190423432
2002-04-01 1.96846717907273
2002-05-01 2.25507241860909
2002-06-01 2.863144958
2002-07-01 3.79219173733637
2002-08-01 3.98948133292727
2002-09-01 4.6986067641
2002-10-01 4.53730682688182
2002-11-01 4.36540878952632
2002-12-01 4.34441449022381
2003-01-01 4.26731855874286
2003-02-01 4.87718261551579
2003-03-01 4.82627300997619
2003-04-01 4.71275902784762
2003-05-01 4.79325072749048
2003-06-01 4.64599051893333
2003-07-01 4.1532316847
2003-08-01 3.76095565174286
2003-09-01 3.79622188389048
2003-10-01 3.76704958549091
2003-11-01 3.89580714273333
2003-12-01 3.82640372575454
2004-01-01 3.7465408003
2004-02-01 3.80877813926316
2004-03-01 4.28676613167391
2004-04-01 3.85009335800476
2004-05-01 3.884605902
2004-06-01 3.70994042615238
2004-07-01 4.13800414344762
2004-08-01 4.51091730338182
2004-09-01 4.5764989212
2004-10-01 4.7201566702
2004-11-01 4.3635618739
2004-12-01 4.28602779933636
2005-01-01 4.4044723809
2005-02-01 4.38979091521053
2005-03-01 4.25537948163636
2005-04-01 4.61210051018571
2005-05-01 4.82325198034762
2005-06-01 4.91623661931818
2005-07-01 4.7444148075
2005-08-01 4.76996365998696
2005-09-01 4.9058254413381
2005-10-01 4.918420429
2005-11-01 4.6848690174
2005-12-01 4.6050718212381
2006-01-01 4.7076619937
2006-02-01 4.53818170092105
2006-03-01 4.31557137739565
2006-04-01 4.09650910406316
2006-05-01 4.30824644340909
2006-06-01 4.62141606762727
2006-07-01 4.5432470311
2006-08-01 4.63587978211304
2006-09-01 4.7126189177
2006-10-01 4.52324510180476
2006-11-01 4.5924401977619
2006-12-01 4.6117911778
2007-01-01 4.18104855882857
2007-02-01 4.04917546529474
2007-03-01 4.57084322884546
2007-04-01 4.1551687385
2007-05-01 4.03230336943636
2007-06-01 3.76214338318571
2007-07-01 3.80658726308095
2007-08-01 4.81129793442174
2007-09-01 4.43420091104737
2007-10-01 4.42738448457273
2007-11-01 5.08184271
2007-12-01 5.1698324242
2008-01-01 5.99133826527619
2008-02-01 5.8645140627
2008-03-01 6.4061410856
2008-04-01 5.85850404246573
2008-05-01 5.40155359142908
2008-06-01 5.59621250573047
2008-07-01 6.25108538480653
2008-08-01 5.96315320698711
2008-09-01 6.93164311989366
2008-10-01 8.31059767969268
2008-11-01 8.73793464722563
2008-12-01 7.98673240596921
2009-01-01 8.05063825392808
2009-02-01 7.04057134484376
2009-03-01 7.20455400039335
2009-04-01 6.64812590353963
2009-05-01 5.70179286782508
2009-06-01 5.23595044864012
2009-07-01 5.38602579011467
2009-08-01 5.1965943105808
2009-09-01 5.10607578201545
2009-10-01 4.9372125813199
2009-11-01 5.2361404736491
2009-12-01 5.19827022308101
2010-01-01 5.25144843491086
2010-02-01 5.78173054471631
2010-03-01 5.46105979087852
2010-04-01 5.20947372113204
2010-05-01 6.54449501110297
2010-06-01 6.84799201684505
2010-07-01 7.15985422586431
2010-08-01 7.77097350519029
2010-09-01 7.63627277695532
2010-10-01 7.35466980564428
2010-11-01 7.32843838226603
2010-12-01 6.48289002380822
2011-01-01 6.39830270926077
2011-02-01 5.95834920710971
2011-03-01 6.74390059228824
2011-04-01 6.57684256106917
2011-05-01 6.91091960442141
2011-06-01 7.61446551361775
2011-07-01 7.23241841263923
2011-08-01 8.8959037138292
2011-09-01 9.25292864428387
2011-10-01 8.9787167100627
2011-11-01 9.01176869388091
2011-12-01 9.25627181374572
2012-01-01 8.41976632684733
2012-02-01 8.23244731426021
2012-03-01 7.81356742604052
2012-04-01 8.31442754134018
2012-05-01 9.00776648515453
2012-06-01 9.27439932525411
2012-07-01 8.77449256622172
2012-08-01 8.40138753983512
2012-09-01 8.1353149789344
2012-10-01 8.14275719538375
2012-11-01 8.86932398879727
2012-12-01 8.37715132000164
2013-01-01 8.01789233431252
2013-02-01 7.7088842593598
2013-03-01 7.63489115741444
2013-04-01 7.92049794375572
2013-05-01 7.28379125339307
2013-06-01 7.06439947028767
2013-07-01 6.48577395298104
2013-08-01 6.27897293742149
2013-09-01 6.10441703278176
2013-10-01 6.44606213336323
2013-11-01 6.19173678185419
2013-12-01 5.93089619941541
2014-01-01 5.88761828727488
2014-02-01 6.02884528482136
2014-03-01 5.95034467108786
2014-04-01 5.97830377537208
2014-05-01 6.13968617294832
2014-06-01 5.93631894657505
2014-07-01 5.89197775368481
2014-08-01 6.17509288902176
2014-09-01 5.9186727041901
2014-10-01 6.62746730460448
2014-11-01 6.00250163637366
2014-12-01 6.16317325177464
2015-01-01 6.33941457648748
2015-02-01 5.82574595446909
2015-03-01 5.79427698510289
2015-04-01 5.93144816482074
2015-05-01 5.72117920574613
2015-06-01 5.60489503391566
2015-07-01 5.68077161826695
2015-08-01 5.91613687300709
2015-09-01 6.1481926227601
2015-10-01 6.23919864323793
2015-11-01 5.77867757753824
2015-12-01 5.83976318777105
2016-01-01 6.5183942479464
2016-02-01 6.56639164197415
2016-03-01 6.15581644763602
2016-04-01 6.21052104766073
2016-05-01 6.34783570791512
2016-06-01 6.49478692611596
2016-07-01 6.37300258417276
2016-08-01 6.27252424816429
2016-09-01 6.39639656607359
2016-10-01 6.34792391744142
2016-11-01 5.92850704052045
2016-12-01 5.43351915641085
2017-01-01 5.6137856422665
2017-02-01 5.41899700620846
2017-03-01 5.32067659137305
2017-04-01 5.66888368715205
2017-05-01 5.67327420031075
2017-06-01 5.67346545459448
2017-07-01 5.39407950599457
2017-08-01 5.54225631562142
2017-09-01 5.53032768958696
2017-10-01 5.25426590225882
2017-11-01 5.34351376097218
2017-12-01 5.14433637390061
2018-01-01 4.99733956142924
2018-02-01 5.15493774556546
2018-03-01 5.15167833556193
2018-04-01 5.34318721992825
2018-05-01 5.30728784370116
2018-06-01 5.31215845946694
2018-07-01 5.172270573482
2018-08-01 5.25023163743996
2018-09-01 5.00394032226363
2018-10-01 5.11375449195841
2018-11-01 5.44676185246154
2018-12-01 6.20390702090553
2019-01-01 5.96526448746428
2019-02-01 5.64512416201343
2019-03-01 5.64786949728041
2019-04-01 5.51541889121168
2019-05-01 5.7922077072743
2019-06-01 5.98599659638227
2019-07-01 5.87023236218618
2019-08-01 6.60877687989441
2019-09-01 6.23060539892807
2019-10-01 6.26245754786093
2019-11-01 5.97660819248493
2019-12-01 5.78978844695025
2020-01-01 5.76299507007919
2020-02-01 5.87220199254315
2020-03-01 8.33893988665579
2020-04-01 6.69402874680881
2020-05-01 6.29901833800408
2020-06-01 5.84829367748432
2020-07-01 5.73120725567897
2020-08-01 5.71109222000923
2020-09-01 5.77396086227924
2020-10-01 5.72089337978723
2020-11-01 5.74859977241579
2020-12-01 5.62528492086364
2021-01-01 5.46222461693684
2021-02-01 5.32167883108947
2021-03-01 4.98235114314348
2021-04-01 5.02738846614546
2021-05-01 5.3110520942
2021-06-01 5.35597460581818
2021-07-01 5.59187957348572
2021-08-01 5.78881548042727
2021-09-01 5.6604007372381
2021-10-01 5.7387065042
2021-11-01 5.5244888667
2021-12-01 5.65465645196364
2022-01-01 5.5283296991
2022-02-01 5.47364965074211
2022-03-01 5.5078589305
2022-04-01 5.1283309785
2022-05-01 5.73000683071905
2022-06-01 5.72337928600476
2022-07-01 5.9064351787
2022-08-01 5.21479551092609
2022-09-01 5.03554063218095
2022-10-01 5.0390087806
2022-11-01 4.6383332092
2022-12-01 4.95568895217619
2023-01-01 4.5214759599
2023-02-01 3.93129090502632
2023-03-01 4.3613274581087
2023-04-01 4.217126168
2023-05-01 4.1428305308
2023-06-01 3.75191807141429
2023-07-01 3.3985687883
2023-08-01 3.40961226934348
2023-09-01 3.1658531478
2023-10-01 2.94628518632381
2023-11-01 3.08594150252857
2023-12-01 3.4351379691
2024-01-01 3.23237080316667
2024-02-01 2.8523556649
2024-03-01 2.7936804404
2024-04-01 2.73862423271818
2024-05-01 2.59798261081818
2024-06-01 2.68454158110526
2024-07-01 2.61416466872727
2024-08-01 3.14715204349091
2024-09-01 3.2126185728
2024-10-01 2.61375414587273
2024-11-01 2.29421060414737
2024-12-01 2.40515136559524
2025-01-01 2.22136104215714
2025-02-01 2.26093082544211
2025-03-01 2.85158993078571
2025-04-01 3.24090445758571
2025-05-01 2.55365879796667
2025-06-01 2.5782520766
2025-07-01 2.37469354659091
2025-08-01 2.4372165079619
2025-09-01 2.53850240134286
2025-10-01 2.68878184383636
2025-11-01 2.81582136536667
2025-12-01 2.82931363372727
2026-01-01 2.5900541966
2026-02-01 2.75067346696316
2026-03-01 3.05056187770909
2026-04-01 2.79615148773636

Note: The data begin in October 1991. The figure shows the difference between the aggregate forward earnings-to-price ratio of Standard & Poor’s 500 firms and the expected real Treasury yields, based on expected earnings for 12 months ahead. Expected real Treasury yields are calculated from the 10-year consumer price index inflation forecast, and the smoothed nominal yield curve is estimated from off-the-run securities. Values are reported as of month-end, except for the value of the last month of the series, which is reported as of the data close date. The median value is 4.59 percentage points.

Source: LSEG, Institutional Brokers’ Estimate System, North American Summary & Detail Estimates, Level 2, Current & History Data, Adjusted and Unadjusted, https://www.lseg.com/en/data-analytics/financial-data/company-data/ibes-estimates.

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Figure 1.6. Volatility in equity markets picked up but stayed near the historical median

Percent

Date Option-implied volatility Realized volatility
1996-01-01 13.4736363636364 11.6632788242227
1996-02-01 15.033 11.4943342094201
1996-03-01 17.762380952381 14.5771874262868
1996-04-01 16.2122222222222 12.2558568555018
1996-05-01 16.1463636363636 11.3203586205319
1996-06-01 16.5035294117647 11.1174750810194
1996-07-01 17.9786363636364 15.0442808785235
1996-08-01 15.7604545454545 13.4408035068742
1996-09-01 16.578 11.1885310367105
1996-10-01 16.2863636363636 9.8666900767263
1996-11-01 15.997 10.2686961621494
1996-12-01 19.2609523809524 13.4336499649676
1997-01-01 19.6166666666667 14.6046796087275
1997-02-01 20.1394736842105 14.8344135553192
1997-03-01 20.17 14.6412064437274
1997-04-01 19.6955 17.1797937423501
1997-05-01 19.9247619047619 16.3789813680504
1997-06-01 20.1942857142857 15.006859428578
1997-07-01 20.5085714285714 16.1737012529902
1997-08-01 23.0847619047619 18.1295001563982
1997-09-01 23.7994736842105 18.7826871581516
1997-10-01 23.8708695652174 18.8318819920876
1997-11-01 31.9842105263158 24.0283359496403
1997-12-01 26.2763636363636 18.5370183510675
1998-01-01 23.8665 17.9202186439481
1998-02-01 19.9989473684211 15.3779952737907
1998-03-01 20.032380952381 12.6836620885161
1998-04-01 22.1621052631579 13.0174011173854
1998-05-01 20.874 13.9557342980932
1998-06-01 21.6627272727273 15.6087534055835
1998-07-01 20.2326315789474 14.6272139288299
1998-08-01 31.5880952380952 22.8240543607256
1998-09-01 38.132 34.2616720458002
1998-10-01 36.6081818181818 33.0642406132284
1998-11-01 26.223 23.1716311250331
1998-12-01 25.4790909090909 18.9651698997326
1999-01-01 27.9688888888889 19.5311818169175
1999-02-01 28.8226315789474 21.7471289068299
1999-03-01 25.3095652173913 20.6700760004696
1999-04-01 23.4785714285714 19.8753740781373
1999-05-01 26.2045 20.9729438405989
1999-06-01 23.5457142857143 19.276755094362
1999-07-01 21.0490476190476 16.5611145166716
1999-08-01 24.3236363636364 17.7585330080892
1999-09-01 24.5414285714286 18.9838167725954
1999-10-01 24.0214285714286 20.925896550576
1999-11-01 21.8180952380952 19.2712143426579
1999-12-01 22.1590909090909 16.9075412003592
2000-01-01 23.202 19.2665344771984
2000-02-01 23.5955 21.8775232712704
2000-03-01 22.7340909090909 24.4090128555421
2000-04-01 27.1642105263158 32.6878586997101
2000-05-01 26.3731818181818 28.680806342167
2000-06-01 21.54 22.9098920168197
2000-07-01 19.893 17.9940041617101
2000-08-01 18.0886956521739 16.2240263066509
2000-09-01 19.6875 15.2213529749632
2000-10-01 25.2 23.3770935183319
2000-11-01 26.3828571428572 24.8314284659763
2000-12-01 26.5305 25.2602014307856
2001-01-01 24.9185714285714 27.3805393141132
2001-02-01 23.4115789473684 21.5660676977265
2001-03-01 28.5355 26.8304241377214
2001-04-01 28.134 28.2701981028166
2001-05-01 22.9440909090909 21.9254257394024
2001-06-01 20.9404761904762 18.0822128654802
2001-07-01 22.3161904761905 17.4193294710987
2001-08-01 21.8617391304348 16.9841544699636
2001-09-01 35.0653333333333 25.3569713891411
2001-10-01 32.6122727272727 27.4367999887062
2001-11-01 26.6309523809524 23.6981889396099
2001-12-01 23.72 18.8072309647204
2002-01-01 22.2528571428571 16.0823297970751
2002-02-01 22.8757894736842 19.0202983546813
2002-03-01 18.985 18.1585417810277
2002-04-01 19.9004545454546 16.3547188331623
2002-05-01 20.0877272727273 17.4711165629162
2002-06-01 25.271 21.1454020296322
2002-07-01 34.0495454545455 33.8043402993551
2002-08-01 33.7427272727273 37.9970590062618
2002-09-01 37.6475 31.1501032804647
2002-10-01 35.4295454545455 35.1071320512899
2002-11-01 28.175 29.8305015240453
2002-12-01 28.2104761904762 23.9800034219901
2003-01-01 27.5063157894737 21.4628478486314
2003-02-01 32.2184210526316 23.2593870122108
2003-03-01 30.6342857142857 24.0218289738448
2003-04-01 23.9919047619048 22.7465383863361
2003-05-01 20.2395238095238 19.4071273828041
2003-06-01 20.362380952381 17.8869051111226
2003-07-01 19.1613636363636 17.9589048760657
2003-08-01 19.2742857142857 17.448493136957
2003-09-01 19.532380952381 14.6348784791715
2003-10-01 18.0234782608696 14.405381873116
2003-11-01 17.401052631579 13.1549348791481
2003-12-01 16.8263636363636 11.906991773554
2004-01-01 15.9533333333333 11.1378087202569
2004-02-01 15.9984210526316 12.4221810605857
2004-03-01 17.6873913043478 13.1147194056921
2004-04-01 15.6985714285714 13.2274186911629
2004-05-01 17.705 15.3016897629272
2004-06-01 15.3571428571429 12.4740602472547
2004-07-01 15.502380952381 11.5633701146869
2004-08-01 16.6840909090909 12.5154448567859
2004-09-01 14.0809523809524 10.519393960871
2004-10-01 14.97 10.5459130496825
2004-11-01 13.5771428571429 11.217321588759
2004-12-01 12.4595454545455 10.5386600355029
2005-01-01 13.438 10.6873782887732
2005-02-01 11.7089473684211 9.97465557111733
2005-03-01 13.1263636363636 10.4567346428499
2005-04-01 14.4590476190476 11.9567351528708
2005-05-01 13.967619047619 13.1314681915385
2005-06-01 11.8686363636364 10.8818181175321
2005-07-01 11.049 10.2972022553332
2005-08-01 12.9513043478261 9.66989939317304
2005-09-01 12.6280952380952 10.3331681092304
2005-10-01 14.937619047619 12.9390337558186
2005-11-01 12.147619047619 11.9901116099569
2005-12-01 11.26 9.8649394440306
2006-01-01 12.036 9.74791739732112
2006-02-01 12.4710526315789 10.3938405697209
2006-03-01 11.6939130434783 9.67370137416976
2006-04-01 11.8473684210526 10.1788834502894
2006-05-01 14.4545454545455 11.8806200872891
2006-06-01 16.9186363636364 15.1870287801797
2006-07-01 15.326 13.8181041242021
2006-08-01 13.3517391304348 12.263088263504
2006-09-01 12.1845 9.58071630752862
2006-10-01 11.3063636363636 8.873216326934
2006-11-01 10.817619047619 9.05119711760343
2006-12-01 10.9645 9.47902907537539
2007-01-01 11.0425 9.45235901903934
2007-02-01 11.1552631578947 9.09358124877726
2007-03-01 15.1627272727273 14.3361038668226
2007-04-01 12.933 11.4107419790654
2007-05-01 13.2977272727273 9.91667647479658
2007-06-01 14.947619047619 11.4161527967639
2007-07-01 17.2733333333333 13.5221632120889
2007-08-01 25.0260869565217 23.4414678432391
2007-09-01 22.1989473684211 19.7494170543716
2007-10-01 19.115652173913 15.5003550166187
2007-11-01 25.582380952381 21.5188720679735
2007-12-01 21.651 21.0025149777631
2008-01-01 25.8161904761905 25.1528507773744
2008-02-01 25.456 27.9576830833963
2008-03-01 27.1035 26.739649895456
2008-04-01 21.5627272727273 21.3847819502476
2008-05-01 18.3033333333333 16.8152574589767
2008-06-01 22.1104761904762 17.3955805200852
2008-07-01 24.3213636363636 23.0673832686695
2008-08-01 20.6957142857143 20.3813003885528
2008-09-01 30.2385714285714 30.1249601444882
2008-10-01 61.1773913043478 66.4198551252153
2008-11-01 62.6689473684211 72.3722250540717
2008-12-01 52.405 61.6483223096414
2009-01-01 44.683 43.4404416457835
2009-02-01 45.5705263157895 40.5077633571082
2009-03-01 44.7954545454545 42.7470902919704
2009-04-01 38.0638095238095 35.2243776819124
2009-05-01 31.978 29.4093522704149
2009-06-01 29.1404545454546 25.101637018703
2009-07-01 26.1627272727273 21.5356212524705
2009-08-01 25.3371428571429 19.3378803978982
2009-09-01 24.9266666666667 17.4987228595902
2009-10-01 24.2522727272727 17.5832425457547
2009-11-01 23.789 19.4989832685217
2009-12-01 21.2395454545455 15.2776942105976
2010-01-01 20.6431578947368 12.8494001140362
2010-02-01 22.54 17.9329688098292
2010-03-01 17.7673913043478 14.1407586118572
2010-04-01 17.4242857142857 12.4960129492056
2010-05-01 31.9295 27.616385100128
2010-06-01 29.9163636363636 27.0033198071523
2010-07-01 25.5652380952381 23.0369353165766
2010-08-01 24.7459090909091 18.9061253786199
2010-09-01 22.517619047619 16.8480843049709
2010-10-01 20.3733333333333 14.9000115706551
2010-11-01 20.0957142857143 13.9483436272202
2010-12-01 17.5695454545455 11.8504105743044
2011-01-01 17.3155 9.74390125655058
2011-02-01 17.43 10.6359691290875
2011-03-01 20.7234782608696 14.3134739020755
2011-04-01 16.244 12.4204123936268
2011-05-01 16.9114285714286 12.3684577366147
2011-06-01 19.1531818181818 13.5680367136646
2011-07-01 19.2275 13.787277725518
2011-08-01 35.0291304347826 31.7411556742466
2011-09-01 36.53 30.9672752123916
2011-10-01 32.8290476190476 30.1794030465342
2011-11-01 31.9419047619048 25.0314516008399
2011-12-01 25.047619047619 20.63205667548
2012-01-01 20.228 15.4809582755553
2012-02-01 18.4205 12.4183476587727
2012-03-01 16.1672727272727 10.9087729013639
2012-04-01 17.823 11.5046348358261
2012-05-01 21.0018181818182 13.730282166464
2012-06-01 21.1309523809524 15.5777199244979
2012-07-01 17.5652380952381 14.8109130225382
2012-08-01 15.6895652173913 13.1423755348345
2012-09-01 15.2847368421053 10.9841120485788
2012-10-01 16.2761904761905 11.2753553642754
2012-11-01 16.7019047619048 13.8200683775027
2012-12-01 17.307 12.8884953319446
2013-01-01 13.5052380952381 11.7551454024574
2013-02-01 14.0726315789474 9.6495110354677
2013-03-01 13.0315 10.1390976716194
2013-04-01 13.9672727272727 11.4565720628517
2013-05-01 13.4936363636364 11.6164290237219
2013-06-01 17.2715 14.509983121485
2013-07-01 13.9745454545455 13.4914898181484
2013-08-01 14.21 10.4054302941643
2013-09-01 14.692 10.6991052623393
2013-10-01 15.4078260869565 11.2150927348954
2013-11-01 12.924 9.89415405353797
2013-12-01 14.192380952381 9.50384248648668
2014-01-01 14.2409523809524 9.33957925764621
2014-02-01 15.47 11.7748535275775
2014-03-01 14.8366666666667 11.6442961943832
2014-04-01 14.1980952380952 12.2080339641676
2014-05-01 12.4752380952381 10.9881901849208
2014-06-01 11.5414285714286 8.25936780346822
2014-07-01 12.2963636363636 7.98458548359582
2014-08-01 13.4919047619048 9.82519799065031
2014-09-01 13.4666666666667 8.81618791595465
2014-10-01 18.0586956521739 15.8165395387132
2014-11-01 13.4131578947368 13.3932853908409
2014-12-01 16.2922727272727 12.6741044035557
2015-01-01 19.1195 15.7550417067013
2015-02-01 15.9042105263158 15.0562743886517
2015-03-01 14.8127272727273 11.9047295943584
2015-04-01 13.4947619047619 11.3616802806904
2015-05-01 13.3385 10.8690891690135
2015-06-01 14.3395454545455 10.1824097862168
2015-07-01 14.3527272727273 11.1977059957679
2015-08-01 19.4280952380952 17.1530302472488
2015-09-01 24.3771428571429 26.9224605625445
2015-10-01 16.7895454545455 19.5533650990488
2015-11-01 16.21 14.1206737526078
2015-12-01 18.0254545454546 14.7604781015043
2016-01-01 23.7178947368421 20.9735640019836
2016-02-01 22.517 23.7852691202486
2016-03-01 15.8490909090909 17.4379012300363
2016-04-01 14.3004761904762 12.5654996446105
2016-05-01 14.8528571428571 11.4540691838254
2016-06-01 17.7745454545455 11.1199168489964
2016-07-01 13.1585 11.5356673746189
2016-08-01 12.3995652173913 8.42344914258349
2016-09-01 14.2195238095238 9.49952683714187
2016-10-01 14.5852380952381 9.86269786576323
2016-11-01 15.2361904761905 10.7445389217905
2016-12-01 12.472380952381 9.00806748358427
2017-01-01 11.6085 8.06667755232903
2017-02-01 11.5305263157895 7.16680052672617
2017-03-01 11.8978260869565 7.20425579470814
2017-04-01 13.1363157894737 8.49119805401975
2017-05-01 10.8622727272727 7.24554102619391
2017-06-01 10.5136363636364 7.01135347886278
2017-07-01 10.2645 7.11832760598308
2017-08-01 11.975652173913 6.90599949228838
2017-09-01 10.438 6.53940043558445
2017-10-01 10.1254545454545 5.27240561870074
2017-11-01 10.5404761904762 5.84313701418266
2017-12-01 10.2645 7.23294302659426
2018-01-01 11.062380952381 6.7734965132802
2018-02-01 22.4647368421053 20.5666772945252
2018-03-01 19.0238095238095 19.2564396085272
2018-04-01 18.267619047619 19.5753391062027
2018-05-01 14.1245454545455 14.806434404511
2018-06-01 13.6780952380952 11.0423450680728
2018-07-01 13.147619047619 10.0258482725225
2018-08-01 12.5469565217391 8.2686284306407
2018-09-01 12.9105263157895 8.1963121478197
2018-10-01 19.3521739130435 14.6736031463323
2018-11-01 19.3890476190476 20.335237204923
2018-12-01 24.9531578947368 24.2252987448758
2019-01-01 19.572380952381 24.8063947938106
2019-02-01 15.2347368421053 16.1560362388421
2019-03-01 14.4852380952381 12.5371319032061
2019-04-01 12.9490476190476 10.4180368816075
2019-05-01 16.7218181818182 11.9576209315352
2019-06-01 15.836 12.2991138645705
2019-07-01 13.3059090909091 9.34037551343724
2019-08-01 18.9790909090909 15.5035394497135
2019-09-01 15.559 13.7180510876017
2019-10-01 15.4665217391304 12.9350727596281
2019-11-01 12.5235 9.15161293537281
2019-12-01 13.7566666666667 8.39704013109015
2020-01-01 13.9409523809524 7.98142984145692
2020-02-01 19.6289473684211 12.233096976289
2020-03-01 57.7368181818182 56.5426020151589
2020-04-01 41.4538095238095 53.3951438592826
2020-05-01 30.897 32.7469887817797
2020-06-01 31.1195454545455 25.6174742426898
2020-07-01 26.8404545454546 21.4970648571528
2020-08-01 22.8895238095238 15.3647441735047
2020-09-01 27.6476190476191 20.5360406171072
2020-10-01 29.4386363636364 19.5822080500539
2020-11-01 24.9955 20.0319786155574
2020-12-01 22.3740909090909 14.5451660161401
2021-01-01 24.91 13.9522506897684
2021-02-01 23.1405263157895 15.0551128896779
2021-03-01 21.8430434782609 18.371721078781
2021-04-01 17.4161904761905 13.2276076117819
2021-05-01 19.7605 12.8215926023571
2021-06-01 16.9568181818182 10.6002225312334
2021-07-01 17.6033333333333 9.5237529331444
2021-08-01 17.4727272727273 8.99279589250714
2021-09-01 19.8247619047619 9.90314315614522
2021-10-01 17.8714285714286 13.1418968212253
2021-11-01 18.5004761904762 10.7540325596984
2021-12-01 21.3545454545455 15.7911205645595
2022-01-01 23.181 17.9231521085962
2022-02-01 25.7484210526316 24.0564335201844
2022-03-01 26.9686956521739 24.4081447499736
2022-04-01 24.3735 19.5757782402976
2022-05-01 29.4457142857143 27.6591722201405
2022-06-01 28.1 26.567453871636
2022-07-01 24.8685 24.1712604272163
2022-08-01 22.1695652173913 18.5800194480429
2022-09-01 27.4061904761905 21.3656279935626
2022-10-01 30.0057142857143 24.7752300862522
2022-11-01 23.4361904761905 23.4598409753639
2022-12-01 21.7842857142857 20.0699667470874
2023-01-01 20.203 18.8679464212599
2023-02-01 20.0621052631579 18.0139118587927
2023-03-01 21.644347826087 18.3997332902934
2023-04-01 17.8178947368421 14.9645498030428
2023-05-01 17.6440909090909 12.8473565080104
2023-06-01 13.9942857142857 11.6528167954919
2023-07-01 13.944 9.79553464672482
2023-08-01 15.8539130434783 10.9938690671889
2023-09-01 15.241 11.2255532378553
2023-10-01 18.8877272727273 14.0291624149696
2023-11-01 14.0771428571429 12.8520823217932
2023-12-01 12.7185 10.5890541813475
2024-01-01 13.3952380952381 10.1481041763673
2024-02-01 13.944 10.2342782210468
2024-03-01 13.7875 10.2054630288833
2024-04-01 16.1377272727273 12.0343021067671
2024-05-01 13.0904545454545 11.7659888058894
2024-06-01 12.6768421052632 10.560666370514
2024-07-01 14.47 10.8086626321112
2024-08-01 19.3122727272727 16.4221377172606
2024-09-01 17.8115789473684 14.7186096999302
2024-10-01 19.9608695652174 12.1683408846893
2024-11-01 16.121 11.0313343236082
2024-12-01 15.8661904761905 10.825382755749
2025-01-01 16.746 14.3273474059618
2025-02-01 17.0521052631579 13.6955786738396
2025-03-01 21.8414285714286 19.5701919227117
2025-04-01 31.9661904761905 38.0585720540697
2025-05-01 20.4571428571429 27.2342526771974
2025-06-01 18.215 17.1655068234505
2025-07-01 16.3290476190476 11.5870773417684
2025-08-01 15.75 10.3428100868326
2025-09-01 15.7733333333333 9.6271091697133
2025-10-01 18.0865217391304 11.2942218994813
2025-11-01 20.1016666666667 13.7798533689468
2025-12-01 15.6471428571429 14.0364258455545
2026-01-01 16.046 11.1645597717719
2026-02-01 19.1021052631579 13.7189007862878
2026-03-01 25.5968181818182 15.6057779200073
2026-04-01 20.361875 15.1906226259989

Note: Realized volatility is computed from an exponentially weighted moving average of 5-minute daily realized variances with 75 percent of the weight distributed over the past 20 business days. Values are averaged within a calendar month, except for the value of the last month of the series, which is averaged through the data close date. The option-implied volatility median value is 18.93 percent.

Source: Cboe Volatility Index®(VIX®) accessed via Bloomberg Finance L.P.; Federal Reserve Board staff estimates.

Return to text
Figure 1.7. Corporate bond yields rose slightly but remained in line with historical levels

This is a line chart showing monthly corporate bond yield data from 1997 through April 2026. The y-axis shows percent values ranging from 0 to 24. The chart displays two series: Triple-B (thick blue line) and High-yield (thin black line). The series’ values are volatile, and their patterns mirror each other at different levels. The high-yield bond series ranges from approximately 4 to 22 percent over the period, with significant peaks around 2002 and 2009, reaching about 14 percent and 22 percent respectively. The triple-B bond yield ranges from approximately 3 to 10 percent, with significant peaks around 2002 and 2009, reaching about 8 percent and 10 percent respectively. As of April 2026, the high-yield bond yield is approximately 7 percent, while the triple-B bond yield is about 5 percent.

Note: The triple-B series reflects the effective yield of the ICE Bank of America Merrill Lynch (BofAML) triple-B U.S. Corporate Index (C0A4), and the high-yield series reflects the effective yield of the ICE BofAML U.S. High Yield Index (H0A0). Values are reported as of month-end, except for the value of the last month of the series, which is reported as of the data close date.

Source: ICE Data Indices, LLC, used with permission.

Return to text
Figure 1.8. Corporate bond spreads were roughly unchanged and stayed at low levels

This is a line chart showing monthly corporate bond spread data from 1997 through April 2026. The chart uses dual y-axes: the left axis shows percentage points from 0 to 11 for Triple-B spreads (thick blue line), while the right axis shows percentage points from 0 to 22 for High-yield spreads (thin black line). Both series follow similar patterns throughout the period, with spikes every few years. The most dramatic spike occurs during 2008-2009, when high-yield spreads reached approximately 20 percentage points and triple-B spreads approached 8 percentage points. Other notable increases appear around 2001-2002 and 2020. Throughout most of the period between spikes, spreads fluctuate at lower levels. As of April 2026, high-yield spreads are approximately 3 percentage points and Triple-B spreads are close to 1 percentage point.

Note: The triple-B series reflects the option-adjusted spread of the ICE Bank of America Merrill Lynch (BofAML) triple-B U.S. Corporate Index (C0A4), and the high-yield series reflects the option-adjusted spread of the ICE BofAML U.S. High Yield Index (H0A0). Values are reported as of month-end, except for the value of the last month of the series, which is reported as of the data close date.

Source: ICE Data Indices, LLC, used with permission.

Return to text
Figure 1.9. The excess bond premium continued to inch down

Percentage points

Date Excess Bond Premium
1997-01-01 -0.317539376356927
1997-02-01 -0.434413636632362
1997-03-01 -0.465126400390998
1997-04-01 -0.413544020114465
1997-05-01 -0.412715712227446
1997-06-01 -0.512764363532841
1997-07-01 -0.488810054277069
1997-08-01 -0.490549508986276
1997-09-01 -0.542684881118498
1997-10-01 -0.415839916007483
1997-11-01 -0.309349255187026
1997-12-01 -0.374185626125047
1998-01-01 -0.328918340110556
1998-02-01 -0.303930004774749
1998-03-01 -0.356156803852785
1998-04-01 -0.389350960798527
1998-05-01 -0.343116746536729
1998-06-01 -0.304969917841564
1998-07-01 -0.265233203705871
1998-08-01 0.134799413246336
1998-09-01 0.118872093620325
1998-10-01 0.233926816429651
1998-11-01 0.217333879508752
1998-12-01 0.0814109225319024
1999-01-01 0.0730742411399656
1999-02-01 -0.151963553959022
1999-03-01 -0.14052891820339
1999-04-01 -0.181231279978493
1999-05-01 -0.179612923696028
1999-06-01 -0.116363630063064
1999-07-01 -0.0682835057843561
1999-08-01 -0.00767215316243974
1999-09-01 0.125659123637883
1999-10-01 0.139451335314659
1999-11-01 0.10433628665986
1999-12-01 -0.12520514506796
2000-01-01 0.0596133533015923
2000-02-01 0.148989687965687
2000-03-01 0.414204587182402
2000-04-01 0.571351349837866
2000-05-01 0.753372547401639
2000-06-01 0.800763337539832
2000-07-01 0.881003444778801
2000-08-01 1.03456571827342
2000-09-01 1.14165430202151
2000-10-01 1.53290686158233
2000-11-01 1.61604307713582
2000-12-01 1.61577183254187
2001-01-01 1.16068792040545
2001-02-01 1.19197281536016
2001-03-01 1.12081105676208
2001-04-01 0.930125458143134
2001-05-01 0.78509683178551
2001-06-01 1.0265651865235
2001-07-01 0.794898742014474
2001-08-01 0.7752092687055
2001-09-01 1.24004153433851
2001-10-01 1.05652836363656
2001-11-01 -0.0894171550678395
2001-12-01 0.411974770744044
2002-01-01 0.573596310610483
2002-02-01 0.791557193247642
2002-03-01 0.286790942791289
2002-04-01 0.424467451619662
2002-05-01 0.523503745938823
2002-06-01 0.97736124695602
2002-07-01 1.60587032148253
2002-08-01 1.50315434855733
2002-09-01 1.68954537223105
2002-10-01 1.48220453021504
2002-11-01 1.06304119682495
2002-12-01 0.928485489254946
2003-01-01 0.876955100889637
2003-02-01 0.676527339678192
2003-03-01 0.161280870936579
2003-04-01 0.0728515622818056
2003-05-01 -0.469248376709989
2003-06-01 -0.365160719847621
2003-07-01 -1.06897834164265
2003-08-01 -0.196126946956831
2003-09-01 -0.538433523134723
2003-10-01 -0.519450899661858
2003-11-01 -0.546746054375089
2003-12-01 -0.511680801968721
2004-01-01 -0.706708147959021
2004-02-01 -0.339292347697588
2004-03-01 -0.523403025294241
2004-04-01 -0.763477038027154
2004-05-01 -0.382450483955631
2004-06-01 -0.387600043092248
2004-07-01 -0.323628808470184
2004-08-01 -0.426028399456261
2004-09-01 -0.547313132917373
2004-10-01 -0.530731918913433
2004-11-01 -0.669831066347583
2004-12-01 -0.716216865981799
2005-01-01 -0.700555464508473
2005-02-01 -0.929551379545252
2005-03-01 -0.641944086374261
2005-04-01 -0.386108351585318
2005-05-01 -0.305421752111089
2005-06-01 -0.450682358514603
2005-07-01 -0.554641388095218
2005-08-01 -0.551625616193267
2005-09-01 -0.460300455510964
2005-10-01 -0.343762427352879
2005-11-01 -0.313698723965016
2005-12-01 -0.28434382151187
2006-01-01 -0.354781315639892
2006-02-01 -0.311275078047011
2006-03-01 -0.397910031353417
2006-04-01 -0.435380268518091
2006-05-01 -0.33842848017979
2006-06-01 -0.3463181911291
2006-07-01 -0.246004381149031
2006-08-01 -0.270706770418571
2006-09-01 -0.330707662728139
2006-10-01 -0.361373971635773
2006-11-01 -0.330221643423272
2006-12-01 -0.465170758278502
2007-01-01 -0.526044293602995
2007-02-01 -0.52077671348161
2007-03-01 -0.333043928385992
2007-04-01 -0.335854616810923
2007-05-01 -0.566723155936156
2007-06-01 -0.35702636143142
2007-07-01 0.0533357551225446
2007-08-01 0.158907481006051
2007-09-01 0.0920238743737274
2007-10-01 0.0112513492947501
2007-11-01 0.36016609033949
2007-12-01 0.518020551860191
2008-01-01 0.736542408701243
2008-02-01 0.948014749466466
2008-03-01 1.16993893299938
2008-04-01 0.677983804074845
2008-05-01 0.687666647311948
2008-06-01 0.827745484494406
2008-07-01 1.08159171224504
2008-08-01 1.23146868757685
2008-09-01 1.78238614871826
2008-10-01 3.40931235178372
2008-11-01 3.15278983303053
2008-12-01 3.34538863160099
2009-01-01 2.81587830825045
2009-02-01 3.19333066707112
2009-03-01 2.77290873466668
2009-04-01 2.26504648797358
2009-05-01 1.37363988120024
2009-06-01 0.934782975129598
2009-07-01 0.330154613688646
2009-08-01 0.0651052149909766
2009-09-01 0.0647468841964831
2009-10-01 -0.137192367199943
2009-11-01 0.0034607381480507
2009-12-01 -0.477443874827091
2010-01-01 -0.188741675163904
2010-02-01 0.00936587090819562
2010-03-01 -0.149279306741566
2010-04-01 -0.264114697480963
2010-05-01 -0.118397285906942
2010-06-01 0.0622153867797928
2010-07-01 0.19493184554531
2010-08-01 -0.261824355141085
2010-09-01 0.0232038037890501
2010-10-01 0.0247262517482571
2010-11-01 -0.106019751428541
2010-12-01 -0.390633695439619
2011-01-01 0.00565385492311865
2011-02-01 -0.247884337540112
2011-03-01 -0.290592184359496
2011-04-01 -0.238101577977492
2011-05-01 -0.109108555268877
2011-06-01 0.00712564327379761
2011-07-01 -0.0327144779340402
2011-08-01 -0.0684101366728531
2011-09-01 0.467678962070139
2011-10-01 -0.0619834366091148
2011-11-01 0.532617726226456
2011-12-01 0.313968019054395
2012-01-01 0.220129437135025
2012-02-01 0.0937087210310294
2012-03-01 -0.31018153580301
2012-04-01 -0.126296101107348
2012-05-01 -0.0409796893147769
2012-06-01 0.20285532192641
2012-07-01 0.0353286614664823
2012-08-01 -0.167517271484942
2012-09-01 -0.116349046475303
2012-10-01 -0.149373965749306
2012-11-01 -0.0186286477657278
2012-12-01 -0.136034864415691
2013-01-01 -0.0666045595127711
2013-02-01 -0.00177599275059536
2013-03-01 -0.0674636329590457
2013-04-01 -0.0937643708112454
2013-05-01 -0.473367753375527
2013-06-01 -0.341224974970103
2013-07-01 0.00417307669219235
2013-08-01 -0.112118114262674
2013-09-01 -0.119501006708793
2013-10-01 -0.0223860626637202
2013-11-01 0.0175460209816185
2013-12-01 -0.140980057663141
2014-01-01 -0.295184524195542
2014-02-01 -0.194550425461559
2014-03-01 -0.265584718726825
2014-04-01 -0.34796860523435
2014-05-01 -0.363168536456221
2014-06-01 -0.300151707329043
2014-07-01 -0.314584925550981
2014-08-01 -0.30813991497333
2014-09-01 -0.212616274044513
2014-10-01 -0.210669743256496
2014-11-01 0.0649049225919969
2014-12-01 0.084750752773151
2015-01-01 -0.0381904935468556
2015-02-01 -0.29029686927867
2015-03-01 -0.128734471042551
2015-04-01 0.00794069312408485
2015-05-01 0.0538794019704576
2015-06-01 0.150843860880193
2015-07-01 0.21334584137024
2015-08-01 0.401628191930441
2015-09-01 0.54122332464724
2015-10-01 0.426644064066382
2015-11-01 0.513103305339533
2015-12-01 0.68272441504821
2016-01-01 0.922275560811427
2016-02-01 0.954497210686127
2016-03-01 0.587324533371777
2016-04-01 0.242314451206914
2016-05-01 0.255077308908171
2016-06-01 0.0683317620605286
2016-07-01 0.0155063447260386
2016-08-01 -0.0141662935037714
2016-09-01 -0.0672629157274129
2016-10-01 -0.0681147203117241
2016-11-01 -0.743296787804139
2016-12-01 -0.240304268811912
2017-01-01 -0.192764150115894
2017-02-01 -0.178933670400549
2017-03-01 -0.166143749440185
2017-04-01 -0.113673968169346
2017-05-01 -0.160543682076005
2017-06-01 -0.119420648556285
2017-07-01 -0.143562864545033
2017-08-01 -0.0738717568548439
2017-09-01 -0.253036515000767
2017-10-01 -0.209524262223985
2017-11-01 -0.127046294860894
2017-12-01 -0.192033008742179
2018-01-01 -0.397677794358899
2018-02-01 -0.242237394480149
2018-03-01 -0.101422599583716
2018-04-01 -0.282293901359953
2018-05-01 -0.193855515166557
2018-06-01 0.027816429268217
2018-07-01 -0.125270514006334
2018-08-01 -0.0939660635678945
2018-09-01 -0.175338495859748
2018-10-01 0.00375017187300508
2018-11-01 0.149260208581632
2018-12-01 0.351063541172697
2019-01-01 0.189471360580915
2019-02-01 0.0797119468829584
2019-03-01 -0.109392675410409
2019-04-01 0.00984839280021443
2019-05-01 -0.0036825871088546
2019-06-01 0.0234017248390142
2019-07-01 -0.0312372991937357
2019-08-01 -0.144702538017767
2019-09-01 -0.223383722974058
2019-10-01 -0.219047411553452
2019-11-01 -0.163794655551583
2019-12-01 -0.274976883071906
2020-01-01 -0.235619005509166
2020-02-01 -0.145321063914177
2020-03-01 1.19797026602795
2020-04-01 0.655704276887612
2020-05-01 0.411604078966654
2020-06-01 0.0576884357488097
2020-07-01 -0.156265552595476
2020-08-01 -0.280641886455623
2020-09-01 0.00469593718960359
2020-10-01 -0.204235467946646
2020-11-01 -0.461481814722808
2020-12-01 -0.493424728076543
2021-01-01 -0.647608054976324
2021-02-01 -0.944269550063237
2021-03-01 -0.740825777916474
2021-04-01 -0.482830737965128
2021-05-01 -0.418763373435248
2021-06-01 -0.582553905409788
2021-07-01 -0.552920445031568
2021-08-01 -0.476630874991348
2021-09-01 -0.645362776016806
2021-10-01 -0.526416864863888
2021-11-01 -0.450947882409971
2021-12-01 -0.446463371823406
2022-01-01 -0.351762719406
2022-02-01 -0.21712204273607
2022-03-01 -0.859193350058098
2022-04-01 -0.323585537891152
2022-05-01 -0.127652180420233
2022-06-01 0.0669855672940851
2022-07-01 0.00846050512875939
2022-08-01 -0.0350388170944678
2022-09-01 0.0203017034791641
2022-10-01 0.0985187896466844
2022-11-01 -0.224493255932382
2022-12-01 -0.00755106372785863
2023-01-01 -0.0185337484620765
2023-02-01 -0.145764517228616
2023-03-01 -0.177338267273106
2023-04-01 0.207238736160031
2023-05-01 0.155877616179653
2023-06-01 0.195339418281797
2023-07-01 0.0342485468195786
2023-08-01 0.0898395610757745
2023-09-01 0.00603189863243591
2023-10-01 0.242305101063632
2023-11-01 -0.0643681355095898
2023-12-01 -0.211291160382224
2024-01-01 -0.0500517190209648
2024-02-01 -0.114881014976489
2024-03-01 -0.0726924096743176
2024-04-01 -0.186259979653688
2024-05-01 -0.113654974470575
2024-06-01 -0.00744020419786939
2024-07-01 -0.0696381883851933
2024-08-01 -0.0176842029120807
2024-09-01 -0.0761103376139147
2024-10-01 -0.344291845389011
2024-11-01 -0.206703420933635
2024-12-01 -0.44362051063336
2025-01-01 -0.280559292785714
2025-02-01 -0.234531048456756
2025-03-01 -0.0149169215459584
2025-04-01 -0.0704105801887802
2025-05-01 -0.183617918759031
2025-06-01 -0.198278981352787
2025-07-01 -0.218703581110052
2025-08-01 -0.167239255960758
2025-09-01 -0.299930388792049
2025-10-01 -0.267161304805849
2025-11-01 -0.213311425934379
2025-12-01 -0.222272793704302
2026-01-01 -0.272490588565267
2026-02-01 -0.269417968935825
2026-03-01 -0.282418639257303

Note: The excess bond premium (EBP) is a measure of bond market investors’ risk sentiment. It is derived as the residual of a regression that models corporate bond spreads after controlling for expected default losses. By construction, its historical mean is 0. Positive (negative) EBP values indicate that investors’ risk appetite is below (above) its historical mean.

Source: Federal Reserve Board staff calculations based on Lehman Brothers Fixed Income Database (Warga); Intercontinental Exchange, Inc., ICE Data Services; Center for Research in Security Prices, CRSP/Compustat Merged Database, Wharton Research Data Services; S&P Global, Compustat.

Return to text
Figure 1.10. Spreads on leveraged loans increased moderately but remained low relative to their historical distribution

Percentage points

Date B (monthly) B (weekly) BB (monthly) BB (weekly)
1997-01-31     2.09188813027478  
1997-02-28     2.08178410192779  
1997-03-31     2.0821313539782  
1997-04-30     2.13128050966926  
1997-05-31     2.15663678327004  
1997-06-30     2.16723470638971  
1997-07-31 2.27865930277876   1.91211795426737  
1997-08-31 2.25519091192546   1.84799350267688  
1997-09-30 2.28226436624624   1.89031225692967  
1997-10-31 2.54870194148935   1.95239138987806  
1997-11-30 2.55227719847765   1.91123857847702  
1997-12-31 2.57766307859505   1.8853121084073  
1998-01-31 2.58328670414448   2.03962118865891  
1998-02-28 2.57724045434183   2.07686434704832  
1998-03-31 2.61434693144427   2.0142442090996  
1998-04-30 2.60471125675774   2.01964906051112  
1998-05-31 2.64727726013339   2.1742561357748  
1998-06-30 2.63838491070021   2.2804004021624  
1998-07-31 2.65298114421288   2.25461214228082  
1998-08-31 2.75105860252154   2.33040625069404  
1998-09-30 2.94176293011435   2.50368333817936  
1998-10-31 3.06324577222541   2.63021214384542  
1998-11-30 3.34669581632647   2.68688948779824  
1998-12-31 3.23167824969875   2.5574278061721  
1999-01-31 3.20045350392008   2.62222216268432  
1999-02-28 3.21252047029818   2.54969107864208  
1999-03-31 3.57072031339457   2.48431663439138  
1999-04-30 3.9333620829635   2.65158887562905  
1999-05-31 3.79734775882652   2.84294180372083  
1999-06-30 3.85661993243559   2.84376703464754  
1999-07-31 4.09639914591775   2.94888708534177  
1999-08-31 4.45692369680667   2.99404771578472  
1999-09-30 4.74567730353751   3.96252458533367  
1999-10-31 4.96156505726983   4.08542737863742  
1999-11-30 4.74194866264647   3.90885983736204  
1999-12-31 6.07594580603178   4.01508894466472  
2000-01-31 6.24211266836964   4.07331847721963  
2000-02-29 6.0743165320234   4.11406244684139  
2000-03-31 6.05480803120477   3.43483075505671  
2000-04-30 5.4393059506722   3.51119269263113  
2000-05-31 5.2455597903178   3.25902829785642  
2000-06-30 5.67158559945934   3.11633077776893  
2000-07-31 6.03340100401027   3.00189608969078  
2000-08-31 5.72920206373075   3.02041146177765  
2000-09-30 6.65220806624019   3.19167801986832  
2000-10-31 6.90970681334637   3.25572404050639  
2000-11-30 7.30996411733616   3.0709693072654  
2000-12-31 6.68883659623133   3.04620716632122  
2001-01-31 6.26216559265882   2.95059470390094  
2001-02-28 5.95037410707916   2.91025142523614  
2001-03-31 6.8348554997985   2.94681492043774  
2001-04-30 6.70873676752182   2.95507753634301  
2001-05-31 6.49519380030705   2.94735515085341  
2001-06-30 6.62316783543957   2.98929677062879  
2001-07-31 6.71076176682289   3.03049463891544  
2001-08-31 6.50998425898807   2.99783463202895  
2001-09-30 7.41861800862683   3.34538512033514  
2001-10-31 8.70615523076835   3.50811202527628  
2001-11-30 6.81765816329182   3.1143087844617  
2001-12-31 6.21014368310919   3.08920974701227  
2002-01-31 5.89286230863572   3.05192671026051  
2002-02-28 5.50244168261337   3.09142866939944  
2002-03-31 5.2230700434849   3.06572116988246  
2002-04-30 4.91982091590623   2.93946018349618  
2002-05-31 5.62215768952538   2.95233394415463  
2002-06-30 5.90371031672073   2.99329172692435  
2002-07-31 6.63147354763437   3.37911052029842  
2002-08-31 6.52683651010467   3.71526740579213  
2002-09-30 6.63805299967334   3.75018611807546  
2002-10-31 7.37496079911215   4.63927393752635  
2002-11-30 6.71848802934704   4.13735824720685  
2002-12-31 6.58138167838912   3.51504977973325  
2003-01-31 6.1042887123579   3.6008317889486  
2003-02-28 6.29662598070628   3.55664378996593  
2003-03-31 6.03170446252915   3.56692318005584  
2003-04-30 5.10701592299812   3.58065733646884  
2003-05-31 4.65926353155153   3.35162084074896  
2003-06-30 4.47566585183824   3.24248905217641  
2003-07-31 4.51259015396569   3.03234954878876  
2003-08-31 4.72497007493186   3.00626932126184  
2003-09-30 4.97967971238535   2.98081491715672  
2003-10-31 4.82321686517537   2.93755889404213  
2003-11-30 4.77608795632832   2.85310817323464  
2003-12-31 4.51467928453276   2.6096842608013  
2004-01-31 4.03029588240263   2.50584845765378  
2004-02-29 4.20273622017769   2.45050495529649  
2004-03-31 3.91740711424247   2.38195219076694  
2004-04-30 3.91963700739703   2.33385804691638  
2004-05-28 4.06261763945341   2.40125276014603  
2004-06-25 3.770043862382   2.34405188017961  
2004-07-30 3.84362793338027   2.25514115056385  
2004-08-31 3.69002375710118   2.20174843523389  
2004-09-30 3.6132191586509   2.13629916371444  
2004-10-29 3.42314267259918   2.10181111511617  
2004-11-30 3.25822348403558   2.07276369311587  
2004-12-31 3.20597759869138   2.01421096639184  
2005-01-31 3.25257792381212   1.98007779319212  
2005-02-25 3.14236991707397   1.93754573405074  
2005-03-31 3.04703913863471   1.85071831549634  
2005-04-29 3.29521581578657   1.82632886600368  
2005-05-31 3.12460567509078   1.86077029367427  
2005-06-30 3.0989292840778   1.84082502050528  
2005-07-29 3.03893426657107   1.76522563810955  
2005-08-30 2.97701212387517   1.68452592457589  
2005-09-30 2.95968475602158   1.72581908938116  
2005-10-28 3.00461148758371   1.77175634695531  
2005-11-30 2.89325453111939   1.78389317184715  
2005-12-30 2.8126312452552   1.80844276129604  
2006-01-31 2.82383799143358   1.74509262913098  
2006-02-28 2.78175102015367   1.68153963246369  
2006-03-31 2.73977196409467   1.68006845983146  
2006-04-28 2.7374360091284   1.66051441311656  
2006-05-31 2.67311713249498   1.72787218226183  
2006-06-30 2.67443850599523   1.8352632973603  
2006-07-28 2.69880906374307   1.87550444857827  
2006-08-31 2.74011534139188   1.86821573022612  
2006-09-29 2.73862697147573   1.86028664985925  
2006-10-31 2.69793073232383   1.82781796313336  
2006-11-30 2.70284182597395   1.96649848866957  
2006-12-29 2.72599794125974   1.94127586989883  
2007-01-31 2.6009438606843   1.91399043749182  
2007-02-28 2.5272169246271   1.74093261911432  
2007-03-30 2.4927885532305   1.77072853120909  
2007-04-27 2.46445680735925   1.79786483048767  
2007-05-31 2.41101261501855   1.7854775964612  
2007-06-29 2.69801407467645   2.01031142193302  
2007-07-31 3.47862536221395   2.82408782626828  
2007-08-31 3.5937015877151   2.99739196770473  
2007-09-28 3.34114476544724   2.71172116173131  
2007-10-26 3.28502814719285   2.63790557145956  
2007-11-30 3.85693642989592   3.06270059562676  
2007-12-28 4.15882970451708   2.92911429296445  
2008-01-31 4.97580601761539   3.74354717570948  
2008-02-29 6.07321224924927   4.37609661511741  
2008-03-28 7.20862322105508   4.32482406795875  
2008-04-30 6.34801131263565   3.68216495273447  
2008-05-30 6.37950640066329   3.58771647847705  
2008-06-27 6.39477656025946   3.86289048424729  
2008-07-31 7.17316958878979   4.17916907289259  
2008-08-29 7.65469664955774   4.23328471212778  
2008-09-30 10.607979887877   5.941421105947  
2008-10-31 17.0496957424426   9.27448359334444  
2008-11-28 20.8910378938561   11.0334418958842  
2008-12-31 24.7612246563106   11.4703036462376  
2009-01-30 20.6985407092928   8.74457510422384  
2009-02-27 20.7549427316504   7.85357321044109  
2009-03-31 20.3194044491426   7.79174615240187  
2009-04-30 15.786038192821   5.7679907102825  
2009-05-29 12.3996603533352   5.56070162593438  
2009-06-30 10.2336164578227   4.85609147918706  
2009-07-31 8.49779936832999   4.18603261946884  
2009-08-31 7.80796562290773   4.13370667387195  
2009-09-30 6.96202796956235   4.00687340822193  
2009-10-30 6.36999188965138   4.19524810650038  
2009-11-30 6.70409102583303   4.52667154088844  
2009-12-31 6.02043666937183   3.88209813583743  
2010-01-29 5.67379035809451   3.69984828297773  
2010-02-26 5.7822661128449   3.81346069657269  
2010-03-31 5.27419835045083   3.49925432468838  
2010-04-30 5.0460927826293   3.42850473957399  
2010-05-28 6.10543623024698   3.98869269820655  
2010-06-30 6.42705157683265   4.16663178231691  
2010-07-30 5.98086462113477   4.01401196700854  
2010-08-31 5.98119702611061   4.00699099853277  
2010-09-30 5.61969456662555   3.88035423998445  
2010-10-29 5.22023899583472   3.65819695629145  
2010-11-30 5.61476070096215   3.70954513195812  
2010-12-31 5.28999708060695   3.68691684025719  
2011-01-31 4.80097016558672   3.50604518273776  
2011-02-28 4.81988837128684   3.52192607285771  
2011-03-31 4.85444457487651   3.43637521065588  
2011-04-29 4.89480425026024   3.41062736021962  
2011-05-31 5.04115512498801   3.57179875459206  
2011-06-30 5.3503277520567   3.81206875808854  
2011-07-29 5.42496965934118   3.82019930449133  
2011-08-31 6.75122837180944   5.11095175061018  
2011-09-30 6.84634418450028   4.68831852521755  
2011-10-31 6.05515839539509   4.01878680390856  
2011-11-30 6.53995760069879   4.24431121818214  
2011-12-30 6.33434552748561   4.15559112077351  
2012-01-31 5.70928828158087   3.85459973600913  
2012-02-29 5.33490847175098   3.80114370520161  
2012-03-30 5.37403609249873   3.75743553343684  
2012-04-30 5.38119550782858   3.91407037181226  
2012-05-31 5.86109397101384   4.26256828632616  
2012-06-29 5.79267347095032   4.24860079202893  
2012-07-31 5.87794053904916   4.10026247259039  
2012-08-31 5.69416190819523   4.16761212907391  
2012-09-28 5.5476911767617   3.96244043750308  
2012-10-31 5.49088784138084   3.8331065872443  
2012-11-30 5.60407425671063   3.83601469037822  
2012-12-31 5.49233823127293   3.84047115766707  
2013-01-31 5.28405064001766   3.71937944101957  
2013-02-28 5.32035062291634   3.861849518314  
2013-03-28 5.13598413524542   3.72611153995014  
2013-04-30 5.0383598162799   3.78662384641244  
2013-05-31 4.86938408394411   3.62152863963582  
2013-06-28 4.9769299524155   3.58700717220769  
2013-07-31 4.82136502220599   3.33340038812367  
2013-08-30 4.92173338649918   3.40972662819095  
2013-09-30 4.9932912216694   3.4562389124408  
2013-10-31 4.90185285194628   3.43042130481635  
2013-11-22   4.91637778364698   3.49995576462803
2013-11-29   4.91489145822393   3.51823397177957
2013-12-06   4.89817100430771   3.52459276910555
2013-12-13   4.87633132064758   3.51926546943906
2013-12-20   4.86250334679012   3.46052304917047
2013-12-27   4.83980360603194   3.39837080463852
2014-01-03   4.83926207860685   3.36962879124066
2014-01-10   4.77494501917518   3.34135203327447
2014-01-17   4.73975072568043   3.3524914539517
2014-01-24   4.73646798787304   3.33811266672592
2014-01-31   4.77016827236739   3.37325313687265
2014-02-07   4.76437119002641   3.36645353532583
2014-02-14   4.73872926184662   3.42315964086771
2014-02-21   4.71526742302429   3.43704694172964
2014-02-28   4.70979052611215   3.32352411407987
2014-03-07   4.70453342901222   3.31890602292125
2014-03-14   4.68132546123847   3.32047207715588
2014-03-21   4.64860397499193   3.30609210897079
2014-03-28   4.65233932128799   3.3187880657679
2014-04-04   4.71830446491942   3.37557489583033
2014-04-11   4.69698195730859   3.40917412257506
2014-04-17   4.71840205394015   3.40264500562951
2014-04-25   4.75595087556828   3.45350745879057
2014-05-02   4.73882504563956   3.40738497428832
2014-05-09   4.73296931694963   3.37252531166816
2014-05-16   4.69847111631524   3.38038639083675
2014-05-23   4.706252086923   3.38948227715568
2014-05-30   4.71765350547339   3.38995151133101
2014-06-06   4.6995774433724   3.40024991588999
2014-06-13   4.68582056857851   3.40250785908654
2014-06-20   4.6901188430303   3.38909477375372
2014-06-27   4.68084523433063   3.37139239803294
2014-07-03   4.66633452261199   3.38307288607895
2014-07-11   4.65857597067141   3.41784123114314
2014-07-18   4.6659170994457   3.41566751268603
2014-07-25   4.67109311730194   3.42556658674084
2014-08-01   4.74805780968992   3.49879613949364
2014-08-08   4.76257888201742   3.5583365069534
2014-08-15   4.80261064709441   3.63192707714925
2014-08-22   4.79454545842564   3.60877405954633
2014-08-29   4.75837697480166   3.57570601648156
2014-09-05   4.76726830882043   3.57521551140782
2014-09-12   4.81951602406893   3.62895900793567
2014-09-19   4.82183648754252   3.63256938129911
2014-09-26   4.90198628546893   3.71275918533139
2014-10-03   4.9731622277328   3.75530829164795
2014-10-10   4.98611463225786   3.78239737586072
2014-10-17   5.14012253202681   3.92146477437829
2014-10-24   5.08514834895335   3.8370866843996
2014-10-31   4.99933234616711   3.73780065651997
2014-11-07   5.01100684904652   3.70667733646381
2014-11-14   4.99526248182246   3.69454860804504
2014-11-21   5.00529508118267   3.6769910383602
2014-11-28   5.03232370180273   3.66995726094642
2014-12-05   5.1397457541618   3.69046140810833
2014-12-12   5.40528299362656   3.91427253842378
2014-12-19   5.51980796490439   3.94950852225728
2014-12-26   5.44830160805005   3.89882720993366
2015-01-02   5.44314434282006   3.88988542000737
2015-01-09   5.44088050559043   3.91557037578101
2015-01-16   5.45126002574333   3.89341142942705
2015-01-23   5.44320950277286   3.87960284354776
2015-01-30   5.4717472745429   3.92504357694723
2015-02-06   5.41379114714461   3.85642696588578
2015-02-13   5.33495035928777   3.79452283581625
2015-02-20   5.27347491984475   3.74824947188234
2015-02-27   5.22462583955283   3.72837399567687
2015-03-06   5.18878600162185   3.67783499969861
2015-03-13   5.16095196059059   3.68595865959697
2015-03-20   5.21212271838608   3.7039294958199
2015-03-27   5.21040576976154   3.6691098112641
2015-04-02   5.17689192920751   3.66188919704314
2015-04-10   5.12256794459723   3.58180059569194
2015-04-17   5.13622103857814   3.56328005594519
2015-04-24   5.11367740105739   3.56036280375722
2015-05-01   5.11800049041236   3.54895259745194
2015-05-08   5.09496299151701   3.56703795884056
2015-05-15   5.11173556438909   3.59520708059008
2015-05-22   5.12971847695507   3.56732242752164
2015-05-29   5.1385489287563   3.56770722014389
2015-06-05   5.22301671682687   3.58179778740348
2015-06-12   5.27686504688179   3.60793647410906
2015-06-19   5.30869653296769   3.6407188188135
2015-06-26   5.30953444734911   3.62499974273843
2015-07-02   5.35425665665574   3.62705513977472
2015-07-10   5.34092405702112   3.59355667538143
2015-07-17   5.29604279216756   3.54833725048025
2015-07-24   5.31247385220175   3.55294625765034
2015-07-31   5.36280463313124   3.58223070627914
2015-08-07   5.38387359994463   3.62467401701779
2015-08-14   5.41219695306286   3.68227449478734
2015-08-21   5.48304764794247   3.7089818819675
2015-08-28   5.56034620713565   3.73547202340285
2015-09-04   5.41201615980203   3.71974308819793
2015-09-11   5.42393013716328   3.69412111882769
2015-09-18   5.44558999930486   3.67578138345503
2015-09-25   5.52181476700323   3.7020468467027
2015-10-02   5.74736441251477   3.7814524235744
2015-10-09   5.75407152664045   3.7708172595384
2015-10-16   5.78555008004803   3.78068402704747
2015-10-23   5.76314916952293   3.7813489849771
2015-10-30   5.76807599065604   3.84873772418925
2015-11-06   5.77125800121641   3.81105380168687
2015-11-13   5.89956008310185   3.89986672118246
2015-11-20   6.07562302612588   3.94775121742508
2015-11-27   6.11454532437702   3.91666031917897
2015-12-04   6.20790434894555   3.87448434390473
2015-12-11   6.66078696304955   3.95863275027327
2015-12-18   7.00450487581199   4.02301498263567
2015-12-24   7.07631577811547   4.04999667361663
2015-12-31   7.07805136792277   4.03275706474643
2016-01-08   7.11676407939582   4.00644001367358
2016-01-15   7.2210975604736   4.03359478177958
2016-01-22   7.46337768524091   4.14091382690796
2016-01-29   7.42678670089386   4.14373685793356
2016-02-05   7.45999483429677   4.11214555773313
2016-02-12   7.71024442831311   4.26279275637569
2016-02-19   7.5240639280762   4.26707335543469
2016-02-26   7.50770241798086   4.24014746092948
2016-03-04   7.24520009893011   4.11303023510059
2016-03-11   6.95079647832345   3.97372927972425
2016-03-18   6.56339300174208   3.76342887181848
2016-03-24   6.50421022315242   3.78112959129545
2016-04-01   6.28089057388705   3.80515300854348
2016-04-08   6.20216637155657   3.73085005738116
2016-04-15   5.80787741744995   3.690519534833
2016-04-22   5.59908323159387   3.61692564314733
2016-04-29   5.52139347464069   3.60326241722237
2016-05-06   5.49952765042342   3.64283150155244
2016-05-13   5.46322213305495   3.65015830375734
2016-05-20   5.41681587934615   3.62108273361469
2016-05-27   5.33203362292375   3.57969950310109
2016-06-03   5.33630456818927   3.57047494826849
2016-06-10   5.2893665721734   3.60896516723463
2016-06-17   5.29490836136151   3.64507632982754
2016-06-24   5.34496110020322   3.64104107937441
2016-07-01   5.37963599435492   3.6516620150831
2016-07-08   5.33862198970846   3.62224721849152
2016-07-15   5.23473772354749   3.54090099024028
2016-07-22   5.14703681266651   3.48375055175672
2016-07-29   5.12163925234107   3.4487599093137
2016-08-05   5.09830271884235   3.46955660840227
2016-08-12   5.07211100901761   3.43932826921559
2016-08-19   5.13233801903715   3.44403937587897
2016-08-26   5.09757265285631   3.45441185579766
2016-09-02   5.04271659750334   3.42611597088864
2016-09-09   5.00157512777542   3.38567964898607
2016-09-16   5.00055027680326   3.36698596480488
2016-09-23   4.88504562421038   3.34908471542541
2016-09-30   4.88306837659863   3.34111843067678
2016-10-07   4.84030645117753   3.27493098141671
2016-10-14   4.86098316510816   3.27357158959381
2016-10-21   4.80530747023467   3.20248959643703
2016-10-28   4.77981780318977   3.19305339427132
2016-11-04   4.79701673867684   3.24851839970379
2016-11-10   4.79987437775647   3.27209881737001
2016-11-18   4.76775100252788   3.21853842737824
2016-11-25   4.74923311008474   3.20983696957339
2016-12-02   4.68170235078925   3.20028216033608
2016-12-09   4.59316229521329   3.09443007766811
2016-12-16   4.54333726114963   3.06594440963085
2016-12-23   4.59501723022806   3.07159749764825
2016-12-30   4.64336752809592   3.03577630657698
2017-01-06   4.56763913172123   3.01991974131742
2017-01-13   4.53657423317396   3.03011585809734
2017-01-20   4.55613459131796   3.05640018164289
2017-01-27   4.53502088905104   3.08667360182461
2017-02-03   4.50386572010133   3.06061959213651
2017-02-10   4.50864842346537   3.00743841833436
2017-02-17   4.44817748548348   2.95155920637098
2017-02-24   4.38856087782047   2.93218927897703
2017-03-03   4.34229959348746   2.88409623161945
2017-03-10   4.34439197323899   2.86958767103107
2017-03-17   4.32180828144712   2.85235146975824
2017-03-24   4.31639611186715   2.93696817826241
2017-03-31   4.25067399712789   2.90972981608549
2017-04-07   4.1548281469157   2.87888211801366
2017-04-13   4.11561365233479   2.85045098102648
2017-04-21   4.12901079481905   2.8327897612187
2017-04-28   4.12658447576905   2.81799604975454
2017-05-05   4.15789586631832   2.88118683586918
2017-05-12   4.13028738552222   2.88242432899756
2017-05-19   4.11115061258223   2.88877368930913
2017-05-26   4.03856830223847   2.88590368291577
2017-06-02   4.05462319439513   2.8659693763501
2017-06-09   4.03421705795138   2.86923816833126
2017-06-16   4.03666158594686   2.88012744812461
2017-06-23   4.07046880118707   2.8640374354623
2017-06-30   4.07836583024533   2.83919819967175
2017-07-07   4.0692808983178   2.83318329855319
2017-07-14   4.09480046963445   2.83288055949895
2017-07-21   4.09006272411951   2.80431436364773
2017-07-28   4.03022575240947   2.78096381744228
2017-08-04   4.03237919747284   2.75204425907666
2017-08-11   4.05640957124301   2.79943796474621
2017-08-18   4.06605176579403   2.7788642606794
2017-08-25   4.07179922383678   2.82070245102456
2017-09-01   4.05934413260524   2.85221006787829
2017-09-08   4.02195779086437   2.87263476250438
2017-09-15   4.01712607300918   2.89065377092883
2017-09-22   4.02240181940972   2.82480844370843
2017-09-29   4.01261108997878   2.71581802737161
2017-10-06   3.9801376016454   2.66825916590503
2017-10-13   3.94523593474567   2.66621357451677
2017-10-20   3.92501865446377   2.65054248736078
2017-10-27   3.94470887194254   2.65176796405097
2017-11-03   3.9658747221224   2.62679979211548
2017-11-10   3.98252891261967   2.62230662993716
2017-11-17   3.96101265071187   2.6463455345622
2017-11-24   3.95486511783194   2.6371524972503
2017-12-01   3.94824207720089   2.62863821380309
2017-12-08   3.94398250686086   2.60784429609643
2017-12-15   3.99904960207814   2.62225817366873
2017-12-22   3.91151776618421   2.62741150957061
2017-12-29   3.88619959269827   2.5949562196173
2018-01-05   3.87332191330704   2.55285062697653
2018-01-12   3.80788949014598   2.54363231733713
2018-01-19   3.77164134032746   2.5240891062831
2018-01-26   3.73386001489898   2.49594761567828
2018-02-02   3.70233791053562   2.438156129872
2018-02-09   3.74160329369141   2.4811853576384
2018-02-16   3.73065385882746   2.48637425328456
2018-02-23   3.72776746538791   2.50238264142974
2018-03-02   3.72263611801141   2.51309855397887
2018-03-09   3.72171718220192   2.50958072842874
2018-03-16   3.70461834383821   2.49426911033018
2018-03-23   3.72231576950643   2.49018121201369
2018-03-30   3.7230251951681   2.49285152442253
2018-04-06   3.71612127233982   2.49498620311494
2018-04-13   3.68343738109994   2.48872275663687
2018-04-20   3.66087969758433   2.45645300543463
2018-04-27   3.66893774143854   2.43889424627615
2018-05-04   3.68427149296337   2.43984005471942
2018-05-11   3.67930851146035   2.44477163013841
2018-05-18   3.67525845981945   2.46968335228819
2018-05-25   3.69176526211537   2.49195051030461
2018-06-01   3.72332340675616   2.48448039124568
2018-06-08   3.71382500681671   2.48614320452861
2018-06-15   3.72550947235705   2.49076377997511
2018-06-22   3.74568864270355   2.51663685834703
2018-06-29   3.76364651933181   2.55210342907046
2018-07-06   3.75000831557254   2.53111125673911
2018-07-13   3.75643716619156   2.54117486170418
2018-07-20   3.74809617253688   2.53204466005412
2018-07-27   3.75741714589224   2.51411306037712
2018-08-03   3.7528377908275   2.49816219761235
2018-08-10   3.76716622391631   2.51615723593393
2018-08-17   3.77435918226536   2.53300423077876
2018-08-24   3.80714169508916   2.48288833624394
2018-08-31   3.82743274272498   2.49270627312086
2018-09-07   3.81910810361591   2.49455194580355
2018-09-14   3.80641608895297   2.49930274201197
2018-09-21   3.77814271293329   2.48123153109327
2018-09-28   3.73482378128511   2.48072328864636
2018-10-05   3.72656245199978   2.47629985708589
2018-10-12   3.74729595553431   2.48655197238986
2018-10-19   3.74860505844252   2.48924037858587
2018-10-26   3.78971638505862   2.53710607340934
2018-11-02   3.84271285629863   2.58085479276245
2018-11-09   3.85503672675878   2.61467685919488
2018-11-16   3.95101152350418   2.68142568527006
2018-11-23   4.07374660613147   2.75960544817044
2018-11-30   4.17985958317769   2.8844288545427
2018-12-07   4.33434796085598   3.00907876399125
2018-12-14   4.50954585344991   3.15063351363666
2018-12-21   4.83257332265705   3.37317030509131
2018-12-28   4.94122329206996   3.46286007388947
2019-01-04   4.73375437365023   3.18090595633502
2019-01-11   4.486701419743   2.91121215889692
2019-01-18   4.47568672444736   2.83841603241475
2019-01-25   4.52734440887592   2.88150270351691
2019-02-01   4.54293545312963   2.88767136943739
2019-02-08   4.49250267781263   2.86281477648882
2019-02-15   4.44073466160228   2.8307858305961
2019-02-22   4.33191831622411   2.76026964519274
2019-03-01   4.23652832588994   2.68540522830284
2019-03-08   4.32283200278578   2.74664667090451
2019-03-15   4.31454877947418   2.73489610017568
2019-03-22   4.39741989864395   2.78664899792143
2019-03-29   4.45584150984744   2.87707104056228
2019-04-05   4.3159451260146   2.79292197190798
2019-04-12   4.25748716810827   2.74187611393584
2019-04-18   4.21402891775767   2.72785890714153
2019-04-26   4.18071902345997   2.69829143982099
2019-05-03   4.12750529430217   2.68315197273811
2019-05-10   4.20079036003462   2.68093889112379
2019-05-17   4.16356959802504   2.6819717156539
2019-05-24   4.21900172474993   2.68168053966785
2019-05-31   4.29964475758305   2.67587446689644
2019-06-07   4.30494313300387   2.66533403033834
2019-06-14   4.31331840903089   2.65367033083029
2019-06-21   4.31387927868547   2.66336916643676
2019-06-28   4.36415151101045   2.69929692833618
2019-07-05   4.35510858855109   2.69134857200558
2019-07-12   4.31907074668464   2.67279730917817
2019-07-19   4.30248306660984   2.65404417360417
2019-07-26   4.30303544647292   2.64709207709244
2019-08-02   4.30448715064339   2.72991332569066
2019-08-09   4.40934930713279   2.77004863224085
2019-08-16   4.50301207882155   2.80149663781179
2019-08-23   4.50999689810473   2.78083811908707
2019-08-30   4.46482146949076   2.8023572997496
2019-09-06   4.41971703517452   2.7415976790562
2019-09-13   4.34678088478722   2.66964922942204
2019-09-20   4.34022412526567   2.68027481859003
2019-09-27   4.32556151233034   2.67485256251625
2019-10-04   4.43294388971371   2.70441032347559
2019-10-11   4.58654495197368   2.74495028993093
2019-10-18   4.61878118929424   2.72144214325561
2019-10-25   4.63462952825916   2.71363575461445
2019-11-01   4.68316808948193   2.74595379782876
2019-11-08   4.67717900387977   2.75194374316822
2019-11-15   4.6150340620581   2.74513217561298
2019-11-22   4.66984659554786   2.75398635634921
2019-11-29   4.65818411628064   2.74263674496092
2019-12-06   4.54771273848953   2.71077821761063
2019-12-13   4.3637871257466   2.65641442555315
2019-12-20   4.24240182668674   2.64070995018315
2019-12-27   4.24130141056805   2.63801445965637
2020-01-03   4.23049444983206   2.62167247877522
2020-01-10   4.14029626872452   2.57931937654344
2020-01-17   4.10710221026255   2.57207486014564
2020-01-24   4.11279807013901   2.60142240124387
2020-01-31   4.19191771317293   2.62787380461248
2020-02-07   4.21811346555717   2.67868462426466
2020-02-14   4.21048702983462   2.69448073971834
2020-02-21   4.18981138242357   2.71089339469687
2020-02-28   4.58138557621447   3.03880080837431
2020-03-06   4.85477584715005   3.24309169306511
2020-03-13   6.39315211391352   4.75030012561186
2020-03-20   9.68739260092734   7.8806042671714
2020-03-27   9.0306529225545   6.1461346295332
2020-04-03   8.15259801651325   5.04829592148126
2020-04-09   7.30657588339548   4.26438475790934
2020-04-17   6.7360976048753   3.94069489976242
2020-04-24   6.91374564901344   4.12101405085405
2020-05-01   6.8824849427713   4.13917110058719
2020-05-08   6.55861011568805   4.05176174730315
2020-05-15   6.51186157473642   4.03392645967781
2020-05-22   6.15929618127385   3.70510790351894
2020-05-29   5.77001377931713   3.4344889145417
2020-06-05   5.4198791219675   3.2112860264866
2020-06-12   5.37102316454119   3.26416713949091
2020-06-19   5.21608940404011   3.13867739157079
2020-06-26   5.50974931325779   3.38152909811216
2020-07-03   5.39806282191817   3.35794001914109
2020-07-10   5.37437731397208   3.30091358378154
2020-07-17   5.20023680148142   3.19192136564217
2020-07-24   5.06954330950156   3.09475137870875
2020-07-31   5.0927880932399   3.12994566527787
2020-08-07   4.96005290443384   3.04927895220595
2020-08-14   4.86108506468236   3.01750549807591
2020-08-21   4.88126190230468   3.08827145429687
2020-08-28   4.83104673379427   3.07060158005247
2020-09-04   4.65395937636892   2.90011528470132
2020-09-11   4.57862586580644   2.86677815659921
2020-09-18   4.55619295794674   2.8817746529005
2020-09-25   4.74111097556897   3.05841006383966
2020-10-02   4.74973729390598   3.09762905126333
2020-10-09   4.63216027105228   3.00536761563756
2020-10-16   4.66633821543806   3.0363007477585
2020-10-23   4.82556847697998   3.06605226056402
2020-10-30   5.00410486151849   3.21763676843888
2020-11-06   4.80846502420817   3.05705969400357
2020-11-13   4.67376752764658   2.98700829582721
2020-11-20   4.66943570140276   3.02083782874059
2020-11-27   4.60730508698756   2.98489617363073
2020-12-04   4.49988024170091   2.89999632245025
2020-12-11   4.46126169486212   2.86494857960463
2020-12-18   4.39362491852663   2.80638031001718
2020-12-24   4.40935014394781   2.8127459954473
2020-12-31   4.38956255330549   2.79512899510646
2021-01-08   4.23329543415278   2.63397220424553
2021-01-15   4.15506644344309   2.64628839458702
2021-01-22   4.1603840947008   2.63271411742065
2021-01-29   4.22316097660908   2.69317560654646
2021-02-05   4.20291096662308   2.68301508442682
2021-02-12   4.13003648628249   2.70447106184269
2021-02-19   4.11652962039695   2.70891755513389
2021-02-26   4.13347853454002   2.6927847519463
2021-03-05   4.14089666271652   2.75376587820022
2021-03-12   4.15029675974803   2.77049424618101
2021-03-19   4.20770166320041   2.81491065354549
2021-03-26   4.2337836523724   2.84058371573269
2021-04-02   4.24216976821223   2.84234060257599
2021-04-09   4.16670358393048   2.79128932080083
2021-04-16   4.1595164342912   2.80930099144069
2021-04-23   4.18816945363116   2.77143980588233
2021-04-30   4.18242223783981   2.80354637622791
2021-05-07   4.18601516663148   2.81382373298497
2021-05-14   4.1895074229372   2.83972037729225
2021-05-21   4.16266527942296   2.81553035069414
2021-05-28   4.15102393126615   2.78910792195324
2021-06-04   4.13752526970911   2.81805168365214
2021-06-11   4.11886966406813   2.80114725876029
2021-06-18   4.14724738665526   2.85726846868376
2021-06-25   4.1674497136781   2.8846361124996
2021-07-02   4.16808501027835   2.89567726643191
2021-07-09   4.16252811661521   2.91082062412683
2021-07-16   4.15242194078449   2.85811178156657
2021-07-23   4.16536742244913   2.89548215307277
2021-07-30   4.21450427640906   2.92057529762784
2021-08-06   4.22990260207722   2.92647601377693
2021-08-13   4.22826319962781   3.08834455886038
2021-08-20   4.25221264339828   3.14229208727937
2021-08-27   4.23584489415241   3.11721155795411
2021-09-03   4.21437164838956   3.09462511718466
2021-09-10   4.18491760590191   3.07190748879936
2021-09-17   4.17651346154114   3.06541969655385
2021-09-24   4.17854494895039   3.06011664701043
2021-10-01   4.16983172948045   3.04855196484254
2021-10-08   4.18336936583397   3.04671880550561
2021-10-15   4.19600015243809   3.0466996965445
2021-10-22   4.18919880905461   3.05453607711811
2021-10-29   4.19674264218586   3.05898863205879
2021-11-05   4.17919091492711   3.05336404260009
2021-11-12   4.16570406060587   3.00451614957152
2021-11-19   4.16870972284368   3.00843875709851
2021-11-26   4.21072794923365   3.03842165372046
2021-12-03   4.28560225289367   3.08382558058027
2021-12-10   4.23950778343897   3.03051359434843
2021-12-17   4.22675301254695   3.0710875292918
2021-12-24   4.2198034931944   3.06022985306994
2021-12-31   4.28037633229866   3.08079993720851
2022-01-07   4.20642763486986   3.02483210270173
2022-01-14   4.1758813764982   2.99231002690423
2022-01-21   4.15720830018707   2.98513963099083
2022-01-28   4.23665026444295   3.03127961199681
2022-02-04   4.24434976129994   3.02785863506354
2022-02-11   4.29586119250583   3.05931500352623
2022-02-18   4.38417918616559   3.15982979231888
2022-02-25   4.46171519927789   3.22983846236946
2022-03-04   4.4537746867728   3.24193603990983
2022-03-11   4.77329785913411   3.50053771599677
2022-03-18   4.72174089781076   3.45360981464082
2022-03-25   4.5823469600073   3.33856216149833
2022-04-01   4.4331048380424   3.17536127110806
2022-04-08   4.19868280571032   3.01087177887668
2022-04-15   4.19981310817067   3.04871794483991
2022-04-22   4.21455467588161   3.01962953336435
2022-04-29   4.32392627002777   3.10274658464665
2022-05-06   4.45370498776753   3.23516224867446
2022-05-13   4.94292401350464   3.63349524195021
2022-05-20   5.09464865352738   3.72478381912594
2022-05-27   5.16713692006923   3.71841676120812
2022-06-03   4.96190902249778   3.48545036412118
2022-06-10   4.99038255375087   3.50535567368182
2022-06-17   5.38973078105364   3.83324796891127
2022-06-24   5.49972919392619   3.88932235681221
2022-07-01   5.87024843598552   4.16697621333022
2022-07-08   5.91197235877488   4.1931917061723
2022-07-15   5.84341300636366   4.13883942268278
2022-07-22   5.4138681662434   3.720255810389
2022-07-29   5.3657848919672   3.68371104373575
2022-08-05   5.18497258754535   3.49514018477731
2022-08-12   4.89893499237146   3.29749471391827
2022-08-19   4.98887241789133   3.33027462506864
2022-08-26   5.07694673634835   3.41590090858603
2022-09-02   5.23012890770867   3.47741643573316
2022-09-09   5.20813916105857   3.45706476697873
2022-09-16   5.29260414352571   3.4951882831456
2022-09-23   5.58069895713423   3.59514583215458
2022-09-30   5.95424627704004   3.8044689405769
2022-10-07   5.74787332032119   3.64247625709545
2022-10-14   5.91973992825147   3.6632204178041
2022-10-21   5.91555830600449   3.57145685899135
2022-10-28   5.9393160349981   3.55280821962995
2022-11-04   5.77744999132781   3.4684290570924
2022-11-11   5.65463490200775   3.43584534830288
2022-11-18   5.51877624984427   3.40342637810754
2022-11-25   5.53338512141118   3.41009529146504
2022-12-02   5.48187975284611   3.39905781322169
2022-12-09   5.49547200452299   3.39380985857368
2022-12-16   5.50482737446216   3.36601559915847
2022-12-23   5.45820522247659   3.37067928051912
2022-12-30   5.47131763392736   3.38462776604
2023-01-06   5.32532752746079   3.24028168773051
2023-01-13   5.0935681262709   3.10548972862594
2023-01-20   5.03228265237015   3.11398051722137
2023-01-27   4.91538780153413   3.08770211990513
2023-02-03   4.88783981636924   3.07568037144501
2023-02-10   4.80035578601994   3.08251777170337
2023-02-17   4.87803879409925   3.2642159953622
2023-02-24   5.0024355210421   3.32613083005194
2023-03-03   4.98220101336694   3.31908353110109
2023-03-10   5.02067218864067   3.41226325980725
2023-03-17   5.4284592280188   3.69312459188341
2023-03-24   5.46015865454741   3.41076956816121
2023-03-31   5.16159891946793   3.29848853008191
2023-04-07   5.10177038801146   3.2840999216597
2023-04-14   5.05150348255803   3.25970723977671
2023-04-21   4.97136536961754   3.27240854456264
2023-04-28   4.9648964189216   3.26087304478011
2023-05-05   5.0727824278723   3.31235367463578
2023-05-12   5.12192944492827   3.37095675952783
2023-05-19   5.14241091334059   3.39199445765739
2023-05-26   5.2714715506019   3.44621535151174
2023-06-02   5.25038727865748   3.44261557540231
2023-06-09   5.08601839192266   3.35070698269619
2023-06-16   4.96360494202584   3.29029499365745
2023-06-23   4.97692064563626   3.30342416330775
2023-06-30   4.81836912018537   3.209455621531
2023-07-07   4.72801127303233   3.16413316959267
2023-07-14   4.5892874041397   3.10757318770804
2023-07-21   4.65031936637405   3.12319738642292
2023-07-28   4.65130846202699   3.11844380406022
2023-08-04   4.72433331333539   3.13965908365023
2023-08-11   4.72097852024232   3.13169296626439
2023-08-18   4.7814995714259   3.13032972809667
2023-08-25   4.77112294713473   3.12093251651773
2023-09-01   4.69536558497596   3.1151301188841
2023-09-08   4.62774780915257   3.11556673686872
2023-09-15   4.49944612308881   3.07473169331102
2023-09-22   4.4967756645971   3.08696070338685
2023-09-29   4.60099862594902   3.13128052544342
2023-10-06   4.73394830616631   3.22947469018209
2023-10-13   4.67568454991729   3.19381949405343
2023-10-20   4.74705725397444   3.20905057758238
2023-10-27   4.84919564590059   3.24798127953383
2023-11-03   4.84012543959042   3.19086442921904
2023-11-10   4.76369295147738   3.22054538305418
2023-11-17   4.72722606361623   3.18016603287138
2023-11-24   4.74204387278806   3.19989109637263
2023-12-01   4.74406733966552   3.1995421987107
2023-12-08   4.67626386939788   3.17545726284641
2023-12-15   4.55542998749156   3.10902273128329
2023-12-22   4.52372242713245   3.08300588570076
2023-12-29   4.46379606304717   3.04439116184219
2024-01-05   4.44416393781167   3.03849446510619
2024-01-12   4.42998849305406   3.03175535872249
2024-01-19   4.46649593961854   3.02229752126663
2024-01-26   4.47676959603577   3.03487327327727
2024-02-02   4.44661255026788   3.0877437451045
2024-02-09   4.42857341517991   3.09455673046814
2024-02-16   4.40104041488779   3.07316340802546
2024-02-23   4.38169992657429   3.05854411401054
2024-03-01   4.36360045800961   3.01175741777971
2024-03-08   4.3141197585875   3.02985455018771
2024-03-15   4.25289487855915   3.00819667535299
2024-03-22   4.26749124644629   3.02781447638552
2024-03-29   4.27157503265625   2.96854851157396
2024-04-05   4.25975421987518   2.94220870584076
2024-04-12   4.33952504897737   2.94106228848252
2024-04-19   4.36381603173792   2.94803820354432
2024-04-26   4.30378908436083   2.92353809018166
2024-05-03   4.28359194153597   2.90295964206167
2024-05-10   4.21385733162228   2.89975419762436
2024-05-17   4.202134004268   2.89884121041725
2024-05-24   4.20374688373111   2.87768734509637
2024-05-31   4.2014676745876   2.86866968575059
2024-06-07   4.18833704485273   2.87085759198522
2024-06-14   4.22743258223545   2.90796587831294
2024-06-21   4.25467681544396   2.84321508081804
2024-06-28   4.23592779225434   2.81915312820015
2024-07-05   4.22286030618708   2.81326997732665
2024-07-12   4.2069198722959   2.80832055676732
2024-07-19   4.17674094806602   2.79052867527271
2024-07-26   4.1827477531041   2.78396456822947
2024-08-02   4.2396981103713   2.80798921870207
2024-08-09   4.24467641104815   2.79602373708319
2024-08-16   4.17782099737817   2.78553728885875
2024-08-23   4.11230286931712   2.69557353911778
2024-08-30   4.12325499090734   2.67816594309273
2024-09-06   4.14164499740827   2.68989930353821
2024-09-13   4.15218482459485   2.69963017265512
2024-09-20   4.13097668955865   2.69536930835065
2024-09-27   4.13593101687655   2.7163125482196
2024-10-04   4.10375104135303   2.70260586703339
2024-10-11   4.05404990643135   2.69069439589513
2024-10-18   4.00724888648943   2.69169124302654
2024-10-25   4.01146501243722   2.68954904037111
2024-11-01   4.03315331499767   2.70684771571673
2024-11-08   3.98731019977159   2.67493040566281
2024-11-15   3.91870933942233   2.65088199404798
2024-11-22   3.88537377176416   2.5881559089506
2024-11-29   3.86873984259593   2.57766968556317
2024-12-06   3.85233899165915   2.58208721431771
2024-12-13   3.8388008719629   2.55527206439055
2024-12-20   3.88629460234016   2.61474894462608
2024-12-27   3.86974965613866   2.58955104982756
2025-01-03   3.84603074574195   2.5547603266432
2025-01-10   3.86217179617611   2.5470767475489
2025-01-17   3.88355928451076   2.52729558357672
2025-01-24   3.86760435720279   2.53036601892401
2025-01-31   3.87116541656956   2.47806543076873
2025-02-07   3.81913867893667   2.48913614322055
2025-02-14   3.81995753909982   2.47439149610879
2025-02-21   3.80818117937534   2.46748832636148
2025-02-28   3.85366764019206   2.47149164743871
2025-03-07   3.92218177711249   2.56162094190912
2025-03-14   4.02112992798041   2.6055623019941
2025-03-21   4.04005269905427   2.60225771711133
2025-03-28   4.01241391290956   2.57599591729042
2025-04-04   4.44003489329235   2.84840210850713
2025-04-11   4.49456995911895   2.91976184848826
2025-04-18   4.4069086964613   2.86740404441381
2025-04-25   4.19464462576726   2.76728714338179
2025-05-02   4.14491908034956   2.75395434622603
2025-05-09   4.08445506853632   2.71035115648258
2025-05-16   3.95657976483579   2.59583220253553
2025-05-23   3.99288291599949   2.5777813017595
2025-05-30   3.96622782304022   2.56644820179043
2025-06-06   3.96896004616704   2.55342646096036
2025-06-13   3.99237606381003   2.56732486905654
2025-06-20   3.9840021964037   2.57757236121635
2025-06-27   3.90810280634967   2.39637425578523
2025-07-04   3.83394645169307   2.38137852323914
2025-07-11   3.79568395394525   2.35822496791222
2025-07-18   3.73082820879254   2.34450193396479
2025-07-25   3.74365903559204   2.373383806744
2025-08-01   3.7597305244027   2.4364372609829
2025-08-08   3.70420056075288   2.42716456687066
2025-08-15   3.70786680274946   2.39582682531158
2025-08-22   3.6599242730762   2.35239009897182
2025-08-29   3.64037685215986   2.31359635735986
2025-09-05   3.62160072610737   2.29717030311954
2025-09-12   3.60463191795389   2.29440591770478
2025-09-19   3.60682744599197   2.28904255568929
2025-09-26   3.61418898989969   2.29210596641817
2025-10-03   3.63739019421403   2.29576833032156
2025-10-10   3.73921831408034   2.32326446174562
2025-10-17   3.74668086836262   2.31560357004238
2025-10-24   3.72759782468517   2.3177550094482
2025-10-31   3.69974241322383   2.31624118009768
2025-11-07   3.7060129266796   2.30723135427987
2025-11-14   3.70595618753939   2.28951367414764
2025-11-21   3.73867848525084   2.30090791997561
2025-11-28   3.73305778139416   2.29672114692093
2025-12-05   3.69436717686226   2.2759434256222
2025-12-12   3.66858604927724   2.25352113310317
2025-12-19   3.695584432735   2.25668349397644
2025-12-26   3.67856215750698   2.25362236309334
2026-01-02   3.67534012649998   2.25092133614676
2026-01-09   3.65987683956145   2.22539671114703
2026-01-16   3.63796313784786   2.25604610929878
2026-01-23   3.6710833736819   2.26788137210017
2026-01-30   3.8401503567273   2.36030919341441
2026-02-06   3.90916171719773   2.37674380575984
2026-02-13   3.91522383807364   2.39085180110667
2026-02-20   3.95594815102181   2.42337528416544
2026-02-27   4.20148221064115   2.40539348862162
2026-03-06   4.13726297312374   2.38149882692389
2026-03-13   4.08183518346111   2.35574046538869
2026-03-20   4.1090517262691   2.37622775911953
2026-03-27   4.14602462233183   2.40503730317497
2026-04-03   4.15144661924948   2.41063902471207
2026-04-10   4.10105314389434   2.4031941906462
2026-04-17   3.98971801927381   2.35434892241089

Note: The data show secondary-market discounted spreads to maturity. Spreads are the constant spread used to equate discounted loan cash flows to the current market price. B-rated spreads begin in July 1997. The black dashed line represents the data transitioning from monthly to weekly in November 2013.

Source: PitchBook Data, Leveraged Commentary & Data.

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Figure 1.11. Treasury market depth was volatile but, on net, remained mostly unchanged since November

This is a line chart showing a 5-day moving average of Treasury market depth from January 2019 through April 2026. The chart uses dual y-axes, both measured in millions of dollars: the left scale ranges from 0 to 35 for the 30-year Treasury (thick burgundy line), and the right scale ranges from 0 to 350 for both the 5-year Treasury (thin black line) and 10-year Treasury (medium-thick blue line). All three series show significant volatility throughout the period. Market depth was generally higher in early 2019, with the 5-year Treasury reaching around 250-300 million dollars and the 30-year around 25-30 million dollars. A sharp decline occurred across all maturities in early 2020, with depths dropping to approximately 20 million dollars for 5-year and 10-year Treasuries, and about 5 million dollars for 30-year Treasuries. After recovering somewhat, market depths declined again in 2022-2023 before beginning to recover again. The chart shows a notable drop in April 2025 across all maturities, followed by a recovery throughout the rest of the year. There is a notable increase across all series in January 2026 and volatility through the end of all series in April 2026. As of April 23, 2026, the 30-year depth was approximately 25 million, the 10-year around 150 million, and the 5-year about 100 million dollars.

Note: Market depth is defined as the average top 3 bid and ask quote sizes for on-the-run Treasury securities.

Source: Inter Dealer Broker Community.

Return to text
Figure 1.12. Market depth for the most liquid 2-year on-the-run Treasury note stayed at historically low levels

This is a line chart showing 5-day moving average 2-year Treasury market depth from 2019 to 2026. The y-axis ranges from 0 to 350 millions of dollars. Market depth is plotted as a single black line. The market depth starts around 50 million dollars in 2019, rises significantly through 2020 to peak at about 300 million dollars in early 2021, then drops sharply through 2021 to approximately 50 million dollars by 2022. From 2022 through 2025, the market depth remains relatively flat around 50 million dollars, with only minor fluctuations. As of April 23, 2026, the market depth remains approximately 50 million dollars.

Note: The data show the time-weighted average market depth at the best quoted prices to buy and sell for 2-year Treasury notes.

Source: BrokerTec; Federal Reserve Board staff calculations.

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Figure 1.13. A measure of equity market liquidity worsened and remained low

Market depth (number of contracts)

Date Close Depth
2019-01-02 28.0259259259259
2019-01-03 29.6592592592593
2019-01-04 34.6641975308642
2019-01-07 42.0740740740741
2019-01-08 49.9469135802469
2019-01-09 55.7481481481482
2019-01-10 63.9061728395062
2019-01-11 70.9197530864198
2019-01-14 77.4358024691358
2019-01-15 80.7851851851852
2019-01-16 87.4679012345679
2019-01-17 94.0444444444444
2019-01-18 95.3716049382716
2019-01-22 92.7074074074074
2019-01-23 90.8148148148148
2019-01-24 84.9666666666667
2019-01-25 82.8197530864198
2019-01-28 83.2925925925926
2019-01-29 87.4259259259259
2019-01-30 91.6876543209877
2019-01-31 100.62962962963
2019-02-01 101.575308641975
2019-02-04 107.238271604938
2019-02-05 112.927160493827
2019-02-06 116.696296296296
2019-02-07 113.676543209877
2019-02-08 113.453086419753
2019-02-11 110.040740740741
2019-02-12 115.088888888889
2019-02-13 117.918518518519
2019-02-14 116.955555555556
2019-02-15 120.154320987654
2019-02-19 130.606172839506
2019-02-20 124.932098765432
2019-02-21 122.804938271605
2019-02-22 131.672839506173
2019-02-25 138.524691358025
2019-02-26 134.449382716049
2019-02-27 137.77037037037
2019-02-28 139.243209876543
2019-03-01 145.174074074074
2019-03-04 139.423456790123
2019-03-05 138.443209876543
2019-03-06 135.295061728395
2019-03-07 127.244444444444
2019-03-08 106.09012345679
2019-03-11 116.882716049383
2019-03-12 117.260493827161
2019-03-13 123.002469135802
2019-03-14 131.22962962963
2019-03-15 146.745679012346
2019-03-18 146.406172839506
2019-03-19 149.267901234568
2019-03-20 139.781481481481
2019-03-21 145.992592592593
2019-03-22 135.262962962963
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2025-10-08 61.4444444444445
2025-10-09 59.6061728395062
2025-10-10 52.158024691358
2025-10-13 45.1271604938272
2025-10-14 42.1333333333333
2025-10-15 34.5493827160494
2025-10-16 28.0703703703704
2025-10-17 28.1518518518519
2025-10-20 32.5246913580247
2025-10-21 36.5283950617284
2025-10-22 35.3592592592593
2025-10-23 40.7320987654321
2025-10-24 47.2283950617284
2025-10-27 52.8938271604938
2025-10-28 53.9185185185185
2025-10-29 56.4728395061728
2025-10-30 52.1037037037037
2025-10-31 48.9493827160494
2025-11-03 39.8222222222222
2025-11-04 34.0074074074074
2025-11-05 34.8172839506173
2025-11-06 34.8666666666667
2025-11-07 32.5691358024691
2025-11-10 34.2567901234568
2025-11-11 37.6172839506173
2025-11-12 36.8061728395062
2025-11-13 36.4061728395062
2025-11-14 35.2567901234568
2025-11-17 30.8592592592593
2025-11-18 24.6012345679012
2025-11-19 20.8098765432099
2025-11-20 19.2320987654321
2025-11-21 18.1913580246914
2025-11-24 20.1679012345679
2025-11-25 23.6938271604938
2025-11-26 28.2185185185185
2025-11-28 28.8173376274826
2025-12-01 33.9580783682233
2025-12-02 34.4432635534085
2025-12-03 37.798819108964
2025-12-04 37.9803005904455
2025-12-05 43.7123456790124
2025-12-08 46.2160493827161
2025-12-09 48.6086419753086
2025-12-10 46.4456790123457
2025-12-11 45.7654320987654
2025-12-12 43.5333333333333
2025-12-15 38.0333333333333
2025-12-16 33.4012345679012
2025-12-17 31.0691358024691
2025-12-18 31.2518518518518
2025-12-19 33.5876543209877
2025-12-22 41.1814814814815
2025-12-23 49.8555555555556
2025-12-24 56.0038378958669
2025-12-26 57.693961352657
2025-12-29 58.9840848094471
2025-12-30 59.4161835748792
2025-12-31 54.5544551798175
2026-01-02 49.5333333333333
2026-01-05 51.2827160493827
2026-01-06 54.120987654321
2026-01-07 53.6135802469136
2026-01-08 53.7024691358025
2026-01-09 59.8938271604938
2026-01-12 61.2061728395062
2026-01-13 56.4333333333333
2026-01-14 50.6518518518519
2026-01-15 49.1518518518519
2026-01-16 44.9666666666667
2026-01-20 38.4
2026-01-21 34.4271604938272
2026-01-22 34.779012345679
2026-01-23 34.9691358024691
2026-01-26 36.1962962962963
2026-01-27 41.9049382716049
2026-01-28 43.7481481481481
2026-01-29 41.4469135802469
2026-01-30 37.2296296296296
2026-02-02 35.5172839506173
2026-02-03 28.6012345679012
2026-02-04 25.1975308641975
2026-02-05 22.8604938271605
2026-02-06 24.883950617284
2026-02-09 24.3197530864198
2026-02-10 24.8604938271605
2026-02-11 26.8358024691358
2026-02-12 29.3987654320988
2026-02-13 27.1185185185185
2026-02-17 23.2827160493827
2026-02-18 23.7703703703704
2026-02-19 23.1395061728395
2026-02-20 22.0950617283951
2026-02-23 23.5
2026-02-24 27.6407407407407
2026-02-25 31.683950617284
2026-02-26 33.0148148148148
2026-02-27 34.7135802469136
2026-03-02 34.7444444444445
2026-03-03 30.1098765432099
2026-03-04 25.3901234567901
2026-03-05 22.6407407407407
2026-03-06 20.2222222222222
2026-03-09 18.5407407407407
2026-03-10 18.7901234567901
2026-03-11 17.7061728395062
2026-03-12 18.3358024691358
2026-03-13 19.4345679012346
2026-03-16 20.0802469135802
2026-03-17 21.9345679012346
2026-03-18 22.2469135802469
2026-03-19 21.8827160493827
2026-03-20 21.4271604938272
2026-03-23 20.2827160493827
2026-03-24 19.0987654320988
2026-03-25 18.9111111111111
2026-03-26 19.8753086419753
2026-03-27 20.8111111111111
2026-03-30 22.5530864197531
2026-03-31 21.9345679012346
2026-04-01 22.9617283950617
2026-04-02 22.6012345679012
2026-04-06 20.983950617284
2026-04-07 20.1296296296296
2026-04-08 21.9172839506173
2026-04-09 22.8345679012346
2026-04-10 26.1518518518519
2026-04-13 29.2234567901235
2026-04-14 35.3518518518519
2026-04-15 40.0469135802469
2026-04-16 40.8098765432099
2026-04-17 39.7654320987654
2026-04-20 40.2530864197531
2026-04-21 35.520987654321
2026-04-22 31.7271604938272

Note: The data show the depth at the best quoted prices to buy and sell, defined as the ask size plus the bid size divided by 2, for E-mini Standard & Poor’s 500 futures. The average value is 65.91 market depth (number of contracts).

Source: LSEG, Tick History; Federal Reserve Board staff calculations.

Return to text
Figure 1.14. Inflation-adjusted commercial real estate prices were little changed

Jan. 2001 = 100

Date Commercial Real Estate Prices
2001-01-01 100
2001-02-01 100.249825309354
2001-03-01 100.544208654346
2001-04-01 100.495261580303
2001-05-01 100.195262907953
2001-06-01 99.9757390301618
2001-07-01 100.062128055161
2001-08-01 99.7910558355248
2001-09-01 99.0707969776493
2001-10-01 99.1447485611365
2001-11-01 99.0414851646791
2001-12-01 99.1433984656
2002-01-01 98.638081042123
2002-02-01 98.0303700767004
2002-03-01 97.3604647385161
2002-04-01 96.8230714267212
2002-05-01 97.0013693745035
2002-06-01 97.3624843509368
2002-07-01 97.9076991192827
2002-08-01 98.4308672077837
2002-09-01 99.2192946951571
2002-10-01 100.018451874976
2002-11-01 100.950744451961
2002-12-01 102.068996042591
2003-01-01 102.476128847586
2003-02-01 102.451650679066
2003-03-01 102.446073823126
2003-04-01 103.156922615208
2003-05-01 103.752358154033
2003-06-01 104.068140740373
2003-07-01 104.424720945996
2003-08-01 104.572226096332
2003-09-01 104.808250615899
2003-10-01 105.450052937449
2003-11-01 106.132749259304
2003-12-01 106.536232317802
2004-01-01 106.342486106097
2004-02-01 106.286187546171
2004-03-01 106.402981219926
2004-04-01 107.090653085843
2004-05-01 107.620307370602
2004-06-01 108.517272966388
2004-07-01 110.022489172739
2004-08-01 111.37593233919
2004-09-01 112.550778885285
2004-10-01 113.243926578208
2004-11-01 114.372319888857
2004-12-01 115.944817040794
2005-01-01 116.893779313431
2005-02-01 117.38676432978
2005-03-01 117.61288124005
2005-04-01 118.031820241596
2005-05-01 119.506709129986
2005-06-01 120.942089923612
2005-07-01 121.994591231493
2005-08-01 123.096532127071
2005-09-01 123.34831933652
2005-10-01 124.686076947606
2005-11-01 126.937513207136
2005-12-01 128.406085953543
2006-01-01 128.230330539286
2006-02-01 128.777210899238
2006-03-01 128.800509904582
2006-04-01 128.255512637912
2006-05-01 128.003732931843
2006-06-01 128.091151417067
2006-07-01 128.036320038752
2006-08-01 128.077944464746
2006-09-01 128.986041975563
2006-10-01 130.006717978689
2006-11-01 130.654671195521
2006-12-01 131.042433346493
2007-01-01 131.449978075598
2007-02-01 131.747252340456
2007-03-01 131.716993972396
2007-04-01 132.052245206853
2007-05-01 132.397483510001
2007-06-01 133.166024571893
2007-07-01 133.865812567684
2007-08-01 134.13832548809
2007-09-01 132.991631790659
2007-10-01 131.44165754161
2007-11-01 129.252210657178
2007-12-01 128.089472339982
2008-01-01 126.425975832569
2008-02-01 125.23209060901
2008-03-01 123.411784641697
2008-04-01 121.861112028698
2008-05-01 119.811917816769
2008-06-01 117.35728842411
2008-07-01 115.357635037715
2008-08-01 114.381199319829
2008-09-01 112.97650573666
2008-10-01 112.308057187478
2008-11-01 112.394027338794
2008-12-01 111.295017345342
2009-01-01 108.476103558939
2009-02-01 105.540660754337
2009-03-01 102.835029548859
2009-04-01 100.079399697161
2009-05-01 97.3133013615638
2009-06-01 94.1219826038708
2009-07-01 92.094520188447
2009-08-01 90.0104228816414
2009-09-01 88.4206812642973
2009-10-01 87.1298470366544
2009-11-01 86.1013956596468
2009-12-01 85.4335935255424
2010-01-01 84.4774939821743
2010-02-01 83.9586260873926
2010-03-01 83.2915360558257
2010-04-01 82.9340518205562
2010-05-01 82.77908354398
2010-06-01 82.8908131832628
2010-07-01 83.0464144087911
2010-08-01 83.2375864204119
2010-09-01 83.601482857601
2010-10-01 83.9575676856934
2010-11-01 84.3315949717738
2010-12-01 84.4858112037522
2011-01-01 84.2460919847531
2011-02-01 83.880144834605
2011-03-01 83.0816606292352
2011-04-01 82.6187641260303
2011-05-01 82.4534817967867
2011-06-01 82.9056944819442
2011-07-01 83.3694841541737
2011-08-01 83.7745308847223
2011-09-01 84.319322213736
2011-10-01 85.0712231384535
2011-11-01 85.5682060768197
2011-12-01 86.0777508454164
2012-01-01 85.9381471558468
2012-02-01 85.7772426393041
2012-03-01 85.3451846316089
2012-04-01 85.2999253411008
2012-05-01 85.6364702942421
2012-06-01 86.0520790537242
2012-07-01 86.5318814706556
2012-08-01 86.4870824653437
2012-09-01 86.6650830403382
2012-10-01 87.3979752309916
2012-11-01 88.5537924913936
2012-12-01 89.4775626044883
2013-01-01 89.8126830343735
2013-02-01 89.6371635438046
2013-03-01 89.9650518583821
2013-04-01 90.6890627763413
2013-05-01 91.2630882832891
2013-06-01 91.8710473584667
2013-07-01 92.6972668613817
2013-08-01 93.4667465721866
2013-09-01 94.2355858024727
2013-10-01 95.3374449553019
2013-11-01 96.3247421327613
2013-12-01 97.0578442832773
2014-01-01 97.3935530050332
2014-02-01 97.7236294076539
2014-03-01 97.7960744617674
2014-04-01 98.2220899769241
2014-05-01 98.7043531043088
2014-06-01 99.3983426870006
2014-07-01 100.294330352214
2014-08-01 101.260511153374
2014-09-01 101.949156081115
2014-10-01 103.019045458588
2014-11-01 104.497095674364
2014-12-01 106.117125453942
2015-01-01 107.651171800518
2015-02-01 108.116894167547
2015-03-01 108.261849139021
2015-04-01 108.71933043853
2015-05-01 108.753814628996
2015-06-01 108.908143758516
2015-07-01 109.407037347339
2015-08-01 110.085387464763
2015-09-01 110.774439926524
2015-10-01 111.341965935395
2015-11-01 112.064810634359
2015-12-01 112.884586316664
2016-01-01 113.039107057231
2016-02-01 113.258369474806
2016-03-01 113.145329178863
2016-04-01 113.127932137982
2016-05-01 113.358181852978
2016-06-01 113.794007005016
2016-07-01 114.822521184475
2016-08-01 115.49967251121
2016-09-01 115.891397804651
2016-10-01 116.261109536995
2016-11-01 116.811936283692
2016-12-01 116.995929572673
2017-01-01 116.472509717762
2017-02-01 116.263327063224
2017-03-01 116.460678158112
2017-04-01 116.640167768932
2017-05-01 117.24296184129
2017-06-01 117.913080659378
2017-07-01 118.752989433296
2017-08-01 119.108214254754
2017-09-01 119.114854340886
2017-10-01 119.697241063806
2017-11-01 120.095126110213
2017-12-01 120.537567931779
2018-01-01 120.301824130944
2018-02-01 120.266080649093
2018-03-01 120.570165564895
2018-04-01 120.704941774823
2018-05-01 120.82948933586
2018-06-01 121.308998492166
2018-07-01 122.034060212189
2018-08-01 122.72658439149
2018-09-01 123.221935340356
2018-10-01 123.410886839915
2018-11-01 124.022211431261
2018-12-01 124.541105459611
2019-01-01 124.536653359619
2019-02-01 124.442925751718
2019-03-01 124.381060494248
2019-04-01 124.516396435743
2019-05-01 125.109046588031
2019-06-01 125.964823871697
2019-07-01 126.572379363748
2019-08-01 127.271382123417
2019-09-01 127.674985652653
2019-10-01 127.705382520951
2019-11-01 127.994158640722
2019-12-01 128.372988877167
2020-01-01 128.228283370578
2020-02-01 128.211475311609
2020-03-01 128.573931275559
2020-04-01 129.150007133283
2020-05-01 128.623213981354
2020-06-01 127.47136483685
2020-07-01 126.831624793346
2020-08-01 127.11856847008
2020-09-01 128.25094286407
2020-10-01 129.739663149812
2020-11-01 131.271318997149
2020-12-01 132.357242702147
2021-01-01 132.880039481456
2021-02-01 133.110255852857
2021-03-01 133.198512125072
2021-04-01 133.291264353906
2021-05-01 133.704398984467
2021-06-01 134.314466334024
2021-07-01 135.969899150177
2021-08-01 138.354704313745
2021-09-01 140.734146272583
2021-10-01 142.190245795683
2021-11-01 143.849250046651
2021-12-01 145.298746523269
2022-01-01 145.188901815405
2022-02-01 144.326346601524
2022-03-01 142.692147920869
2022-04-01 142.566034821715
2022-05-01 142.08921919401
2022-06-01 141.182639349459
2022-07-01 141.53664420681
2022-08-01 141.041025996595
2022-09-01 139.450456772048
2022-10-01 137.172059996189
2022-11-01 135.202036707172
2022-12-01 133.28608579069
2023-01-01 129.970075635318
2023-02-01 127.403408320341
2023-03-01 125.654014880892
2023-04-01 124.111135766504
2023-05-01 123.204093866883
2023-06-01 122.487930748299
2023-07-01 122.179645366407
2023-08-01 121.684573867846
2023-09-01 121.426999908298
2023-10-01 121.453016972638
2023-11-01 121.58444371456
2023-12-01 121.467721746614
2024-01-01 120.473282565134
2024-02-01 119.397555964367
2024-03-01 118.389206396632
2024-04-01 117.83341210123
2024-05-01 117.652246391396
2024-06-01 117.710677246988
2024-07-01 117.676684725353
2024-08-01 117.665464052824
2024-09-01 117.497384959332
2024-10-01 117.361040325444
2024-11-01 117.462831145453
2024-12-01 117.515887112292
2025-01-01 116.852904907851
2025-02-01 116.339351032211
2025-03-01 116.013190845732
2025-04-01 115.63465763689
2025-05-01 115.587772699859
2025-06-01 115.588456166697
2025-07-01 115.888755779574
2025-08-01 115.888114706835
2025-09-01 115.711848834548
2025-10-01 NA
2025-11-01 115.681022027077
2025-12-01 115.586310804462
2026-01-01 115.31155440209
2026-02-01 115.113938223631

Note: The data are deflated using the consumer price index. The dashed line at 100 indicates the index to January 2001 values.

Source: MSCI—Real Capital Analytics; consumer price index, Bureau of Labor Statistics via Haver Analytics.

Return to text
Figure 1.15. Income of commercial properties relative to prices leveled off but remained below the historical average

Percent

Date Income of Properties Relative to Prices
2001-01-01 8.57960367528621
2001-02-01 8.57131220225177
2001-03-01 8.55949650921419
2001-04-01 8.56645662758812
2001-05-01 8.59016909622759
2001-06-01 8.59321142461956
2001-07-01 8.60810138686412
2001-08-01 8.63952328470535
2001-09-01 8.6539424788855
2001-10-01 8.67836122348643
2001-11-01 8.7245835880486
2001-12-01 8.7891023466927
2002-01-01 8.81665781746223
2002-02-01 8.85720270943629
2002-03-01 8.88363168943262
2002-04-01 8.90630520873901
2002-05-01 8.90050949871427
2002-06-01 8.89214597315609
2002-07-01 8.84808094719048
2002-08-01 8.79082282521681
2002-09-01 8.73005272269647
2002-10-01 8.67000972437558
2002-11-01 8.6145438838387
2002-12-01 8.54266547098476
2003-01-01 8.4951453649705
2003-02-01 8.46439911560566
2003-03-01 8.45487267894076
2003-04-01 8.43433116093127
2003-05-01 8.39557446235061
2003-06-01 8.35318247750999
2003-07-01 8.32300145435436
2003-08-01 8.27185401383806
2003-09-01 8.2559437171791
2003-10-01 8.22754017134271
2003-11-01 8.1983964004634
2003-12-01 8.14812729472043
2004-01-01 8.11364967598769
2004-02-01 8.05189692994486
2004-03-01 7.98945737458991
2004-04-01 7.9433972614186
2004-05-01 7.91257916613073
2004-06-01 7.87596650583647
2004-07-01 7.84541910119111
2004-08-01 7.81826564558289
2004-09-01 7.7599150168233
2004-10-01 7.71352732111643
2004-11-01 7.65644252741626
2004-12-01 7.57371150431539
2005-01-01 7.52654318343086
2005-02-01 7.50044981184285
2005-03-01 7.46181148719755
2005-04-01 7.4120510426928
2005-05-01 7.35125811758326
2005-06-01 7.29374598931409
2005-07-01 7.23649191076026
2005-08-01 7.18568264135297
2005-09-01 7.13300358218308
2005-10-01 7.08331851010984
2005-11-01 7.05229863137565
2005-12-01 7.02189763938368
2006-01-01 6.97458288836828
2006-02-01 6.94323572254012
2006-03-01 6.90542515923458
2006-04-01 6.87137562186526
2006-05-01 6.84527236777527
2006-06-01 6.81407545603452
2006-07-01 6.77720003149241
2006-08-01 6.76350991234199
2006-09-01 6.74312772187639
2006-10-01 6.73527254907578
2006-11-01 6.72540985336631
2006-12-01 6.71087511680539
2007-01-01 6.69411243970466
2007-02-01 6.68267933049765
2007-03-01 6.66879825216465
2007-04-01 6.649831261417
2007-05-01 6.62776549729678
2007-06-01 6.61684183511824
2007-07-01 6.61644569032467
2007-08-01 6.60649311974149
2007-09-01 6.60269304034467
2007-10-01 6.59540813519268
2007-11-01 6.58654716431656
2007-12-01 6.58441847784025
2008-01-01 6.58929993151104
2008-02-01 6.60007880465591
2008-03-01 6.61673563002825
2008-04-01 6.64306681622224
2008-05-01 6.6835196994538
2008-06-01 6.72885598596191
2008-07-01 6.77076604653246
2008-08-01 6.82438156770181
2008-09-01 6.86868300786048
2008-10-01 6.88997634530483
2008-11-01 6.93542677618773
2008-12-01 6.98642834521855
2009-01-01 7.04361079845836
2009-02-01 7.05047586628127
2009-03-01 7.07930860362124
2009-04-01 7.08642279133295
2009-05-01 7.12259258452558
2009-06-01 7.17744594307186
2009-07-01 7.26233256625413
2009-08-01 7.3398975822908
2009-09-01 7.42030246186735
2009-10-01 7.5181360803501
2009-11-01 7.56113544374452
2009-12-01 7.63283073505772
2010-01-01 7.64201548555978
2010-02-01 7.67246698933808
2010-03-01 7.73304860995521
2010-04-01 7.81176665991611
2010-05-01 7.82584058480536
2010-06-01 7.80508048907551
2010-07-01 7.77520153513719
2010-08-01 7.79180285217396
2010-09-01 7.75902219784935
2010-10-01 7.73071981862502
2010-11-01 7.70579046733194
2010-12-01 7.64954934340345
2011-01-01 7.64183216993825
2011-02-01 7.61493473937715
2011-03-01 7.56656598552162
2011-04-01 7.54414166459532
2011-05-01 7.51032944660157
2011-06-01 7.46547122048468
2011-07-01 7.4344031606709
2011-08-01 7.3841302885243
2011-09-01 7.35075348420003
2011-10-01 7.34536256016838
2011-11-01 7.31978644436661
2011-12-01 7.28632887172173
2012-01-01 7.25013007952159
2012-02-01 7.25076574887201
2012-03-01 7.22886453495041
2012-04-01 7.19427852771269
2012-05-01 7.16437944486823
2012-06-01 7.14593956722262
2012-07-01 7.13228470064486
2012-08-01 7.1222809171691
2012-09-01 7.10940258571355
2012-10-01 7.07597263218182
2012-11-01 7.05184354181789
2012-12-01 7.01746140972864
2013-01-01 7.02124866908843
2013-02-01 7.00429434581165
2013-03-01 6.99508258019446
2013-04-01 6.97780142598283
2013-05-01 6.98206670025758
2013-06-01 6.96371206966058
2013-07-01 6.95809363033462
2013-08-01 6.93061512671381
2013-09-01 6.92715110073046
2013-10-01 6.93098477235943
2013-11-01 6.94044926238027
2013-12-01 6.92503220847628
2014-01-01 6.89880861114798
2014-02-01 6.8827737817896
2014-03-01 6.86369746925737
2014-04-01 6.86381304189313
2014-05-01 6.84420310509865
2014-06-01 6.8220586908165
2014-07-01 6.79627767320975
2014-08-01 6.78108212454374
2014-09-01 6.742199656658
2014-10-01 6.70773736500109
2014-11-01 6.68549492170802
2014-12-01 6.64424572178002
2015-01-01 6.62814958281229
2015-02-01 6.61756927898865
2015-03-01 6.59878056224533
2015-04-01 6.56230161128335
2015-05-01 6.53581641060458
2015-06-01 6.52714981945189
2015-07-01 6.50828496460739
2015-08-01 6.48651944188892
2015-09-01 6.47811593172477
2015-10-01 6.45884758498571
2015-11-01 6.43345191571673
2015-12-01 6.41539331829913
2016-01-01 6.41952923942245
2016-02-01 6.40518454038385
2016-03-01 6.39147323195757
2016-04-01 6.38547210043799
2016-05-01 6.3739571297166
2016-06-01 6.35724932482435
2016-07-01 6.33469905098673
2016-08-01 6.32932748833476
2016-09-01 6.3111164386972
2016-10-01 6.29876390005192
2016-11-01 6.30504696446068
2016-12-01 6.31625488479403
2017-01-01 6.29656268935674
2017-02-01 6.29769794228954
2017-03-01 6.30696359251718
2017-04-01 6.31197593563519
2017-05-01 6.30194933093246
2017-06-01 6.28769050246054
2017-07-01 6.28241838458221
2017-08-01 6.27922641201582
2017-09-01 6.27147346230904
2017-10-01 6.27043212855624
2017-11-01 6.26285956359458
2017-12-01 6.2443598493352
2018-01-01 6.23992827759384
2018-02-01 6.22936552144955
2018-03-01 6.21499901638919
2018-04-01 6.20595962652913
2018-05-01 6.20277094161537
2018-06-01 6.20410538347866
2018-07-01 6.20634523184913
2018-08-01 6.1961046539294
2018-09-01 6.20424638069084
2018-10-01 6.20399785438927
2018-11-01 6.19385349258539
2018-12-01 6.17801057823212
2019-01-01 6.18483233757426
2019-02-01 6.17938772897702
2019-03-01 6.18248962457264
2019-04-01 6.18026814541544
2019-05-01 6.19872376641266
2019-06-01 6.18615155939751
2019-07-01 6.18314340743797
2019-08-01 6.16698428140745
2019-09-01 6.14870727535314
2019-10-01 6.13362167522403
2019-11-01 6.11832901866176
2019-12-01 6.11226022820779
2020-01-01 6.10924647260863
2020-02-01 6.10631247915667
2020-03-01 6.08248157003782
2020-04-01 6.07377253059199
2020-05-01 6.03311365639454
2020-06-01 6.02810361379895
2020-07-01 6.00126543094267
2020-08-01 5.99343876676083
2020-09-01 5.9911057496744
2020-10-01 5.96792222116369
2020-11-01 5.95813620035652
2020-12-01 5.93629937377468
2021-01-01 5.91180777996142
2021-02-01 5.90426402959959
2021-03-01 5.89490339523627
2021-04-01 5.89178043445225
2021-05-01 5.88615328930737
2021-06-01 5.87268624891053
2021-07-01 5.85938515145193
2021-08-01 5.84382420932435
2021-09-01 5.80066994313272
2021-10-01 5.77032055245275
2021-11-01 5.74751718866682
2021-12-01 5.69391362195334
2022-01-01 5.67141535523676
2022-02-01 5.65009926011738
2022-03-01 5.62269701049501
2022-04-01 5.59077176804661
2022-05-01 5.56513127644174
2022-06-01 5.53362554476813
2022-07-01 5.51524598064531
2022-08-01 5.50180710982628
2022-09-01 5.50738412295507
2022-10-01 5.51840690268636
2022-11-01 5.52656581885984
2022-12-01 5.55420156500664
2023-01-01 5.57628455572781
2023-02-01 5.58494265929692
2023-03-01 5.62997462092784
2023-04-01 5.67103534115354
2023-05-01 5.73055873452062
2023-06-01 5.80953134561219
2023-07-01 5.86587951642403
2023-08-01 5.91795682555892
2023-09-01 5.97391593853505
2023-10-01 6.02456040733038
2023-11-01 6.0703830640957
2023-12-01 6.11412436553064
2024-01-01 6.13586033961119
2024-02-01 6.1698447095887
2024-03-01 6.21538355086826
2024-04-01 6.24564742508568
2024-05-01 6.28010507313639
2024-06-01 6.29678785599576
2024-07-01 6.31334325603418
2024-08-01 6.33976715068684
2024-09-01 6.35622726717923
2024-10-01 6.36497759405927
2024-11-01 6.36479061389512
2024-12-01 6.35735702728676
2025-01-01 6.36684342675241
2025-02-01 6.38127413860216
2025-03-01 6.38892128602656
2025-04-01 6.38931290053639
2025-05-01 6.39777362346791
2025-06-01 6.40520441802841
2025-07-01 6.40221073779089
2025-08-01 6.41236170466012
2025-09-01 6.41027519192578
2025-10-01 6.41778640175757
2025-11-01 6.42272467986281
2025-12-01 6.44528947493257
2026-01-01 6.45708208152337
2026-02-01 6.45196775950763

Note: The data are a 12-month moving average of weighted capitalization rates in the industrial, retail, office, and multifamily sectors, based on national square footage in 2009. The average value is 6.87 percent.

Source: MSCI—Real Capital Analytics; Andrew C. Florance, Norm G. Miller, Ruijue Peng, and Jay Spivey (2010), "Slicing, Dicing, and Scoping the Size of the U.S. Commercial Real Estate Market," Journal of Real Estate Portfolio Management, vol. 16 (May–August), pp. 101–18.

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Figure 1.16. Banks reported easing lending standards for commercial real estate loans through 2025

This is a line chart showing quarterly data from 1997 to 2025 on bank lending standards for commercial real estate loans. The y-axis shows the net percentage of banks reporting. The y-axis has labels specifying tightening (positive values, upper half) or easing (negative values, lower half) of lending standards, ranging from -100 to 100 percent. The chart displays a single black line that fluctuates between periods of net tightening and easing. It shows a sharp increase to the 40-60 range (tightening) around 2001, reaches near 100 (tightening) around 2008-2009, and spikes again to nearly 80 in early 2020. Between these periods, the line falls into slightly negative territory (easing). Following the 2020 spike, lending standards initially tightened significantly, then eased, and then tightened again reaching around 60 percent in 2022-2023. By 2025:Q4, the line has declined to about -20 percent, suggesting easing lending standards.

Note: Banks’ responses are weighted by their commercial real estate loan market shares. Survey respondents to the Senior Loan Officer Opinion Survey on Bank Lending Practices are asked about the changes over the quarter. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: Federal Reserve Board, Senior Loan Officer Opinion Survey on Bank Lending Practices; Federal Reserve Board staff calculations.

Return to text
Figure 1.17. House prices continued to increase in recent months but at a lower rate

12-month percent change

Date Zillow Cotality S&P Cotality Case-Shiller
2003-01-01 7.26332534373228 9.66152868266327 9.6272758502233
2003-02-01 7.3482122487763 9.61777224474688 9.75880944235376
2003-03-01 7.42269461960809 9.58429088869207 9.64979224963961
2003-04-01 7.50336554811998 9.49300775923305 9.46229343175909
2003-05-01 7.58896015990848 9.24674212537301 9.14810828710986
2003-06-01 7.65022220077094 8.99010770817133 8.91032453200359
2003-07-01 7.68648472198071 8.81912563770217 8.86086183199936
2003-08-01 7.72070815308111 8.96113850089262 9.01146476389
2003-09-01 7.78877467048203 9.36680819641868 9.22709163346615
2003-10-01 7.86424520720035 9.86171880739898 9.3863960678611
2003-11-01 7.91725640171262 10.2952052765056 9.57833228048011
2003-12-01 7.94381869127309 10.8679197336748 9.81517892253243
2004-01-01 8.00181606663432 11.3511147012305 10.2311006658833
2004-02-01 8.12949204176173 11.7569013120435 10.6756019636874
2004-03-01 8.3277833025071 12.3069879686945 11.4221637924368
2004-04-01 8.56356038999626 12.9785169157103 12.0239098781516
2004-05-01 8.84171023086702 13.4839629429619 12.5151699029126
2004-06-01 9.17549172121832 14.1276033949337 12.9775576071456
2004-07-01 9.54799693663052 14.4796887858158 13.1377645748236
2004-08-01 9.88596351055245 14.5474105858876 13.1278958593807
2004-09-01 10.1603455803733 14.698750353748 13.1529034140648
2004-10-01 10.3782177777532 14.9681095906004 13.2772865632701
2004-11-01 10.5868627200476 15.188981774491 13.4971535634503
2004-12-01 10.823488936498 15.4564087011392 13.6360381006947
2005-01-01 11.0586381131809 15.5602440996334 13.8014355767181
2005-02-01 11.2633290113605 15.8049917294312 14.0111244103358
2005-03-01 11.4205472221992 16.2089695387848 14.2282065519156
2005-04-01 11.601766966608 16.3624926382554 14.2427144616227
2005-05-01 11.7358134402579 16.2100706413348 14.2982337872455
2005-06-01 11.8333571834264 15.9874245926722 14.2838161041722
2005-07-01 11.8564324352367 15.8663681123487 14.2838387816726
2005-08-01 11.8760852570078 16.0143959025292 14.373943570407
2005-09-01 11.890630242472 16.2366497064579 14.5058345690155
2005-10-01 11.8919323394875 15.9568832898305 14.3698016634677
2005-11-01 11.8663777253134 15.5854967444007 14.0825396825397
2005-12-01 11.7646428868722 15.1807541019128 13.5123211697233
2006-01-01 11.5738432520278 14.6713165070131 12.9269968150878
2006-02-01 11.3166532482438 13.8146083005049 12.0854690298277
2006-03-01 11.0396665402329 12.5058513836115 11.0402235994653
2006-04-01 10.6988665564952 10.948498773753 9.97005988023952
2006-05-01 10.2910111599717 9.32141098963921 8.74668239457386
2006-06-01 9.75908602039984 7.48639427608145 7.28403673991396
2006-07-01 9.10021321543758 5.90697514965392 6.03676048248134
2006-08-01 8.33508479398541 4.52550135252654 4.82009890297277
2006-09-01 7.48175877132778 3.34810581449601 3.71037666798039
2006-10-01 6.6339418263863 2.42970744142931 2.9592750055941
2006-11-01 5.81138423875376 1.45387894351358 2.19835262689225
2006-12-01 5.05505552618084 0.372772769406368 1.73227472100382
2007-01-01 4.39214389808884 -0.53620549337696 1.04518055632361
2007-02-01 3.78664818266826 -1.38486448301622 0.534435261707988
2007-03-01 3.17851930640375 -2.68577022706274 -0.306429548563613
2007-04-01 2.53238901915153 -3.55095520788296 -0.827661312278797
2007-05-01 1.84383499339452 -4.19923405041239 -1.35589543334418
2007-06-01 1.15464472568496 -4.51478799132105 -1.63099431048497
2007-07-01 0.482553638650514 -4.84970245398453 -1.96089052597368
2007-08-01 -0.128110867819113 -5.409371547546 -2.26668835746435
2007-09-01 -0.676396210400567 -6.2927592138873 -2.75787187839304
2007-10-01 -1.18462988573746 -7.41579555022049 -3.54251562075524
2007-11-01 -1.69199654383914 -8.54773577656767 -4.6125360779829
2007-12-01 -2.1913961902598 -9.63735452560821 -5.39758773126671
2008-01-01 -2.72756043245957 -10.8156396180269 -6.37040280210157
2008-02-01 -3.31728865170014 -11.9237382822096 -7.27790869732011
2008-03-01 -3.97276162534871 -12.589190514778 -7.84346012404632
2008-04-01 -4.67934997561602 -13.1721710205258 -8.13155438423105
2008-05-01 -5.35861066661931 -13.2788367811112 -8.17572025511326
2008-06-01 -5.99807705949877 -13.3054568536223 -8.26815026991296
2008-07-01 -6.58609869362451 -13.6294298980601 -8.44245538427537
2008-08-01 -7.22557810234874 -14.0483959544438 -8.84980302946235
2008-09-01 -7.82903668780977 -14.8735025751202 -9.60808396605628
2008-10-01 -8.39175235000203 -15.6646533925254 -10.3475468934828
2008-11-01 -8.87292473543934 -16.1592545957047 -10.8986069878968
2008-12-01 -9.32851331860633 -16.9412251367868 -11.9995384792893
2009-01-01 -9.70502577657837 -17.4325200465678 -12.6958148234744
2009-02-01 -9.90914222693294 -17.0336795334096 -12.748980436196
2009-03-01 -9.98765492158044 -16.2677625323475 -12.7397260273973
2009-04-01 -9.97954847000264 -14.9805048098029 -12.1802534066459
2009-05-01 -9.95217344584198 -13.282061305376 -11.2807616310401
2009-06-01 -9.85000393375858 -11.5671829554261 -10.0522428391281
2009-07-01 -9.63945453888595 -10.0364218068342 -9.02781968499186
2009-08-01 -9.29552225736901 -8.66728546157644 -8.2846359873387
2009-09-01 -8.89048913838323 -7.46238127539663 -7.58446050274844
2009-10-01 -8.40776569967482 -5.84724342617998 -6.64111585825584
2009-11-01 -7.75534650201142 -3.87634475218162 -5.20920099955148
2009-12-01 -6.96855514717154 -2.23432668517911 -3.84817097154845
2010-01-01 -6.11701004137458 -1.41933348881028 -2.91912158543118
2010-02-01 -5.38646759896269 -1.42381968276183 -3.08901232895272
2010-03-01 -4.67244554689381 -0.290992418900899 -1.98621254521875
2010-04-01 -3.93003009814638 0.768487293814944 -1.04804682183203
2010-05-01 -3.19360226487686 0.987905911665276 -0.769386515488956
2010-06-01 -2.60227506126864 0.668462890991769 -1.395286734762
2010-07-01 -2.29249975066627 -0.171177011435813 -2.11608623548922
2010-08-01 -2.17256080003218 -1.20960760771188 -2.81409703325146
2010-09-01 -2.20788880459506 -2.08985537745997 -3.35494219073714
2010-10-01 -2.36049412007013 -2.7738386056819 -3.6745406824147
2010-11-01 -2.71331984458354 -3.56627854269364 -4.14357171826416
2010-12-01 -3.16146798392389 -3.71118986243568 -4.12490625213062
2011-01-01 -3.64302228920797 -3.61580800963078 -4.11724137931034
2011-02-01 -4.08345244298512 -3.55702296055314 -3.73269956661541
2011-03-01 -4.53804429884516 -4.3349626303882 -4.05292479108635
2011-04-01 -5.07260407799277 -4.52812704332978 -4.29848693259973
2011-05-01 -5.60813464619361 -4.41645619624448 -4.31204516085153
2011-06-01 -6.02302820332402 -3.92663091478192 -3.89979688557887
2011-07-01 -6.14535919206954 -3.09608999090301 -3.53754404987802
2011-08-01 -6.06068926148397 -2.33449479834178 -3.17557877484122
2011-09-01 -5.81962118261598 -1.68171962972741 -3.07724223774291
2011-10-01 -5.55216899214019 -1.44041005874331 -3.30468804583245
2011-11-01 -5.22744892776964 -1.39838876823542 -3.6386714618151
2011-12-01 -4.90563433045524 -1.0287622176628 -3.88280472194567
2012-01-01 -4.5328426693388 -0.42469283328967 -3.50284111342876
2012-02-01 -4.06691196613933 0.502793041198293 -2.70839384257914
2012-03-01 -3.48002015167124 1.86055994721859 -1.3935259108724
2012-04-01 -2.77505673919195 2.64184375718141 -0.49586776859504
2012-05-01 -1.98687131825818 3.33299265858348 0.248773900063966
2012-06-01 -1.14730989985085 3.72741473344825 0.859518106242073
2012-07-01 -0.35139944826988 4.10990403581028 1.35590838836589
2012-08-01 0.328961082119578 4.64827217966355 2.05952884751022
2012-09-01 1.00440022089505 5.27876448329644 2.98944063926941
2012-10-01 1.70734229127115 5.96454509148461 4.01734104046243
2012-11-01 2.44029860645917 6.93758859225922 5.34211489205999
2012-12-01 3.16160761208416 7.79816410733256 6.43681562592484
2013-01-01 3.8610877433175 8.69886077103934 7.55813953488373
2013-02-01 4.46483753005745 9.37301859925277 8.32897977461004
2013-03-01 4.94274977731181 9.90818769083834 8.89886648020019
2013-04-01 5.37502550739117 9.93731090902127 9.0278780875343
2013-05-01 5.86449262763046 9.76930379632605 9.08252977878616
2013-06-01 6.37972584972844 9.44570372350343 9.26236378876781
2013-07-01 6.77928768387255 9.48942880561947 9.71095861925556
2013-08-01 7.21093454263142 9.63703836915411 10.1451278507256
2013-09-01 7.5274732809249 9.94294386785945 10.6061655697956
2013-10-01 7.88653976193699 10.1649998708812 10.8293970547374
2013-11-01 8.0263960072661 10.0738611905555 10.7051059395624
2013-12-01 8.0904951901188 9.91159551039374 10.7187543445016
2014-01-01 8.00871943802818 9.8473090808725 10.4365904365904
2014-02-01 7.91831279637114 9.80764361701392 10.1412332070272
2014-03-01 7.80730537787906 8.95583063453392 8.94221020615074
2014-04-01 7.64407616171412 7.97592618148348 7.94912559618442
2014-05-01 7.44207067917962 7.02438382742235 7.03282417939551
2014-06-01 7.0895875199158 6.31454293512168 6.2523973916379
2014-07-01 6.81382427081277 5.71697905379616 5.58503917108921
2014-08-01 6.44361330167722 5.33111153354411 5.05709624796085
2014-09-01 6.11943658237469 5.03775272267705 4.74132531629713
2014-10-01 5.60451726034142 5.06274581356688 4.60670636164211
2014-11-01 5.30232335445734 5.02141058651781 4.57454819277108
2014-12-01 5.12205842948523 4.96893664237709 4.5015067805123
2015-01-01 5.09879238827731 4.9743812484375 4.3109939759036
2015-02-01 5.04174687720314 5.05556535544188 4.21592543941953
2015-03-01 4.98770633347355 5.17327079775433 4.27472391115522
2015-04-01 4.97461744075745 5.20119716937936 4.28939617083946
2015-05-01 4.94061588988682 5.18202471733489 4.35416287119695
2015-06-01 4.95076186166906 5.19158597467455 4.35018050541517
2015-07-01 4.98706276228278 5.09414851986557 4.40402106270942
2015-08-01 5.16545126617347 5.09913372671348 4.4672718585762
2015-09-01 5.42532830540544 5.30028342115949 4.65825509776955
2015-10-01 5.8362449877063 5.34340281630351 4.86518873576993
2015-11-01 6.10778883980186 5.41989074778598 5.07650765076508
2015-12-01 6.30644027197764 5.53103191711578 5.19074797236408
2016-01-01 6.4614702710652 5.63606949765154 5.28183841665163
2016-02-01 6.61443055465369 5.64792560183452 5.19176520016804
2016-03-01 6.60343844668377 5.61409649046053 5.06336645445351
2016-04-01 6.51101601870849 5.58870275737407 5.01912327155046
2016-05-01 6.36988143995512 5.4280047090304 4.94064245810056
2016-06-01 6.34107547502285 5.21080427291163 4.88381479559476
2016-07-01 6.17671394316043 5.19122249825638 4.88308115543329
2016-08-01 5.96535382875391 5.15864629182097 4.98513606219986
2016-09-01 5.73109949118009 5.1773260977944 5.09084676037024
2016-10-01 5.56774132827676 5.31106679275265 5.12512855673637
2016-11-01 5.52277887866184 5.42159137218457 5.19102278567756
2016-12-01 5.51066938976254 5.44233014715151 5.3058427094637
2017-01-01 5.45546327005607 5.49875719183425 5.49682875264271
2017-02-01 5.42942446148429 5.62650454008542 5.55745749172658
2017-03-01 5.57429405280401 5.67687459949874 5.62351342167855
2017-04-01 5.80717300514589 5.65544328387137 5.62528014343345
2017-05-01 5.96607884841954 5.6716750410499 5.65075140021072
2017-06-01 5.99927893459883 5.75409410044312 5.68444200109951
2017-07-01 6.07264745916584 5.78596039786252 5.73224043715848
2017-08-01 6.17909002055665 5.85612892232678 5.81572642125899
2017-09-01 6.26954122700069 5.92332406579569 5.90442015984341
2017-10-01 6.32619827257564 5.98748300029678 6.01119626066634
2017-11-01 6.37245790545936 6.0699296756274 6.09120521172638
2017-12-01 6.41531456033596 6.04430619421152 6.1991539212496
2018-01-01 6.45056653481576 5.99608654076538 6.20159237393707
2018-02-01 6.44234018892099 6.18278703148409 6.41621621621622
2018-03-01 6.50658240056362 6.35534962502654 6.45005629724948
2018-04-01 6.45999511259091 6.28376013795334 6.39719923615532
2018-05-01 6.4674678355696 6.16506638935169 6.24606340541674
2018-06-01 6.35281090540836 5.90233561122501 6.12255513940906
2018-07-01 6.42796524255229 5.72802574198037 5.90728203007906
2018-08-01 6.46983779680618 5.51208929543385 5.6504734458625
2018-09-01 6.49846082367065 5.35872084470502 5.41608912161816
2018-10-01 6.30242026004604 5.1993136030098 5.27557036657267
2018-11-01 6.06834407890004 4.89140824264853 4.94319926312559
2018-12-01 5.8337321212773 4.61859303173252 4.52479444359327
2019-01-01 5.68357257601733 4.45259023370779 4.12586699306404
2019-02-01 5.62254536549167 4.17651435020471 3.81977954995682
2019-03-01 5.50212027170334 3.87647782380493 3.62647325475976
2019-04-01 5.3838495329772 3.77280316892985 3.52477814338418
2019-05-01 5.16366824608091 3.73935001501667 3.40381385238614
2019-06-01 5.05902079992097 3.69401908312698 3.20572520954856
2019-07-01 4.82164331713137 3.65881560413987 3.11341011126294
2019-08-01 4.63553632314542 3.7252979646721 3.09790550414028
2019-09-01 4.40871271722326 3.8211429743109 3.16548164020649
2019-10-01 4.44408077145436 3.92078480046294 3.20931138599396
2019-11-01 4.61256818710405 4.14666688757793 3.40842598010532
2019-12-01 4.84581061701541 4.40567515325995 3.67909317437827
2020-01-01 5.06252843343236 4.65802619631002 4.01136307978647
2020-02-01 5.1924110910826 4.94059865287316 4.30060179069427
2020-03-01 5.31793585288494 5.28051849373824 4.57859434237386
2020-04-01 5.40544688537166 5.27441388744299 4.59908499879604
2020-05-01 5.36796971042045 4.97924876530631 4.36672877550045
2020-06-01 5.23606117764537 5.18234765644446 4.37900736167181
2020-07-01 5.23577963769317 5.76981065371778 4.84145764316138
2020-08-01 5.60131333424794 6.35526504352023 5.83482944344704
2020-09-01 6.48546233024381 7.10854364457987 7.04305135951661
2020-10-01 7.51169353168888 7.93779984885295 8.4131552871231
2020-11-01 8.57408195002274 8.67822384428224 9.52515678785308
2020-12-01 9.4928376825369 9.3896448297475 10.4241281809614
2021-01-01 10.2796719050069 9.87258002170237 11.3156903371633
2021-02-01 11.1048183388215 10.3552754316241 12.1915751946712
2021-03-01 11.9578879206843 11.343800136364 13.4829894032348
2021-04-01 13.0454679741896 12.7761655568293 15
2021-05-01 14.5700588310712 14.4554825494424 16.914625772488
2021-06-01 16.3773054233754 15.786489354126 18.815124903308
2021-07-01 17.8546931335207 16.3878467337896 19.8257572337832
2021-08-01 18.3645152031643 16.6225128284002 19.9544663184679
2021-09-01 17.8408008043296 16.6483081560519 19.6683718468866
2021-10-01 17.0345459419891 16.5498505156006 19.0677228412256
2021-11-01 16.3112349110094 16.539837109948 18.8013949283162
2021-12-01 15.8769684994141 16.7210396228776 18.8588255377262
2022-01-01 15.9600883126453 16.9326941947265 19.2478531240746
2022-02-01 16.3243824026725 17.5261394931298 20.0443199397918
2022-03-01 16.9443808722698 18.1412964563669 20.7765081705369
2022-04-01 17.3962759583866 18.1984839945806 20.7142285210986
2022-05-01 17.4164339350742 17.6214163203064 19.9216914643696
2022-06-01 16.9832543647969 16.0396146752277 17.9802389705882
2022-07-01 16.0263171907521 14.0596055094303 15.6187605952157
2022-08-01 14.9107419139947 12.1068262114845 12.9396003126047
2022-09-01 13.7477431320984 10.5555791829335 10.6684846698113
2022-10-01 12.6300962282329 9.46073134042285 9.12380743502576
2022-11-01 11.3494218436014 8.19037127097052 7.52699862288903
2022-12-01 9.90518348877618 6.80520449632195 5.63354996229938
2023-01-01 7.98521038199797 5.78606704036979 3.83482918869063
2023-02-01 5.92914125436508 4.87674901959244 2.22214482254188
2023-03-01 3.89183866512307 3.70938669999934 0.851135978297744
2023-04-01 2.24050896326328 2.70044015699059 0
2023-05-01 1.04239853425233 2.19030066980229 -0.293848765835176
2023-06-01 0.239676892891281 2.21488359641569 0.0876424189307566
2023-07-01 0.0380334580210032 2.93218213795832 1.09478348701572
2023-08-01 0.400293362477905 3.89595420010367 2.68551469619085
2023-09-01 1.12623060389365 4.61784252621486 4.05247910492492
2023-10-01 1.75310470506617 4.85028522372477 4.79013834455499
2023-11-01 2.24092407786294 5.16240703122412 5.17677193218969
2023-12-01 2.63984615283086 5.45953017812681 5.67301155676411
2024-01-01 3.12584697998092 5.64325453446441 6.17014007516228
2024-02-01 3.62268859131979 5.62810769602521 6.53855327268391
2024-03-01 4.09283501488962 5.39466281088733 6.53979355099021
2024-04-01 4.33924454804727 5.24832525908058 6.39095250729638
2024-05-01 4.25888194121626 4.95109047034849 6.0089069356212
2024-06-01 3.83266561375433 4.72424121287786 5.49717843938511
2024-07-01 3.34922085158135 4.34293076863962 4.94085796241984
2024-08-01 2.93529258831488 4.03573689397054 4.30638898693965
2024-09-01 2.70117346480813 3.72704964789637 3.89784946236559
2024-10-01 2.59852945347596 3.61242852422402 3.56423616660807
2024-11-01 2.54774200255625 3.55064746145754 3.72672797769731
2024-12-01 2.62548990247892 3.5379195963678 3.99819871980443
2025-01-01 2.67808536439453 3.47810122854202 4.15433131677179
2025-02-01 2.57792936119373 3.15007641030416 3.98490469489573
2025-03-01 2.05579048345959 2.69585238760374 3.43684908161333
2025-04-01 1.37813666213454 2.37356281523585 2.84298138969419
2025-05-01 0.782194466318152 2.09850534898961 2.37852531430513
2025-06-01 0.453135681206698 1.89702100854163 1.94288173629684
2025-07-01 0.293238094826205 1.69775716534634 1.64312039312038
2025-08-01 0.162191471040503 1.55110874133551 1.47977234271651
2025-09-01 0.103888676405315 1.36063171559373 1.29982135156778
2025-10-01 0.0608274897404183 1.18649446499094 1.31489598123341
2025-11-01 0.111140868728538 1.11069998463502 1.26660488106272
2025-12-01 0.130212078641713 0.952267437848554 1.12581962142768
2026-01-01 0.16415022935391 0.866268743922859 0.831093397596317
2026-02-01 0.233859004604198 0.636407878288474 0.667404810235596
2026-03-01 0.444875289834562    

Note: The data extend through March 2026 for Zillow and February 2026 for Cotality and S&P Cotality Case-Shiller.

Source: Zillow, Inc., Real Estate Data; Cotality Real Estate Data; S&P Cotality Case-Shiller Home Price Indices.

Return to text
Figure 1.18. Model-based measures of house price valuations remained near historically high levels

Percent

Date Owners' equivalent rent Market-based rents
1979 Q1 -2.712909  
1979 Q2 -2.148841  
1979 Q3 -2.08032  
1979 Q4 0.0419771  
1980 Q1 -2.092968  
1980 Q2 -3.170985  
1980 Q3 -3.978077  
1980 Q4 0.4366504  
1981 Q1 4.968519  
1981 Q2 -0.222525  
1981 Q3 -1.60401  
1981 Q4 0.9594468  
1982 Q1 -1.192375  
1982 Q2 1.595044  
1982 Q3 5.279569  
1982 Q4 2.436953  
1983 Q1 5.484632  
1983 Q2 5.055749  
1983 Q3 4.241498  
1983 Q4 -4.282482  
1984 Q1 -3.192116  
1984 Q2 -4.036955  
1984 Q3 -1.318359  
1984 Q4 -0.1432529  
1985 Q1 1.704838  
1985 Q2 6.536384  
1985 Q3 8.497767  
1985 Q4 6.288238  
1986 Q1 7.536791  
1986 Q2 5.131183  
1986 Q3 4.403998  
1986 Q4 2.699104  
1987 Q1 0.4204683  
1987 Q2 -3.457535  
1987 Q3 -2.918561  
1987 Q4 -3.744921  
1988 Q1 -5.738246  
1988 Q2 -0.8263704  
1988 Q3 -0.9659998  
1988 Q4 1.98779  
1989 Q1 -0.7031106  
1989 Q2 1.961939  
1989 Q3 2.258218  
1989 Q4 2.0615  
1990 Q1 2.717523  
1990 Q2 -0.1255082  
1990 Q3 -2.134413  
1990 Q4 -2.365537  
1991 Q1 -0.366154  
1991 Q2 0  
1991 Q3 -1.306482  
1991 Q4 -2.830128  
1992 Q1 -4.00996  
1992 Q2 -4.673279  
1992 Q3 -3.73222  
1992 Q4 -5.92747  
1993 Q1 -5.039293  
1993 Q2 -5.096634  
1993 Q3 -6.261136  
1993 Q4 -5.332981  
1994 Q1 -6.297098  
1994 Q2 -8.552408  
1994 Q3 -9.946326  
1994 Q4 -9.184146  
1995 Q1 -8.314022  
1995 Q2 -4.241326  
1995 Q3 -2.620878  
1995 Q4 -1.499727  
1996 Q1 -1.59324  
1996 Q2 -5.40153  
1996 Q3 -6.186954  
1996 Q4 -7.268069  
1997 Q1 -6.704612  
1997 Q2 -3.99597  
1997 Q3 -3.500773  
1997 Q4 -4.992951  
1998 Q1 -4.016673  
1998 Q2 -1.672284  
1998 Q3 -4.096747  
1998 Q4 -2.966257  
1999 Q1 -3.358409  
1999 Q2 -2.192137  
1999 Q3 -2.822656  
1999 Q4 -3.801199  
2000 Q1 -1.337941  
2000 Q2 0.4685408  
2000 Q3 3.76644  
2000 Q4 5.425926  
2001 Q1 7.024488  
2001 Q2 7.024541  
2001 Q3 5.943409  
2001 Q4 4.959414  
2002 Q1 3.605026  
2002 Q2 4.823979  
2002 Q3 5.190497  
2002 Q4 6.22628  
2003 Q1 8.092762  
2003 Q2 9.806387  
2003 Q3 8.502953  
2003 Q4 8.038674  
2004 Q1 9.409384 9.627316
2004 Q2 9.769697 9.282219
2004 Q3 14.13372 13.23027
2004 Q4 17.31175 16.89385
2005 Q1 17.66482 17.51516
2005 Q2 22.58252 20.90997
2005 Q3 24.34345 22.36339
2005 Q4 25.00713 22.72932
2006 Q1 26.56078 23.57117
2006 Q2 26.39615 24.23056
2006 Q3 26.29629 24.97989
2006 Q4 27.23714 26.28789
2007 Q1 26.47918 25.3859
2007 Q2 27.50398 25.1113
2007 Q3 25.73377 24.14283
2007 Q4 22.28626 21.61964
2008 Q1 20.05959 19.43227
2008 Q2 17.43783 16.79212
2008 Q3 14.13814 14.70877
2008 Q4 9.258712 11.81942
2009 Q1 3.583295 9.210486
2009 Q2 2.433009 9.097402
2009 Q3 -0.280698 6.551753
2009 Q4 -2.840981 3.57775
2010 Q1 -5.197087 1.087254
2010 Q2 -3.064774 2.654933
2010 Q3 -4.888449 0
2010 Q4 -7.063596 -3.072203
2011 Q1 -7.714336 -5.230937
2011 Q2 -11.18271 -8.480717
2011 Q3 -15.15266 -11.74003
2011 Q4 -17.36379 -14.37917
2012 Q1 -14.01612 -12.25816
2012 Q2 -15.71886 -13.58928
2012 Q3 -18.3574 -15.2831
2012 Q4 -17.93002 -14.81273
2013 Q1 -17.96956 -14.93995
2013 Q2 -16.68064 -13.65423
2013 Q3 -16.5214 -13.61553
2013 Q4 -14.95302 -12.2657
2014 Q1 -12.8302 -10.83964
2014 Q2 -12.05006 -10.66974
2014 Q3 -7.776428 -7.984648
2014 Q4 -7.773123 -8.043533
2015 Q1 -6.968937 -7.82128
2015 Q2 -6.970133 -7.937127
2015 Q3 -6.597409 -8.014874
2015 Q4 -6.272967 -7.702962
2016 Q1 -6.138087 -7.272429
2016 Q2 -5.656826 -6.575614
2016 Q3 -5.446662 -6.060906
2016 Q4 -5.120416 -5.499173
2017 Q1 -4.907515 -5.166288
2017 Q2 -4.75052 -4.504813
2017 Q3 -4.767461 -4.070928
2017 Q4 -1.627129 -1.590061
2018 Q1 0.2023714 -0.0965806
2018 Q2 0.1658503 -0.4362363
2018 Q3 0.8658379 0.1071401
2018 Q4 1.425206 0.2856785
2019 Q1 3.678547 2.260213
2019 Q2 4.367727 2.409369
2019 Q3 4.210199 1.99356
2019 Q4 5.932765 3.327233
2020 Q1 4.980594 3.158053
2020 Q2 4.563188 4.174311
2020 Q3 3.743169 2.332279
2020 Q4 7.517132 3.561815
2021 Q1 9.677692 5.041094
2021 Q2 10.68952 5.257244
2021 Q3 13.31242 5.797791
2021 Q4 14.86839 5.064138
2022 Q1 20.98895 9.840287
2022 Q2 24.55396 12.70695
2022 Q3 22.4579 12.29801
2022 Q4 20.84755 12.35556
2023 Q1 19.88249 12.62936
2023 Q2 24.2589 16.1683
2023 Q3 24.9293 17.53042
2023 Q4 26.5477 18.47132
2024 Q1 25.37506 18.48359
2024 Q2 25.47532 19.24775
2024 Q3 26.36356 20.31544
2024 Q4 27.46125 21.17023
2025 Q1 25.07083 19.03875
2025 Q2 25.07053 19.52832
2025 Q3 21.7503 17.87426
2025 Q4 23.0673 19.28055
2026 Q1 23.27911 19.45522

Note: The owners’ equivalent rent value for 2026:Q1 is based on monthly data through February 2026. The data for the market-based rents model begin in 2004:Q1. Valuation is measured as the deviation from the long-run relationship between the price-to-rent ratio and the real 10-year Treasury yield.

Source: For house prices, Zillow, Inc., Real Estate Data; for rent data, Bureau of Labor Statistics.

Return to text
Figure 1.19. House price-to-rent ratios dropped slightly yet stayed elevated across geographic areas

Jan. 2010 = 100

Date Median Bottom Line Middle 80% Top Line Middle 80%
1996-01-01 81.9680923589885 72.6547900911442 104.969635862706
1996-02-01 81.6689466045462 72.6255077904853 104.797608066788
1996-03-01 81.5252648546215 72.3215956721012 104.561308879613
1996-04-01 81.7334956253591 72.2239265168465 105.018797331523
1996-05-01 81.8119488969037 72.0983857727859 104.590778303681
1996-06-01 81.8859462849059 71.9923834896015 104.457299235483
1996-07-01 81.9094935695027 71.9351594466133 104.370984023948
1996-08-01 81.9694035546574 71.7649484122033 104.381540135153
1996-09-01 81.9964298574445 71.638542262631 104.191747483971
1996-10-01 82.0232982507923 71.4165595087743 104.220647187791
1996-11-01 82.1049225570383 71.3794558652274 103.995636558348
1996-12-01 82.1660636612635 71.456867975354 103.987124163897
1997-01-01 82.2822771621627 71.5052639379537 103.530713695098
1997-02-01 82.3792702855596 71.5085310046124 103.597142920193
1997-03-01 82.6113798922855 71.6238242114037 103.35571732755
1997-04-01 82.9667731528946 71.7573280052938 103.02518005023
1997-05-01 83.1407183754624 71.9871843031133 103.080501942204
1997-06-01 83.3083965798083 71.9711111328622 102.780934276428
1997-07-01 85.6573085846152 72.0397811525807 102.116870164134
1997-08-01 85.7499993955844 72.156465465513 102.086680328949
1997-09-01 85.8527563261903 72.1800591212936 102.400795802843
1997-10-01 85.9312182811502 72.2090926722566 102.477042701294
1997-11-01 85.9384734368875 72.3935303280706 102.755300712104
1997-12-01 86.1312120868928 72.484936835641 102.976021111741
1998-01-01 84.1600684633052 73.1525680366875 102.556196104654
1998-02-01 84.2319067932307 73.6454527495433 102.797725591961
1998-03-01 84.313840703077 74.0570346624497 103.237360746786
1998-04-01 84.2593215209603 74.4052006542279 102.501485278948
1998-05-01 84.2259698161595 74.5472363995664 102.727895266187
1998-06-01 84.1818435741304 74.4264376166204 102.454784787708
1998-07-01 84.2675112880274 74.3113223209121 102.782358852102
1998-08-01 84.5248501833401 74.3209284387727 103.115408605542
1998-09-01 84.8805557790695 74.121413587064 103.360255783128
1998-10-01 85.1754534077637 74.1168859362879 103.578440171812
1998-11-01 85.4191002019775 74.0721817773095 103.369009092144
1998-12-01 85.6285907989022 74.0376304451516 103.768133781728
1999-01-01 85.9582219541973 74.1053279105533 104.089145732782
1999-02-01 86.4578134089619 74.1012958453553 104.756827828308
1999-03-01 87.0953105099322 74.4916205364325 105.274725656862
1999-04-01 87.9150441250503 74.8671405777894 105.796523738456
1999-05-01 88.6794425021122 75.2957988447443 106.556277934445
1999-06-01 89.2330209993849 75.8326712299932 107.210592757868
1999-07-01 89.7766593692428 76.3923490565057 107.663320211908
1999-08-01 90.1639753231032 76.7373382346563 107.869783951813
1999-09-01 90.4144182974627 77.2166797150111 107.820345692785
1999-10-01 90.7623254506193 77.7199297379618 107.915440797316
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2010-03-01 100.104155502081 99.4243802343627 100.815053394958
2010-04-01 99.9377188405657 98.9674097148572 101.129622533977
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2014-10-01 101.826543514713 88.9160170166419 114.8912678426
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2015-02-01 102.707643480703 88.7416654920744 117.128155128208
2015-03-01 102.629059257992 88.6803943326915 117.450373609347
2015-04-01 102.806333071939 88.5546996836272 118.065476113587
2015-05-01 103.02705570276 88.5483918012626 119.078331271057
2015-06-01 103.133828442068 88.3633592364764 119.585951532481
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2016-12-01 109.116505348861 90.9668511242124 127.019068201745
2017-01-01 109.703305498655 91.3062798034399 127.114974317974
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2017-09-01 113.61041608121 91.8989941144554 130.603335875688
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2017-12-01 114.304009767517 92.8061948023723 132.179458279834
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2023-03-01 132.675818762304 101.935631748861 149.343537676206
2023-04-01 132.028690188836 101.874831332896 147.721075285617
2023-05-01 131.677627162262 101.999910962258 146.833709294787
2023-06-01 131.725697352484 102.372394942529 146.575858115802
2023-07-01 132.590611913943 103.012240341612 147.722780858183
2023-08-01 133.636682129934 103.667415582979 149.584890717911
2023-09-01 134.32198901785 104.062491490418 151.07738666558
2023-10-01 135.121244574257 103.949376756576 151.791595599754
2023-11-01 134.885072605045 103.705548087893 151.328583600328
2023-12-01 134.694098981776 103.696621564475 150.689381833622
2024-01-01 134.2640223916 103.426667466369 149.896733373069
2024-02-01 134.066764709315 103.35926794872 149.547870404215
2024-03-01 134.221823937871 103.493928662015 149.414707152426
2024-04-01 134.550515786315 103.57190147109 149.832833661217
2024-05-01 133.944167915815 103.502174131699 150.779269141282
2024-06-01 134.068343106755 103.050461710315 151.362336027433
2024-07-01 133.992897753124 102.801584560236 151.45620870314
2024-08-01 133.61268646208 102.644342429635 150.644062011039
2024-09-01 133.55883231525 102.730184735842 150.481153161619
2024-10-01 133.346339726556 102.892164937272 150.23453463824
2024-11-01 133.777961351242 102.932348821189 149.843659050272
2024-12-01 132.935835014697 102.860251080675 149.437212853077
2025-01-01 133.028225441086 102.721111517292 149.533864661448
2025-02-01 132.43571192281 102.568588351417 149.103918635507
2025-03-01 131.615361609372 102.164554361292 148.253615214218
2025-04-01 130.474213981956 101.791639588325 146.931689290866
2025-05-01 129.50488019884 101.529613753992 145.208781166453
2025-06-01 127.982665045577 101.628723863711 143.535817992513
2025-07-01 127.174307378544 101.540833627007 142.413825099078
2025-08-01 126.786994433664 101.526216351121 141.829402210702
2025-09-01 126.0825360868 101.590209725004 141.430766637915
2025-10-01 125.914423260939 101.6121458751 141.511155862317
2025-11-01 125.470284482209 101.720542698418 141.816973368913
2025-12-01 125.085957247013 101.848385985331 141.906661664498
2026-01-01 124.958016423555 102.13526997337 142.511741488599
2026-02-01 124.496582243455 102.112805982681 141.611540931203
2026-03-01 124.178175098944 102.027481615287 141.138874569247

Note: The data are seasonally adjusted by Federal Reserve Board staff. Percentiles are based on 19 large metropolitan statistical areas.

Source: For house prices, Zillow, Inc., Real Estate Data; for rent data, Bureau of Labor Statistics.

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Figure 1.20. Inflation-adjusted farmland prices rose further in 2025 to near historical highs

2025 dollars per acre

Date Midwest index United States
1967 3196.577743  
1968 3352.86623  
1969 3287.916885  
1970 3144.9512  
1971 2939.543284  
1972 2944.167742  
1973 3166.376244  
1974 3822.888764  
1975 4258.837898  
1976 5003.226938  
1977 6004.382521  
1978 6270.237158  
1979 6362.712448  
1980 6367.623592  
1981 6057.530929  
1982 5520.165713  
1983 4686.477256  
1984 4119.177566  
1985 2937.399181  
1986 2332.969162  
1987 1984.7821  
1988 2174.12143  
1989 2378.856096  
1990 2388.220584  
1991 2336.277653  
1992 2343.328354  
1993 2345.814444  
1994 2844.689124  
1995 2745.017476  
1996 2931.397431  
1997 2697.646325 2547.065005
1998 2851.176955 2646.512673
1999 2878.615308 2705.674037
2000 2840.452561 2729.730126
2001 2820.219067 2745.872987
2002 2862.746897 2845.937936
2003 2900.362938 2904.485761
2004 3031.198175 2982.400194
2005 3502.398574 3396.39423
2006 3777.478903 3817.474362
2007 4185.959481 3928.327491
2008 4670.937029 4127.968112
2009 4439.062262 4006.194605
2010 4675.551505 3985.974778
2011 5426.383734 4265.415898
2012 6354.633111 4697.623803
2013 7276.16508 5265.480212
2014 7827.801985 5562.583149
2015 7516.577198 5569.436935
2016 7163.168071 5419.251524
2017 6942.294456 5293.019733
2018 6774.580468 5192.639372
2019 6574.723991 5137.939241
2020 6368.23222 5049.486365
2021 6564.427673 5168.226711
2022 7039.239651 5434.910621
2023 7276.418331 5621.003928
2024 7363.510391 5716.394613
2025 7515.690518 5830

Note: The data for the U.S. begin in 1997. Midwest index is a weighted average of Corn Belt and Great Plains states derived from staff calculations. Values are given in real terms. The Midwest median value is $3,823 2025 dollars per acre.

Source: Department of Agriculture; Federal Reserve Bank of Minneapolis staff calculations.

Return to text
Figure 1.21. Farmland prices relative to rents increased to historical highs in 2025

Ratio

Date Midwest index United States
1967 14.13418315  
1968 14.19879016  
1969 14.19528763  
1970 13.99434936  
1971 13.50686423  
1972 13.4008375  
1973 14.17058401  
1974 14.52808886  
1975 14.60469881  
1976 16.1613832  
1977 18.02016694  
1978 19.56115904  
1979 20.57529648  
1980 21.54630274  
1981 21.24967971  
1982 19.55679439  
1983 17.41888327  
1984 15.94691892  
1985 12.99502491  
1986 11.89889043  
1987 11.72150084  
1988 12.5228119  
1989 13.29508303  
1990 13.40922896  
1991 13.50559036  
1992 13.73775651  
1993 13.88773898  
1994 17.97416274  
1995 17.34956535  
1996 18.36206647  
1997 16.6669417  
1998 17.46987848 20.15037594
1999 18.1991863 20.74074074
2000 17.83993333 20.85714286
2001 17.9534721 21.26760563
2002 18.17789453 22.20670391
2003 18.63356997 22.73972603
2004 19.44520488 22.87581699
2005 22.49879125 26.41025641
2006 24.60507286 30.06289308
2007 25.78446123 32.64516129
2008 26.32248824 32.28070175
2009 24.43030238 26.96969697
2010 25.43891798 26.47058824
2011 27.83627176 26.84684685
2012 28.47719386 26.8
2013 30.44885464 28.01470588
2014 32.18539376 29.0070922
2015 31.64414073 28.47222222
2016 32.1020429 29.70588235
2017 32.28286079 29.63235294
2018 31.88732337 29.34782609
2019 31.69066141 29.14285714
2020 31.22402639 29.20863309
2021 32.63138601 30.85106383
2022 35.18499877 33.37837838
2023 35.8479229 34.32258065
2024 36.3370819 34.8125
2025 38.45096107 36.21118012

Note: The data for the U.S. begin in 1998. Midwest index is a weighted average of Corn Belt and Great Plains states derived from staff calculations. The Midwest median ratio value is 18.20.

Source: Department of Agriculture; Federal Reserve Bank of Minneapolis staff calculations.

Return to text
Figure 2.1. The total debt of businesses and households continued to grow more slowly than GDP

Ratio

Date Private Nonfinancial-Sector Credit-to-GDP Ratio
1980 Q1 0.97690406840244
1980 Q2 0.986460409701747
1980 Q3 0.985762211782811
1980 Q4 0.970645008619832
1981 Q1 0.945661073565572
1981 Q2 0.962580931987408
1981 Q3 0.956740596618607
1981 Q4 0.971714066430994
1982 Q1 0.992005624404835
1982 Q2 0.994518561380468
1982 Q3 0.998200706884249
1982 Q4 1.00177513349504
1983 Q1 0.998792254189179
1983 Q2 0.992476070512075
1983 Q3 0.989277018003193
1983 Q4 0.990527592914971
1984 Q1 0.994903601639077
1984 Q2 1.00582127747873
1984 Q3 1.0173845871335
1984 Q4 1.03731977743554
1985 Q1 1.05476189125349
1985 Q2 1.0692320892261
1985 Q3 1.07819825644044
1985 Q4 1.10435602847285
1986 Q1 1.11505106375616
1986 Q2 1.13359858668438
1986 Q3 1.15175135193088
1986 Q4 1.17386020821332
1987 Q1 1.17852862124843
1987 Q2 1.18574100737387
1987 Q3 1.19426088968186
1987 Q4 1.18912562594923
1988 Q1 1.20281067503034
1988 Q2 1.20499356844538
1988 Q3 1.2096593968958
1988 Q4 1.2114270019737
1989 Q1 1.21102515163067
1989 Q2 1.21535821260648
1989 Q3 1.21740309883563
1989 Q4 1.22944955984937
1990 Q1 1.22831743008881
1990 Q2 1.22658450597883
1990 Q3 1.22832726750407
1990 Q4 1.24203307624169
1991 Q1 1.24132146558063
1991 Q2 1.23189652386491
1991 Q3 1.21616590693718
1991 Q4 1.21021160372509
1992 Q1 1.20013760584067
1992 Q2 1.18478068196904
1992 Q3 1.17579794601228
1992 Q4 1.16360982354965
1993 Q1 1.16403844647839
1993 Q2 1.16434733810951
1993 Q3 1.1676965367247
1993 Q4 1.16216245887714
1994 Q1 1.16464394267735
1994 Q2 1.16126136705317
1994 Q3 1.16525680067384
1994 Q4 1.16684828272228
1995 Q1 1.1755811296269
1995 Q2 1.18723869696822
1995 Q3 1.18994562759294
1995 Q4 1.19393596931575
1996 Q1 1.20095639964476
1996 Q2 1.19731041574337
1996 Q3 1.1996126624073
1996 Q4 1.19584138591736
1997 Q1 1.20118562824845
1997 Q2 1.20045569664831
1997 Q3 1.20671275402949
1997 Q4 1.21409821025936
1998 Q1 1.23042560294502
1998 Q2 1.24994629139729
1998 Q3 1.25534691715262
1998 Q4 1.26176773788569
1999 Q1 1.27890816965554
1999 Q2 1.2894990767577
1999 Q3 1.30367023564242
1999 Q4 1.30309644209104
2000 Q1 1.32309019864572
2000 Q2 1.32043596038924
2000 Q3 1.33713455832505
2000 Q4 1.34298666199554
2001 Q1 1.35453553985581
2001 Q2 1.36723238041325
2001 Q3 1.39691244213542
2001 Q4 1.40366860169796
2002 Q1 1.41059016089396
2002 Q2 1.41433961640272
2002 Q3 1.4234110582263
2002 Q4 1.43876150585553
2003 Q1 1.44592513653637
2003 Q2 1.46167161947838
2003 Q3 1.45508244421968
2003 Q4 1.45309293036479
2004 Q1 1.46673290030978
2004 Q2 1.47414940292574
2004 Q3 1.48195335557252
2004 Q4 1.49454531550271
2005 Q1 1.49667940390777
2005 Q2 1.51572292878492
2005 Q3 1.52404714364129
2005 Q4 1.53978098804251
2006 Q1 1.55412996096818
2006 Q2 1.5781346521419
2006 Q3 1.59605789049146
2006 Q4 1.61247539096667
2007 Q1 1.62428080149126
2007 Q2 1.64631662283273
2007 Q3 1.66397502848954
2007 Q4 1.67799229877313
2008 Q1 1.70478402190917
2008 Q2 1.69708444963342
2008 Q3 1.7101354929952
2008 Q4 1.72558792114762
2009 Q1 1.73832086171745
2009 Q2 1.73585740474602
2009 Q3 1.71194546401583
2009 Q4 1.67199649668093
2010 Q1 1.65375577140202
2010 Q2 1.62155774628538
2010 Q3 1.60027393393581
2010 Q4 1.57632744273252
2011 Q1 1.57401054284912
2011 Q2 1.55536238732874
2011 Q3 1.54818624869629
2011 Q4 1.53372558799853
2012 Q1 1.5173710179444
2012 Q2 1.50940040840088
2012 Q3 1.50759080785422
2012 Q4 1.50860121169868
2013 Q1 1.49391834751516
2013 Q2 1.49734506958018
2013 Q3 1.48964688703525
2013 Q4 1.48602046100577
2014 Q1 1.50047930722052
2014 Q2 1.48653726675811
2014 Q3 1.47058827824492
2014 Q4 1.47806544399452
2015 Q1 1.48085930495641
2015 Q2 1.48466934839055
2015 Q3 1.48896662718827
2015 Q4 1.49391279272836
2016 Q1 1.50740526806396
2016 Q2 1.50634314291666
2016 Q3 1.50786721749143
2016 Q4 1.49966423737514
2017 Q1 1.50643321885942
2017 Q2 1.51395413764222
2017 Q3 1.51015038901679
2017 Q4 1.50656787054087
2018 Q1 1.49983296892799
2018 Q2 1.50840424369921
2018 Q3 1.50785124860989
2018 Q4 1.51313138189472
2019 Q1 1.51578066086891
2019 Q2 1.51082566927711
2019 Q3 1.50616703252924
2019 Q4 1.50203091502719
2020 Q1 1.55830206078385
2020 Q2 1.7312076970919
2020 Q3 1.60274316260772
2020 Q4 1.58817412469507
2021 Q1 1.56728425361606
2021 Q2 1.56045933754548
2021 Q3 1.54662254315971
2021 Q4 1.52294507850534
2022 Q1 1.52610389869098
2022 Q2 1.51668899604861
2022 Q3 1.50825434730705
2022 Q4 1.49337506183109
2023 Q1 1.48149194356574
2023 Q2 1.47284693038209
2023 Q3 1.45190848063779
2023 Q4 1.43894054619074
2024 Q1 1.43731940893044
2024 Q2 1.42779487346985
2024 Q3 1.42109743456011
2024 Q4 1.39998639404782
2025 Q1 1.39915344836097
2025 Q2 1.38982558035598
2025 Q3 1.37623119949057
2025 Q4 1.37302220706254

Note: The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: January 1980–July 1980, July 1981–November 1982, July 1990–March 1991, March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020. GDP is gross domestic product.

Source: Federal Reserve Board staff calculations based on Bureau of Economic Analysis, national income and product accounts, and Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States."

Return to text
Figure 2.2. Both business and household debt-to-GDP ratios continued to fall

Ratio

Date Nonfinancial business credit-to-GDP Household credit-to-GDP
1980 Q1 0.497089082464168 0.479814985938272
1980 Q2 0.503135465254283 0.483324944447463
1980 Q3 0.502212335938985 0.483549875843826
1980 Q4 0.494959232062895 0.475685776556937
1981 Q1 0.483995613605505 0.461665459960067
1981 Q2 0.496222963119425 0.466357968867983
1981 Q3 0.497047944111054 0.459692652507553
1981 Q4 0.506418521234643 0.46529554519635
1982 Q1 0.520148110956167 0.471857513448668
1982 Q2 0.524987604937857 0.469530956442611
1982 Q3 0.532621656514142 0.465579050370107
1982 Q4 0.532162097902139 0.469613035592896
1983 Q1 0.535836654034519 0.462955600154661
1983 Q2 0.530769677840467 0.461706392671608
1983 Q3 0.528241107303278 0.461035910699915
1983 Q4 0.526836334619863 0.463691258295109
1984 Q1 0.53095428057033 0.463949321068747
1984 Q2 0.539386587343728 0.466434690135004
1984 Q3 0.548403011568832 0.468981575564669
1984 Q4 0.560616465845545 0.476703311589998
1985 Q1 0.563395590907973 0.491366300345518
1985 Q2 0.570321174922646 0.49891091430345
1985 Q3 0.571316774312234 0.506881482128207
1985 Q4 0.580125892926657 0.524230135546188
1986 Q1 0.586240492788872 0.528810570967285
1986 Q2 0.597604359629863 0.535994227054522
1986 Q3 0.606116672009209 0.54563467992167
1986 Q4 0.617304906554346 0.556555301658978
1987 Q1 0.622311079938909 0.556217541309521
1987 Q2 0.622555220799973 0.563185786573897
1987 Q3 0.626249064653791 0.568011825028073
1987 Q4 0.626274112948218 0.562851513001014
1988 Q1 0.632230398244008 0.570580276786327
1988 Q2 0.633170945249705 0.571822623195677
1988 Q3 0.634549063145073 0.575110333750723
1988 Q4 0.636912911896248 0.57451409007745
1989 Q1 0.636353838228802 0.574671313401871
1989 Q2 0.637711286470842 0.577646926135638
1989 Q3 0.635508874321488 0.581894224514144
1989 Q4 0.640293414035301 0.589156145814067
1990 Q1 0.635767085707241 0.592550344381572
1990 Q2 0.632316324688408 0.594268181290424
1990 Q3 0.630873785310208 0.59745348219386
1990 Q4 0.634807742492464 0.607225333749228
1991 Q1 0.627907412175747 0.613414053404887
1991 Q2 0.618509605732919 0.61338691813199
1991 Q3 0.605622003574964 0.610543903362216
1991 Q4 0.59480648219981 0.615405121525284
1992 Q1 0.586126546454858 0.614011059385815
1992 Q2 0.575229381759153 0.609551300209883
1992 Q3 0.567154196491022 0.608643749521255
1992 Q4 0.556485500320845 0.60712432322881
1993 Q1 0.555042834795487 0.608995611682901
1993 Q2 0.553508997510479 0.610838340599027
1993 Q3 0.553012903913894 0.614683632810809
1993 Q4 0.548290226980249 0.613872231896886
1994 Q1 0.549388587300222 0.615255355377132
1994 Q2 0.546313467038668 0.614947900014503
1994 Q3 0.547564852357942 0.617691948315902
1994 Q4 0.54577891558314 0.621069367139137
1995 Q1 0.55025950212761 0.625321627499289
1995 Q2 0.555906828613703 0.631331868354519
1995 Q3 0.55480862279346 0.635137004799479
1995 Q4 0.556647041280727 0.637288928035019
1996 Q1 0.555910502527303 0.645045897117457
1996 Q2 0.554180215216536 0.643130200526837
1996 Q3 0.555589511681126 0.644023150726172
1996 Q4 0.552173540888724 0.643667845028633
1997 Q1 0.555859951175793 0.645325677072652
1997 Q2 0.557305144782291 0.643150551866014
1997 Q3 0.562987723516918 0.643725030512571
1997 Q4 0.568830356060132 0.645267854199229
1998 Q1 0.580175672871309 0.650249930073716
1998 Q2 0.593431396081407 0.656514895315885
1998 Q3 0.599833989266861 0.655512927885758
1998 Q4 0.604269253112038 0.657498484773656
1999 Q1 0.614626376029279 0.664281793626262
1999 Q2 0.618294473877859 0.671204602879844
1999 Q3 0.629408733236939 0.674261502405482
1999 Q4 0.62826634575632 0.674830096334719
2000 Q1 0.638691229181161 0.684398969464554
2000 Q2 0.639929955151 0.680506005238238
2000 Q3 0.645112091151867 0.692022467173184
2000 Q4 0.648424395998982 0.69456226599656
2001 Q1 0.650597680223101 0.703937859632705
2001 Q2 0.654669119728276 0.71256326068497
2001 Q3 0.661481484277252 0.735430957858166
2001 Q4 0.663366560464295 0.740302041233661
2002 Q1 0.660939769091668 0.749650391802291
2002 Q2 0.658076172036453 0.756263444366271
2002 Q3 0.65540438672838 0.768006671497919
2002 Q4 0.655105898123688 0.783655607731837
2003 Q1 0.650015585107349 0.79590955142902
2003 Q2 0.643842717156883 0.817828902321501
2003 Q3 0.634707883488323 0.820374560731357
2003 Q4 0.624916222358475 0.828176708006314
2004 Q1 0.629124950192675 0.83760795011711
2004 Q2 0.625340434903035 0.84880896802271
2004 Q3 0.62589003265014 0.856063322922378
2004 Q4 0.62597892875463 0.868566386748083
2005 Q1 0.625753037881348 0.870926366026421
2005 Q2 0.630466445907095 0.885256482877823
2005 Q3 0.629491924074322 0.894555219566964
2005 Q4 0.635134976918696 0.904646011123817
2006 Q1 0.638556131408116 0.915573829560061
2006 Q2 0.646957586707136 0.93117706543476
2006 Q3 0.652133626451206 0.943924264040257
2006 Q4 0.661775369028659 0.950700021938009
2007 Q1 0.671102153534861 0.953178647956397
2007 Q2 0.684142126117599 0.962174496715128
2007 Q3 0.698608161414798 0.965366867074743
2007 Q4 0.710050888008732 0.967941410764402
2008 Q1 0.724832384072989 0.979951637836179
2008 Q2 0.7309309530711 0.966153496562321
2008 Q3 0.73885420087618 0.971281292119021
2008 Q4 0.756039703429763 0.96954821771786
2009 Q1 0.760597362521068 0.977723499196377
2009 Q2 0.756518980705136 0.979338424040882
2009 Q3 0.740547676975977 0.971397787039855
2009 Q4 0.716248355344995 0.955748141335937
2010 Q1 0.708868639266462 0.944887132135559
2010 Q2 0.694161216748009 0.92739652953737
2010 Q3 0.689437983696182 0.910835950239628
2010 Q4 0.676853561396035 0.899473881336485
2011 Q1 0.675641737509061 0.898368805340057
2011 Q2 0.672144289659181 0.883218097669561
2011 Q3 0.673386214442013 0.874800034254279
2011 Q4 0.671341189409919 0.86238439858861
2012 Q1 0.667347136268067 0.850023881676329
2012 Q2 0.668725988555027 0.840674419845852
2012 Q3 0.674941225369022 0.832649582485194
2012 Q4 0.683204003503199 0.825397208195479
2013 Q1 0.677944129538654 0.815974217976502
2013 Q2 0.684471590627525 0.812873478952652
2013 Q3 0.687019835862535 0.80262705117272
2013 Q4 0.685291936915612 0.800728524090161
2014 Q1 0.696361754086497 0.804117553134023
2014 Q2 0.694092385036443 0.792444881721663
2014 Q3 0.694147536191965 0.776440742052955
2014 Q4 0.703932971711436 0.774132472283089
2015 Q1 0.710408359296791 0.770450945659622
2015 Q2 0.717359679961207 0.767309668429343
2015 Q3 0.722845959373373 0.766120667814899
2015 Q4 0.730272197055004 0.76364059567336
2016 Q1 0.742241375913429 0.765163892150533
2016 Q2 0.742787908871144 0.763555234045519
2016 Q3 0.745195258322567 0.762671959168859
2016 Q4 0.7407477739323 0.758916463442839
2017 Q1 0.747914998710587 0.758518220148833
2017 Q2 0.754590482473494 0.759363655168728
2017 Q3 0.755281363375421 0.754869025641364
2017 Q4 0.756313791704663 0.750254078836206
2018 Q1 0.753908800100037 0.745924168827953
2018 Q2 0.766445383955774 0.741958859743436
2018 Q3 0.767646582267283 0.740204666342608
2018 Q4 0.772169982723382 0.74096139917134
2019 Q1 0.776748943708672 0.739031717160234
2019 Q2 0.773635945669158 0.737189723607948
2019 Q3 0.772663115283294 0.733503917245943
2019 Q4 0.768868652510026 0.733162262517167
2020 Q1 0.814103362760317 0.744198698023533
2020 Q2 0.921214446667803 0.809993250424097
2020 Q3 0.847750807818696 0.754992354789023
2020 Q4 0.835861151909073 0.752312972785999
2021 Q1 0.823789334832053 0.743494918784007
2021 Q2 0.811190130927678 0.749269206617801
2021 Q3 0.801725800430391 0.744896742729318
2021 Q4 0.789338669116936 0.7336064093884
2022 Q1 0.789908946597843 0.736194952093134
2022 Q2 0.78429233156642 0.732396664482192
2022 Q3 0.777566168738028 0.73068817856902
2022 Q4 0.768057460532883 0.725317601298205
2023 Q1 0.763561185158458 0.717930758407279
2023 Q2 0.757599903087735 0.715247027294352
2023 Q3 0.745033543549981 0.706874937087812
2023 Q4 0.736851005965863 0.702089540224879
2024 Q1 0.736736985695461 0.700582423234982
2024 Q2 0.732852772308574 0.694942101161271
2024 Q3 0.72973323361231 0.691364200947802
2024 Q4 0.719660051026679 0.680326343021142
2025 Q1 0.720494493846022 0.67865895451495
2025 Q2 0.715888998422836 0.67393658193314
2025 Q3 0.708552153485493 0.667679046005073
2025 Q4 0.70679476882285 0.666227438239688

Note: The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: January 1980–July 1980, July 1981–November 1982, July 1990–March 1991, March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020. GDP is gross domestic product.

Source: Federal Reserve Board staff calculations based on Bureau of Economic Analysis, national income and product accounts, and Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States."

Return to text
Figure 2.3. Business debt adjusted for inflation fell moderately during the second half of 2025

Percent change, annual rate

Date Growth of agg debt
1997 Q1 5.2765921668036
1997 Q2 6.50596276337176
1997 Q3 9.81915822152529
1997 Q4 7.49971504826203
1998 Q1 12.248554062875
1998 Q2 12.8312944323508
1998 Q3 9.55366128156388
1998 Q4 9.49394837952336
1999 Q1 10.7899795528327
1999 Q2 5.45212600840892
1999 Q3 10.232326125044
1999 Q4 5.94141034483005
2000 Q1 8.10761792186101
2000 Q2 8.16170354297275
2000 Q3 3.48416635149848
2000 Q4 4.43972405763693
2001 Q1 0.96024206344801
2001 Q2 4.72232811367687
2001 Q3 2.90544086853302
2001 Q4 2.20344290679178
2002 Q1 2.07735667277962
2002 Q2 0.52039141377032
2002 Q3 0.113784005113219
2002 Q4 0.306132383426709
2003 Q1 -1.16460558815083
2003 Q2 -0.482277048796076
2003 Q3 0.881879563809177
2003 Q4 -2.24784224458981
2004 Q1 3.65782856394675
2004 Q2 0.659653890386996
2004 Q3 4.16037621618187
2004 Q4 4.14801150713855
2005 Q1 4.41215636729909
2005 Q2 4.96620721565596
2005 Q3 2.37186136778076
2005 Q4 5.9298409985139
2006 Q1 7.50274710481961
2006 Q2 6.26326182850567
2006 Q3 3.66340223722686
2006 Q4 9.32034025111901
2007 Q1 6.38583313830024
2007 Q2 10.5153332631239
2007 Q3 11.3197497943042
2007 Q4 8.83490386298685
2008 Q1 6.36788336464068
2008 Q2 6.30680465227821
2008 Q3 2.36032814046514
2008 Q4 0.714661398894243
2009 Q1 -2.84122041306902
2009 Q2 -2.87948041874809
2009 Q3 -6.73414008080822
2009 Q4 -5.52854899301954
2010 Q1 -3.63522568785609
2010 Q2 -4.32328511438944
2010 Q3 0.25871566442494
2010 Q4 -1.57170553016874
2011 Q1 -1.45600768735285
2011 Q2 0.569386524681652
2011 Q3 1.03321766807274
2011 Q4 3.3216143329435
2012 Q1 1.21500225471573
2012 Q2 2.66276374750584
2012 Q3 4.07275398246006
2012 Q4 6.56903428948765
2013 Q1 1.04576307133742
2013 Q2 4.69163162025022
2013 Q3 4.72756411653251
2013 Q4 2.95319588664687
2014 Q1 5.08707390377487
2014 Q2 4.03712354688032
2014 Q3 4.8022619385226
2014 Q4 7.95777077715521
2015 Q1 7.79675062329586
2015 Q2 6.4182855718201
2015 Q3 4.78926518091837
2015 Q4 5.61988657452788
2016 Q1 8.82207035316389
2016 Q2 1.68472666918865
2016 Q3 4.1027025891612
2016 Q4 -0.187052295191412
2017 Q1 4.02068398389368
2017 Q2 5.81128176333981
2017 Q3 3.51054937853156
2017 Q4 3.16126662072649
2018 Q1 1.94983320676158
2018 Q2 0.376165021870641
2018 Q3 3.11599155897802
2018 Q4 3.0232950705487
2019 Q1 5.17593232103611
2019 Q2 2.07635854540039
2019 Q3 4.43657741935711
2019 Q4 0.963457020802396
2020 Q1 18.0559891363041
2020 Q2 16.8088629716375
2020 Q3 -3.32499672103859
2020 Q4 -1.14187421769011
2021 Q1 -0.262896649369847
2021 Q2 -3.45057258553892
2021 Q3 -1.32839325583262
2021 Q4 0.278233182235178
2022 Q1 -0.799587443735399
2022 Q2 -2.4958513713569
2022 Q3 -0.494426398749888
2022 Q4 -0.705650531844019
2023 Q1 0.595038215323957
2023 Q2 -0.255424752406306
2023 Q3 -1.93106659672143
2023 Q4 -0.740230683427188
2024 Q1 0.819107711569633
2024 Q2 1.41186178208138
2024 Q3 1.52332900978286
2024 Q4 -1.46764862924276
2025 Q1 1.5047650238649
2025 Q2 1.74555430300121
2025 Q3 0.13832096531584
2025 Q4 -1.34828579992127

Note: Nominal debt growth is seasonally adjusted and is translated into real terms after subtracting the growth rate of the price deflator for the core personal consumption expenditures price index.

Source: Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States."

Return to text
Figure 2.4. Net issuance of risky debt was modest during the second half of 2025

Billions of dollars

Date Institutional leveraged loans High-yield and unrated bonds
2004 Q2 17.2438049316406 -12.7997829915
2004 Q3 5.23060607910156 -4.7444686799
2004 Q4 21.0927886962891 -13.2517237499027
2005 Q1 10.4766082763672 2.97369487239999
2005 Q2 14.6851043701172 -6.410706469
2005 Q3 9.51528930664062 -12.991040792
2005 Q4 20.6117095947266 2.72848883801281
2006 Q1 27.1632843017578 -13.66462260049
2006 Q2 40.140625 12.5665759
2006 Q3 17.8547973632813 -5.58880446140401
2006 Q4 66.3043823242188 30.5087983381185
2007 Q1 40.6788024902344 0.19438353519999
2007 Q2 54.3095092773438 23.3461726256
2007 Q3 25.7214050292969 -7.04300563787999
2007 Q4 36.057373046875 -10.4225800406
2008 Q1 2.209228515625 -20.137899142
2008 Q2 26.2244873046875 3.03224333508
2008 Q3 6.596923828125 -0.386358803119998
2008 Q4 4.79547119140625 -23.475024039
2009 Q1 -11.8175048828125 -25.4492457618
2009 Q2 -15.52490234375 2.31024644920001
2009 Q3 -13.2594604492188 -9.1909206677
2009 Q4 -24.9891357421875 -9.211476421
2010 Q1 -17.8472900390625 3.29614121840999
2010 Q2 -9.70620727539062 13.21006038522
2010 Q3 11.7539978027344 14.20725090757
2010 Q4 -15.3392028808594 25.00720073417
2011 Q1 -4.48370361328125 0.460359469560002
2011 Q2 25.4903869628906 16.39558409807
2011 Q3 -5.516845703125 -7.89381352476999
2011 Q4 3.91107177734375 3.67994934657
2012 Q1 -6.46658325195313 23.27321088568
2012 Q2 18.4444885253906 -13.41272508643
2012 Q3 -4.3779296875 38.551299447
2012 Q4 25.9595336914063 21.514433235054
2013 Q1 11.3007202148438 23.0538808032
2013 Q2 31.3078002929688 19.65314829777
2013 Q3 45.1636962890625 25.86382232293
2013 Q4 43.5355834960938 24.45471547174
2014 Q1 29.44970703125 16.13022019701
2014 Q2 45.6138916015625 15.23672500528
2014 Q3 48.42529296875 32.9949474055
2014 Q4 26.1719970703125 3.99923349074401
2015 Q1 6.462890625 32.918267314
2015 Q2 -3.11236572265625 4.34897208896001
2015 Q3 8.57940673828125 -0.680115462000011
2015 Q4 28.799560546875 -13.22171942204
2016 Q1 9.0941162109375 -0.651168015490006
2016 Q2 4.985595703125 2.29172081972001
2016 Q3 -12.8767700195313 -2.73038512689999
2016 Q4 7.194580078125 -44.46958316503
2017 Q1 -4.2435302734375 9.0480177782
2017 Q2 49.00634765625 -9.05573664711
2017 Q3 13.031982421875 -2.19109402510999
2017 Q4 16.81396484375 -3.11587345473999
2018 Q1 34.333251953125 16.614626855113
2018 Q2 54.8770141601563 -8.73682443242
2018 Q3 45.0819091796875 10.28165573089
2018 Q4 57.5950927734375 -20.52812190214
2019 Q1 33.6610107421875 12.84513095774
2019 Q2 16.1658935546875 19.040025168757
2019 Q3 -16.1549072265625 11.66588355029
2019 Q4 12.594970703125 9.70150317656999
2020 Q1 3.09814453125 5.06436037497
2020 Q2 -11.4285888671875 90.27088892529
2020 Q3 14.3199462890625 8.76417458297999
2020 Q4 -6.167724609375 -9.06169543420002
2021 Q1 13.6552734375 21.14987596717
2021 Q2 51.3404541015625 31.17368451525
2021 Q3 41.23828125 15.48053534896
2021 Q4 41.805908203125 4.16325644673
2022 Q1 49.3033447265625 -11.89424530992
2022 Q2 24.0108642578125 -10.99602021956
2022 Q3 16.0382080078125 -20.78150099021
2022 Q4 -17.26318359375 -16.28215188531
2023 Q1 -14.5274658203125 1.41580029038
2023 Q2 -4.7691650390625 -1.58521450415
2023 Q3 14.095458984375 -1.14732739198
2023 Q4 -10.7762451171875 -3.870144551
2024 Q1 -9.39404296875 -2.52051003096001
2024 Q2 4.4625244140625 15.190675208
2024 Q3 -9.58837890625 3.37409679808
2024 Q4 35.608154296875 -11.762285544
2025 Q1 50.62158203125 3.279602497156
2025 Q2 24.6611328125 -32.48362
2025 Q3 15.6845703125 -18.12892398219
2025 Q4 39.3701171875 -24.303347562

Note: The data begin in 2004:Q2. Institutional leveraged loans generally exclude loan commitments held by banks. The key identifies bars in order from top to bottom (except for some bars with at least one negative value).

Source: LSEG, Mergent Fixed Income Securities Database; PitchBook Data, Leveraged Commentary & Data.

Return to text
Figure 2.5. Gross leverage of publicly traded nonfinancial firms ticked down but was still high by historical standards

Percent

Date 75th percentile All firms
2000 Q1 48.2251895902531 30.3541604369208
2000 Q2 47.8512910274851 29.607936460319
2000 Q3 47.4916752996759 29.0128080769913
2000 Q4 46.987233134119 29.1777454976555
2001 Q1 47.4697237151702 29.1835167267951
2001 Q2 47.3563105551077 29.3683629554628
2001 Q3 47.3004312463195 29.3594647615502
2001 Q4 47.1031152483785 29.9835080979648
2002 Q1 46.0030603756982 30.6133482725245
2002 Q2 44.4515954205301 29.6667758199989
2002 Q3 44.1056157641294 29.4440846206678
2002 Q4 44.4031862654759 29.1668028203427
2003 Q1 42.8197880003322 28.9511033544839
2003 Q2 42.1634269109395 28.1281444282336
2003 Q3 41.7239663860221 27.7739827229831
2003 Q4 41.5117350218286 26.7005426392269
2004 Q1 39.4012754511186 26.2985996897949
2004 Q2 38.8714398156194 25.6923469868265
2004 Q3 38.6334176469142 25.3755405421165
2004 Q4 39.0875876795421 25.1281353283416
2005 Q1 37.7650381027056 24.9184982998176
2005 Q2 37.7659268377245 24.7992907128075
2005 Q3 37.485804088461 24.1238773662973
2005 Q4 38.3413203621397 24.1803704294569
2006 Q1 37.4089969135364 24.4461449425496
2006 Q2 37.7219468057056 24.3402891524331
2006 Q3 37.6753766883697 24.3474874984505
2006 Q4 38.5743531903771 24.6981064348234
2007 Q1 37.9848455164371 24.9128840483651
2007 Q2 38.6513307464355 25.1587629055098
2007 Q3 38.6792663578789 25.5532792084016
2007 Q4 38.9335972021326 25.8365061254155
2008 Q1 39.0910994134577 26.0452557632683
2008 Q2 38.9883943871761 26.1707607027509
2008 Q3 39.9924244055765 27.1573983396475
2008 Q4 42.7413039996193 28.7483191844985
2009 Q1 41.5219891233024 28.6783192297274
2009 Q2 39.8994417234298 27.9238502064014
2009 Q3 38.4762831126504 26.9578105813331
2009 Q4 38.7378386317516 26.7425504945079
2010 Q1 37.129200638071 26.3288217987919
2010 Q2 36.7418921459583 26.1987487260715
2010 Q3 36.3269348842672 26.207744142567
2010 Q4 36.9740855507758 25.9652622215262
2011 Q1 36.0956578872633 25.7813544194512
2011 Q2 35.6462669369208 25.8315047451371
2011 Q3 36.4053497443518 26.1744746427719
2011 Q4 37.8409500468593 26.077814873506
2012 Q1 36.9710924028517 26.0269415762698
2012 Q2 37.4886035036024 26.589240594827
2012 Q3 37.4879443178704 26.7073857737548
2012 Q4 38.787018318139 27.0860199098655
2013 Q1 38.0792925362076 26.9373272768187
2013 Q2 38.258899928804 27.3639532583908
2013 Q3 38.5466075494801 27.6868923173709
2013 Q4 40.128197881951 27.9107012695047
2014 Q1 39.2639983162186 28.5198063907124
2014 Q2 40.2767093780862 28.4459292334928
2014 Q3 40.8845778464677 28.6055808810891
2014 Q4 42.1595170425966 29.1869634872809
2015 Q1 42.402295589231 30.0411379517256
2015 Q2 42.1010947669893 30.5807290786941
2015 Q3 42.6674881278054 31.1205553195715
2015 Q4 43.9208282144074 32.0587905478482
2016 Q1 43.9589887541959 32.6702803676346
2016 Q2 43.7353924513741 32.8994061432734
2016 Q3 43.0770913582066 32.9887186458923
2016 Q4 43.2833623817701 32.8493921054986
2017 Q1 42.7287508914669 33.1235693650828
2017 Q2 42.2770834932747 33.4866003563749
2017 Q3 42.1396025047682 33.3090541398604
2017 Q4 42.0113248345264 32.9546142865511
2018 Q1 42.0217236382725 33.2635929301531
2018 Q2 42.2094144732426 33.0479368844998
2018 Q3 41.7224911612635 32.7839003337959
2018 Q4 42.5241810625098 33.0865404627518
2019 Q1 46.3251481726795 35.2553975155036
2019 Q2 46.5966218021023 35.5763218116373
2019 Q3 47.4919685276304 35.5039722317612
2019 Q4 47.9232222919916 35.4786488832927
2020 Q1 49.8709143084474 37.4938628763217
2020 Q2 49.1808386359943 37.6969278869773
2020 Q3 47.4091967615202 36.8318673223527
2020 Q4 46.76300006193 36.1309873667296
2021 Q1 45.9982026611294 35.715267009393
2021 Q2 45.0778960898639 35.1756119086575
2021 Q3 44.3745459998892 34.6236164006051
2021 Q4 44.6315017834284 34.2257569148909
2022 Q1 44.8507429676206 34.1219191033203
2022 Q2 45.5892435543826 34.0608951079492
2022 Q3 45.4200284370136 34.117390098703
2022 Q4 45.681976387343 34.1924021581123
2023 Q1 45.8518677626218 34.3151808009307
2023 Q2 45.2638700699229 34.2366355723328
2023 Q3 45.4838794689724 34.0261570328645
2023 Q4 45.9346849816323 33.8775818314572
2024 Q1 45.6018144035783 33.7929557499344
2024 Q2 45.3368974313336 33.7905832457702
2024 Q3 44.7993102951296 33.6991026044032
2024 Q4 45.6543806547806 33.3329993534822
2025 Q1 45.2841517068607 33.2877239421495
2025 Q2 45.3645417848671 33.3532898234594
2025 Q3 44.8403552392843 32.9449838164723
2025 Q4 44.3708656669877 32.8596395742465

Note: Gross leverage is an asset-weighted average of the ratio of firms’ book value of total debt to book value of total assets. The 75th percentile is calculated from a sample of the 2,500 largest firms by assets. The dashed sections of the lines in 2019:Q1 reflect the structural break in the series due to the 2019 compliance deadline for Financial Accounting Standards Board rule Accounting Standards Update 2016-02. The accounting standard requires operating leases, previously considered off-balance-sheet activities, to be included in measures of debt and assets.

Source: Federal Reserve Board staff calculations based on S&P Global, Compustat.

Return to text
Figure 2.6. Interest coverage ratios, which indicate firms’ ability to service their debt, remained solid

Ratio

Date Median for all public firms Median for all non-investment grade public firms
2000 Q1 2.36029256294827 1.61880687563195
2000 Q2 2.32273712851903 1.56556060909018
2000 Q3 2.26505465547531 1.52022690809076
2000 Q4 2.20765965258479 1.45363635276925
2001 Q1 2.12852564194417 1.3789697908598
2001 Q2 2.08123088685015 1.36138871538622
2001 Q3 1.896224914523 1.26312255859375
2001 Q4 1.77499224906829 1.28658273731876
2002 Q1 1.78358113556355 1.28704650575077
2002 Q2 1.74299573766832 1.29541432019308
2002 Q3 1.84639474488237 1.40560672591038
2002 Q4 2.00299018253853 1.5266681041242
2003 Q1 2.10272768774252 1.59640587664859
2003 Q2 2.11516853932584 1.51255399568035
2003 Q3 2.16629955947137 1.66891486810552
2003 Q4 2.29642730810046 1.67355880648899
2004 Q1 2.5508520593808 1.94547074268567
2004 Q2 2.88291600293788 2.07079115542597
2004 Q3 3.02322975887266 2.24058484714222
2004 Q4 3.00733914959822 2.36372604284104
2005 Q1 3.01525013670467 2.28617826393357
2005 Q2 3.02606461086637 2.25381330079317
2005 Q3 3.06967615309127 2.27743661377893
2005 Q4 3.04438933809703 2.29
2006 Q1 3.07230281051677 2.33080754848824
2006 Q2 3.01334226251803 2.28508196986616
2006 Q3 2.98144254568735 2.31840873364641
2006 Q4 2.9279820593857 2.29589371980676
2007 Q1 2.92503136762861 2.24204892966361
2007 Q2 2.84011836971423 2.21200414852434
2007 Q3 2.70073975124913 2.1169927127704
2007 Q4 2.73118991788882 2.10696691278196
2008 Q1 2.79681694532909 2.16965116280768
2008 Q2 3.00493378242122 2.25710517059444
2008 Q3 2.98272101033295 2.25634057971015
2008 Q4 2.63538781163435 1.94048324300111
2009 Q1 2.70977612724569 1.97538621306058
2009 Q2 2.47795823665893 1.76333390499057
2009 Q3 2.33378799551758 1.60280986015585
2009 Q4 2.28557564477533 1.6853186646434
2010 Q1 2.63014640984373 1.98509615384615
2010 Q2 2.7625 2.11074578369178
2010 Q3 2.94642857142857 2.19629341390466
2010 Q4 3.04279279279279 2.29960053262317
2011 Q1 3.18913905228684 2.47194513715711
2011 Q2 3.37560574593285 2.56389758497317
2011 Q3 3.52327335003323 2.62713120830245
2011 Q4 3.46364177772884 2.58290035378932
2012 Q1 3.39739663093415 2.51354228341928
2012 Q2 3.42881944444444 2.58731721034871
2012 Q3 3.28607621440536 2.40346903669725
2012 Q4 3.08927800345172 2.38241383890879
2013 Q1 3.1944397179872 2.32926213267324
2013 Q2 3.24778761061947 2.27867383512545
2013 Q3 3.25617283950617 2.2412301549577
2013 Q4 3.16103401655293 2.21893063279321
2014 Q1 3.21590909090909 2.21543166843521
2014 Q2 3.41990599929472 2.3953626165271
2014 Q3 3.47222222222222 2.44279765576804
2014 Q4 3.38440103890594 2.33018542177411
2015 Q1 3.35 2.1882415907689
2015 Q2 3.30377839399575 2.19896210954959
2015 Q3 3.30296426918596 2.2053190769439
2015 Q4 3.11452966121016 2.13804071246819
2016 Q1 2.93783712295602 2.05178326474623
2016 Q2 2.925 1.99905541532718
2016 Q3 2.9600483597964 2.13148393751842
2016 Q4 2.97683329403443 2.01607468399043
2017 Q1 3.0343137254902 2.11521471132114
2017 Q2 3.1031506024492 2.21077054794521
2017 Q3 3.05179032280687 2.28199541872663
2017 Q4 3.08142857142857 2.29038992254963
2018 Q1 3.05749792959638 2.23897209453468
2018 Q2 3.08616570197873 2.34947196010365
2018 Q3 3.16666666666667 2.37413292576088
2018 Q4 3.06911126342244 2.33254433122041
2019 Q1 2.95527474609403 2.21354166666667
2019 Q2 2.88619623655914 2.04465198967415
2019 Q3 2.79431585703398 2.06433860568205
2019 Q4 2.65971045239767 2.01046414165226
2020 Q1 2.47827015193341 1.77924983872377
2020 Q2 2.13029513888889 1.36201298701299
2020 Q3 2.18381564844587 1.25035997216271
2020 Q4 2.06107694612878 1.25215200965459
2021 Q1 2.50149957155099 1.51521090989399
2021 Q2 3.01237560516407 1.91576304396369
2021 Q3 3.30645161290323 2.24786036036036
2021 Q4 3.20799165071806 2.19124305798769
2022 Q1 3.43227964934153 2.21688927938179
2022 Q2 3.40530996985994 2.07290518191841
2022 Q3 3.08245657906773 1.86126431904964
2022 Q4 2.58078994614004 1.65006633505511
2023 Q1 2.46209486166008 1.55568808544165
2023 Q2 2.36249698359073 1.48944850872257
2023 Q3 2.39418755068657 1.43577981651376
2023 Q4 2.26564027370479 1.39214186193929
2024 Q1 2.36240691489362 1.53723404255319
2024 Q2 2.37067243216941 1.49209027045161
2024 Q3 2.38237445756063 1.52
2024 Q4 2.47925200382623 1.67204281567489
2025 Q1 2.55818414322251 1.68092105263158
2025 Q2 2.5738127090301 1.62232079191309
2025 Q3 2.55555555555556 1.60087062984628
2025 Q4 2.75628061511282 1.81862745098039

Note: The interest coverage ratio is earnings before interest and taxes divided by interest payments. Firms with leverage less than 5 percent and interest payments less than $500,000 are excluded.

Source: Federal Reserve Board staff calculations based on S&P Global, Compustat.

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Figure 2.7. Firms with commercial and industrial bank loans lowered their leverage

This is a line chart showing quarterly data from 2013 through 2025. The y-axis shows debt as percentage of assets ranging from 24 percent to 36 percent. Two lines are displayed: Privately held firms (thin black line) and Publicly traded firms (thick blue line). The series on privately held firms begins around 31 percent in 2013, gradually increases to about 34 percent by 2018, remains stable until 2020, then decreases to about 31 percent by 2021 with a final value just above 30 percent in 2025:Q4. The publicly traded firms series starts around 25 percent in 2013, increases steadily to about 30 percent by 2019, then remains mostly stable, with a final value just below 30 percent in 2025:Q4.

Note: The figure shows the weighted median leverage of nonfinancial firms that borrow using commercial and industrial loans from the 23 banks that have filed in every quarter since 2013:Q1. Leverage is measured as the ratio of the book value of total debt to the book value of total assets of the borrower, as reported by the lender, and the median is weighted by committed amounts.

Source: Federal Reserve Board, Form FR Y-14Q (Schedule H.1), Capital Assessments and Stress Testing.

Return to text
Figure 2.8. Newly issued leveraged loans with debt-to-EBITDA multiples of 4 or more increased moderately and stayed above the historical median

Percent

Date Debt multiples ≥ 6x Debt multiples 5x-5.99x Debt multiples 4x­4.99x Debt multiples < 4x
2001 2.70000007003546 10.1000003516674 26.1999994516373 61.1000001430512
2002 5.90000003576279 12.2000001370907 27.3000001907349 54.6000003814697
2003 6.69999998062849 11.5000002086163 29.3000012636185 52.6000022888184
2004 8.79999976605177 17.5999999046326 28.600001335144 44.9999988079071
2005 8.00000037997961 25.0999987125397 25.0999987125397 41.8000012636185
2006 16.2999995052814 21.0999995470047 26.3000011444092 36.3999992609024
2007 27.6999995112419 17.4999997019768 23.7000003457069 31.2000006437302
2008 10.700000077486 12.0999999344349 14.2000004649162 63.0999982357025
2009 17.7000001072884 11.5000002086163 17.7000001072884 53.1000018119812
2010 5.8000001590699 17.9000005125999 22.5999996066093 53.7000000476837
2011 14.4000001251698 19.200000166893 22.5999996066093 43.7999993562698
2012 15.8000003546476 21.7999994754791 26.6000002622604 35.8999997377396
2013 16.4000004529953 23.1000006198883 28.999999165535 31.4999997615814
2014 27.1999999880791 21.5000003576279 22.5999996066093 28.7000000476837
2015 18.7000006437302 26.1999994516373 24.8999997973442 30.3000003099442
2016 21.000000089407 24.4000002741814 32.600000500679 21.8999996781349
2017 22.0000006258488 27.5999993085861 27.5999993085861 22.6999998092651
2018 29.6000003814697 26.8999993801117 24.1999998688698 19.3000003695488
2019 32.8999996185303 23.2999995350838 23.4999999403954 20.2999994158745
2020 28.1000003218651 23.8999992609024 25.6999999284744 22.3000004887581
2021 35.0999996066093 20.3999996185303 23.1000006198883 21.4000001549721
2022 36.5000009536743 20.8000004291534 19.3000003695488 23.3999997377396
2023 16.9999994337559 18.7999993562698 26.3999998569489 37.7999991178513
2024 18.8000004738569 25.0999987125397 20.6000000238419 35.4999989271164
2025 15.7999992370605 24.6999993920326 25.9999990463257 33.500000834465
2026 Q1 17.0999996364117 27.0000010728836 26.3000011444092 29.6000003814697

Note: Volumes are for large corporations with earnings before interest, taxes, depreciation, and amortization (EBITDA) greater than $50 million and exclude existing tranches of add-ons and amendments as well as restatements with no new money. The key identifies bars in order from top to bottom.

Source: LSEG, Mergent Fixed Income Securities Database; PitchBook Data, Leveraged Commentary & Data.

Return to text
Figure 2.9. The realized default rate on leveraged loans remained well below its previous peaks

Percent

Date Realized default rate Realized default rate including distressed exchanges
1999-01-01 1.40374443874576  
1999-02-01 0.620130074272045  
1999-03-01 0.961558060168107  
1999-04-01 0.910025850082999  
1999-05-01 1.08432506922787  
1999-06-01 1.51147782227669  
1999-07-01 1.46856132869432  
1999-08-01 2.58669462674692  
1999-09-01 2.83564148416579  
1999-10-01 2.79553858940607  
1999-11-01 4.23476547428082  
1999-12-01 4.17363270874809  
2000-01-01 5.31955188860257  
2000-02-01 5.63665801395398  
2000-03-01 5.79387818120708  
2000-04-01 7.38707363523978  
2000-05-01 7.1272474346274  
2000-06-01 7.50275817381135  
2000-07-01 7.38638660941154  
2000-08-01 6.65602334926934  
2000-09-01 6.59817681681766  
2000-10-01 6.74029479357337  
2000-11-01 5.7997136872917  
2000-12-01 6.57473346350473  
2001-01-01 5.890289821496  
2001-02-01 5.65193404131812  
2001-03-01 5.48432983996405  
2001-04-01 4.78452184278759  
2001-05-01 6.42183107838333  
2001-06-01 6.27790427404653  
2001-07-01 6.81737551468091  
2001-08-01 6.79872690180133  
2001-09-01 6.50470952417523  
2001-10-01 6.72167813766106  
2001-11-01 6.50463564435449  
2001-12-01 6.30391411142361  
2002-01-01 7.2499241459131  
2002-02-01 7.24500509942625  
2002-03-01 6.8484910901823  
2002-04-01 6.95151266913317  
2002-05-01 5.6949044894794  
2002-06-01 7.41236450994404  
2002-07-01 6.8397177567764  
2002-08-01 6.78220535455937  
2002-09-01 6.41446937703412  
2002-10-01 6.5850341177601  
2002-11-01 6.52532834017819  
2002-12-01 6.01237682581557  
2003-01-01 5.12912891130075  
2003-02-01 5.00880429946855  
2003-03-01 5.47066888423004  
2003-04-01 5.25912875791241  
2003-05-01 5.34793308939678  
2003-06-01 2.62312005668266  
2003-07-01 2.64426832515177  
2003-08-01 2.67290377148024  
2003-09-01 2.90810705065732  
2003-10-01 2.29547070641196  
2003-11-01 2.28463596938286  
2003-12-01 2.24950731862114  
2004-01-01 1.89471401030441  
2004-02-01 1.61166556876154  
2004-03-01 1.11407293913559  
2004-04-01 0.936565901600417  
2004-05-01 0.682252697548041  
2004-06-01 0.94402709654127  
2004-07-01 0.905279421260321  
2004-08-01 0.881211884544273  
2004-09-01 1.00572085360985  
2004-10-01 1.02263104092439  
2004-11-01 1.02447519808232  
2004-12-01 1.01410900355372  
2005-01-01 1.02507496733947  
2005-02-01 1.36950502993963  
2005-03-01 1.26380537907338  
2005-04-01 1.48474248266849  
2005-05-01 1.54252866376508  
2005-06-01 1.29059194154891  
2005-07-01 1.46391596172856  
2005-08-01 1.4322396132521  
2005-09-01 1.65136354081861  
2005-10-01 2.56111587402713  
2005-11-01 2.2919216557973  
2005-12-01 3.02200238489307  
2006-01-01 2.95905018676368  
2006-02-01 2.89026629376766  
2006-03-01 2.7918405529996  
2006-04-01 2.47410163943416  
2006-05-01 2.29884766993254  
2006-06-01 2.27578550094482  
2006-07-01 2.07746169564351  
2006-08-01 2.08233574928927  
2006-09-01 1.56164341405421  
2006-10-01 0.98750704786384  
2006-11-01 1.07120897621029  
2006-12-01 0.478307708235541  
2007-01-01 0.453190511692308  
2007-02-01 0.240578570601142  
2007-03-01 0.232230305288034  
2007-04-01 0.220155865782788  
2007-05-01 0.155571457234322  
2007-06-01 0.154081525205981  
2007-07-01 0.211963491765366  
2007-08-01 0.208792752420673  
2007-09-01 0.424045769819244  
2007-10-01 0.332881677165982  
2007-11-01 0.24513291103573  
2007-12-01 0.238273169122302  
2008-01-01 0.724542626185178  
2008-02-01 0.93826164729208  
2008-03-01 1.07242724769546  
2008-04-01 1.29580863520729  
2008-05-01 1.72659213469707  
2008-06-01 1.69506702223233  
2008-07-01 1.89629559136655  
2008-08-01 2.02854442101493  
2008-09-01 1.90991348704673  
2008-10-01 1.97448896039073  
2008-11-01 1.94408034196998  
2008-12-01 3.74683731955835  
2009-01-01 4.95210475046503  
2009-02-01 5.24589550168725  
2009-03-01 8.01858997184042  
2009-04-01 8.02940634177849  
2009-05-01 8.66045922589369  
2009-06-01 9.14772247672355  
2009-07-01 9.56640311201017  
2009-08-01 9.67577785129606  
2009-09-01 9.75397713835357  
2009-10-01 10.7142905891958  
2009-11-01 10.8148014359355  
2009-12-01 9.60939472782257  
2010-01-01 8.81735742948314  
2010-02-01 8.58590330909801  
2010-03-01 5.81971055173797  
2010-04-01 5.6523123165647  
2010-05-01 4.63584120724762  
2010-06-01 4.0150779158563  
2010-07-01 3.47413584963326  
2010-08-01 3.56979895935773  
2010-09-01 3.54724033716263  
2010-10-01 2.28336283885162  
2010-11-01 2.24556081786527  
2010-12-01 1.87434612836046  
2011-01-01 1.45790184243984  
2011-02-01 1.27066793633522  
2011-03-01 1.11092771671646  
2011-04-01 0.951718684531915  
2011-05-01 0.90789822723715  
2011-06-01 0.911510139282644  
2011-07-01 0.769791093336481  
2011-08-01 0.330341668123339  
2011-09-01 0.323653519645651  
2011-10-01 0.32491801437386  
2011-11-01 0.171682141698186  
2011-12-01 0.172134731379882  
2012-01-01 0.206351211364502  
2012-02-01 0.209284419443092  
2012-03-01 0.205923907398422  
2012-04-01 0.562049004964377  
2012-05-01 1.05330711277078  
2012-06-01 1.04401311129966  
2012-07-01 1.04461234780007  
2012-08-01 1.07437230697445  
2012-09-01 1.00191158921518  
2012-10-01 1.05735938242461  
2012-11-01 1.28076985146929  
2012-12-01 1.27489300372553  
2013-01-01 1.42344671639966  
2013-02-01 1.39987557153018  
2013-03-01 2.20969888342682  
2013-04-01 1.91198073910403  
2013-05-01 1.40383413394867  
2013-06-01 1.37283037838653  
2013-07-01 2.01910441311328  
2013-08-01 2.16113230294211  
2013-09-01 2.41440222521611  
2013-10-01 2.3136263698661  
2013-11-01 2.08240841560821  
2013-12-01 2.10967077730426  
2014-01-01 1.88463049707386  
2014-02-01 1.86266929830805  
2014-03-01 1.20983167850648  
2014-04-01 4.64389225577737  
2014-05-01 4.59783274787342  
2014-06-01 4.40734919905502  
2014-07-01 3.89045923073964  
2014-08-01 3.61034454301361  
2014-09-01 3.34388232555217  
2014-10-01 3.2771207617817  
2014-11-01 3.32944794624261  
2014-12-01 3.23801901087078  
2015-01-01 3.98617346086901  
2015-02-01 3.9172865660013  
2015-03-01 3.78858339595791  
2015-04-01 1.26444788092332  
2015-05-01 1.25911328441314  
2015-06-01 1.24189383465312  
2015-07-01 1.11360934731807  
2015-08-01 1.30380291553553  
2015-09-01 1.27305108622241  
2015-10-01 1.27128002658071  
2015-11-01 1.42234630306705  
2015-12-01 1.50003763151348  
2016-01-01 1.28616060792401  
2016-02-01 1.40506036175156  
2016-03-01 1.75298806932166  
2016-04-01 1.69282639571508  
2016-05-01 1.96225266084013  
2016-06-01 1.97031331590513  
2016-07-01 2.17007772656444  
2016-08-01 1.97993452219405  
2016-09-01 1.94857405847251  
2016-10-01 1.95438623582106  
2016-11-01 1.65983788107019  
2016-12-01 1.57893204311283 2.78063851699279
2017-01-01 1.55738865024389 2.3883696780893
2017-02-01 1.41493389880201 1.98329853862213
2017-03-01 1.48994068287674 1.67364016736402
2017-04-01 1.4276198736791 1.68243953732913
2017-05-01 1.4158488101288 1.59574468085106
2017-06-01 1.54172212922484 1.70575692963753
2017-07-01 1.35740861038153 1.39484978540773
2017-08-01 1.36405619635642 1.4145810663765
2017-09-01 1.53152795658299 1.52008686210641
2017-10-01 1.50896376047973 1.51351351351351
2017-11-01 1.95310325638077 1.93756727664155
2017-12-01 2.05146470457765 1.93965517241379
2018-01-01 1.94674870761357 2.04962243797195
2018-02-01 2.0027603845897 2.15285252960172
2018-03-01 2.42044442206168 2.14822771213749
2018-04-01 2.37383214519444 2.16450216450216
2018-05-01 2.11746878882325 1.93965517241379
2018-06-01 1.97933515015578 2.12314225053079
2018-07-01 1.99335529853962 2.22222222222222
2018-08-01 1.98634287306826 2.23880597014925
2018-09-01 1.81132768106833 2.11640211640212
2018-10-01 1.9233126289033 2.3109243697479
2018-11-01 1.60714425010705 1.97710718002081
2018-12-01 1.63131243102624 1.97505197505198
2019-01-01 1.41925631607619 1.85185185185185
2019-02-01 1.62021388594893 2.03045685279188
2019-03-01 0.929780031781983 1.90380761523046
2019-04-01 1.0079159880045 2.08333333333333
2019-05-01 0.996525775845705 2.04479065238559
2019-06-01 1.3449855651353 1.92307692307692
2019-07-01 1.32180455849828 1.80608365019011
2019-08-01 1.28952293334503 1.77736202057998
2019-09-01 1.29 1.76744186046512
2019-10-01 1.42549737860565 1.81818181818182
2019-11-01 1.47964949822113 1.80995475113122
2019-12-01 1.38718983497751 1.8018018018018
2020-01-01 1.83062399780694 2
2020-02-01 1.82512022533114 2.20338983050847
2020-03-01 1.84279394057552 2.35492010092515
2020-04-01 2.32146330717243 3.13293818797629
2020-05-01 3.14227482325744 3.80067567567568
2020-06-01 3.22706252199177 4.28571428571429
2020-07-01 3.9028203843141 4.81012658227848
2020-08-01 4.07652502814295 4.98732037193576
2020-09-01 4.168453142376 5.31197301854975
2020-10-01 4.11020376469708 5.58375634517767
2020-11-01 3.88708128460096 5.44388609715243
2020-12-01 3.83392559010348 5.39629005059022
2021-01-01 3.38084746263764 5.21885521885522
2021-02-01 3.24729715651773 5.1063829787234
2021-03-01 3.15475286063798 4.91942324003393
2021-04-01 2.60576038054329 4.0447504302926
2021-05-01 1.72590353221716 3.29575021682567
2021-06-01 1.24884205578877 2.44755244755245
2021-07-01 0.57991220877348 1.9315188762072
2021-08-01 0.468600070043025 1.83727034120735
2021-09-01 0.35102429817878 1.50044130626655
2021-10-01 0.198783710061825 0.886524822695036
2021-11-01 0.289490809747674 0.975177304964539
2021-12-01 0.285998310700827 0.96830985915493
2022-01-01 0.287849196318449 0.886524822695036
2022-02-01 0.190219886359247 0.711111111111111
2022-03-01 0.186644990097818 0.706713780918728
2022-04-01 0.184315458505975 0.616197183098592
2022-05-01 0.214841496509942 0.781928757602085
2022-06-01 0.279774757967324 0.865800865800866
2022-07-01 0.27902902726492 0.779220779220779
2022-08-01 0.59964312985254 1.20274914089347
2022-09-01 0.897724368474116 1.36518771331058
2022-10-01 0.830836678820539 1.3828867761452
2022-11-01 0.733432645666677 1.2853470437018
2022-12-01 0.719024140904362 1.45175064047822
2023-01-01 0.829103923452556 1.61839863713799
2023-02-01 1.01517924704664 1.85341196293176
2023-03-01 1.3242211073603 2.18855218855219
2023-04-01 1.31182575776585 2.42881072026801
2023-05-01 1.57621105317956 2.69360269360269
2023-06-01 1.71020415242221 2.96359017781541
2023-07-01 1.7475847971049 3.38409475465313
2023-08-01 1.55079562558493 3.12236286919831
2023-09-01 1.33824550109395 3.17195325542571
2023-10-01 1.43096276917203 3.27731092436975
2023-11-01 1.47821214388951 3.61952861952862
2023-12-01 1.52747128025964 3.83959044368601
2024-01-01 1.47059834804695 4.0274207369323
2024-02-01 1.4112986923983 4.31778929188256
2024-03-01 1.14071335290429 4.22413793103448
2024-04-01 1.30675884493121 4.32900432900433
2024-05-01 1.0772968541297 4.35161009573542
2024-06-01 0.919380265571573 4.31034482758621
2024-07-01 0.916442656691202 4.01709401709402
2024-08-01 0.784237585873954 4.17021276595745
2024-09-01 0.796299426537434 4.20875420875421
2024-10-01 0.733110677721762 4.3956043956044
2024-11-01 0.941801118156484 4.56466610312764
2024-12-01 0.910200545572983 4.7008547008547
2025-01-01 0.943893713438043 4.58477508650519
2025-02-01 0.809353476622968 4.1848299912816
2025-03-01 0.820176535198467 4.31338028169014
2025-04-01 0.725649872858271 4.37828371278459
2025-05-01 0.735273967076573 4.35555555555556
2025-06-01 1.10941752500666 4.45632798573975
2025-07-01 1.10792201240364 4.56171735241503
2025-08-01 1.18987145649206 4.45859872611465
2025-09-01 1.50166921803522 4.40771349862259
2025-10-01 1.46299926369636 4.16666666666667
2025-11-01 1.24876784397157 3.68043087971275
2025-12-01 1.23118381312179 3.34538878842676
2026-01-01 1.29202324327852 3.53260869565217
2026-02-01 1.37900164749599 3.53901996370236
2026-03-01 1.44435426950671 3.48214285714286

Note: The data for the realized default rate begin in December 1998; the data including distressed exchanges begin in December 2016. The default rate is calculated as the amount in default over the past 12 months divided by the total outstanding volume of loans that are not in default at the beginning of the 12-month period. The default rate including distressed exchanges is calculated as the number of issuers in default or distressed exchange over the past 12 months divided by the total number of issuers that are not in default at the beginning of the 12-month period. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: PitchBook Data, Leveraged Commentary & Data.

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Figure 2.10. Household debt was largely unchanged

This is a line chart showing quarterly household debt by borrower credit quality from 1999 through 2025. The y-axis shows trillions of dollars (real) ranging from 0 to 14. Three lines represent different borrower categories: Prime (thin black line), Near prime (medium-thick blue line), and Subprime (thick burgundy line). Prime borrowers show the highest debt level, increasing from about 5 trillion dollars in 2000 to a relative peak of about 11 trillion around 2007, dipping to about 9 trillion around 2012, then steadily rising to about 13 trillion by 2025:Q4. Near prime borrowers show a more moderate trend, increasing from about 3 trillion in 2000 to a peak of about 5 trillion in 2007, then gradually decreasing to about 3 trillion by 2025:Q4. Subprime borrowers show the lowest overall debt level, rising from about 1.5 trillion in 2000 to a peak of about 3 trillion in 2008, then declining to about 1.5 trillion by 2020, with a slight increase to just above 2 trillion by 2025:Q4.

Note: Subprime are borrowers with an Equifax Risk Score less than 620; near prime are from 620 to 719; prime are greater than 719. Scores are measured contemporaneously. Student loan balances before 2004 are estimated using average growth from 2004 to 2007, by risk score. The data are converted to constant 2025 dollars using the consumer price index.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 2.11. Measures of housing leverage stayed significantly below their peak levels

This is a line chart showing quarterly housing leverage measures from 1999 through 2025, with an index of 1999:Q1 = 100. The y-axis ranges from 60 to 180. Two lines are displayed: Relative to model-implied values (thin black line) and Relative to market value (thick blue line). A horizontal dashed line at 100 represents the baseline index value. The model-implied line begins at 100 and rises to peaks of about 130 in 2007-2008, then falls to near 110 by 2012 and remains relatively flat with a final value around 110 in 2025:Q4. The blue line begins at 100 and remains just below 100 through 2006, rises to a peak of about 130 in 2011-2012, then steadily declines to about 80 by 2025:Q4.

Note: Housing leverage is estimated as the ratio of the average outstanding mortgage loan balance for owner-occupied homes with a mortgage to (1) current home values using the Zillow national house price index and (2) model-implied house prices estimated by a staff model based on rents, interest rates, and a time trend.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax; Zillow, Inc., Real Estate Data; Bureau of Labor Statistics via Haver Analytics.

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Figure 2.12. New mortgage extensions were largely unchanged

This is a bar chart showing annual new mortgage extensions by borrower credit quality from 2000 through 2025. The y-axis shows billions of dollars (real) ranging from 0 to 1800. Each year displays three bars representing different borrower categories: Subprime (terracotta, left bars), Near prime (beige, middle bars), and Prime (blue, right bars). Prime borrowers consistently show the highest mortgage extensions, with peaks of approximately 1600-1700 billion dollars in 2004-2006 and 2022. Near prime borrowers show moderate extensions, typically ranging from 300 to 1000 billion dollars, with peaks in 2004-2007 near 1200 and hovering around 300-500 billion from 2012-2025. Subprime borrowers show the lowest extensions, generally below 400 billion dollars, with higher values around 2005-2008 at approximately 400 billion and hovering around 100-150 billion from 2012-2025. The final bars for 2025 show about 100 billion dollars for subprime, about 300 billion dollars for near prime, and about 1100 billion dollars for prime.

Note: The figure plots the year-over-year change in balances for the first quarter of each year among those households whose balance increased over this window. Subprime are borrowers with an Equifax Risk Score less than 620; near prime are from 620 to 719; prime are greater than 719. Scores were measured 1 year ago. The data are converted to constant 2025 dollars using the consumer price index. The key identifies bars in order from left to right.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 2.13. Mortgage delinquency rates remained close to the low end of their historical distribution

This is a line chart showing quarterly mortgage delinquency rates from 2001 through 2025. The y-axis shows percent of mortgages ranging from 0 to 12 percent. Two lines are displayed: Delinquent (thick blue line) and Delinquent, in forbearance, or in loss mitigation (thin black line). The delinquent, in forbearance, or in loss mitigation mortgage series shows higher values throughout, starting around 5 percent in 2001, remaining relatively stable until 2007, then rising sharply to peaks of approximately 9 percent during 2010-2012. There is another jump in the series around 2017 to 8 percent. After that, the series gradually declines to about 6 percent by 2019, spikes briefly to 8 percent in 2020, then returns to a downward trend, reaching about 4 percent by 2025:Q4. The thick blue line for delinquent mortgages shows lower overall delinquency rates, starting at about 3 percent in 2001, rising to peaks of about 7 percent during 2009-2011, then steadily declining to about 1 percent by 2021, before rising slightly to about 2 percent by 2025:Q4.

Note: Loss mitigation includes tradelines that have a narrative code of forbearance, natural disaster, payment deferral (including partial), loan modification (including federal government plans), or loans with no scheduled payment and a nonzero balance. Delinquent loans in both series are loans reported to the credit bureau as at least 30 days past due.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax.

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Figure 2.14. Very few homeowners had negative equity in their homes

This is a line chart showing monthly data for the percentage of mortgages with negative equity from 2007 to 2025. The y-axis shows percent of mortgages and ranges from 0 to 30 percent. There is one variable plotted, represented by a black line. The series begins around 0 percent in 2007, increases rapidly to peak at about 25 percent in late 2008, where it remains through 2011. It then steadily decreases to about 3 percent by 2016. The line stabilizes at approximately 1-2 percent from 2017 through December 2025.

Note: The data extend through December 2025 for all outstanding first-lien mortgages. Negative equity is defined as a combined loan-to-value ratio greater than 100 percent.

Source: Credit Risk Insight Servicing McDash/Equifax; Federal Reserve Board staff calculations.

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Figure 2.15. Consumer debt balances were largely unchanged for student and auto loans but moved up for credit cards

This is a line chart showing quarterly consumer debt balances from 1999 through 2025. The y-axis shows billions of dollars (real) ranging from 400 to 2000. Three lines represent different debt categories: Student loans (thin black line), Auto loans (medium-thick blue line), and Credit cards (thick burgundy line). Student loans show the most dramatic increase over the period, rising from about 600 billion dollars when the series begins in 2005 to a peak of about 1800 billion dollars around 2020, before declining to approximately 1600 billion through 2025:Q4. Auto loans show a steady increase from about 700 billion dollars in 2000 to about 1600 billion dollars by 2022, leveling off around that value through 2025:Q4. Credit card debt starts at about 1000 billion dollars in 2000, rises to about 1200 billion dollars by 2008, drops to about 900 billion during 2010-2015, then increases to about 1200 billion dollars by 2025:Q4.

Note: The data are converted to constant 2025 dollars using the consumer price index. Student loan data begin in 2005:Q1.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 2.16. The average maturity of loans at origination for used cars remained elevated

Months

Date Prime Near prime Subprime
2015-01-01 62.2712450800844 63.7921878297675 63.0392646029049
2015-02-01 62.3311350829791 63.4441966331327 62.1575728130603
2015-03-01 62.4345409062575 63.4901275102188 62.2813655751391
2015-04-01 62.4675102161277 63.7276357833536 63.0180636392179
2015-05-01 62.5289046148641 63.9853808093393 63.2147946260765
2015-06-01 62.56726443792 64.0245202328851 63.3490242747683
2015-07-01 62.678007140726 64.2199737088928 63.5020930445352
2015-08-01 62.670644163841 64.0749028844745 63.3887496674707
2015-09-01 62.8645571950592 64.1397890701736 63.4109300292927
2015-10-01 62.9749112869363 64.2718864341101 63.4955984636472
2015-11-01 63.0527507269054 64.3593793773472 63.6072799740114
2015-12-01 63.1481713657921 64.5137452046964 63.75053637665
2016-01-01 63.1999707976725 64.7436918323099 64.1537997127606
2016-02-01 63.1696711889017 64.4643028070318 63.4648675337535
2016-03-01 63.1470468035177 64.4421826508085 63.3582131112335
2016-04-01 63.3020493311094 64.7230470654712 63.8935786783414
2016-05-01 63.3595818442502 64.845336085604 64.1416342821933
2016-06-01 63.3460493544401 64.8413224845367 64.2236566487613
2016-07-01 63.4913102304997 64.8946335817682 64.2991684433393
2016-08-01 63.4350738138219 64.8306210337505 64.2370453035637
2016-09-01 63.522685513856 64.9788217581042 64.2562757026617
2016-10-01 63.6930786971312 65.0674624884233 64.2040317031444
2016-11-01 63.6213698554351 65.1324552021578 64.2445918605194
2016-12-01 63.7335837031305 65.2763901820774 64.4418331440811
2017-01-01 63.7533868140937 65.3278091849325 64.5453765568727
2017-02-01 63.6788674662936 65.0294614321489 64.1927733846033
2017-03-01 63.6201563821751 64.8403287241818 63.6083552107934
2017-04-01 63.7272763223418 65.1752103060559 64.3373712052973
2017-05-01 63.6245582298734 65.1696311267336 64.4303381186764
2017-06-01 63.637758404019 65.1592800820749 64.388571693934
2017-07-01 63.6132979057947 65.0402250194849 64.5034913742742
2017-08-01 63.4986028494014 64.9013064091368 64.1177701164032
2017-09-01 63.5680941304253 64.8839038722432 64.1018889599657
2017-10-01 63.6985181701779 65.0860648583033 64.1889345067257
2017-11-01 63.8379306984622 65.2851800787941 64.392616272839
2017-12-01 63.8469913261394 65.4519972551888 64.674253689603
2018-01-01 63.9011736894378 65.5765840887172 64.6766531084462
2018-02-01 63.932547363881 65.2985477374276 64.4417481235598
2018-03-01 63.8049760213143 65.0832260496314 63.7696666116104
2018-04-01 63.9795187751396 65.3336670107419 64.3266927840415
2018-05-01 63.8599903590572 65.4527291421197 64.587984324744
2018-06-01 63.8282033831968 65.4950917196252 64.7133242971651
2018-07-01 64.0053211709499 65.5397333856537 64.7567008496758
2018-08-01 63.8323387462529 65.4099651546341 64.5389614928983
2018-09-01 63.9974823947787 65.582123057008 64.5653291821204
2018-10-01 63.948206433994 65.6327908467785 64.6039965781433
2018-11-01 64.1034282312783 65.6994706049867 64.6991675656007
2018-12-01 64.1804932165622 65.9828217094395 65.0798838433128
2019-01-01 64.165519182164 66.0237004854473 65.2380499014158
2019-02-01 64.1991518448244 66.0006586350524 65.1325774409287
2019-03-01 64.1525535990178 65.7250182207249 64.565984504617
2019-04-01 64.3037584866513 65.9851565885696 65.1661830622642
2019-05-01 64.0816367305902 65.9479476019967 65.2502969726503
2019-06-01 64.1590472093743 66.1283722292327 65.5412381306664
2019-07-01 64.2751546988289 66.1694351087881 65.5835645905273
2019-08-01 64.1864985871126 66.0506915800099 65.3898799023866
2019-09-01 64.1962009602915 66.1620664869295 65.4575559176533
2019-10-01 64.281391009307 66.2058267533142 65.5353170977597
2019-11-01 64.4278922803351 66.3501149469063 65.7015130718909
2019-12-01 64.4311320994505 66.4524274139313 65.7924418140562
2020-01-01 64.2578888533433 66.3437888745875 65.7280097721011
2020-02-01 64.2512243448576 66.2272167995238 65.4315641759074
2020-03-01 64.427603825207 66.1613794250706 65.1218817613481
2020-04-01 65.8197680749682 67.1664079309158 66.0054544814801
2020-05-01 65.4941604105495 66.9682653186075 65.8764897183769
2020-06-01 65.037604529322 66.7071413803397 65.7777907110211
2020-07-01 64.682461310685 66.4988727146703 65.9187411110774
2020-08-01 64.6915591626505 66.6891904298516 66.1379738142649
2020-09-01 64.9588066543334 66.9514125760982 66.3726082690867
2020-10-01 65.1438814507027 67.1412537927076 66.6607383055831
2020-11-01 65.2628748991468 67.3004551114159 66.7645600450468
2020-12-01 65.2631604833186 67.3302103420457 66.8527999071819
2021-01-01 65.3156305851648 67.3336512020283 66.8010329088523
2021-02-01 65.3813039727903 67.3263656820884 66.7358602518152
2021-03-01 65.2903647697834 67.1658226186733 66.2771687098444
2021-04-01 65.405047591109 67.1039317579131 66.3402643588893
2021-05-01 65.6645452345868 67.5410518313529 66.9097437262937
2021-06-01 65.9435938063539 67.8907177334917 67.1698396231184
2021-07-01 66.2707740603246 68.2315541458234 67.4973653267581
2021-08-01 66.5063343739444 68.3759349497838 67.7392157837235
2021-09-01 66.7604087912444 68.6920180418099 68.0061397883231
2021-10-01 66.9275744091965 68.8299369231903 68.0320944132043
2021-11-01 66.9264570599047 68.8552988968561 67.9711770931672
2021-12-01 67.1387199636337 69.0049735679036 68.1833271124492
2022-01-01 67.3232786074061 69.0350884788712 68.2109716202225
2022-02-01 67.5552711713059 69.1950605874076 68.2817820726522
2022-03-01 67.7225039561351 69.1714468740479 67.9921211290097
2022-04-01 67.9158352568633 69.4605884260249 68.48196638183
2022-05-01 68.1240554199075 69.6417917498044 68.7258599748727
2022-06-01 68.1477459128411 69.7145753128863 68.6963520620499
2022-07-01 68.1326137508706 69.72441444335 68.7564325818168
2022-08-01 67.9981306574845 69.535914656496 68.6992325451248
2022-09-01 67.9737352761298 69.5786536225661 68.6278318131467
2022-10-01 67.9936854269759 69.6179438255321 68.7305134034534
2022-11-01 67.8574927013209 69.5049685501134 68.5858878610119
2022-12-01 67.6767938917241 69.4596188058474 68.6815072883791
2023-01-01 67.4485781388606 69.2629758090446 68.4744077994139
2023-02-01 67.3261009926428 69.0960975117401 68.1186876997365
2023-03-01 67.1449919395708 68.7597985361521 67.7709251437601
2023-04-01 67.2326579665362 68.9843819897545 68.2759819893259
2023-05-01 67.1330018687817 69.0653559284557 68.4764713830649
2023-06-01 67.2776868811883 69.1510252897049 68.5175236946551
2023-07-01 67.541583902116 69.3596434652198 68.749782518116
2023-08-01 67.3748205357035 69.249276383685 68.6075317967559
2023-09-01 67.3181072180904 69.2968509927715 68.5688975316562
2023-10-01 67.1537726490301 69.174085607836 68.5453921996106
2023-11-01 67.2280371582716 69.1385873982116 68.5891316466455
2023-12-01 67.0472513043637 69.2109940174624 68.7555032315907
2024-01-01 66.9738073040691 69.175463130829 68.8998131118071
2024-02-01 66.7950189366186 69.1170108345121 68.5223953988061
2024-03-01 66.8840050812384 68.8425034050441 68.2273944556747
2024-04-01 66.871326848354 68.9971097174368 68.4368908538979
2024-05-01 66.8271102463513 69.0378199611063 68.5692434729983
2024-06-01 66.6253074220125 68.919799397961 68.5707280445266
2024-07-01 66.6000375354325 68.8618359599888 68.4993570085009
2024-08-01 66.5055112775506 68.8117158131607 68.514010625548
2024-09-01 66.5425063418372 68.8124129686369 68.4389783322726
2024-10-01 66.4669388902567 68.7452734407168 68.4335646175567
2024-11-01 66.5742573117222 68.7820815850137 68.6066279231852
2024-12-01 66.5971975490004 68.9157727966391 68.6110363587274
2025-01-01 66.5717696820287 68.9844308775121 68.7027448867089
2025-02-01 66.625210548557 68.9026304908707 68.5898582266885
2025-03-01 66.5217823485258 68.5818126812465 68.1327390863959
2025-04-01 66.3897767885289 68.7304679045889 68.3831579235123
2025-05-01 66.5522917622877 68.8298400248356 68.4796137518954
2025-06-01 66.6588289659293 68.9241270193276 68.7083503964034
2025-07-01 66.6874594054464 68.9607143514104 68.720497052784
2025-08-01 66.536465545552 68.8636506903093 68.6991711970042
2025-09-01 66.6391588726069 68.977992828531 68.7760018661002
2025-10-01 66.7703409300091 69.1242794428744 68.8099686042522
2025-11-01 66.7676999861135 69.2482783786933 69.0727979004975
2025-12-01 66.7462993863347 69.2639101312511 69.1361413000618
2026-01-01 66.7883501152347 69.3006108407948 69.1638833279365

Note: Loans are for used auto vehicles only. Subprime are borrowers with a VantageScore less than 601; near prime are from 601 to 660; prime are greater than 660. The data are seasonally adjusted by Federal Reserve Board staff.

Source: Experian Velocity.

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Figure 2.17. Auto loan delinquencies stayed well above the historical median

This is a line chart showing quarterly auto loan delinquency rates from 2000 through 2025. The y-axis shows percent ranging from 1 to 5 percent. A single black line represents the delinquency rate, and a horizontal red line marks the median of 3.14 percent. The delinquency rate fluctuates between approximately 2.5 percent and 4.5 percent over the period. It begins around 3 percent in 2000 and increases sharply to a peak of about 4.5 percent during the 2008-2009 period. It then declines to about 2.5 percent by 2013, remains relatively stable until 2020 when it drops to a low of just above 2 percent, and then increases to about 4 percent by 2025:Q4.

Note: Delinquent includes loans reported to the credit bureau as at least 30 days past due. The data for auto loans are reported semiannually by the Risk Assessment, Data Analysis, and Research Data Warehouse until 2017, after which they are reported quarterly. The data are seasonally adjusted by Federal Reserve Board staff.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax.

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Figure 2.18. Credit card balances across borrowers were up slightly

This is a line chart showing quarterly credit card balances by borrower credit quality from 1999 through 2025. The y-axis shows billions of dollars (real) ranging from 0 to 700. Three lines represent different borrower categories: Prime (thin black line), Near prime (blue line), and Subprime (thick burgundy line). Prime borrowers show the highest balances through most of the series, starting around 250 billion dollars in 1999, rising to peaks of about 550 billion dollars around 2008, dropping to about 450 billion dollars during 2010-2015, then rising to about 650 billion dollars by 2025:Q4. Near prime borrowers' balances start at about 450 billion dollars in 1999, declining to about 300 billion dollars by 2015, then stabilizing between 300-400 billion dollars with a final value slightly above 350 billion dollars in 2025:Q4. Subprime borrowers show the lowest balances, starting at about 250 billion dollars in 1999, declining to about 150 billion dollars by 2015, and then rising to just below 300 billion dollars by 2025:Q4.

Note: Subprime are borrowers with an Equifax Risk Score less than 620; near prime are from 620 to 719; prime are greater than 719. Scores are measured contemporaneously. The data are converted to constant 2025 dollars using the consumer price index.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 2.19. Credit card delinquencies leveled off at their long-term median

This is a line chart showing quarterly credit card delinquency rates from 2000 through 2025. The y-axis shows percent ranging from 0 to 8 percent. A single black line represents the delinquency rate, and a horizontal red line marks the median of 3.95 percent. The line starts at about 4 percent in 2000, rises to peak at about 7 percent in 2009, then generally decreases to around 3 percent between 2013 and 2019. The line dips to its lowest point of about 2 percent in 2021, then increases to about 4 percent by 2025:Q4.

Note: Delinquency measures the fraction of balances that are at least 30 days past due, excluding severe derogatory loans, which are delinquent and have been charged off, foreclosed, or repossessed by the lender. The data are seasonally adjusted by Federal Reserve Board staff.

Source: Federal Reserve Bank of New York Consumer Credit Panel/Equifax.

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Figure 3.1. Banks’ risk-based capital ratios remained near historically high levels

Percent of risk-weighted assets

Date G-SIBs Large non-G-SIBs Other BHCs
2001 Q1 7.26166249195656 6.95374104489246 8.09217802510501
2001 Q2 7.401592600804 6.88018256553326 8.32615923270002
2001 Q3 7.03184677307481 6.66695119584078 8.76805657635792
2001 Q4 7.23989220127541 6.60997752215123 8.9787344496565
2002 Q1 7.46364136371308 6.89662814674918 8.93339984739478
2002 Q2 7.47928986112438 7.08347138558098 9.15470137402442
2002 Q3 7.54792087763189 7.04446388061571 9.1938856704903
2002 Q4 7.25405208782343 6.99518868665593 9.02905753085496
2003 Q1 7.24934006216591 7.12113745575665 9.22112794063843
2003 Q2 7.32204784931419 7.01781256493342 8.93282153577972
2003 Q3 7.57154148382411 7.11048053535903 9.15961672536116
2003 Q4 7.4116977144448 7.23988264286982 9.41453251413952
2004 Q1 7.35093750163776 7.35335937909461 9.48899004463035
2004 Q2 7.08458121282233 7.2853092334618 9.39143759954566
2004 Q3 7.22464389851806 7.09580370805579 9.5307603424004
2004 Q4 7.38723077263644 7.33011517410245 9.27082605911517
2005 Q1 7.32917941814877 7.11406588194284 9.20054722392699
2005 Q2 7.22660487679914 7.22517767988713 9.31655707154122
2005 Q3 7.29780317557567 7.11938969435845 9.25793501813907
2005 Q4 7.31446320120849 7.14217071039277 8.6357042546738
2006 Q1 7.33561707630944 7.12448703617765 7.94720707193681
2006 Q2 7.28635876215091 7.15388205234708 7.86563841180376
2006 Q3 7.38541886850444 7.31122560477555 7.98754430857811
2006 Q4 7.39623359475727 7.31914298158362 7.85733774217427
2007 Q1 7.21594527419747 7.00941425777822 7.82049984340886
2007 Q2 6.93150107506769 6.82772282886753 7.81055947227128
2007 Q3 6.62403951845439 6.9565997824664 7.82541737401567
2007 Q4 5.78809082273889 6.28244920989629 7.87735687746182
2008 Q1 5.49192539560951 6.11454567610081 7.79685143038843
2008 Q2 5.56591813753931 6.03900588154261 7.75291813294171
2008 Q3 5.27337907392772 6.55671138582564 7.78754833917225
2008 Q4 4.82171790503559 5.73357056990485 7.43985720936436
2009 Q1 4.98786929863646 6.39572369328608 6.78852531328155
2009 Q2 6.39866328285773 7.0765280114946 6.74108129705694
2009 Q3 7.86941766687847 7.43711393228452 7.08264980372375
2009 Q4 8.28479352751373 7.49962228348039 8.53613677266802
2010 Q1 8.66185786564987 7.93473257066287 9.0898787421024
2010 Q2 9.1623044251506 8.42624126505417 10.4565728679069
2010 Q3 9.52798605076388 8.74159717819647 10.8890627111476
2010 Q4 9.82729535869149 9.29468531490179 11.2479831256453
2011 Q1 9.98094180714629 9.76353639977661 11.5408276767127
2011 Q2 10.1965801870064 9.97981616602829 11.6767787520616
2011 Q3 10.2120602565073 9.87509343929378 12.077355019704
2011 Q4 10.5884257626517 9.94818259015377 12.1916602199249
2012 Q1 11.0201639777141 10.2632751833946 12.213376449692
2012 Q2 11.2102392318496 10.1752532947178 12.1808856101427
2012 Q3 11.4360267985445 10.2885829617466 12.2017391637847
2012 Q4 11.6650871394338 10.308791745753 11.7643483359408
2013 Q1 10.9078692098811 10.6472643466382 11.8162838534083
2013 Q2 11.1851563719904 10.8319740469159 11.9753721278963
2013 Q3 11.4394129289127 10.9329153567389 12.1928995224158
2013 Q4 11.5982120722012 10.9763347394695 12.1456309420199
2014 Q1 12.456414525109 11.2432066714483 12.3732431745616
2014 Q2 11.5814228308514 11.2125779406113 12.5046887076017
2014 Q3 11.6989999799206 11.2781024773834 11.8785443646849
2014 Q4 11.7062351319935 11.2410408066543 11.7180648409591
2015 Q1 11.4621445047462 11.2883014397513 12.1909843728069
2015 Q2 11.8261648837789 11.197864926682 12.5487979181251
2015 Q3 12.101788751016 11.4952145186518 12.3481367100609
2015 Q4 12.007935327401 11.4748361513106 12.4815676463794
2016 Q1 11.890543823915 11.5194506877696 12.4129196614965
2016 Q2 12.0740319837407 11.6336767210887 12.0984226466542
2016 Q3 12.2070822204446 11.6328800579624 12.1943807043822
2016 Q4 12.4012105735539 11.6170020652441 12.2744384411812
2017 Q1 12.3961266635022 11.8676344052525 12.5247372169743
2017 Q2 12.6186252511375 11.8398682564715 12.4648823323507
2017 Q3 12.6825002648151 11.8834532043997 12.2269422813234
2017 Q4 12.3430450238585 11.6557507550339 12.1283018115135
2018 Q1 11.8740104609275 11.5121460832205 12.1916145558747
2018 Q2 12.0299085531283 11.6080759508719 12.2329188675374
2018 Q3 12.0951859817205 11.5810526447246 12.2128838991826
2018 Q4 12.1662913641398 11.4209890534996 12.1805543044591
2019 Q1 12.2351311079426 11.5740541644325 12.2225095383657
2019 Q2 12.3149229627307 11.6375153517404 12.1170858023721
2019 Q3 12.1232510625864 11.5886224135969 12.1355792701823
2019 Q4 12.0568639800431 11.4211680649611 12.2062976810049
2020 Q1 11.3971354777583 11.2149957317574 11.845563579356
2020 Q2 11.9405720187091 11.6766266510334 11.9850329401316
2020 Q3 12.4626054663724 12.0803259424011 12.227990021185
2020 Q4 12.5639594847026 12.3689079944564 12.2542601929393
2021 Q1 12.5060383289907 12.7575608030073 12.527733983672
2021 Q2 12.5132477018987 12.5799261424187 12.7334634926905
2021 Q3 12.3107185470637 12.4478466458277 12.8403421524468
2021 Q4 12.296965571019 11.9852910680269 12.6768369156993
2022 Q1 11.5493969261134 11.7647845203191 12.5224238942152
2022 Q2 11.7295425008794 11.4899667266441 12.2227624637123
2022 Q3 11.8814825384765 11.3815451933658 12.1767274857884
2022 Q4 12.2946748778461 11.1147370571447 12.1427117724755
2023 Q1 12.4981797602945 10.9652792925599 12.221884117279
2023 Q2 12.5939524953032 11.3231414598913 12.2785318400923
2023 Q3 12.8832655752855 11.586218390677 12.5508954118543
2023 Q4 12.9752850456503 11.6515358848264 12.6806390600383
2024 Q1 12.9377423499388 11.8058192090507 12.9496283054947
2024 Q2 13.0848837848703 12.1520118217295 12.9891928275488
2024 Q3 13.1045955810765 12.3746753138742 13.1449355194469
2024 Q4 13.1893963373719 12.5580401747751 13.3502825375038
2025 Q1 13.0593205911917 12.6226825056237 13.2076096968966
2025 Q2 12.8784729286171 12.5762298882327 13.1522302771915
2025 Q3 12.8129985795021 12.5949353197862 13.3537944675366
2025 Q4 12.5739516330316 12.4881707433265 13.3134113473257

Note: The data are seasonally adjusted by Federal Reserve Board staff. The sample consists of domestic bank holding companies (BHCs) and intermediate holding companies (IHCs) with a substantial U.S. commercial banking presence. G-SIBs are global systemically important banks. Large non–G-SIBs are BHCs and IHCs with greater than $100 billion in total assets that are not G-SIBs. Before 2014:Q1 (advanced-approaches BHCs) or before 2015:Q1 (non-advanced-approaches BHCs), the numerator of the common equity Tier 1 (CET1) ratio is Tier 1 common capital. Afterward, the numerator is CET1 capital. The denominator is risk-weighted assets. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies.

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Figure 3.2. Return on equity for banks stayed consistent with norms from the past 10 years

Percent

Date G-SIBs Large non-G-SIBs Regional
2016 Q1 7.10471221135421 7.91748358049371 7.42678579461725
2016 Q2 8.45408302863988 8.86186960372495 7.91942625226569
2016 Q3 9.21718687715484 8.07391364126517 8.45551072973716
2016 Q4 8.81179035264667 7.78816945763888 5.76050281288727
2017 Q1 8.97881144612933 8.35938400233571 8.61306443253763
2017 Q2 9.1130935109326 8.83642415689971 8.91156739934061
2017 Q3 8.94101258819008 9.39828806386737 8.83507902709907
2017 Q4 -1.92772602990251 4.50021026933402 5.57168241925291
2018 Q1 11.3303520015335 9.8582726140702 10.2444666089823
2018 Q2 10.9325221824483 11.569754662186 10.8630303688445
2018 Q3 11.3852802248866 11.743343457306 11.4663588430111
2018 Q4 10.4725144596651 11.195725409687 10.7030824160428
2019 Q1 11.464084939358 10.7183324389848 10.6376570900234
2019 Q2 11.6966377847085 11.1191304354466 10.6029624484158
2019 Q3 10.3344750742819 9.5105359605498 10.5932364699743
2019 Q4 10.3214665249734 9.47097673967972 9.89873069141752
2020 Q1 5.0974041288659 0.645988401030876 -2.09569787052141
2020 Q2 4.22525751479145 3.85919000280684 5.58214766095781
2020 Q3 9.28598615383033 9.80939104305079 10.7587454218286
2020 Q4 11.3021326827602 11.7283458082384 10.8864224511583
2021 Q1 15.5736837051027 14.4647459187376 13.0552376069225
2021 Q2 14.264149355976 13.7840767585888 12.7902326968807
2021 Q3 12.9143690566667 12.6581728912441 11.8276699988114
2021 Q4 11.4642991121671 11.2032489059954 10.5725883000717
2022 Q1 10.6308488095081 11.2126245816515 9.69357074954244
2022 Q2 9.72065433796515 10.5079433996136 11.5584824349044
2022 Q3 10.0514213322583 12.4016715995667 13.7682923777057
2022 Q4 9.22184765445229 11.5074263633624 11.5074926792664
2023 Q1 12.1353644365917 10.0677049759087 9.12227481098748
2023 Q2 11.0394936377107 11.4114026454911 10.8038309768667
2023 Q3 11.3478735278994 9.96083461179193 10.0163264879878
2023 Q4 8.16805408512441 3.1923857151778 5.5417116729821
2024 Q1 11.3860986433293 9.56744224578843 10.470852971809
2024 Q2 12.620089243636 10.7372206934653 8.70657169190368
2024 Q3 10.919394317907 9.59234057391896 8.52658446442644
2024 Q4 11.6162296603203 9.61226029830129 9.93658100701332
2025 Q1 12.4983785863062 13.3677449300076 8.75553649515017
2025 Q2 12.1069733821719 7.65599079669525 9.76530552836988
2025 Q3 12.6693569310465 12.2420298985339 9.91703686186228
2025 Q4 11.582573502319 11.056090731773 10.9368001471541

Note: Return on equity is equal to net income divided by average equity. The net income of banks that acquired failed banks was adjusted for the one-off gains from the acquisitions. Calculations for 2023:Q4 exclude Federal Deposit Insurance Corporation special assessment costs. G-SIBs are global systemically important banks. Large non–G-SIBs are bank holding companies and intermediate holding companies with greater than $100 billion in total assets that are not G-SIBs. The shaded bar with top cap indicates a period of business recession as defined by the National Bureau of Economic Research: February 2020–April 2020.

Source: Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031; Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies.

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Figure 3.3. Banks’ securities portfolios experienced declining fair value losses

This is a stacked bar chart showing quarterly data from 2017 through 2025, with the y-axis measuring billions of dollars ranging from -800 to 200. The chart displays two variables: Available-for-sale securities (blue bars) and Held-to-maturity securities (beige bars). From 2017 through 2019, the values hover near zero with small positive and negative fluctuations. Beginning in 2020, the chart shows small positive values. Starting in early 2022, significant negative values appear, with losses deepening in late 2022, where combined losses reach approximately -700 billion dollars. Held-to-maturity securities represented about -400 billion, while Available-for-sale securities made up the remaining -300 billion. From 2022 to 2025, the negative values gradually diminish but remain sizeable, with the final reading in 2025:Q4 showing combined losses of about -300 billion dollars. Held-to-maturity securities were again the larger portion, representing roughly -200 billion, while Available-for-sale securities made up the remaining -100 billion.

Note: The figure plots the difference between the fair and amortized cost values of the securities. The sample consists of all bank holding companies and commercial banks.

Source: Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031; Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies.

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Figure 3.4. The ratio of tangible common equity to tangible assets rose

Percent of tangible assets

Date G-SIBs Large non-G-SIBs Other BHCs
1985 Q1 4.7237088709188 4.85356459815094 6.34462363916626
1985 Q2 4.59125345770151 4.63487729060401 6.34922110447648
1985 Q3 4.79523451561782 4.54620817720596 6.36079796507569
1985 Q4 4.95967608741877 4.49022283599042 6.36850410315499
1986 Q1 4.93146188226754 4.52353680905428 6.41349131893112
1986 Q2 5.07004072298375 4.38760472393257 6.36769978381844
1986 Q3 5.27967283408765 4.56389327029598 6.38214641813013
1986 Q4 4.99029187639708 5.20979454423269 6.19196112194175
1987 Q1 5.05441602182307 6.09113626922849 6.28397505769677
1987 Q2 4.48201560368126 4.6476211196171 5.92726112043843
1987 Q3 4.30531450516138 4.84928262897134 6.01371675971432
1987 Q4 4.49699357783084 4.92219401832028 6.01823587801567
1988 Q1 4.54001116017465 5.13030960337157 5.95384985152936
1988 Q2 4.75340541154763 5.10607130712286 6.02033206913002
1988 Q3 4.4821089551021 5.10490783979604 6.12275542598435
1988 Q4 5.09656228088211 5.4233790440687 6.24311334088772
1989 Q1 5.08673220561322 5.32766057257529 6.29073346237993
1989 Q2 5.23945230260606 5.34174745841489 6.31632241824928
1989 Q3 4.95927441855786 5.17161980582769 6.2042472311819
1989 Q4 4.84010345687516 4.70075444207095 6.21362499275195
1990 Q1 4.93437274031224 4.65452408225931 6.26835943476334
1990 Q2 4.96534860846624 4.80802026994104 6.26398270879512
1990 Q3 4.82584433686173 4.87344967488032 6.24910486864324
1990 Q4 4.90428514134216 5.21465782769067 6.30790456416252
1991 Q1 5.06667765113433 5.27185599703929 6.40953240970362
1991 Q2 4.85324956274166 5.26829451399185 6.47551183583034
1991 Q3 4.81141178199701 4.81735287016918 6.50888027472227
1991 Q4 5.01136917248809 4.87615956328495 6.68016127303707
1992 Q1 5.47309079030955 4.77193195995496 6.77602464679628
1992 Q2 5.60634551117032 4.78766952621649 7.11691981544468
1992 Q3 5.68863165211333 5.03767882851918 7.23226245202101
1992 Q4 5.79370335704894 5.88616221274403 7.39953155373962
1993 Q1 6.00090930612608 6.13830378340153 7.56152073999456
1993 Q2 6.16893919764784 6.07781687933323 7.72076136153395
1993 Q3 6.3330020582721 6.21131442537914 7.73513568927391
1993 Q4 6.45876883455897 6.54754075981692 7.86609622518215
1994 Q1 5.95721574173736 5.74091577991539 7.78069816095837
1994 Q2 6.05870973027227 5.82678191073681 7.70033098835443
1994 Q3 5.85485701124102 6.10681640419658 7.72652789090995
1994 Q4 5.49608753971058 6.29087505686156 7.6305422218756
1995 Q1 5.30748211905843 5.87608238296238 7.73410712276087
1995 Q2 5.52538727362049 6.2276759968217 7.80788475409467
1995 Q3 5.57403951758764 6.25718493363703 7.86783055729939
1995 Q4 5.654076616403 6.31448352397093 7.95541293024524
1996 Q1 5.92437356439526 6.30998522197982 7.94336136921467
1996 Q2 5.7787559270633 6.26928685513284 7.81381475288988
1996 Q3 5.97686384003032 6.18268743530105 7.7584737986995
1996 Q4 5.77551540290233 6.12091214513455 7.78971983300181
1997 Q1 5.40807590724954 6.03904704100707 7.80872511415197
1997 Q2 5.32094108278849 5.89211085667613 7.72351925294541
1997 Q3 5.40306157004381 5.81657378668225 7.76332186343051
1997 Q4 5.32783199792995 5.80034422094241 7.83974234165978
1998 Q1 5.414585831434 5.62375485441717 7.82502182374696
1998 Q2 5.772072433707 5.629634790111 7.86198721873277
1998 Q3 5.93929326706571 5.5029053716923 7.82446802499618
1998 Q4 5.68564645120293 5.51154270673543 7.7937303958867
1999 Q1 5.77052812667777 5.67466924670892 7.70449091204307
1999 Q2 5.70790929095797 5.5847674783547 7.61132450736667
1999 Q3 5.77067681364251 5.54299963215503 7.52290688976367
1999 Q4 5.62390841378944 5.33253270666682 7.39342924630596
2000 Q1 5.67913101697044 5.23986163350551 7.29834549945428
2000 Q2 5.42713665351368 5.10771775738573 7.36861470885432
2000 Q3 5.52325537138311 5.4058902268505 7.49175725313041
2000 Q4 5.53887301599062 5.87843486575849 7.74230670977892
2001 Q1 4.88606502141708 5.70420503946666 7.54803231704495
2001 Q2 4.82321492352177 5.09857700157903 7.71122979242488
2001 Q3 4.46318349150256 5.02428879195926 7.90681942695226
2001 Q4 4.62513244786752 4.78132104503 7.79002911189558
2002 Q1 4.55824754501541 4.90613702593394 7.79138470572411
2002 Q2 4.67825847202571 5.08919875822492 7.93575673167136
2002 Q3 4.84366476483573 5.33635441580815 7.96147376333648
2002 Q4 4.79803714164231 5.41476639716279 7.99720281804755
2003 Q1 4.72398322621056 5.40882348480732 7.92005866164161
2003 Q2 4.77270374460117 5.32563068451466 7.75744139165696
2003 Q3 4.71501303165754 5.25642160494888 7.72152652499862
2003 Q4 4.53825717358464 5.27541673527332 7.77546474953849
2004 Q1 4.50529041304721 5.35914860500104 7.95795384549259
2004 Q2 4.03764036048786 4.75019587691012 7.5770035909745
2004 Q3 4.30482244014643 4.42903803329308 7.97553166974104
2004 Q4 4.41532320152134 4.23409230990107 8.18257602055319
2005 Q1 4.21817029153203 3.86778883199594 7.955288549235
2005 Q2 4.33169902692178 4.35190685404607 8.1291341435095
2005 Q3 4.29552238784801 3.99745610782647 8.07202150898076
2005 Q4 4.22919132410551 4.13105373303937 7.97163455175502
2006 Q1 4.03655438363319 3.74809905746012 7.83437304534522
2006 Q2 3.88060024868593 3.68248620240664 7.80843655199025
2006 Q3 4.06897402742052 3.89681098418779 8.04786664489305
2006 Q4 4.01169620829711 4.29165240079981 8.04403602472867
2007 Q1 3.80455376694069 4.20752197006904 7.9658624036501
2007 Q2 3.51144348458793 4.13516392672993 7.90030575074815
2007 Q3 3.38824027580952 4.22821486977363 7.9201151327463
2007 Q4 3.13549709320522 3.96069612506007 7.94313358259091
2008 Q1 2.91411268982261 3.6757284917324 7.9197049046341
2008 Q2 2.8592787678037 3.70473663561832 7.78176201025935
2008 Q3 2.24332602842351 3.49648874384641 7.60771228630356
2008 Q4 2.27310315928882 3.64065359524167 7.52767313014991
2009 Q1 2.67933520981887 4.01481192915341 7.51885562526456
2009 Q2 3.36188539437184 4.62884990355618 7.59091224928063
2009 Q3 4.30843170047897 4.80684165900717 7.89848042462157
2009 Q4 4.69336593690793 4.78017658119808 8.0612320947644
2010 Q1 4.7639103444209 4.79979428442565 8.29718971841689
2010 Q2 5.21045490067188 5.39744794575463 8.62507265991366
2010 Q3 5.46843083972949 5.63320853238453 8.81449529273971
2010 Q4 5.59684825937364 6.40684078977532 8.76899291671562
2011 Q1 5.69597338582748 6.65662051736126 8.91541038378433
2011 Q2 5.84811398071342 6.93273953195532 9.16410313487055
2011 Q3 6.05388503905373 7.23154201008738 9.29056340783308
2011 Q4 6.28922545175536 7.19133569790062 9.44254713343749
2012 Q1 6.35208307079801 7.29941392337569 9.46528390550001
2012 Q2 6.57100876096896 7.41626213083261 9.65134160251347
2012 Q3 6.71459239860791 7.57191211033028 9.69753034440125
2012 Q4 6.70852374349484 7.55931027232255 9.57764805230043
2013 Q1 6.78531698956402 7.82698460552213 9.6967878700413
2013 Q2 6.77324143681927 7.78545897164622 9.57723355573064
2013 Q3 6.80179682275397 7.91253678830174 9.59136880344814
2013 Q4 6.92711934007666 8.01943043040757 9.70823626455495
2014 Q1 6.98870974686852 8.15069939469183 9.71442084797698
2014 Q2 7.08530749919026 8.31072836796416 9.88618793367323
2014 Q3 7.18419700408077 8.33369389531421 9.68339568525868
2014 Q4 7.2120544016271 8.28820456866128 9.71808978303983
2015 Q1 7.29572249496211 8.42378973767747 9.70736606370751
2015 Q2 7.45608697217242 8.33178074867189 9.73409085842272
2015 Q3 7.63917574930302 8.55437915169276 9.73136725254927
2015 Q4 7.7727819949132 8.38162059958729 9.75467434627292
2016 Q1 7.74309580695799 8.48853677318935 9.76861493089749
2016 Q2 7.76489425051964 8.55478643339289 9.80890465397048
2016 Q3 7.77272553923029 8.34657077792927 9.76418969658909
2016 Q4 7.71780747261041 8.2230555351772 9.59524601556166
2017 Q1 7.64431962433969 8.2808009426581 9.68777861758455
2017 Q2 7.7169206519714 8.26112738467232 9.79947429179478
2017 Q3 7.68603656324499 8.39021184694146 9.7693202687495
2017 Q4 7.36272223162835 8.24158405568752 9.70689708975187
2018 Q1 7.17475347761294 8.19198399651527 9.58396806418958
2018 Q2 7.29377177392645 8.274877673441 9.63553222611077
2018 Q3 7.19967062894261 8.25712162813239 9.64505844169808
2018 Q4 7.22233261862194 8.2835994704377 9.79748739949512
2019 Q1 7.20822327126357 8.4378038716314 9.98368005355806
2019 Q2 7.21289142527361 8.6277090899251 10.1228542454554
2019 Q3 7.04144574252191 8.63417532030175 10.0598756539286
2019 Q4 7.00196194538865 8.45966605569489 10.123063294594
2020 Q1 6.31113217781476 7.87080503343904 9.70063743455232
2020 Q2 6.24589317866425 7.90828274752286 9.16313104674183
2020 Q3 6.43160724786446 8.12256619044583 9.20750741867947
2020 Q4 6.37096620745956 8.18117854835424 9.34825037827621
2021 Q1 6.07564066257491 7.94843141198312 8.98821876734619
2021 Q2 6.15804651088797 7.9722611260037 9.16855325862541
2021 Q3 6.02088844643775 7.84187908703725 9.17375442810801
2021 Q4 6.04408015409337 7.52077963390508 9.08458073115759
2022 Q1 5.62199716508929 6.86218596332381 8.32021788857843
2022 Q2 5.76385837997458 6.49158516876716 7.99249445596722
2022 Q3 5.83206151947804 5.99471878773856 7.59292438607482
2022 Q4 6.05620689941618 5.91885077874207 7.8544338043534
2023 Q1 6.06433581894906 6.0588246181226 7.9812250885206
2023 Q2 6.12169493495145 6.10824367631513 8.02991980117403
2023 Q3 6.19175491801793 6.09159960900203 7.91729591850285
2023 Q4 6.25054338919766 6.52372182500453 8.53587234041337
2024 Q1 6.0893214587128 6.48011743430936 8.53065857934683
2024 Q2 6.21066830704279 6.87349468549257 8.66179416685327
2024 Q3 6.2663293807258 7.27886218779168 9.01067492612613
2024 Q4 6.41528153500577 7.23793109287638 8.98755345515867
2025 Q1 6.17392524440058 7.47287645478336 9.06715816140127
2025 Q2 6.06636991598508 7.52964759472052 9.22843664879555
2025 Q3 6.08136740541737 7.66819332271913 9.4000185871853
2025 Q4 6.0837839415803 7.80873900681602 9.58772177890175

Note: The data are seasonally adjusted by Federal Reserve Board staff. The sample consists of domestic bank holding companies (BHCs), intermediate holding companies (IHCs) with a substantial U.S. commercial banking presence, and commercial banks. G-SIBs are global systemically important banks. Large non–G-SIBs are BHCs and IHCs with greater than $100 billion in total assets that are not G-SIBs. Bank equity is total equity capital net of preferred equity and intangible assets. Bank assets are total assets net of intangible assets. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: July 1990–March 1991, March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: For data through 1996, Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031. For data from 1997 onward, Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies; Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031.

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Figure 3.5. A growing share of banks eased their lending standards

This is a line chart showing quarterly data on bank lending standards from 1997 to 2025. The y-axis has labels specifying tightening (positive values, upper half) or easing (negative values, lower half) of lending standards, ranging from -100 to 100 percent. One variable is plotted as a black line representing the net percentage of banks reporting tightening or easing lending standards. The chart reveals cyclical patterns with sharp spikes upward in 2001, 2008-2009, and 2020. During the 2008-2009 spike, tightening reached approximately 80 percent. After the 2020 peak at approximately 70 percent, standards gradually eased, moving into negative territory by late 2021. The line rebounded to about 40 percent tightening in 2023 before declining again. As of 2025:Q4, the line shows a value slightly below 0 percent.

Note: Banks’ responses are weighted by each bank’s outstanding loans in the respective loan category. Survey respondents to the Senior Loan Officer Opinion Survey on Bank Lending Practices are asked about the changes over the quarter. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: Federal Reserve Board, Senior Loan Officer Opinion Survey on Bank Lending Practices; Federal Reserve Board staff calculations.

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Figure 3.6. Bank loan delinquency rates remained at low levels by historical standards

Percent of loans

Date Total C&I Multifamily Nonfarm nonresidential
2007 Q1 2.02884505100323 1.18165693344846 1.18194095186668 1.85281053384242
2007 Q2 2.06288116665666 1.15929132823226 1.10718798155231 1.77061002940577
2007 Q3 2.44026273940798 1.1960079088732 0.872132458706031 2.18795082211606
2007 Q4 2.91824380142037 1.33212403178023 1.09943212323266 2.49701811554832
2008 Q1 3.2178882132438 1.47386112754514 1.58028418890157 3.00242687671565
2008 Q2 3.50351583705466 1.71448632087383 1.68072514047067 3.0228225148796
2008 Q3 4.17060542117846 1.87832088771534 1.64910223091385 3.4692847636781
2008 Q4 5.79092102123473 2.65461945236794 2.41493411047809 4.75617582002955
2009 Q1 6.6300759841654 3.34811662823056 3.40507489957124 6.85381932782818
2009 Q2 7.25628287190669 3.92711425398916 3.99204027131331 8.21917149910922
2009 Q3 8.30822593491143 4.7340495209307 4.62277799642087 10.6304496472654
2009 Q4 9.51918073947327 4.59377304580825 6.14299986167561 11.4038888094182
2010 Q1 9.59200374555575 4.1214177145331 6.32562997335585 12.6166769879899
2010 Q2 8.91855574148967 3.76427552649133 5.86261173468099 11.9612917593269
2010 Q3 8.75512266260338 3.5576844078539 6.12208277493465 11.7555408193498
2010 Q4 8.3345459521316 3.23501549992892 5.05919925200309 10.6494603437671
2011 Q1 8.00453347972685 2.44955274747887 4.77975614932754 10.8838164412477
2011 Q2 7.51191647120809 2.0073944049625 4.00242464873855 9.7453430400463
2011 Q3 7.46175435431261 1.74143307904741 3.3566403632827 9.43890416640888
2011 Q4 7.45182129954136 1.58050790338339 2.91312226147833 8.86709877717105
2012 Q1 7.07615257845112 1.41207540285365 2.67402206170022 7.8630074060154
2012 Q2 6.78182214135687 1.24972850912802 2.13430668729155 7.08310451059773
2012 Q3 6.83063568063982 1.1343283135203 1.96569439562591 6.83924856534295
2012 Q4 6.2080127432776 1.41521864303205 2.04583518056584 6.49910663987464
2013 Q1 5.96955304962405 1.30978825186075 1.68207708523099 5.9642954055821
2013 Q2 5.41402929786871 1.21968366421218 1.36505302446668 5.39980096908032
2013 Q3 4.99434033588614 1.21428663322772 1.14187477890253 4.81547942048136
2013 Q4 4.75076572592307 1.07612582317756 1.01947823770861 4.0182712037055
2014 Q1 4.38786469150291 1.08148376316185 0.880428636452951 3.64577250251167
2014 Q2 3.9730434413667 0.970231446659763 0.637637655217725 3.18591880875117
2014 Q3 3.79751500840274 0.916968959635775 0.565837296224262 2.95801878711191
2014 Q4 3.6559291361521 0.865362895702883 0.486514533843093 2.61732147524536
2015 Q1 3.38047489180071 0.852915831709123 0.467054192814693 2.3740034254389
2015 Q2 3.13611209335 0.87423715431462 0.382093418655687 2.02541753306775
2015 Q3 3.05087065734404 0.956167144599009 0.365093441680788 1.82003180670217
2015 Q4 3.07461179137633 0.958024379949384 0.318717392599228 1.67435083428364
2016 Q1 2.94668483397803 1.49587856990152 0.290034490987895 1.63025455250815
2016 Q2 2.79568464581876 1.59274941956627 0.277158609853794 1.43236076633273
2016 Q3 2.73329077528724 1.56063284716517 0.231340960778487 1.41367973036174
2016 Q4 2.76931284849067 1.52088229218415 0.245861985649593 1.37837308742246
2017 Q1 2.56111260253403 1.47291563117329 0.21857133653183 1.30490961580258
2017 Q2 2.37084506719582 1.3380792009426 0.188792815632676 1.26163176148865
2017 Q3 2.39979209419872 1.24495640378327 0.170113090822455 1.30139225483755
2017 Q4 2.46654891444758 1.14215191518334 0.221779642424362 1.28650083638861
2018 Q1 1.99742241889453 1.0591090769785 0.213022043009837 1.33711363337607
2018 Q2 1.85965133985179 1.02579548280416 0.196603435406326 1.19313808651925
2018 Q3 1.84459234672941 0.922369419156851 0.183370290417934 1.13492685613407
2018 Q4 1.82965896485019 0.894749575698436 0.215332432982932 1.11217616492511
2019 Q1 1.78788616945012 1.12233335899864 0.183081843890154 1.12988426470198
2019 Q2 1.67683380584515 1.03142782383193 0.162934651504467 1.01853774756396
2019 Q3 1.69419193156852 1.13590311594103 0.152160688839235 1.06371842359747
2019 Q4 1.69950138973558 1.13570690720953 0.194272783947021 0.954218318513635
2020 Q1 1.67421008126181 1.11293596565132 0.251545680814383 1.27592128138101
2020 Q2 1.73355778246141 1.42406146908982 0.304881210534138 1.64188747648863
2020 Q3 1.86267136587438 1.45199969927333 0.369049012040726 1.8812249702515
2020 Q4 1.90275625853816 1.36865242788319 0.479771557784091 2.20130706319019
2021 Q1 1.71505722944014 1.27009168117208 0.401052193582872 1.99420191834649
2021 Q2 1.53795054143005 1.12440639303456 0.44641218897722 1.77416819421651
2021 Q3 1.50634304164919 1.06728996165506 0.544336576919001 1.65180154482371
2021 Q4 1.53334272404579 1.13509520456597 0.400003985976541 1.49618733262106
2022 Q1 1.44372302291104 1.08164653772393 0.374797418625572 1.5604525601616
2022 Q2 1.37250588497213 1.03475450519826 0.318095936423029 1.35350670056125
2022 Q3 1.37789315912255 1.08970922200299 0.248715102181444 1.20804018705251
2022 Q4 1.44274362139318 0.9914272291542 0.365143366493039 1.39469712818191
2023 Q1 1.43038626334923 0.973442667417821 0.425847680836264 1.79741671683468
2023 Q2 1.42464111697614 0.985558067637808 0.419913028203697 1.99401838932281
2023 Q3 1.53406432653936 0.937267902557576 0.477723495480636 2.50718579571093
2023 Q4 1.64104691675057 1.02301613827924 0.66249544402538 2.76603567250436
2024 Q1 1.63602912601724 1.09352397883602 0.77280609752348 2.96166967042027
2024 Q2 1.62409861409198 1.08734153272509 1.1633548455615 3.17596448692653
2024 Q3 1.69459616913678 1.11923990666157 1.17277828457824 3.28645887099093
2024 Q4 1.74653816885763 1.22998772189652 1.67766998875992 3.20433310122813
2025 Q1 1.69775748864352 1.22496683670907 1.79991406590184 3.193079867016
2025 Q2 1.61184574845715 1.18204152608902 1.56270395208992 3.10678177598499
2025 Q3 1.60501951641575 1.24322040430914 1.63176031113818 2.9349691522025
2025 Q4 1.65392497231145 1.35571460744316 1.67376472525442 2.91070867414076

Note: The figure shows banks with total assets greater than or equal to $10 billion. C&I is commercial and industrial. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: December 2007–June 2009 and February 2020–April 2020.

Source: Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies; Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031.

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Figure 3.7. Leverage levels at broker-dealers continued to be low

Ratio of assets to equity

Date Leverage at broker-dealers
1995 Q1 30.5982069909687
1995 Q2 30.715053408215
1995 Q3 31.3075187485227
1995 Q4 31.8437861119866
1996 Q1 33.1163299730913
1996 Q2 33.1013331739105
1996 Q3 33.3441693368288
1996 Q4 33.8799653746273
1997 Q1 35.2828507392546
1997 Q2 35.2869330076762
1997 Q3 35.498408212325
1997 Q4 32.9736871252037
1998 Q1 35.5055261963666
1998 Q2 35.0070818698421
1998 Q3 35.0660341830823
1998 Q4 30.4295790511052
1999 Q1 30.9114567834438
1999 Q2 29.3661582531347
1999 Q3 28.4326362993834
1999 Q4 28.557997841401
2000 Q1 29.859810788878
2000 Q2 28.8894217207334
2000 Q3 28.5148996842856
2000 Q4 28.2648060796646
2001 Q1 28.5606100861009
2001 Q2 30.0320462611084
2001 Q3 31.4661945806851
2001 Q4 31.338968071904
2002 Q1 31.6577101403855
2002 Q2 31.2606840770697
2002 Q3 31.7889909984558
2002 Q4 30.6285497486484
2003 Q1 32.0302453053945
2003 Q2 34.7881475653154
2003 Q3 32.9734923391743
2003 Q4 33.6675097743329
2004 Q1 35.5833439029959
2004 Q2 37.7700967206065
2004 Q3 38.5887403329401
2004 Q4 39.2777396924885
2005 Q1 41.0738134100422
2005 Q2 41.4384392576605
2005 Q3 41.9749561634572
2005 Q4 39.880072868668
2006 Q1 40.503497005644
2006 Q2 40.6512138000326
2006 Q3 42.2873796143481
2006 Q4 43.0107629130303
2007 Q1 45.2778193125806
2007 Q2 46.8994959572924
2007 Q3 46.0204176455575
2007 Q4 46.2983034482759
2008 Q1 47.89183041899
2008 Q2 41.8661248648791
2008 Q3 43.2122746457033
2008 Q4 30.7079615940182
2009 Q1 28.3215972520395
2009 Q2 24.8998563124937
2009 Q3 24.9618375682385
2009 Q4 23.5052722711834
2010 Q1 24.5069614762614
2010 Q2 24.0433659395688
2010 Q3 24.3100066525033
2010 Q4 23.5247459227071
2011 Q1 24.2946419130198
2011 Q2 24.4403180767268
2011 Q3 24.5657173756309
2011 Q4 24.6372270220987
2012 Q1 24.5318749709241
2012 Q2 24.4307914783732
2012 Q3 23.8525335546291
2012 Q4 23.4598855351307
2013 Q1 22.8428439449133
2013 Q2 22.1486328871893
2013 Q3 21.8371631014628
2013 Q4 21.097681616223
2014 Q1 21.1278101117537
2014 Q2 21.3475737106516
2014 Q3 20.7180067422846
2014 Q4 19.8169499480063
2015 Q1 19.7323521032268
2015 Q2 19.3348381307379
2015 Q3 18.8286350148368
2015 Q4 18.1493925866296
2016 Q1 18.1237621509448
2016 Q2 18.3046870769175
2016 Q3 18.035854625629
2016 Q4 17.6136082150251
2017 Q1 17.7695777550781
2017 Q2 18.3075496605482
2017 Q3 17.4100389829624
2017 Q4 17.1500899174335
2018 Q1 17.2055763771559
2018 Q2 18.0641742412777
2018 Q3 17.9034846949206
2018 Q4 18.1021874008148
2019 Q1 17.9231761630234
2019 Q2 17.8550150674329
2019 Q3 17.7701250731129
2019 Q4 16.8485077888428
2020 Q1 17.2645564252128
2020 Q2 16.256437803408
2020 Q3 16.5385133231621
2020 Q4 16.6196028088193
2021 Q1 16.582882045479
2021 Q2 16.2138888615413
2021 Q3 16.2545560469413
2021 Q4 15.7850315685682
2022 Q1 17.6559734587943
2022 Q2 17.2151009687427
2022 Q3 16.9552319201328
2022 Q4 15.9521612582599
2023 Q1 16.9887092251612
2023 Q2 16.9454259925785
2023 Q3 16.6431064813536
2023 Q4 17.081807501296
2024 Q1 17.6268789319503
2024 Q2 17.6032710002968
2024 Q3 17.9807580977055
2024 Q4 16.5456570897438
2025 Q1 17.2370818092486
2025 Q2 17.7738032778369
2025 Q3 17.7840478993405
2025 Q4 17.1574912858505

Note: Leverage is calculated by dividing total assets by equity.

Source: Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States."

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Figure 3.8. Broker-dealer profits moderated at the end of 2025, mirroring previous year-end performance

This is a line chart showing monthly broker-dealer trading profits from 2018 through 2025. The y-axis displays millions of dollars, ranging from 0 to 1000. The single black line shows considerable volatility throughout the period, with profits fluctuating between 300 and 900 million dollars in a generally seasonal pattern. Notable peaks occurred in early 2020 and early 2021, when profits briefly reached approximately 900 million dollars. Between 2023 and 2025, trading profits generally remained within a narrower range of approximately 300-700 million dollars and maintained the same seasonal pattern within each year. The most recent data point for December 2025 shows profits at approximately 400 million dollars.

Note: The sample includes all trading desks of bank holding companies subject to the Volcker rule reporting requirement.

Source: Federal Reserve Board, Reporting, Recordkeeping, and Disclosure Requirements Associated with Regulation VV (Proprietary Trading and Certain Interests in and Relationships with Covered Funds, 12 C.F.R. pt. 248).

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Figure 3.9. Broker-dealer profits maintained a stable distribution across business lines

This is a stacked area chart showing monthly data from 2018 through 2025. The y-axis displays percent from 0 to 100. There are three categories in the chart: Equities (terracotta, top portion), Fixed income, rates, and credit (blue, middle portion), and Other business lines (beige, bottom portion). Throughout the period, the distribution remains relatively stable. Fixed income, rates, and credit consistently account for approximately 30-40 percent of trading profits, while equities and other business lines each contribute roughly 20-30 percent. There are minor fluctuations in the relative proportions, but no dramatic shifts in the overall distribution pattern are visible. As of December 2025, the distribution closely resembles the patterns observed throughout the previous years, with each category accounting for about one-third of the distribution.

Note: The sample includes all trading desks of bank holding companies subject to the Volcker rule reporting requirement. The “other business lines” category comprises desks trading in municipal securities, foreign exchange, and commodities, as well as any unclassified desks. The key identifies series in order from top to bottom.

Source: Federal Reserve Board, Reporting, Recordkeeping, and Disclosure Requirements Associated with Regulation VV (Proprietary Trading and Certain Interests in and Relationships with Covered Funds, 12 C.F.R. pt. 248).

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Figure 3.10. Life insurance company leverage remained at the upper quartile of its distribution

Ratio of assets to equity

Date Life Property and casualty
2001 Q1 8.360315929 5.403669991
2001 Q2 8.825850206 5.504125512
2001 Q3 9.446489745 6.221822248
2001 Q4 10.02576131 6.373944981
2002 Q1 9.632679759 6.240769413
2002 Q2 9.832560139 6.322692244
2002 Q3 10.14213546 6.41022916
2002 Q4 10.79484944 6.68349138
2003 Q1 11.04440361 6.783390209
2003 Q2 11.15630355 6.700379951
2003 Q3 11.00039848 6.717200484
2003 Q4 10.93049098 6.703703289
2004 Q1 11.28632142 7.061007766
2004 Q2 11.37445196 6.757486319
2004 Q3 11.47501192 6.816018286
2004 Q4 11.68091636 6.822148806
2005 Q1 11.30446287 6.807496064
2005 Q2 10.67035344 6.600465712
2005 Q3 10.78435755 6.658785004
2005 Q4 10.86652045 6.484946821
2006 Q1 10.19546025 6.497220748
2006 Q2 10.05285582 6.394967111
2006 Q3 9.990700936 6.370420878
2006 Q4 9.942870311 6.298563083
2007 Q1 10.03147799 6.336802042
2007 Q2 9.863830346 6.328847255
2007 Q3 9.956568986 6.329295342
2007 Q4 9.735306652 6.087904989
2008 Q1 10.85573631 6.513339782
2008 Q2 10.73182068 6.424232439
2008 Q3 10.68725491 6.445780501
2008 Q4 10.89029983 5.962321235
2009 Q1 10.90932682 5.939189565
2009 Q2 10.04657884 5.604261304
2009 Q3 10.00248807 5.574954212
2009 Q4 8.944481462 5.201320434
2010 Q1 9.244863211 5.169366996
2010 Q2 9.450056325 5.10355913
2010 Q3 9.733333631 5.181248479
2010 Q4 8.836558828 4.477889087
2011 Q1 9.736770121 4.623750035
2011 Q2 9.398895189 4.575627304
2011 Q3 9.479201809 4.413557952
2011 Q4 8.891800774 4.156316693
2012 Q1 8.854567244 4.146309553
2012 Q2 8.857692011 4.117559347
2012 Q3 9.199881714 4.165875528
2012 Q4 9.442618935 4.178579258
2013 Q1 9.274268451 4.100953384
2013 Q2 8.893093469 3.97245337
2013 Q3 8.670253358 3.923258204
2013 Q4 8.798132172 3.900565463
2014 Q1 8.547166563 3.87545479
2014 Q2 8.41872559 3.694263721
2014 Q3 8.363200493 3.647497267
2014 Q4 8.59546272 3.594395745
2015 Q1 8.428684782 3.551287551
2015 Q2 8.157295502 3.527149965
2015 Q3 8.374381367 3.473736099
2015 Q4 9.038878674 3.469640162
2016 Q1 9.522137033 3.564389235
2016 Q2 9.953703221 3.578756345
2016 Q3 10.07453984 3.563390508
2016 Q4 9.90261698 3.806888836
2017 Q1 10.22183128 3.596155467
2017 Q2 10.1183826 3.604357705
2017 Q3 9.838616996 3.653211818
2017 Q4 10.04515385 3.740926135
2018 Q1 9.970165092 3.302703286
2018 Q2 9.81671602 2.969346997
2018 Q3 9.846612352 2.934720943
2018 Q4 9.936873206 3.038347807
2019 Q1 10.20370771 3.020145479
2019 Q2 10.34069428 3.014511147
2019 Q3 10.54718356 2.986135067
2019 Q4 10.54096472 2.898598585
2020 Q1 10.34685813 3.042360791
2020 Q2 11.53667848 3.139493199
2020 Q3 11.69084219 3.118807437
2020 Q4 11.80069899 3.036641665
2021 Q1 11.12686467 3.012444066
2021 Q2 11.18981547 2.986456596
2021 Q3 11.55590725 3.001931086
2021 Q4 11.32713361 2.847918268
2022 Q1 10.82153347 2.817607057
2022 Q2 9.853146018 2.884219907
2022 Q3 9.906630233 2.886733385
2022 Q4 10.07603079 2.855469911
2023 Q1 10.50902812 2.843667603
2023 Q2 10.39107173 2.787514932
2023 Q3 9.91784836 2.79258154
2023 Q4 10.91318339 2.76413361
2024 Q1 10.8805607 2.747099225
2024 Q2 10.81238043 2.084404184
2024 Q3 11.53215366 2.091655559
2024 Q4 11.073414 2.028209402
2025 Q1 11.44009663 2.047775255
2025 Q2 11.52640342 2.033796463
2025 Q3 11.92030532 2.027418133
2025 Q4 11.93998801 1.984425926

Note: Ratio is calculated as (total assets – separate account assets)/(total capital – accumulated other comprehensive income) using generally accepted accounting principles. The largest 10 publicly traded life and property and casualty insurers are represented.

Source: Generally accepted accounting principles data from 10-Q and 10-K filings accessed via S&P Global, Capital IQ Pro.

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Figure 3.11. Hedge fund gross leverage reached record highs

This is a line chart displaying quarterly data from 2013 to 2025, with the y-axis showing the ratio of leverage ranging from 0 to 10. Two metrics of hedge fund leverage are shown: Mean gross leverage (thin black line) and Mean balance sheet leverage (thick blue line). Mean gross leverage shows growth over the period, starting at approximately 6 in 2013, fluctuating between 6-8 through 2021, then rising more steeply from 2022 to reach about 10 by 2025:Q3, its highest level in the series. In contrast, mean balance sheet leverage shows a much flatter trend, rising from approximately 2 in 2013 to about 2.5 by 2025:Q3.

Note: Means are weighted by net asset value (NAV). On-balance-sheet leverage is the ratio of gross asset value to NAV. Gross leverage is the ratio of gross notional exposure to NAV. Gross notional exposure includes both on-balance-sheet exposures and off-balance-sheet derivative notional exposures. Options are delta adjusted, and interest rate derivatives are reported at 10-year bond equivalent values. The data are reported on a 2-quarter lag beginning in 2013:Q1.

Source: Securities and Exchange Commission, Form PF, Reporting Form for Investment Advisers to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors.

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Figure 3.12. Balance sheet leverage at the 15 largest hedge funds increased a bit in the third quarter of 2025

This is a line chart displaying quarterly data from 2013 to 2025, showing leverage ratios on the y-axis, ranging from 0 to 14. The chart displays three hedge fund categories: Top 15, by GAV (thin black line), 16-50, by GAV (blue line), and 51+, by GAV (thick burgundy line). The top 15 line consistently maintains the highest leverage, starting around 4-6 in 2013-2014, generally fluctuating between 6-8 from 2015-2021, then climbing more steeply to reach just above 12 by 2025:Q3. The 16-50 line maintains moderate leverage between 2-3 throughout most of the period, with a slight increase starting in 2023 to about 4 by 2025:Q3. The 51+ line is relatively flat, remaining consistently just below 2 throughout the entire period.

Note: Leverage is measured by gross asset value (GAV) divided by net asset value (NAV). Funds are sorted into cohorts based on GAV. Average leverage is computed as the NAV-weighted mean. The data are reported on a 2-quarter lag beginning in 2013:Q1.

Source: Securities and Exchange Commission, Form PF, Reporting Form for Investment Advisers to Private Funds and Certain Commodity Pool Operators and Commodity Trading Advisors.

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Figure 3.13. Most dealers reported no change in hedge fund leverage use by their clients

This is a line chart showing quarterly data from 2012 to 2026, displaying net percentages for four categories of financial institutions: Hedge funds (thin black line), Trading REITs (medium-thick blue line), Insurance companies (thick burgundy line), and Mutual funds (black dashed line). The y-axis measures net percentage and is scaled from -80 to 40 percent. The chart shows considerable volatility across all categories. All categories generally fluctuate between -20 percent and 20 percent throughout most of the period. Trading REITs exhibit the most dramatic fluctuations, with significant drops around 2014 to approximately -40 percent and 2020 to approximately -70 percent. The hedge funds series also notably declines to about -60 in 2020. As of 2026:Q1, three variables, Trading REITs, Insurance companies, and Mutual funds, are at zero, while the Hedge funds series ends the highest at roughly 10 percent.

Note: Net percentage equals the percentage of institutions that reported increased use of financial leverage over the past 3 months minus the percentage of institutions that reported decreased use of financial leverage over the past 3 months. REIT is real estate investment trust.

Source: Federal Reserve Board, Senior Credit Officer Opinion Survey on Dealer Financing Terms.

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Figure 3.14. The pace of non-agency securitization issuance in early 2026 exceeded the strong pace seen in 2025

This is a stacked bar chart displaying annual data from 2001 to 2026, with a y-axis in billions of dollars (real) that ranges from 0 to 3500 billion dollars. Five categories are tracked: Other (light gray), Private-label RMBS (dark gray), Non-agency CMBS (terracotta), Auto loan/lease ABS (blue), and CDOs (including CLOs and ABS CDOs) (beige). Total issuance started around 1100 billion dollars in 2001, increased to a peak of approximately 3200 billion dollars in 2006, then dropped to below 500 billion dollars during 2008-2011. Issuance then generally increased, to approximately 800 billion dollars by the end of 2019. After decreasing in 2020, increasing in 2021, and decreasing again from 2022 to 2023, total issuance increased beginning in 2024 and reached about 1000 billion dollars in 2026. CDOs (including CLOs and ABS CDOs) and Auto loan/lease ABS are roughly 200 billion each, Non-agency CMBS is roughly 100 billion, Private-label RMBS is roughly 300 billion, and Other is roughly 200 billion.

Note: The data from the first quarter of 2026 are annualized to create the 2026 bar. RMBS is residential mortgage-backed securities; CMBS is commercial mortgage-backed securities; CDO is collateralized debt obligation; CLO is collateralized loan obligation. The "other" category consists of other asset-backed securities (ABS) backed by credit card debt, student loans, equipment, floor plans, and miscellaneous receivables; resecuritized real estate mortgage investment conduit (Re-REMIC) RMBS; and Re-REMIC CMBS. The data are converted to constant 2026 dollars using the consumer price index. The key identifies bars in order from top to bottom.

Source: Green Street, Commercial Mortgage Alert's CMBS Database and Asset-Backed Alert's ABS Database; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 3.15. Bank credit commitments to nonbank financial institutions continued to grow, with private equity, BDCs, and private credit being the largest exposure category

This is a stacked area chart showing quarterly data on bank credit commitments to nonbank financial entities from 2018 to 2025. The y-axis measures billions of dollars and ranges from 0 to 3000 billion dollars. Ten categories are tracked: 1) Financial transactions processing; 2) Private equity, BDCs, and private credit; 3) Broker-dealers; 4) Insurance companies; 5) REITs; 6) Open-end investment funds; 7) Special purpose entities, CLOs, and ABS; 8) Other financial vehicles; 9) Real estate lenders and lessors; and 10) Consumer lenders, other lenders, and lessors. Total bank credit commitments have grown steadily from approximately 1200 billion dollars in 2018 to about 2700 billion dollars by 2025:Q4. The largest component in recent periods is private equity, BDCs, and private credit, which represents approximately 600 billion dollars of total commitments by 2025:Q4.

Note: The figure shows committed amounts on credit lines and term loans extended to nonbank financial institutions (NBFIs). NBFIs are identified based on reported North American Industry Classification System (NAICS) codes. In addition to NAICS codes, a name-matching algorithm is applied to identify specific entities such as real estate investment trusts (REITs), special purpose entities, collateralized loan obligations (CLOs), asset-backed securities (ABS), private equity, business development companies (BDCs), and private credit. REITs incorporate both mortgage (trading) REITs and equity REITs. Broker-dealers also include commodity contracts dealers and brokerages and other securities and commodity exchanges. Other financial vehicles include closed-end investment and mutual funds.

Source: Federal Reserve Board, Form FR Y-14Q (Schedule H.1), Capital Assessments and Stress Testing.

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Figure 3.16. Bank credit sectoral growth rates in 2025:Q4 were broadly similar to 2024:Q4

This is a bar chart displaying the year-over-year percentage growth in bank credit from 2024:Q4 to 2025:Q4 across different categories of financial entities, with the y-axis scaled from -15 percent to 35 percent. The x-axis categories displayed in the chart from left to right are: REITs; Financial transactions processing; Consumer, leasing, & other lenders; Insurance companies; PE, BDCs, & private credit; Broker-dealers; Open-end investment funds; SPEs, CLOs, & ABS; Real estate lenders & lessors; Other financial vehicles; Total. For each type of entity, two bars are shown: Committed amounts (burgundy) and Utilized amounts (gray). SPEs, CLOs, & ABS show the highest committed amounts at approximately 30% and the highest utilized amounts at approximately 34%. Several sectors show differences between committed and utilized amounts, with all sectors showing positive growth rates except for Financial transactions processing, which shows negative utilized amounts around -14 percent. REITs committed amounts were about 7 percent and utilized amounts were less than 1 percent. Financial transactions processing committed amounts were approximately 20 percent and utilized amounts were about -15 percent. Consumer, leasing, & other lenders committed amounts were approximately 12 percent and utilized amounts were approximately 4 percent. Insurance companies committed amounts were approximately 2 percent; its utilized amounts were approximately 10 percent. PE, BDCs, & private credit committed amounts were approximately 16 percent; its utilized amounts were approximately 20 percent. Broker-dealers committed amounts were approximately 18 percent; its utilized amounts were approximately 12 percent. Open-end investment funds committed and utilized amounts were both approximately 15 percent. Real estate lenders & lessors committed amounts were approximately 10 percent; its utilized amounts were approximately 14 percent. Other financial vehicles committed amounts were approximately 1 percent; its utilized amounts were approximately 14 percent. Total (the rightmost bars) committed amounts were approximately 14 percent; its utilized amounts were approximately 18 percent.

Note: The figure shows 2025:Q4-over-2024:Q4 growth rates as of the end of the fourth quarter of 2025. REIT is real estate investment trust; PE is private equity; BDC is business development company; SPE is special purpose entity; CLO is collateralized loan obligation; ABS is asset-backed securities. The key identifies bars in order from left to right.

Source: Federal Reserve Board, Form FR Y-14Q (Schedule H.1), Capital Assessments and Stress Testing.

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Figure 4.1. Runnable liabilities in short-term funding markets were stable around the middle of their historical range

Percent of GDP

Date Other Securities lending Commercial paper Domestic money market funds Repurchase agreements Uninsured deposits
2002 Q1 75.1066034080492 69.1230876160447 65.0840316024627 52.0367737566363 30.515300520616 11.2213538044234
2002 Q2 75.9329415942286 69.7076094152448 65.3504010971969 53.0093683861697 32.3470743430831 11.4801712047765
2002 Q3 75.7724825444082 69.0467753872537 66.0205245537645 53.8579236683975 33.6326157834742 12.3815075882257
2002 Q4 77.0040054135026 70.0379277785305 67.1063301918448 54.718306246394 33.6060772659666 12.8816494167731
2003 Q1 77.798530188025 70.2663319327212 66.6981559661719 54.5800305113546 34.241711481005 13.1955359210072
2003 Q2 79.4507339835895 71.7940867307909 67.7306048227674 56.0298947559693 36.4231335394678 14.0221193541991
2003 Q3 77.7448662442942 70.0458753366232 65.0816870889563 53.9173236001842 35.1990304786943 13.5069257329103
2003 Q4 77.7766756209468 68.9874601063401 63.8841483329678 52.9382985909233 35.2511627379678 13.5338506885407
2004 Q1 79.6422880970853 70.3104895753799 65.3574186871832 54.2451705873232 37.2755976758441 14.0374265695776
2004 Q2 80.4615230784227 70.8182596517164 64.8730745526214 54.1407221619147 37.9370485459899 14.4192314429104
2004 Q3 81.0223820243898 71.530569805198 66.2609368001623 55.6478659741713 40.0298725261767 14.66919895473
2004 Q4 81.3066693523384 72.0934691593924 66.118851131512 54.9828231398357 39.399038993913 15.1441066110524
2005 Q1 81.8881440640188 73.1615088336474 66.5440544762337 55.3001141391267 40.4571938353323 15.042028041311
2005 Q2 84.4456131088107 75.4711729997143 68.1665632897527 56.5987712909804 41.9217964627275 15.1564307161029
2005 Q3 84.043103467435 76.3233881587033 69.5896946631931 57.7436142521682 42.9416437266286 15.281148795558
2005 Q4 83.9252058212674 76.3026726015514 70.1367320320435 57.8275614502704 42.3884777364093 15.7771740910611
2006 Q1 85.7470945953925 77.5400325521599 71.36971116877 58.886513784876 43.7401445113384 15.4926202128477
2006 Q2 88.8470223324904 79.9992961390526 72.5560635242484 59.7285156294024 44.2824050493036 15.7642597820096
2006 Q3 93.3516622117815 83.3894716442043 75.6473369823489 62.2038065533746 46.1866842153879 15.466179927928
2006 Q4 95.5881059481198 85.1722873942621 76.939728371924 62.9968767822129 45.98105873744 16.2619880698941
2007 Q1 97.9865113938535 87.6166940737757 78.8342785582112 64.7415650294415 47.7113637429004 15.3948766299465
2007 Q2 101.583770227147 90.4105892616668 79.9335172389811 65.2870786904174 47.7068983574302 15.2445678079739
2007 Q3 101.015407337444 90.5454373417708 79.8054759559059 67.0529555512188 47.4509710503304 15.2139356654784
2007 Q4 101.744533104137 90.6301626936121 80.1158297868245 67.9643857285298 46.585625463662 16.0589030929873
2008 Q1 107.188859387497 94.8893892756873 84.9871456498952 72.8551949392232 48.9345561923717 16.0681219001032
2008 Q2 103.579622394062 90.6346771170702 80.5409089226604 68.7819946007235 45.4300514013349 15.5057640897241
2008 Q3 101.105832956036 88.9521822319133 79.9996953392221 69.5639004278177 46.3909282465679 16.3760690320747
2008 Q4 88.7560864320004 77.0317993640329 71.2358859965311 60.287939193502 34.0077635177484 12.1927520354844
2009 Q1 88.0341908348783 76.1886783028293 70.8659493573236 60.9988115152989 34.2470532431462 12.1270738487319
2009 Q2 87.4411906500692 74.3434280976604 68.8349986635254 59.9428634520922 34.107524681217 12.1273265263305
2009 Q3 81.2980256327644 67.9345064369914 62.5443366307577 54.4517455193506 30.668584449129 8.17650848349374
2009 Q4 78.4013744273368 64.7885112787301 59.3358698969751 51.5728865264959 29.0220172539236 8.66623584100023
2010 Q1 81.703393635935 67.6977405637323 62.4305729391727 55.109160268308 34.8667089327114 12.2150989342082
2010 Q2 81.5667109547826 66.2179965184641 60.7838710671515 53.9211689610584 35.1006640354825 12.2369494995408
2010 Q3 82.3647864834044 66.7492677903951 61.9187737172697 54.9804675987588 36.412742486543 13.6654401103405
2010 Q4 77.3297822173944 62.0605179183849 57.2086487144078 50.3014745922454 31.8999543025511 9.5322926971254
2011 Q1 77.870025224963 63.0245524492828 58.0253989893117 50.6566154985276 32.8124226902631 9.61279672908339
2011 Q2 77.7048133949414 62.7537108821234 57.6279922903505 50.6757486066873 33.4021875157078 10.0977800181193
2011 Q3 75.7630793077804 62.1621001558817 57.5625659249336 51.1434931031409 34.3057763545059 10.3750482225041
2011 Q4 71.5965961782975 61.4075358908578 57.1981049156445 51.0800885732219 34.050276591315 10.4607215398345
2012 Q1 69.9962735251437 60.6300604437108 56.518772599592 50.4234283931661 34.1994215157392 10.5383693102781
2012 Q2 69.777845491255 60.243625859041 56.0887624926324 50.2472047210003 34.5821159760022 10.5993313751109
2012 Q3 69.4016379351951 59.929271336957 56.0118466673682 50.2543745817371 34.4607437493379 10.4764855547638
2012 Q4 70.9475519583628 61.5010752949099 57.9497004197278 52.2376904270407 35.9883240114031 11.9014878361013
2013 Q1 77.6609864345799 68.3172445025402 64.6865950791723 58.7348487889818 42.9409565302418 20.0620090367825
2013 Q2 76.5262167136337 67.2037029513471 63.3397017450332 57.4800967123635 41.9531939706886 20.0543246180199
2013 Q3 75.8364215719147 67.2173890424914 63.4502804112251 57.7490404943863 41.8545919619904 20.805092739178
2013 Q4 75.3740034343975 65.2892824129751 61.5694085381275 56.0941006117931 40.4164658853659 21.3920076378355
2014 Q1 76.2467989867055 65.7844866839509 61.7879383124805 56.0786062098371 40.7109572754931 21.4604213138379
2014 Q2 75.4374071620037 64.8591842933208 60.6541236831677 54.9732630392864 40.3779672997302 21.8937606163614
2014 Q3 74.0598389572772 64.0403906070048 60.1084721352115 54.5716694547216 40.0175257440957 22.0844801100404
2014 Q4 73.6271432056413 64.1666998332261 60.3729246586768 55.2363349455328 40.0155609881152 22.6241851326275
2015 Q1 73.4833401610167 64.0442976470451 60.3612577089207 55.1442373209187 40.3002384731792 22.7017154678427
2015 Q2 71.6897025512769 62.485482890339 58.9011776979455 53.6032104450784 39.3712368307046 22.496921582197
2015 Q3 71.7282506708777 62.7140651312212 59.4171560673794 54.0863989707689 39.5859740363433 22.4265274336355
2015 Q4 71.2746350266599 62.5574077547793 58.9637920627765 53.9126984615159 38.9493430186809 22.8384964292305
2016 Q1 72.2445872639965 63.2088001100733 59.6931106707369 54.2368728136392 39.3091601479667 22.9658089074043
2016 Q2 73.1159514950187 63.7315603014344 60.0934074763124 54.7193371908309 40.1932024964412 23.1387936243053
2016 Q3 72.2874908049899 62.9421324919481 59.6162912880629 54.8472274523534 40.6596332803215 23.6893323323571
2016 Q4 71.5126557099851 62.0552595455412 58.7865623342624 54.2052033570237 39.9080439123046 23.8873858247628
2017 Q1 71.3617762156755 61.6460746645468 58.4363016997189 53.6290769225983 39.8651222304549 23.6706879265931
2017 Q2 71.6525467625405 61.7444672452629 58.3527071630953 53.6438703148904 40.155413525876 23.5106703355656
2017 Q3 71.596779485996 61.7580135739554 58.4921654263474 53.5560814324139 39.6397489251353 23.5406365033722
2017 Q4 71.7792150811664 62.2231793152817 58.7793123263275 54.0100762585315 39.7991590858755 23.669586123399
2018 Q1 70.652703125481 61.3244756773346 57.8998699489911 52.7929690415965 38.8755398222238 23.2270787001232
2018 Q2 69.9534592208942 60.7399276314262 57.1531560266636 52.0940699439501 38.3675352767409 22.6854265534066
2018 Q3 69.5244172984647 60.5741418907774 57.1716502538932 52.1942644604983 38.33064848641 22.7568662132556
2018 Q4 72.1447158579578 63.0256809300536 59.7807853608585 55.0687657667994 40.5408694693871 23.1911515561374
2019 Q1 72.5174068757627 63.479513128113 60.2584894086664 55.2749068584481 40.5840827732147 22.4886455343271
2019 Q2 73.3980257965015 64.2270406106493 60.9209507500574 55.9144355632903 40.995713253714 22.5619610337863
2019 Q3 75.2719514480008 66.3762465596924 63.1618070401599 58.3002620485839 42.4478882113605 22.9622202123207
2019 Q4 75.1680707686093 66.2713779259766 63.1458141651799 58.4108452554236 41.9773595071006 23.4793881638521
2020 Q1 82.6121939891955 73.4996258707026 70.3803291357844 65.404759253854 45.9959608642448 26.8234619960195
2020 Q2 93.156450681892 82.3976797470879 78.6599324694497 73.6489121688043 50.1848239567456 31.0264546080436
2020 Q3 85.340725198552 75.5477587289741 72.2963050432744 67.9173710325336 47.6269163431163 29.7999038960905
2020 Q4 85.8678089249478 76.0697378674101 72.7178805977339 68.527749236045 49.0821932237015 30.9881039021936
2021 Q1 85.8770636015123 76.050348879486 72.5009354855665 67.6078572290194 47.7810380689895 31.5010792921429
2021 Q2 84.6449914691739 74.6113210560878 70.6475044119151 65.9945967472222 46.6500500107307 31.4554570165311
2021 Q3 84.1268386391291 74.403549163752 70.6220559732367 66.1354951996409 47.1717758380017 32.1665959052947
2021 Q4 83.7268451395392 74.2331166391459 70.4052235735267 66.1666003794605 47.2045990923954 32.4558305160779
2022 Q1 82.3105041073801 73.0732505522133 69.0286189742759 64.5153978137657 46.3338059367808 32.1196487078227
2022 Q2 79.3200569336839 70.075075937135 66.2261215103348 61.7256502852977 44.2052067532289 30.5117165882267
2022 Q3 77.0299194880568 67.9715163550058 64.2958842892246 59.8688012265787 42.4397497972286 28.7932807029415
2022 Q4 76.2222062956022 67.2433936068966 63.7683757145723 59.272059313181 41.5848534096366 27.9842017543537
2023 Q1 76.8574573281172 67.8677138623846 64.4939402029614 60.2356141584677 41.1366836157101 25.2599372680515
2023 Q2 77.2427494347396 68.0501730237558 64.5705887747613 60.331258465322 40.6040981988821 24.1657729559113
2023 Q3 76.6030065326358 67.5421787563801 64.224944711323 59.9269943527139 39.8239345668405 23.4649602880947
2023 Q4 78.0839758951227 68.7468835567432 65.4912824330184 61.2008728828223 40.4919737017349 23.6784761364597
2024 Q1 79.2901994802439 69.7816360095741 66.419950797729 62.1227788608503 41.078793965917 23.8034753917623
2024 Q2 79.2765015710875 69.3084584574827 65.8951275179858 61.7180897633971 40.7780383267596 23.0644435697321
2024 Q3 80.8234810623149 70.7968162773894 67.3705030463231 63.1614995395867 41.3814500334088 23.3978858960647
2024 Q4 80.9644294166205 70.6792201794025 67.176541067765 63.0903968451685 40.2716593753728 23.694123407822
2025 Q1 84.7552538130574 73.9028108388474 70.25690182616 65.8438433938967 42.4960079554615 23.7393090128597
2025 Q2 85.3105653888436 74.5468739126573 70.7280064198492 66.168099154126 43.1301560165045 23.9919555756523
2025 Q3 84.712848541954 74.1236299338068 70.4224556197578 66.0642756509822 42.5429860771392 23.7815764782079
2025 Q4 86.1593688213935 75.6834828704577 71.8642715874352 67.5136037097981 42.9185202628559 24.1963154222943

Note: The black striped area denotes the period from 2008:Q4 to 2012:Q4, when insured deposits increased because of the Transaction Account Guarantee program. The "other" category consists of variable-rate demand obligations (VRDOs), federal funds, funding-agreement-backed securities, private liquidity funds, offshore money market funds, short-term investment funds, local government investment pools, and stablecoins. Securities lending includes only lending collateralized by cash. GDP is gross domestic product. Values for VRDOs come from Bloomberg beginning in 2019:Q1. See Jack Bao, Josh David, and Song Han (2015), "The Runnables," FEDS Notes (Washington: Board of Governors of the Federal Reserve System, September 3), https://www.federalreserve.gov/econresdata/notes/feds-notes/2015/the-runnables-20150903.html.

Source: Securities and Exchange Commission, Private Fund Statistics; iMoneyNet, Inc., Offshore Money Fund Analyzer; Bloomberg Finance L.P.; Securities Industry and Financial Markets Association: U.S. Municipal Variable-Rate Demand Obligation Update; DTCC Solutions LLC, an affiliate of the Depository Trust & Clearing Corporation: commercial paper data; Federal Reserve Board staff calculations based on Risk Management Association, Securities Lending Report; S&P Securities Finance; Investment Company Institute; Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States"; Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031; gross domestic product, Bureau of Economic Analysis via Haver Analytics; Llama Corp, DeFiLlama.

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Figure 4.2. The share of high-quality liquid assets to short-term debt remained at the higher end of the historical distribution

Percent of short-term debt

Date G-SIBs Large non-G-SIBs Regional
1997 Q1 16.9445970495296 13.6244317743739 19.5462766516357
1997 Q2 15.9105913461168 13.6707619208634 19.3189974017572
1997 Q3 16.189054323289 12.4893195180933 18.5862518150495
1997 Q4 17.8970315169025 12.8586394643586 19.0087409824939
1998 Q1 19.7344617152663 12.7525040194308 18.4013483495519
1998 Q2 18.3999197100436 12.6455243572437 18.726026897234
1998 Q3 16.6635120089654 11.9332481160551 16.4786667440677
1998 Q4 14.3423538280886 14.8509098442165 17.4395257815116
1999 Q1 14.0502818078711 13.0496424874839 16.2829152166029
1999 Q2 14.0091313768154 12.4442509762865 16.069267376309
1999 Q3 14.1453063200462 12.000890378982 15.6122276491482
1999 Q4 15.566291750889 11.8128082983569 14.7515668705013
2000 Q1 13.5007838942654 10.9809082059016 13.3029558241505
2000 Q2 13.3312354639736 10.6569897042859 13.1078272370946
2000 Q3 13.1179139062056 10.4449899522939 11.9410535087533
2000 Q4 11.9098625911299 13.723987227904 11.4898983896199
2001 Q1 10.5899980284069 12.4159393244535 10.797667374397
2001 Q2 11.1301335839315 12.1805212296054 10.9117346126208
2001 Q3 10.4224279274228 12.2890990073534 11.1772717659857
2001 Q4 11.2585604671703 13.6373153029998 10.9154987468718
2002 Q1 10.9015448248755 11.3833846139192 10.05087981427
2002 Q2 10.6718678309442 12.8663145094222 10.7230813925599
2002 Q3 10.9415275671238 13.2092421327676 10.8030466898547
2002 Q4 11.0894099865827 12.8349027074916 10.9509934965234
2003 Q1 10.9044349219373 12.8322162822323 10.0292964240577
2003 Q2 10.3270321505773 13.1879150599391 11.2194399259288
2003 Q3 10.0881340611887 11.7041687105345 10.4767967467447
2003 Q4 10.2190159623172 11.268080906815 10.5301824279832
2004 Q1 10.6749749535648 9.98174569236967 10.8442263441449
2004 Q2 10.6968780358293 9.02814997193674 10.8016338293568
2004 Q3 9.72561232009088 7.90463689901902 10.35833257287
2004 Q4 8.8728286190965 6.98064830159867 9.7091850788025
2005 Q1 8.24419337332999 6.67239783891613 9.12159381227499
2005 Q2 7.78282085411296 6.8127075305883 9.50782262747823
2005 Q3 7.69178334349986 6.8071718267663 9.46681131063453
2005 Q4 7.59247484042077 7.32469263019464 9.3702600548185
2006 Q1 7.04264468191004 6.81663676993184 8.5916884049721
2006 Q2 7.08452890383475 7.21724831990928 7.95769779344286
2006 Q3 7.2914864865611 6.73010112786223 7.93520950190356
2006 Q4 7.59190069357522 7.25277531435621 8.00173333859233
2007 Q1 7.24780703607417 6.28036614375385 8.47952005624401
2007 Q2 7.83430681177155 7.21927291179539 7.36581398904087
2007 Q3 7.29246155518107 6.04187223827445 6.2060583512463
2007 Q4 7.54842030246994 6.07752671594557 6.16582285679649
2008 Q1 7.58484894600677 5.72283221144527 6.71528416232294
2008 Q2 8.02819343604385 6.30078961940783 7.14930807223964
2008 Q3 10.7022147168911 6.07560356298139 7.21176379931555
2008 Q4 14.5132243821509 11.1228920514284 11.974297992734
2009 Q1 13.7674239397736 8.81290090798878 11.2792092292845
2009 Q2 12.9077211190638 8.49495822889116 12.0439975870658
2009 Q3 13.3908847813886 10.0222242544134 13.3264778345749
2009 Q4 14.094307943037 11.8227506281613 14.2789823888989
2010 Q1 14.1762008065802 11.8008834287965 15.9876656804176
2010 Q2 14.7537609237158 11.0479246917185 15.8204350484066
2010 Q3 13.9699969899295 10.9008951583899 15.0296885098955
2010 Q4 14.5578830285149 12.5982902082843 13.1318952947403
2011 Q1 15.4894365361113 14.4031781665632 15.5908165947828
2011 Q2 16.9474236866771 14.811082071687 15.1041728000935
2011 Q3 16.8409962318365 15.2300130665515 15.6762624060804
2011 Q4 16.4491492579311 14.8138046694412 15.4118029612404
2012 Q1 16.6565900370118 15.4126555881974 16.0162641251861
2012 Q2 16.965125244622 14.1306807729262 15.3507188146688
2012 Q3 17.0564111007308 14.0668926644321 15.1701381273319
2012 Q4 17.9489461653944 13.9902562419112 15.8122479885318
2013 Q1 18.7940266563285 12.9297953204585 15.2917508938051
2013 Q2 19.6135599419834 12.0974153082513 14.9925855213553
2013 Q3 20.9905828376844 12.6601217381205 15.9390143178179
2013 Q4 21.3829644833308 13.6825533378159 15.5530898554565
2014 Q1 22.3409564258203 14.1171229284803 15.9762614383808
2014 Q2 22.9844813751464 14.1430700627625 15.6744901525138
2014 Q3 23.5148615028262 15.2086680427538 15.7546920623251
2014 Q4 24.537917038696 16.1308811321362 15.7170053757857
2015 Q1 25.0713351906198 17.0598601280793 15.4578945941563
2015 Q2 24.2481971487041 17.0105056019372 15.2819099273995
2015 Q3 23.975989929227 17.5504484537762 15.0168909361736
2015 Q4 24.5665668777135 16.8150500158789 15.6578890828833
2016 Q1 24.5616392406024 17.3553172059749 15.2924621768014
2016 Q2 24.4858008586848 17.5957965297578 13.2234704838281
2016 Q3 24.768076325505 18.2408817081679 13.4611617547241
2016 Q4 24.7948167979059 18.4251764329094 13.6011886462296
2017 Q1 25.6927311401424 18.864781264866 13.7428524328105
2017 Q2 24.8189970387638 18.7898684766376 13.0290966837872
2017 Q3 25.3372691657059 18.8266032252993 12.6043031729
2017 Q4 25.0338395979847 19.0500539457603 12.2803974656452
2018 Q1 24.9371228535236 18.94795748239 11.7903929900052
2018 Q2 24.4796356092475 18.8436265327505 11.346530758641
2018 Q3 24.5281365989884 18.5270911845395 11.2145092689795
2018 Q4 23.7175412422652 18.4960558586137 11.5652313475742
2019 Q1 22.7737759132384 18.3999904264454 11.7183766793161
2019 Q2 22.9382484627338 17.9376731091618 12.0218282598619
2019 Q3 23.5163390029834 18.3205060774123 12.440877899692
2019 Q4 24.4800869836142 18.1787793771178 12.3217701487237
2020 Q1 26.6657027794969 22.0277605513983 13.6369642227721
2020 Q2 29.1228179283045 25.5674950669046 17.1785155293227
2020 Q3 30.2597449235663 24.8950050120611 16.8593867345098
2020 Q4 32.2345156238431 25.0235171043693 17.7946473544787
2021 Q1 33.3785174523069 26.9630823415923 20.3249846305978
2021 Q2 32.9957893539762 25.7377518868735 22.3632432144916
2021 Q3 33.3135481291178 26.37264243493 22.6128583181627
2021 Q4 34.1726039347258 25.1974799464868 22.9875251263691
2022 Q1 31.7936621520577 25.1564287547673 20.5878234057027
2022 Q2 30.5276763114515 22.3414595785171 16.8381477076773
2022 Q3 29.5824920842971 20.7859153066844 15.125002306273
2022 Q4 29.7573619979076 20.5527348956116 14.436944509414
2023 Q1 29.3171474316085 22.791683066029 16.5254792618218
2023 Q2 28.0645703638871 22.9752270363981 15.4435114642911
2023 Q3 27.4190738147181 22.5541755733343 15.0583284301646
2023 Q4 29.0625109303007 23.0840073312337 15.5517417447944
2024 Q1 28.2368142160751 24.1633710994209 15.1185959861453
2024 Q2 27.436628947682 24.3110324007318 14.6697279013947
2024 Q3 26.5659672622227 25.9497354651196 15.7782220853181
2024 Q4 27.818641335863 25.0821493182092 15.8137924633215
2025 Q1 25.9040712247021 25.8129262888365 15.6175206767152
2025 Q2 26.0882553888379 24.8179043527893 15.3473983075399
2025 Q3 25.3563261553312 24.5121362140627 15.7074955856033
2025 Q4 25.375398027524 24.4284233797976 15.6245732457712

Note: The sample consists of domestic bank holding companies (BHCs), intermediate holding companies (IHCs) with a substantial U.S. commercial banking presence, and commercial banks. G-SIBs are global systemically important banks. Large non–G-SIBs are BHCs and IHCs with greater than $100 billion in total assets that are not G-SIBs. Short-term debt is total liabilities less long-term debt. The figure shows banks with total assets greater than or equal to $10 billion. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: March 2001–November 2001, December 2007–June 2009, and February 2020–April 2020.

Source: Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies; Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031.

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Figure 4.3. Bank funding structures stabilized at levels consistent with historical norms

Percent of total assets

Date Uninsured deposits Short-term wholesale funding
2002 Q1 14.8957301545979 23.2314568649859
2002 Q2 15.0712406066418 22.4510522111966
2002 Q3 16.3823339958022 21.5826774959378
2002 Q4 16.9470922108937 21.5354061123845
2003 Q1 17.5251207992127 21.708377439948
2003 Q2 17.8937930365023 21.5748059939783
2003 Q3 17.747752739009 21.1697815505282
2003 Q4 17.768437338134 20.2623636674561
2004 Q1 17.8048966048868 21.2698673728891
2004 Q2 17.7933737736436 22.0471073551412
2004 Q3 17.9133985493451 21.9193551230856
2004 Q4 18.007396677321 21.7321360698812
2005 Q1 17.5992496201808 23.7598247691103
2005 Q2 17.3721059161624 24.1789666586545
2005 Q3 17.4851366490364 25.0036531521977
2005 Q4 18.223978016405 25.1393411688794
2006 Q1 17.3216260103445 26.1729985078779
2006 Q2 17.543766501152 26.7638425575581
2006 Q3 16.8162779758129 32.9454635470744
2006 Q4 15.9740307200418 31.7813240858226
2007 Q1 15.3196357767963 32.9574288469852
2007 Q2 14.8875627975245 32.7933590507097
2007 Q3 14.6382411119868 33.3680601260588
2007 Q4 15.5759347783737 32.0155388214006
2008 Q1 16.2026571396946 31.9122641251391
2008 Q2 15.7589255069685 30.0577477363853
2008 Q3 16.2014382634462 32.1738153671304
2008 Q4 18.4597877524591 27.9274875603314
2009 Q1 15.9182183290821 27.5994948166552
2009 Q2 16.0555361777563 26.0646016638401
2009 Q3 13.6721115630259 25.9294404656451
2009 Q4 14.0594700800024 25.0246977055917
2010 Q1 13.0884248028634 25.7258942576551
2010 Q2 13.5088065609744 24.7377337509624
2010 Q3 13.6586908666616 24.8325873354289
2010 Q4 9.26742367821327 22.4225562704937
2011 Q1 9.3797887629958 22.7920701025137
2011 Q2 10.0395019723857 22.5908036204351
2011 Q3 10.3226530629925 21.624416874408
2011 Q4 10.7970598321567 20.5026740959478
2012 Q1 10.7038963443711 20.8137653943583
2012 Q2 11.0887536127761 20.3373935896982
2012 Q3 11.0441089687313 20.0493475785833
2012 Q4 12.4481918614661 19.1722489771184
2013 Q1 20.9660103643718 19.2912965770071
2013 Q2 21.4135458038808 19.5807039733135
2013 Q3 22.5493955327709 18.6961130606689
2013 Q4 23.2895480882387 17.9458101582195
2014 Q1 22.8679883537576 17.9626158996459
2014 Q2 23.4486816090462 17.3698741506818
2014 Q3 23.9354886726101 16.6882022331312
2014 Q4 24.4628533091602 16.1450798222101
2015 Q1 24.4923767906059 15.5904771455441
2015 Q2 24.8279397242295 15.7582323062443
2015 Q3 24.7028976119606 15.4046283098813
2015 Q4 25.4132903749431 15.3093224740036
2016 Q1 25.2308137655381 15.4917212956058
2016 Q2 25.2369999886908 15.7789263132508
2016 Q3 25.3517755918413 15.7716414491205
2016 Q4 25.8680300102505 15.2696273537003
2017 Q1 25.6308586497368 15.5694474983848
2017 Q2 25.1780293700989 16.0108170609264
2017 Q3 25.435559572013 15.7466451814535
2017 Q4 26.0746190924384 15.5712241227541
2018 Q1 25.5117833382309 15.9518113792042
2018 Q2 25.3784215246057 16.1220336714089
2018 Q3 25.7187723562339 16.1432301301251
2018 Q4 26.2970529686962 15.8368715267118
2019 Q1 25.4813653581845 16.0757515194445
2019 Q2 25.5258505843323 16.002711995819
2019 Q3 26.1597830848108 15.9570174948399
2019 Q4 27.0047748737463 15.0346715160251
2020 Q1 28.0845116103772 15.3321595315888
2020 Q2 29.584163866823 13.257268240546
2020 Q3 29.829003311141 12.4769487164055
2020 Q4 30.3429695328254 11.5435072451451
2021 Q1 29.9724723837191 12.3996388305502
2021 Q2 30.6366648087302 11.9371078054962
2021 Q3 30.6149232813757 11.5921096171175
2021 Q4 31.5551230767837 10.8328212299448
2022 Q1 30.6134091927092 11.5065624603595
2022 Q2 30.2916894342435 11.9253921841919
2022 Q3 29.7110894677798 12.540994956767
2022 Q4 29.6157851475569 12.4939951363143
2023 Q1 27.3534703586773 15.0778076661657
2023 Q2 26.837199546953 15.2984110232966
2023 Q3 26.8265302654737 15.882462441831
2023 Q4 26.0609925852761 15.5286987364473
2024 Q1 25.7338985346957 16.7128365981947
2024 Q2 25.4806539225054 17.1534141336322
2024 Q3 25.7526840486058 16.8415710390489
2024 Q4 26.9428513679214 15.4813427875339
2025 Q1 26.0743931189573 17.2341583585114
2025 Q2 26.1715182026057 17.5243979771999
2025 Q3 26.2570084877942 17.463904974513
2025 Q4 26.8375352522709 16.9449293412981

Note: Short-term wholesale funding is defined as the sum of large time deposits with maturity less than 1 year, federal funds purchased and securities sold under agreements to repurchase, deposits in foreign offices with maturity less than 1 year, trading liabilities (excluding revaluation losses on derivatives), and other borrowed money with maturity less than 1 year. The shaded bars with top caps indicate periods of business recession as defined by the National Bureau of Economic Research: December 2007–June 2009 and February 2020–April 2020.

Source: Federal Reserve Board, Form FR Y-9C, Consolidated Financial Statements for Holding Companies; Federal Financial Institutions Examination Council, Consolidated Reports of Condition and Income (Call Report) Form FFIEC 031.

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Figure 4.4. Money market fund assets maintained their upward trend through the beginning of 2026

This is a stacked area chart showing monthly data from January 2000 to January 2026, with the y-axis measuring trillions of dollars (real) and ranging from 0 to 8 trillion. The chart displays four categories of money market funds from top to bottom: 1) Government (beige area), 2) Tax exempt (terracotta area), 3) Retail prime (light blue area), and 4) Institutional prime (dark blue area). Total money market fund assets start at around 3 trillion dollars in 2000, gradually increase to about 6 trillion by 2009, then decline to around 4 trillion by mid-2017. Around 2016, there's a compositional shift with government funds growing substantially while other categories shrink. From 2022 onward, total assets show a strong upward trend, reaching nearly 8 trillion dollars by January 2026, with government funds making up the largest share at about 6 trillion dollars.

Note: The data are converted to constant 2026 dollars using the consumer price index.

Source: Federal Reserve Board staff calculations based on Investment Company Institute data; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 4.5. Total stablecoin market capitalization remained at record highs

Billions of dollars

Date Other TerraUSD Dai Binance USD USD Coin Tether
12/31/2020 27.380387019 26.296363425 26.116087752 24.944224457 23.957292312 20.038555161
1/1/2021 28.278913093 27.154369163 26.970955811 25.759700566 24.684372763 20.578435105
1/2/2021 29.260028232 28.112053552 27.928832538 26.73794559 25.592075317 21.40409582
1/3/2021 29.429037629 28.253995176 28.074574536 26.827611588 25.656401869 21.35290024
1/4/2021 29.287676011 28.13670509 27.95517638 26.638978711 25.605998755 21.331241407
1/5/2021 30.093360821 28.855862268 28.668760518 27.347644091 26.276388528 21.997778179
1/6/2021 31.136693213 29.886269361 29.694007396 28.372170375 27.264139464 22.813088146
1/7/2021 31.218221971 29.904358726 29.71861401 28.35436303 27.256681067 22.661234598
1/8/2021 32.070047245 30.747589773 30.557748834 29.168602034 28.063852186 23.39591239
1/9/2021 32.35847098 31.012191587 30.82805289 29.404838704 28.249008999 23.457818739
1/10/2021 32.28144782 30.915920634 30.728986505 29.298445677 28.131349938 23.383510524
1/11/2021 32.292871046 30.955803255 30.765408556 29.37821583 28.315093267 23.534073202
1/12/2021 32.58417192 31.193165012 30.996159659 29.623441644 28.558063949 23.790483755
1/13/2021 32.656134741 31.252239603 31.062075249 29.691271873 28.615784236 23.82117995
1/14/2021 32.660777337 31.229461782 31.029529453 29.619105464 28.532701501 23.684887309
1/15/2021 32.805947585 31.385397543 31.188330513 29.897394186 28.743208344 23.747681509
1/16/2021 33.034733549 31.573254437 31.376009232 30.004275009 28.865941427 23.786111246
1/17/2021 33.01390566 31.493717064 31.30810665 29.925478354 28.763209269 23.692150174
1/18/2021 33.573447501 32.026862248 31.827814411 30.42194338 29.272343606 24.138909734
1/19/2021 33.6204122 32.01180961 31.816830729 30.414150701 29.270029205 24.073943182
1/20/2021 33.799570985 32.17939157 31.975165358 30.569116864 29.442194869 24.081140462
1/21/2021 33.850837914 32.289915094 32.082648945 30.668932998 29.563976953 24.144231477
1/22/2021 34.104817066 32.504186733 32.287793686 30.842948945 29.656952513 24.124439289
1/23/2021 34.157287288 32.543843894 32.317455849 30.857006089 29.671632563 24.08030626
1/24/2021 34.319073215 32.679424239 32.45564257 30.921461406 29.699047359 24.104528683
1/25/2021 34.267540375 32.627288067 32.379839902 30.801791556 29.603269872 24.13488147
1/26/2021 34.777223261 33.116494062 32.860524056 31.263331882 30.043084037 24.592964257
1/27/2021 35.456941379 33.780668347 33.523353099 31.917172342 30.548162039 24.966178561
1/28/2021 36.081983506 34.381853311 34.115587527 32.504277842 31.108066356 25.385528547
1/29/2021 36.592701868 34.892175026 34.620535093 33.003079519 31.518489171 25.684420702
1/30/2021 36.670021983 34.951291345 34.674730842 33.033647156 31.561176221 25.722233732
1/31/2021 37.2069177 35.478367252 35.19659303 33.550604399 32.079703172 26.185621002
2/1/2021 37.123935426 35.397146835 35.121705679 33.468288121 32.058521013 26.09581051
2/2/2021 35.703640974 33.971775522 33.695249849 31.987778384 30.579867505 24.585179846
2/3/2021 38.285847306 36.534234423 36.267859301 34.533381314 33.105988014 26.960178989
2/4/2021 38.807035667 37.07004227 36.81198135 35.040574655 33.587586415 27.350486446
2/5/2021 40.023493286 38.240087959 37.972045691 36.150776133 34.633088911 28.269914561
2/6/2021 40.122100972 38.311966511 38.050987688 36.226659 34.672642563 28.194791606
2/7/2021 41.537112122 39.714624163 39.442815299 37.64025597 36.099868805 29.574850772
2/8/2021 41.873831743 39.964299988 39.684466468 37.793611593 36.232921308 29.700248415
2/9/2021 43.105603283 41.071747628 40.779192245 38.833072398 37.232607067 30.476476632
2/10/2021 43.453109192 41.397356262 41.089144542 39.122998112 37.45925377 30.651509418
2/11/2021 43.684919654 41.65723621 41.326577007 39.296327946 37.620496046 30.638846876
2/12/2021 44.847042534 42.779789231 42.413144277 40.36934669 38.717301802 31.622484633
2/13/2021 45.315268314 43.196483174 42.801581026 40.731481731 39.012579152 31.67348843
2/14/2021 45.360694515 43.283170921 42.861229909 40.795413135 39.054642816 31.595058573
2/15/2021 45.820703277 43.736143869 43.30284937 41.179834032 39.556353738 32.118114789
2/16/2021 46.72471828 44.66176858 44.200393809 42.001530675 40.415067743 33.148074356
2/17/2021 46.905224768 44.814060352 44.328780706 42.071800071 40.422724374 33.134666195
2/18/2021 47.552637811 45.462338638 44.959153496 42.655378446 40.925195405 33.52204849
2/19/2021 49.200497897 47.041893062 46.514750814 44.180287573 42.213829793 34.53021899
2/20/2021 49.676030768 47.4633838 46.920654927 44.557489442 42.380056939 34.485854522
2/21/2021 49.683236843 47.413466344 46.850203477 44.456050719 42.259711316 34.435564858
2/22/2021 50.106925062 47.880129025 47.28867452 44.91145073 42.650010308 34.493026143
2/23/2021 50.121209081 47.790402167 47.193664811 44.874185853 42.713889565 34.439622474
2/24/2021 50.704487836 48.356154075 47.742818653 45.394887889 43.114261333 34.665380337
2/25/2021 50.48007218 48.158869058 47.533340571 45.203569197 42.917055907 34.440054295
2/26/2021 51.216785031 48.837024014 48.178199134 45.845669068 43.49581622 34.588400395
2/27/2021 50.90648864 48.52001211 47.844693636 45.507160473 43.128029746 34.106342827
2/28/2021 52.256085584 49.875858544 49.186613432 46.818636359 44.466617485 35.460506885
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9/19/2021 125.361943512 119.02219918 116.379462433 110.00912847 97.069709565 70.108343196
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9/30/2021 127.409518518 121.053552911 118.364375787 112.128884918 99.031282867 69.992056832
10/1/2021 127.500306636 121.17829391 118.491898916 112.256292598 99.108616312 70.015122208
10/2/2021 127.582435281 121.239476169 118.552776189 112.336977238 99.246950526 70.062366514
10/3/2021 127.962848045 121.511152979 118.818174072 112.522891774 99.394701085 70.007067954
10/4/2021 127.925608471 121.41578793 118.713810166 112.403220008 99.337100927 69.988876615
10/5/2021 128.165628148 121.553431071 118.849785371 112.524746324 99.49267772 70.016488356
10/6/2021 128.598467595 121.892100112 119.187436884 112.757950831 99.568890229 69.869779436
10/7/2021 128.788422352 122.155840167 119.44689374 112.992930287 99.92166046 69.993136119
10/8/2021 129.002892079 122.292687662 119.567339989 113.062188768 99.919115895 69.990607181
10/9/2021 129.242048954 122.47261142 119.737500917 113.180122206 100.041325642 69.983929234
10/10/2021 129.293263585 122.527140242 119.802484667 113.250506316 100.099331438 69.943671855
10/11/2021 129.91325182 123.082253285 120.330900557 113.728283606 100.459230058 70.109599654
10/12/2021 129.45321707 122.53172214 119.792750621 113.171601302 99.999405767 69.974500398
10/13/2021 129.585614891 122.533518385 119.785906363 113.115280562 100.05659778 70.053065061
10/14/2021 129.858530579 122.728593522 119.999288682 113.215380041 99.943458221 69.920586623
10/15/2021 130.076677676 122.992718275 120.242525634 113.217245135 99.98468842 69.917776949
10/16/2021 130.084819611 122.969356693 120.223313543 113.175690833 100.005328519 70.049029312
10/17/2021 129.965909766 122.809669294 120.063563926 113.019136864 99.925129656 70.05362654
10/18/2021 129.773324338 122.61358318 119.867337375 112.819732082 99.679239959 69.881185596
10/19/2021 129.721544557 122.379719909 119.621545707 112.656979819 99.518892703 70.122191304
10/20/2021 130.296772078 122.75824842 120.006960802 112.852762673 99.531199106 69.849206114
10/21/2021 129.988749956 122.437787714 119.693336123 112.31140599 99.331658361 69.709955828
10/22/2021 130.593859461 122.986930522 120.219933369 112.78630249 99.820135723 70.108991569
10/23/2021 130.820140564 123.149838413 120.378319223 112.94282707 99.927250167 70.186160865
10/24/2021 130.747396661 123.105783636 120.324657265 112.949345977 99.982702155 70.160358178
10/25/2021 130.801977396 123.062135852 120.266666016 112.90688003 99.941950159 70.113875757
10/26/2021 130.277792478 122.440134992 119.640344269 112.3008258 99.488606698 69.861220417
10/27/2021 130.959984383 122.94115296 120.183142798 112.57911614 99.770280138 69.934140365
10/28/2021 131.44890064 123.328221248 120.551038152 112.929055818 99.881979623 70.00082176
10/29/2021 131.916700252 123.838301783 121.053178007 113.366014779 100.116078548 69.962407729
10/30/2021 132.294473939 124.444777388 121.629914931 113.804982898 100.347380569 69.993404783
10/31/2021 132.078979011 124.195628596 121.396511017 113.603181615 99.979067853 69.826936783
11/1/2021 133.595346443 125.695020075 122.871810009 115.039122374 101.295250165 70.930221493
11/2/2021 134.71588987 126.691941692 123.853829837 116.009156253 101.734756783 71.145351347
11/3/2021 134.684998779 126.596276155 123.749707549 115.902614341 101.674090786 70.977945105
11/4/2021 136.05508411 127.796711431 124.928231663 117.08473921 102.958685613 72.140622479
11/5/2021 137.507674549 129.172353549 126.279123804 118.094413446 104.161970708 73.137648749
11/6/2021 137.35035445 128.984676906 126.096287702 117.92611038 104.356510927 73.097571514
11/7/2021 138.639275919 130.0618126 127.155095462 119.038104996 105.3386923 74.224624799
11/8/2021 137.568110264 128.928479045 126.027009973 117.626255139 103.991342257 72.860880749
11/9/2021 140.082699158 131.307603405 128.398575805 119.755847377 106.288187897 74.912215157
11/10/2021 140.26918328 131.510134928 128.209887067 119.590628494 106.495926526 75.202049668
11/11/2021 140.006244621 131.224360239 127.481492681 118.916163934 106.016655511 74.87882388
11/12/2021 141.121428663 132.133080972 127.926253517 119.275045939 106.518588521 75.238622435
11/13/2021 141.531385278 132.367631055 127.720720993 119.16104267 106.346724314 75.138988476
11/14/2021 142.768958552 133.429351553 128.309287565 119.744353655 106.858689723 75.38024061
11/15/2021 142.591218353 133.347487105 127.81878026 119.302515182 106.423945234 74.967718528
11/16/2021 143.591219659 134.082824391 128.205224882 119.696904729 106.734482956 75.009964844
11/17/2021 144.943768026 135.348444221 129.097706403 120.541184598 107.208857251 75.341792409
11/18/2021 144.614705397 135.161021251 128.570180843 120.051987272 106.950919428 75.015941748
11/19/2021 146.569532859 136.866502297 129.882784382 121.194394733 107.988647693 75.439302058
11/20/2021 147.21559814 137.392047212 130.131724557 121.398049946 108.04725719 75.25619454
11/21/2021 147.096286948 137.282208456 130.050742426 121.3108566 107.972851995 75.054979306
11/22/2021 146.692395626 136.925362513 129.744485447 121.112268021 107.866112911 74.847084671
11/23/2021 147.150766659 137.293739435 130.066989357 121.331714069 108.396674397 74.93942079
11/24/2021 147.565099194 137.485634399 130.243858699 121.482897934 108.500373019 74.873684383
11/25/2021 148.38755609 138.326160345 131.051269698 122.279537488 109.400672959 75.681352562
11/26/2021 149.04417877 138.854661755 131.505335373 122.839181616 110.056882227 75.843057112
11/27/2021 149.409646661 139.250872719 131.855744102 123.193934235 110.250180883 75.905328676
11/28/2021 149.572022229 139.329701461 131.841535929 123.109067554 110.162092547 75.755462921
11/29/2021 149.005093475 138.665146817 131.129542656 122.395420518 109.275105092 74.800689026
11/30/2021 149.695654405 139.213708392 131.510260206 122.690032556 109.331019769 74.712745205
12/1/2021 150.41466906 139.842028773 132.140292741 123.227570217 109.682911076 74.843243888
12/2/2021 150.288962076 139.763554767 131.984244974 123.110436345 109.526639062 74.656497733
12/3/2021 152.04887027 141.675072441 133.787011437 124.87114713 111.11887909 75.864516437
12/4/2021 153.254353989 143.018150267 134.999982752 126.083499063 112.452516354 76.882559866
12/5/2021 154.076774293 143.707120795 135.53649504 126.534268946 112.999751378 76.92980881
12/6/2021 154.829879831 144.467853346 136.227912513 127.28968423 113.939462993 77.811508661
12/7/2021 155.656159095 145.102718296 136.740162919 127.76267334 114.195995626 77.94051729
12/8/2021 153.723419597 143.151113248 134.667643612 125.691505322 112.014445245 75.81484618
12/9/2021 156.052402441 145.094212637 136.543620663 127.621373454 113.886672205 77.678568398
12/10/2021 156.153178115 145.229531463 136.624713166 127.802296949 114.018235158 77.550051411
12/11/2021 156.841242823 145.893243973 137.258704743 128.341718496 114.489308689 77.836768453
12/12/2021 156.936006122 145.974081843 137.333965597 128.42630569 114.579455223 77.778710158
12/13/2021 156.80649076 145.86455891 137.175284296 128.32554117 114.466463407 77.631518009
12/14/2021 158.711743217 147.770126641 138.971859426 130.133392106 116.033075098 78.994476494
12/15/2021 158.770226363 147.765342997 138.963544545 130.102016505 115.905706343 78.846468586
12/16/2021 158.63491065 147.623398608 138.848259541 129.971174914 115.872917213 78.783903829
12/17/2021 159.104938561 147.998457208 139.180055506 130.260873338 115.910969143 78.699383385
12/18/2021 159.707984275 148.414581954 139.486102737 130.536513948 116.132997108 78.819021502
12/19/2021 159.416144418 148.137547213 139.171923309 130.271827345 115.972244293 78.719046042
12/20/2021 160.97602317 149.670958166 140.43695874 131.391507135 116.721450982 79.072092746
12/21/2021 161.372171215 149.825306704 140.452352595 131.450003336 116.836734128 79.008436978
12/22/2021 159.988942485 148.400544706 138.880665642 129.854172142 115.160500271 77.431794733
12/23/2021 160.614359954 148.922876717 139.257819386 130.215976315 115.528740644 77.558039056
12/24/2021 160.970217787 149.206821601 139.379810998 130.358189463 115.40768991 77.563463351
12/25/2021 160.858004066 149.001149579 139.079411562 130.058542259 115.174209212 77.416695334
12/26/2021 162.099922364 150.169598419 140.185291368 131.123166293 116.219935534 78.473589769
12/27/2021 162.052534738 150.314352599 140.271387235 131.248278135 116.201363513 78.371305928
12/28/2021 162.088229276 150.296761077 140.213047399 131.202505315 116.118752043 78.36264525
12/29/2021 161.97137478 150.201647469 140.108478856 131.152419201 116.36793356 78.504742204
12/30/2021 163.252729891 151.393749812 141.238217351 132.267187349 117.522794875 79.432557845
12/31/2021 162.611970589 150.757685809 140.629767358 131.690094104 117.250144333 79.214085647
1/1/2022 167.708417109 155.784718206 145.561632442 136.531003475 121.982314201 79.221440895
1/2/2022 166.810518156 154.855501496 144.683245858 135.647823581 121.174597599 78.519284091
1/3/2022 167.069940019 154.993181584 144.71371524 135.632436439 121.187022796 78.463706371
1/4/2022 167.083670758 155.013484044 144.67500911 135.580970864 121.176129822 78.39902067
1/5/2022 168.021666224 156.004681095 145.559277787 136.476977669 122.037924122 79.010451803
1/6/2022 167.845518247 155.86804989 145.404122407 136.423526854 121.98289942 78.731693917
1/7/2022 167.655314002 155.697001985 145.215062999 136.174131173 121.983695483 78.66291712
1/8/2022 167.082299132 155.265019646 144.835828653 135.852707512 121.672624237 78.115986493
1/9/2022 166.99993184 155.053473861 144.628277681 135.671998743 121.675138448 78.013315604
1/10/2022 168.245393519 156.219035317 145.682888635 136.662692138 122.586739762 78.567706013
1/11/2022 168.464130299 156.395250256 145.832942591 136.813397455 122.747798909 78.58793373
1/12/2022 169.355886058 157.271361095 146.691571705 137.596895031 123.39561931 78.558341157
1/13/2022 169.598224376 157.419586738 146.799814147 137.656800998 123.36017438 78.314622138
1/14/2022 169.88722916 157.762974346 147.123786369 138.005573013 123.710385848 78.534580154
1/15/2022 170.037319395 157.785878016 147.114729907 137.949705712 123.549021352 78.306182759
1/16/2022 170.431153975 158.244193218 147.549754805 138.292159624 123.865821247 78.447166988
1/17/2022 171.003540503 158.842281825 148.047899276 138.699961673 124.35724324 78.610157322
1/18/2022 170.526026655 158.409160721 147.649500072 138.319452595 124.131525278 78.385189731
1/19/2022 171.094991342 158.766699803 147.973131803 138.606161633 124.301665173 78.299194807
1/20/2022 171.809312132 159.291963527 148.419778635 139.001885953 124.726173518 78.288450521
1/21/2022 170.991327172 158.987279616 148.066941153 138.878040356 124.650151547 78.087291157
1/22/2022 173.153840559 161.405900646 150.326947557 141.168389142 126.801725199 78.645401451
1/23/2022 172.52420933 160.854517619 149.789649241 140.615663196 126.513623452 78.308599642
1/24/2022 173.700868424 162.161624508 150.910716622 141.580556952 127.356105659 79.08111216
1/25/2022 173.56993634 162.106004403 150.880183205 141.617983663 127.266638244 78.381038515
1/26/2022 174.7073504 163.367205419 152.093018382 142.7199322 128.084512599 78.881207485
1/27/2022 174.989238997 164.454515668 153.159940182 143.955753019 128.994725358 79.272790832
1/28/2022 173.576762784 163.31988917 152.103356025 143.01246328 128.040028366 78.392905111
1/29/2022 174.405640492 164.05021901 152.734742651 143.58051618 128.592186269 78.614214636
1/30/2022 173.964843247 163.611386697 152.317607956 143.176797018 128.174649874 78.344633253
1/31/2022 174.439924085 163.967202473 152.693424693 143.524939325 128.162290075 78.189041987
2/1/2022 174.988078945 164.414553598 153.120711979 143.910640923 128.417540022 78.129638659
2/2/2022 175.614717441 165.095986559 153.76368483 144.581201821 128.764928659 78.189170812
2/3/2022 176.564357276 165.957800167 154.624006104 145.4130582 129.158079338 78.173472467
2/4/2022 178.071677301 167.445510737 156.102590169 146.833504455 130.180360441 78.49485629
2/5/2022 176.968091417 166.330181501 155.035232153 145.713409439 129.146528042 78.098419342
2/6/2022 177.463292356 166.792487704 155.454039766 146.086798338 129.445003722 78.19101228
2/7/2022 177.682451443 167.091742254 155.836171229 146.361318638 129.529661036 78.19802261
2/8/2022 178.453277731 167.8835199 156.601524119 146.914413913 129.82225001 78.153756696
2/9/2022 179.008376036 168.429372648 157.143725428 147.381933627 130.073997603 78.104522393
2/10/2022 179.978485089 169.396488429 158.122496046 148.303404846 130.801538723 78.645367858
2/11/2022 180.57388234 169.968598887 158.580806786 148.743666731 130.938478952 78.671184184
2/12/2022 180.560765086 169.952822549 158.52397428 148.685311517 131.070351872 78.688251091
2/13/2022 180.763378922 170.179260773 158.66250813 148.825867908 131.211800097 78.727491533
2/14/2022 180.577438132 170.067412085 158.505320823 148.694507518 131.155095505 78.649751658
2/15/2022 181.189744837 170.617273549 158.953497146 149.009291384 131.134619045 78.588216526
2/16/2022 181.126789971 170.700483015 158.973036713 149.086682545 131.3230186 78.792364015
2/17/2022 181.430428788 170.994673296 159.151559672 149.378580088 131.3906512 78.856527589
2/18/2022 181.841759862 171.374451918 159.351087315 149.582685589 131.353570028 78.760444315
2/19/2022 182.844107011 172.352442337 160.225617624 150.4079523 132.137872791 79.323933939
2/20/2022 182.414780452 171.988518526 159.852347631 150.088620638 132.013747178 79.24588832
2/21/2022 182.730197953 172.353995303 160.118417792 150.404265536 132.338821463 79.543397991
2/22/2022 183.036641917 172.674818605 160.341950137 150.634742512 132.15530708 79.340029396
2/23/2022 183.409542532 173.067155249 160.62146909 150.964564113 132.68255599 79.785993458
2/24/2022 183.916842066 173.586675366 161.005881529 151.609352581 133.016693751 79.723619291
2/25/2022 183.376070792 172.894627743 160.206416441 150.999492206 132.900212876 79.671989976
2/26/2022 184.125703086 173.634071311 160.804567639 151.551995519 133.368051023 79.876330282
2/27/2022 184.843051462 174.289795829 161.273003113 152.013427024 133.757371994 80.056936322
2/28/2022 184.215559983 173.665889967 160.644244754 151.396370529 133.031479364 79.546229975
3/1/2022 184.326263311 173.804271782 160.672912325 151.399315438 132.939891755 79.37716975
3/2/2022 184.550832209 174.070630016 160.744045254 151.557628903 133.394891889 79.952581892
3/3/2022 184.332747846 173.916487777 160.447200633 151.250896587 133.059039106 79.681343752
3/4/2022 184.281446883 173.796073361 160.146696123 150.849299721 132.820858768 79.967015588
3/5/2022 184.511042737 174.019307197 160.297229151 150.998433023 132.996674626 79.992861379
3/6/2022 184.696322232 174.232732044 160.388906301 150.979854224 132.970824125 80.167859615
3/7/2022 183.677079149 173.16958568 159.370913926 149.93646338 132.01012802 79.901321802
3/8/2022 184.269472388 173.739011493 159.668296952 150.336339505 132.480954329 80.0839404
3/9/2022 184.621457348 174.043067391 159.859256246 150.484085676 132.440970872 80.059723281
3/10/2022 185.06615301 174.491920111 160.06260623 150.692610109 132.675260367 80.121412741
3/11/2022 185.028785444 174.468107582 159.867647885 150.48551546 132.517121353 80.098386875
3/12/2022 185.280724562 174.672357703 159.967649359 150.555921065 132.553416465 80.113754857
3/13/2022 185.506791483 174.880871907 160.132256384 150.709896772 132.673936171 80.18638118
3/14/2022 185.292583247 174.648276337 159.868590634 150.488795502 132.529082007 80.048684548
3/15/2022 185.217356592 174.657625678 159.669980522 150.331673493 132.380921998 80.08407024
3/16/2022 185.435928334 174.7707409 159.68712153 150.297101428 132.46712399 80.154613074
3/17/2022 186.152919434 175.513487422 160.251378037 150.840809375 133.087532808 80.253502143
3/18/2022 186.744925442 176.072898846 160.728236734 151.265557271 133.47884011 80.638895127
3/19/2022 186.947425725 176.288144442 160.86734333 151.39857074 133.619232232 80.759114699
3/20/2022 187.202582896 176.57036638 161.079334657 151.550909102 133.765819193 80.803658691
3/21/2022 187.16646853 176.536792304 160.937822997 151.415126812 133.724422729 80.742375395
3/22/2022 186.923249539 176.321035452 160.591078665 151.103460153 133.438890182 80.81389028
3/23/2022 186.289092792 175.746250309 159.953691566 150.508908562 132.871759229 80.617717555
3/24/2022 186.552920744 176.10321198 160.288881689 151.001599218 133.410458638 80.896455674
3/25/2022 186.12450656 175.880372712 159.91983586 150.657955293 133.098872549 81.269316709
3/26/2022 186.354108967 176.098964893 159.991350665 150.762601848 133.196130565 81.265468997
3/27/2022 186.256901284 175.997826586 159.875240421 150.656949076 133.115100366 81.0975129
3/28/2022 186.094692638 175.951065772 159.79753044 150.609091995 133.160757885 81.163679752
3/29/2022 186.947925516 176.669852595 160.418510689 151.233852974 133.6970061 81.643742495
3/30/2022 187.757020478 177.466935719 161.0911103 151.877061031 134.423040723 81.880807976
3/31/2022 187.283380699 177.073823305 160.736307108 151.516656228 134.211007966 82.111240613
4/1/2022 188.040903766 177.827304869 161.350875994 152.144659346 134.369534787 82.128838509
4/2/2022 187.705914673 177.551046374 161.029564077 151.936203429 134.265851355 82.243436567
4/3/2022 187.660846218 177.531976583 160.964613767 151.883825063 134.12738016 82.445457405
4/4/2022 187.444740252 177.480545909 160.866731834 151.788584576 134.130693506 82.498155772
4/5/2022 187.529370798 177.353011989 160.635486123 151.58122617 133.680138287 82.48476106
4/6/2022 186.649164368 176.58600002 159.859809026 150.882245939 133.225775621 82.403860025
4/7/2022 186.747058777 176.607243622 159.855941286 150.89427133 133.269223903 82.527394584
4/8/2022 187.049589458 176.919187446 160.087678036 151.030566114 133.413023832 82.652739236
4/9/2022 187.449985041 177.33326411 160.573233564 151.538209021 133.558498431 82.660624852
4/10/2022 187.448775106 177.361278604 160.564892668 151.525457464 133.614275358 82.791093566
4/11/2022 186.65149213 176.616263717 159.795067021 150.980977703 133.231291484 82.713451635
4/12/2022 186.940216987 176.8982066 159.91177181 151.12541043 133.438992705 83.007878594
4/13/2022 186.454107833 176.468202729 159.433217285 150.686991516 133.221939888 82.866510722
4/14/2022 186.524548762 176.512128271 159.328117052 150.509178861 133.096641103 82.897672411
4/15/2022 186.498221933 176.474444739 159.144109103 150.350412606 132.941782111 82.80917008
4/16/2022 186.495929582 176.473689114 159.022985864 150.229814507 132.822591876 82.877296154
4/17/2022 186.63298236 176.631558274 159.076665937 150.306255847 132.926141221 82.885160812
4/18/2022 186.422412903 176.428166489 158.744505954 150.009041348 132.676462165 82.857636762
4/19/2022 186.608299739 176.669275143 158.840518848 150.146139928 132.748369908 82.759364479
4/20/2022 186.751354543 176.76606977 158.800169216 150.078543217 132.825272422 83.021462214
4/21/2022 187.151664776 177.153996103 159.108470067 150.402470397 133.000665538 83.171627191
4/22/2022 187.482067634 177.496349523 159.358590318 150.654433942 133.053234254 83.194560472
4/23/2022 187.7172393 177.72417032 159.520398426 150.803688506 133.239122844 83.28288623
4/24/2022 187.551784598 177.580886588 159.341873122 150.637420214 133.112226982 83.239619633
4/25/2022 187.596840725 177.653772157 159.34581867 150.681822015 132.981005519 83.153178313
4/26/2022 187.120418033 177.174806591 158.727508498 150.079788302 132.516758039 83.256289983
4/27/2022 187.035535144 176.902247492 158.431923834 149.831791073 132.413875178 83.141483801
4/28/2022 186.938516915 176.793118566 158.330245047 149.755068264 132.421324684 83.110772708
4/29/2022 187.372369127 177.186680881 158.703979073 150.186103276 132.488080662 83.330923492
4/30/2022 187.637761543 177.510402564 158.925490899 150.456827345 132.776990269 83.697405339
5/1/2022 187.438180137 177.320672641 158.732804345 150.289069279 132.581076205 83.382381193
5/2/2022 187.16824629 177.055996922 158.411542924 150.069069534 132.251140004 83.19093132
5/3/2022 187.233875609 177.161686206 158.462790276 150.162933847 132.284262993 83.331768886
5/4/2022 186.794853448 176.711801061 157.988203713 149.789753021 131.932843584 83.158740796
5/5/2022 187.001855731 176.931850127 158.242122325 150.019663571 132.104117762 83.302209355
5/6/2022 186.218989285 176.077475139 157.307003237 149.141526759 131.651802739 83.348085462
5/7/2022 186.002222945 175.94521757 157.336554872 149.353517003 131.863205056 83.491763869
5/8/2022 180.555499207 170.612206641 156.561201511 149.004284865 131.748352818 83.2463187
5/9/2022 177.523702564 167.825637581 156.001163029 148.837825633 131.586937066 83.173635948
5/10/2022 176.555069636 167.008057282 155.232496133 148.250063193 131.142816673 82.690895711
5/11/2022 160.603842579 152.147246127 152.147246127 145.970489839 129.182458101 79.485744715
5/12/2022 160.354512284 152.313486062 152.313486062 146.305679609 129.182458101 79.485744715
5/13/2022 159.06185905 151.154367359 151.154367359 145.128994165 127.516648806 76.73459314
5/14/2022 158.509009632 150.57308587 150.57308587 144.564794719 126.806321074 75.698673625
5/15/2022 158.571232459 150.661032408 150.661032408 144.612339249 126.864647142 75.711756793
5/16/2022 159.91982775 151.808357134 151.808357134 145.783973445 127.773442111 75.711756793
5/17/2022 158.772996436 150.75331093 150.75331093 144.625852616 126.417496736 74.158117512
5/18/2022 159.002574539 151.081906277 151.081906277 144.97816834 126.54405157 74.167175832
5/19/2022 159.658733614 151.6821214 151.6821214 145.471477037 126.91576396 74.18120462
5/20/2022 158.922215443 150.93208805 150.93208805 144.789723349 126.220350592 73.255957132
5/21/2022 158.98578226 150.981721415 150.981721415 144.856100297 126.273104144 73.221020878
5/22/2022 159.082735724 150.990633559 150.990633559 144.853913539 126.337453506 73.235565369
5/23/2022 159.172075624 151.059659803 151.059659803 144.890674891 126.54668335 73.228235215
5/24/2022 159.330216378 151.147393328 151.147393328 144.971656258 126.635255265 73.228235215
5/25/2022 159.475954983 151.309841696 151.309841696 145.136193482 126.655338497 73.227243445
5/26/2022 159.101095502 150.900895758 150.900895758 144.703143578 126.433187368 73.23259434
5/27/2022 158.653343075 150.449634404 150.449634404 144.235325167 126.074033818 72.499738788
5/28/2022 158.831713973 150.609285591 150.609285591 144.372032849 126.202101315 72.504086805
5/29/2022 158.722366977 150.468215239 150.468215239 144.227079304 126.254061435 72.535836322
5/30/2022 159.245690374 150.552099364 150.552099364 144.257214995 126.284937318 72.524933627
5/31/2022 159.808625965 151.08438597 151.08438597 144.713405476 126.511297867 72.526132987
6/1/2022 160.766074123 151.950599208 151.950599208 145.554930703 127.412469109 72.600188405
6/2/2022 159.886216888 151.169629799 151.169629799 144.761539063 126.684607882 72.528608901
6/3/2022 159.87566694 151.129552579 151.129552579 144.698097612 126.641393883 72.530075149
6/4/2022 159.815671578 151.078231369 151.078231369 144.660235686 126.596189784 72.519092421
6/5/2022 159.826376621 151.090796672 151.090796672 144.655037723 126.599952673 72.522497401
6/6/2022 159.721998594 150.876932092 150.876932092 144.416206354 126.171920136 72.41095766
6/7/2022 159.603555848 150.761900229 150.761900229 144.256074 126.23878558 72.41095766
6/8/2022 159.573144405 150.757208311 150.757208311 144.176883505 126.227208401 72.425196492
6/9/2022 159.643965485 150.838569582 150.838569582 144.255729886 126.335617368 72.492367357
6/10/2022 159.194203476 150.367857945 150.367857945 143.702455292 125.670673433 72.49935497
6/11/2022 158.911598038 150.107812638 150.107812638 143.481558223 125.56555678 72.466892931
6/12/2022 158.623423487 149.919163562 149.919163562 143.31481146 125.55452903 72.291494924
6/13/2022 157.345982939 148.928913953 148.928913953 142.463992837 124.860234655 71.503808611
6/14/2022 156.402874919 147.961232598 147.961232598 141.59700256 124.162321723 70.822047451
6/15/2022 155.605640467 147.405532445 147.405532445 141.119818172 123.478146011 69.96716646
6/16/2022 155.10500153 146.892346081 146.892346081 140.64546864 123.06370782 69.174473605
6/17/2022 154.554823401 146.548795895 146.548795895 140.175698252 122.570322325 68.176552326
6/18/2022 154.633950129 146.682139385 146.682139385 140.396262705 122.794782825 68.13009145
6/19/2022 154.402525105 146.540326456 146.540326456 140.250622401 123.054984092 67.863629322
6/20/2022 153.749260232 145.874316534 145.874316534 139.588041233 122.39810274 67.447252726
6/21/2022 153.867092232 145.886231106 145.886231106 139.561485008 122.034000765 66.939363765
6/22/2022 153.835401382 145.956714747 145.956714747 139.625033666 122.084514538 66.962042573
6/23/2022 153.441113601 145.540732804 145.540732804 139.21182133 121.811980629 66.948998007
6/24/2022 153.441306944 145.556718197 145.556718197 139.229814048 121.783078826 66.841870663
6/25/2022 153.650753546 145.766447897 145.766447897 139.418394075 121.964162128 66.847066311
6/26/2022 153.645990293 145.799824801 145.799824801 139.470676492 122.016962875 66.856688413
6/27/2022 153.408414349 145.371930847 145.371930847 139.036083397 121.536755939 66.824445663
6/28/2022 153.340747689 145.354358592 145.354358592 139.103763018 121.626708337 66.791194933
6/29/2022 153.232636064 145.288585641 145.288585641 138.962789789 121.328308682 66.463748713
6/30/2022 153.093528743 145.205649423 145.205649423 138.884683828 121.269625817 66.279904942
7/1/2022 153.815878209 145.884041778 145.884041778 139.482511854 121.598100819 66.63356359
7/2/2022 153.780119126 145.930667301 145.930667301 139.517297563 121.645180226 66.637843079
7/3/2022 153.656014459 145.805699818 145.805699818 139.374866501 121.496365416 66.494818098
7/4/2022 153.692641211 145.838752963 145.838752963 139.395034048 121.586053433 66.451169903
7/5/2022 153.5963991 145.866266071 145.866266071 139.434053203 121.5470726 66.45165594
7/6/2022 153.348143748 145.622771092 145.622771092 139.196207108 121.298687566 66.446520644
7/7/2022 153.103741385 145.42757289 145.42757289 138.972972583 121.063727549 66.405902703
7/8/2022 153.253510616 145.588118921 145.588118921 139.124077379 121.175280645 66.471001674
7/9/2022 153.273739585 145.492703399 145.492703399 139.006207879 121.057183312 66.432311434
7/10/2022 153.152856952 145.556591609 145.556591609 139.12468215 121.1589182 66.46538477
7/11/2022 153.320636452 145.73380865 145.73380865 139.273028767 121.18716877 66.46538477
7/12/2022 153.016345552 145.43185772 145.43185772 139.024133464 121.049292874 66.426423702
7/13/2022 153.021656096 145.437681024 145.437681024 138.969382674 120.935390953 66.355380035
7/14/2022 153.095446789 145.491347743 145.491347743 138.993112776 120.852892721 66.317932148
7/15/2022 152.543665233 144.936728908 144.936728908 138.395403371 120.400793824 66.317932148
7/16/2022 152.60535862 145.006758718 145.006758718 138.415991975 120.42268617 66.349450274
7/17/2022 152.701019593 145.099108712 145.099108712 138.386189286 120.394747191 66.356009511
7/18/2022 152.953387404 145.348114959 145.348114959 138.57823212 120.3888715 66.333085532
7/19/2022 152.864427415 145.197876579 145.197876579 138.386168509 120.293300294 66.320333624
7/20/2022 153.062284587 145.350330099 145.350330099 138.510969118 120.496868497 66.3236516
7/21/2022 153.010023723 145.303517867 145.303517867 138.49648323 120.532751233 66.286857515
7/22/2022 153.141520801 145.458498001 145.458498001 138.590003182 120.559715658 66.292926498
7/23/2022 153.246882595 145.578425156 145.578425156 138.658417677 120.677014555 66.292365071
7/24/2022 153.231282623 145.559887207 145.559887207 138.647443627 120.670537341 66.296026642
7/25/2022 153.206612462 145.517514636 145.517514636 138.640246407 120.598234392 66.29200156
7/26/2022 153.127643381 145.43510584 145.43510584 138.551334142 120.692187599 66.310813115
7/27/2022 153.203248059 145.428160077 145.428160077 138.501828116 120.630012592 66.285540449
7/28/2022 153.009687579 145.194558754 145.194558754 138.206612666 120.278592746 66.382124061
7/29/2022 153.126442224 145.322038302 145.322038302 138.304764118 120.356699415 66.507130316
7/30/2022 153.133491897 145.280949157 145.280949157 138.280633385 120.334238078 66.651173201
7/31/2022 153.132537507 145.301887649 145.301887649 138.326967785 120.378941318 66.651613631
8/1/2022 153.46610126 145.550937794 145.550937794 138.56161136 120.5497759 66.759079429
8/2/2022 153.398224035 145.51077609 145.51077609 138.523931736 120.506259376 66.871041771
8/3/2022 153.365825239 145.528248709 145.528248709 138.583962793 120.561087275 66.870806792
8/4/2022 153.286414303 145.448561607 145.448561607 138.42903209 120.416595414 66.936675543
8/5/2022 153.449971058 145.605105325 145.605105325 138.566814665 120.550519687 66.929805958
8/6/2022 153.471920247 145.630918403 145.630918403 138.548816864 120.532512514 66.929805958
8/7/2022 153.389565149 145.533817145 145.533817145 138.526409389 120.508427616 66.91797772
8/8/2022 153.158655712 145.287225845 145.287225845 138.248108284 120.344892022 66.917222982
8/9/2022 153.237997585 145.218690984 145.218690984 138.144729115 120.302244743 66.963249874
8/10/2022 153.479460887 145.400603848 145.400603848 138.288337931 120.404204127 67.208611295
8/11/2022 153.424520174 145.348201669 145.348201669 138.34021524 120.421036809 67.359349669
8/12/2022 153.256354612 145.163778616 145.163778616 138.329658738 120.593980714 67.504940563
8/13/2022 153.492810777 145.410613496 145.410613496 138.56057376 120.826169889 67.744701896
8/14/2022 152.87567713 144.91585281 144.91585281 138.107174937 120.288518864 67.42902681
8/15/2022 153.180200295 145.217764703 145.217764703 138.421318631 120.374829461 67.581103763
8/16/2022 153.061507197 145.176821468 145.176821468 138.402679604 120.328480421 67.569730696
8/17/2022 153.031599742 145.160038912 145.160038912 138.42890851 120.048458695 67.551075729
8/18/2022 152.837936729 144.986293271 144.986293271 138.290110888 119.654858655 67.550349634
8/19/2022 152.765836019 144.843227528 144.843227528 138.195199992 119.276661045 67.548288243
8/20/2022 152.679507657 144.761492621 144.761492621 138.172598072 119.244965021 67.554275317
8/21/2022 152.632174252 144.836785891 144.836785891 138.27884007 119.365733415 67.546502387
8/22/2022 152.431272437 144.705109511 144.705109511 138.176074306 119.0597086 67.538125618
8/23/2022 152.552954492 144.788948255 144.788948255 138.279326855 119.158671982 67.538558573
8/24/2022 152.588367444 144.804730065 144.804730065 138.308075714 119.070943865 67.551360806
8/25/2022 152.602321846 144.840933502 144.840933502 138.329076432 119.015830205 67.637693999
8/26/2022 152.689543503 144.913209765 144.913209765 138.421748952 119.033922738 67.548174005
8/27/2022 152.757946697 144.96254709 144.96254709 138.486513703 119.093510576 67.554399518
8/28/2022 152.536540923 144.744926463 144.744926463 138.273150576 119.033858921 67.545982884
8/29/2022 152.687597261 144.889847714 144.889847714 138.407179516 119.119043463 67.548911675
8/30/2022 153.011972783 145.207045774 145.207045774 138.69339121 119.233832088 67.5528133
8/31/2022 152.801687437 145.052839139 145.052839139 138.541153359 119.142130392 67.55158289
9/1/2022 152.742764036 144.959736385 144.959736385 138.41093415 118.899954282 67.551756492
9/2/2022 152.547312247 144.802200545 144.802200545 138.259439383 118.703946045 67.55012517
9/3/2022 152.568416935 144.816981504 144.816981504 138.282865209 118.727204281 67.552573842
9/4/2022 152.425669093 144.65808104 144.65808104 138.209988204 118.771969065 67.549551675
9/5/2022 152.322978188 144.574705172 144.574705172 138.153458144 118.719586249 67.542196487
9/6/2022 152.334156156 144.58931022 144.58931022 138.181846705 118.452944181 67.547079304
9/7/2022 152.436205772 144.700554379 144.700554379 138.296840972 118.590035444 67.547199534
9/8/2022 152.587584773 144.870197085 144.870197085 138.460082782 118.548151756 67.550159729
9/9/2022 152.698173168 145.024027387 145.024027387 138.614535659 118.610001643 67.556610985
9/10/2022 152.821429441 145.137320735 145.137320735 138.701911609 118.695846937 67.676845587
9/11/2022 152.81121201 145.12454985 145.12454985 138.683716992 118.680015915 67.742707863
9/12/2022 152.758270933 145.167498362 145.167498362 138.749309179 118.626457201 67.821638257
9/13/2022 152.770660137 145.174960311 145.174960311 138.78154757 118.577507914 67.898772162
9/14/2022 152.39994625 144.867353664 144.867353664 138.485318826 117.967422308 67.883041497
9/15/2022 152.167643107 144.631002119 144.631002119 138.259253725 117.593500392 67.923689321
9/16/2022 152.012990527 144.483285632 144.483285632 138.109005474 117.451946486 67.923585946
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9/20/2022 152.429866351 144.901573264 144.901573264 138.483859207 117.470245382 67.966594001
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9/22/2022 152.272071895 144.719157638 144.719157638 138.250961153 117.186833842 67.951949274
9/23/2022 152.068972649 144.542223596 144.542223596 138.062748889 117.024811276 67.949388004
9/24/2022 152.025635498 144.502309292 144.502309292 138.033186103 116.998846624 67.950359007
9/25/2022 151.745109576 144.261705861 144.261705861 137.793614901 116.759275422 67.952625135
9/26/2022 151.000773419 144.101152804 144.101152804 137.6398205 116.589192923 67.951354338
9/27/2022 150.890506699 143.968635532 143.968635532 137.519964095 116.471185882 67.950364285
9/28/2022 150.391568555 143.642053496 143.642053496 137.236023403 116.157996993 67.947676809
9/29/2022 149.901844531 143.159873275 143.159873275 136.749036989 115.858076119 67.954353699
9/30/2022 148.650611365 141.869169692 141.869169692 135.459224895 114.567876366 67.948542706
10/1/2022 148.659139253 141.861364554 141.861364554 135.45530088 114.562920561 67.949182064
10/2/2022 148.688342912 141.890610545 141.890610545 135.516073728 114.624886266 67.944572025
10/3/2022 148.468347585 141.670705068 141.670705068 135.343061559 114.458332305 67.947697335
10/4/2022 148.434513775 141.612367922 141.612367922 135.266011291 114.077570678 68.074624852
10/5/2022 148.50467271 141.68314809 141.68314809 135.346099713 113.953767999 68.218492035
10/6/2022 148.546357673 141.722862638 141.722862638 135.394096771 113.76599616 68.226676713
10/7/2022 148.710398727 141.846370145 141.846370145 135.533599393 113.755350274 68.328206686
10/8/2022 148.720981814 141.860571521 141.860571521 135.547495005 113.768198722 68.376959555
10/9/2022 148.704718543 141.753911044 141.753911044 135.448332046 113.763996766 68.37529892
10/10/2022 148.507125496 141.557562915 141.557562915 135.278114794 113.738285437 68.420214759
10/11/2022 148.39963009 141.449814755 141.449814755 135.204055892 113.668743881 68.415641082
10/12/2022 147.889083101 140.925920379 140.925920379 134.724641352 113.506974423 68.415978378
10/13/2022 147.464873676 140.530379349 140.530379349 134.494800166 113.124956443 68.414880928
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10/15/2022 147.032603098 140.166582888 140.166582888 134.149595475 112.769396961 68.432883242
10/16/2022 146.960036708 140.07835429 140.07835429 134.057080069 112.766862906 68.432359085
10/17/2022 146.761721512 139.865079644 139.865079644 133.862850316 112.548205311 68.437706685
10/18/2022 146.667793287 139.817822072 139.817822072 133.905861292 112.336643069 68.451542494
10/19/2022 146.577673488 139.730303231 139.730303231 133.8541408 112.139282067 68.453576637
10/20/2022 146.172050658 139.379588179 139.379588179 133.583957079 111.700419445 68.447806562
10/21/2022 145.971639325 139.167143513 139.167143513 133.418085199 111.647581301 68.448256112
10/22/2022 146.032131404 139.234206099 139.234206099 133.479570392 111.707368214 68.452258966
10/23/2022 146.065224959 139.262702132 139.262702132 133.477053873 111.710036651 68.448613412
10/24/2022 145.740151758 139.166080361 139.166080361 133.382761302 111.602847821 68.478655756
10/25/2022 145.621510855 139.016073721 139.016073721 133.22607447 111.649955751 68.511756739
10/26/2022 145.812378623 139.184522557 139.184522557 133.391281281 111.90543994 68.727004424
10/27/2022 145.733682028 139.111220538 139.111220538 133.314973924 112.084078864 68.892878369
10/28/2022 145.842030241 139.222230614 139.222230614 133.453425785 112.052721353 68.977692179
10/29/2022 145.946762849 139.321469212 139.321469212 133.539571446 112.143024173 69.116157095
10/30/2022 146.041378529 139.45631881 139.45631881 133.683912502 112.287480997 69.271293754
10/31/2022 145.619529471 138.994489052 138.994489052 133.311104147 112.163763473 69.415082044
11/1/2022 145.638941256 138.989233152 138.989233152 133.328118651 111.666360192 69.33854702
11/2/2022 145.504664442 138.825051379 138.825051379 133.157161811 111.185590811 69.340998807
11/3/2022 145.63767861 138.890390912 138.890390912 133.232107864 110.747791614 69.352564431
11/4/2022 145.815901696 139.011365227 139.011365227 133.319622417 110.771443963 69.354720562
11/5/2022 145.863437596 139.044681127 139.044681127 133.326894641 110.778697021 69.437661896
11/6/2022 146.224878452 139.44822552 139.44822552 133.675685497 111.119868491 69.421840658
11/7/2022 147.208964768 140.383725545 140.383725545 134.596170647 112.010813407 69.518116385
11/8/2022 147.501668886 140.727781583 140.727781583 134.973291552 112.010815087 69.877980214
11/9/2022 145.740771473 138.976599206 138.976599206 133.542745735 110.478550168 68.208873249
11/10/2022 146.160222574 139.477118108 139.477118108 134.072673953 110.980164445 68.152740757
11/11/2022 145.996839912 139.427432411 139.427432411 134.033073342 110.656543128 67.271876433
11/12/2022 145.284851315 138.660588872 138.660588872 133.2148852 109.840982348 66.345381026
11/13/2022 145.11613969 138.562815963 138.562815963 133.125010274 109.756293624 66.291749922
11/14/2022 144.924661729 138.39447507 138.39447507 132.920401191 109.457531469 65.956265903
11/15/2022 144.971301845 138.367007333 138.367007333 132.925483405 109.707994132 65.894873297
11/16/2022 144.549513958 138.123999247 138.123999247 132.694358471 109.637337794 65.875492621
11/17/2022 144.186191696 137.783284587 137.783284587 132.33105703 109.396286204 65.888679588
11/18/2022 144.374358607 137.970768511 137.970768511 132.544804874 109.661063634 65.869148638
11/19/2022 144.376292387 138.015675815 138.015675815 132.583914239 109.689428893 65.841850776
11/20/2022 144.437912842 138.036479535 138.036479535 132.6112256 109.718444473 65.796033621
11/21/2022 143.553164839 137.122735496 137.122735496 131.765757481 108.962474195 65.431303413
11/22/2022 143.552965529 137.136485887 137.136485887 131.766115933 108.990636084 65.45773574
11/23/2022 142.914894668 136.610559561 136.610559561 131.367653174 108.505015986 65.274275864
11/24/2022 143.164738238 136.86301496 136.86301496 131.600155553 108.733176987 65.302197652
11/25/2022 142.864309727 136.497309019 136.497309019 131.239478144 108.72753288 65.335566807
11/26/2022 143.041194562 136.653718841 136.653718841 131.387893318 108.885903885 65.321148012
11/27/2022 143.035857199 136.64401679 136.64401679 131.455456537 109.03176785 65.316885047
11/28/2022 141.99092202 136.093317803 136.093317803 130.897518297 108.512095628 65.326687971
11/29/2022 141.3579883 135.620001713 135.620001713 130.444157076 108.068794202 65.256715971
11/30/2022 141.207649637 135.556876979 135.556876979 130.366212943 108.092252346 65.352829103
12/1/2022 141.042317547 135.31957323 135.31957323 130.120426078 107.951113448 65.359364386
12/2/2022 141.306513423 135.565215825 135.565215825 130.342300782 108.176897685 65.443085957
12/3/2022 141.47693862 135.738199747 135.738199747 130.513814193 108.344496947 65.495531803
12/4/2022 141.581986645 135.841373347 135.841373347 130.620091787 108.467079849 65.492257484
12/5/2022 141.332216654 135.585715236 135.585715236 130.366513173 108.2552272 65.572109061
12/6/2022 141.192354179 135.455955379 135.455955379 130.285256114 108.217722305 65.675363712
12/7/2022 141.027867638 135.286352195 135.286352195 130.112832116 108.003641184 65.672735697
12/8/2022 140.965313395 135.237791278 135.237791278 130.064415364 107.991885537 65.697842712
12/9/2022 140.886192178 135.231877527 135.231877527 130.057820672 107.942264669 65.698342212
12/10/2022 140.932650193 135.282902638 135.282902638 130.103221644 107.988861069 65.698342212
12/11/2022 141.045993204 135.302297444 135.302297444 130.126008276 108.002091574 65.698342212
12/12/2022 140.740214484 135.042070377 135.042070377 129.881610924 107.869712649 65.795364654
12/13/2022 140.35586193 134.542217433 134.542217433 129.379236731 110.604134254 65.977518212
12/14/2022 140.142515318 134.380936166 134.380936166 129.22917811 110.657213963 65.967147441
12/15/2022 140.17175855 134.426715208 134.426715208 129.301658632 110.609047968 66.030168212
12/16/2022 139.711563406 133.988441543 133.988441543 128.851308187 110.390508494 66.046429818
12/17/2022 139.882294792 134.162560895 134.162560895 129.015291692 110.556755645 66.160482663
12/18/2022 139.904135485 134.189270937 134.189270937 129.040383447 110.580541599 66.155190882
12/19/2022 139.540042485 133.761971125 133.761971125 128.611117993 110.254078434 66.20334124
12/20/2022 139.27927894 133.469064318 133.469064318 128.29899467 110.222951619 66.233093212
12/21/2022 139.053650176 133.247984355 133.247984355 128.073967588 110.042670865 66.237845405
12/22/2022 138.911255607 133.131506431 133.131506431 127.967229314 109.975127991 66.23458849
12/23/2022 138.411229836 132.654590276 132.654590276 127.499122743 109.934921058 66.237795405
12/24/2022 138.458858988 132.723975082 132.723975082 127.564655895 110.065204923 66.237795405
12/25/2022 138.465850068 132.7428736 132.7428736 127.595491987 110.186995218 66.237795405
12/26/2022 138.449896799 132.731479254 132.731479254 127.594015198 110.275106398 66.240744514
12/27/2022 137.977932229 132.275691918 132.275691918 127.154363745 109.9552909 66.220423316
12/28/2022 137.996994035 132.313680826 132.313680826 127.232582853 110.192648418 66.221318672
12/29/2022 137.908683803 132.229286072 132.229286072 127.151246113 110.257268293 66.231184474
12/30/2022 137.781932111 132.101958527 132.101958527 127.039293995 110.32496061 66.223237023
12/31/2022 137.680217894 132.017417341 132.017417341 126.961366615 110.375864504 66.237201876
1/1/2023 137.778042129 132.071484655 132.071484655 127.017904858 110.43563876 66.229859346
1/2/2023 137.772667568 132.033164642 132.033164642 126.974819541 110.52905268 66.233172164
1/3/2023 137.440214578 131.670766136 131.670766136 126.612146284 109.988737946 66.23284022
1/4/2023 137.390684627 131.636328969 131.636328969 126.602410241 109.94809178 66.236484982
1/5/2023 137.097953127 131.349702846 131.349702846 126.33286002 109.536080153 66.238632792
1/6/2023 136.785334068 131.005776414 131.005776414 125.999871032 109.517764807 66.243602677
1/7/2023 136.923211885 131.141445093 131.141445093 126.091412724 109.641397407 66.247923826
1/8/2023 136.901522954 131.19889249 131.19889249 126.133027254 109.80392031 66.275348317
1/9/2023 136.653002138 130.87838893 130.87838893 125.806553542 109.44305252 66.265138847
1/10/2023 136.833228083 131.042757028 131.042757028 125.970670171 109.51252892 66.26359973
1/11/2023 136.899603381 131.086330012 131.086330012 126.026081083 109.642071381 66.265897676
1/12/2023 136.99999341 131.193927942 131.193927942 126.134787016 109.767638161 66.270292018
1/13/2023 136.748143209 130.961334809 130.961334809 125.873886974 109.289164667 66.270814051
1/14/2023 136.939934975 131.161844966 131.161844966 126.063057694 109.6105181 66.354669258
1/15/2023 137.114785234 131.330029175 131.330029175 126.225969407 109.845990874 66.37403344
1/16/2023 137.037094047 131.257780694 131.257780694 126.156672938 109.896290737 66.485923929
1/17/2023 136.580388846 130.801675139 130.801675139 125.70168086 109.631283807 66.492831604
1/18/2023 136.462766101 130.587072511 130.587072511 125.472256032 109.143968149 66.477485276
1/19/2023 136.414823747 130.539805529 130.539805529 125.427313307 109.035390399 66.476820501
1/20/2023 136.607237118 130.725502717 130.725502717 125.609103898 109.254241691 66.484133025
1/21/2023 136.888830019 130.996148856 130.996148856 125.862104021 109.632183832 66.703495301
1/22/2023 136.989043298 131.080632194 131.080632194 125.937733568 109.834762881 66.765654159
1/23/2023 136.826608388 130.88767693 130.88767693 125.742203624 109.903777278 66.847055676
1/24/2023 136.84775538 130.905630887 130.905630887 125.74822969 110.281378029 67.039191545
1/25/2023 137.136940958 131.142854687 131.142854687 125.985281595 110.317655861 67.187728354
1/26/2023 137.349000486 131.293334451 131.293334451 126.15165584 110.218201121 67.335036407
1/27/2023 137.176688557 131.111645482 131.111645482 125.980310969 110.166443667 67.517343369
1/28/2023 137.333734995 131.260148687 131.260148687 126.124604059 110.327770031 67.639905326
1/29/2023 137.287717208 131.216945815 131.216945815 126.077964788 110.353662844 67.778453765
1/30/2023 136.956041333 130.833118178 130.833118178 125.708893365 109.95920819 67.806044005
1/31/2023 137.035348369 130.905995758 130.905995758 125.794466321 109.682498943 67.798826675
2/1/2023 136.982974782 130.901264805 130.901264805 125.800725386 109.679116575 67.815863019
2/2/2023 137.255379996 131.164520322 131.164520322 126.053491235 109.951948786 68.036211442
2/3/2023 136.973410448 130.87912449 130.87912449 125.783729996 109.491081672 68.028048893
2/4/2023 136.996980819 130.899569845 130.899569845 125.797842531 109.507488947 68.071573715
2/5/2023 137.04150881 130.954436622 130.954436622 125.843621489 109.569626602 68.073000195
2/6/2023 136.928524759 130.831417785 130.831417785 125.724980786 109.51990033 68.18199016
2/7/2023 136.735459644 130.648587211 130.648587211 125.552700479 109.353522533 68.184621866
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2/9/2023 136.467812659 130.437334937 130.437334937 125.347792769 109.16990792 68.187940008
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2/11/2023 136.469292193 130.424308483 130.424308483 125.33942832 109.169829971 68.38818851
2/12/2023 136.413803094 130.371115596 130.371115596 125.28701141 109.121574296 68.412500195
2/13/2023 136.525991535 130.526241983 130.526241983 125.430705922 109.609693654 69.157627122
2/14/2023 136.381139741 130.473099519 130.473099519 125.384996312 110.03680478 69.51270964
2/15/2023 135.994309236 130.087797706 130.087797706 125.000844209 110.767191194 69.794648104
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2/18/2023 136.07868469 130.113817337 130.113817337 125.03136024 111.775058259 70.4159051
2/19/2023 136.128446552 130.165808006 130.165808006 125.081021021 111.825160874 70.415867086
2/20/2023 135.793874751 129.816561468 129.816561468 124.72866986 111.909172467 70.436679657
2/21/2023 135.56268838 129.563924064 129.563924064 124.538746366 112.088465405 70.461120891
2/22/2023 135.301969139 129.28086563 129.28086563 124.246915137 112.243290653 70.591325939
2/23/2023 135.164611791 129.155323128 129.155323128 124.131934446 112.480606332 70.688492884
2/24/2023 135.155899515 129.001409244 129.001409244 123.977326892 112.831362877 70.791940347
2/25/2023 135.27604656 129.129044413 129.129044413 124.105636166 112.958844386 70.846363789
2/26/2023 135.197190975 129.046665078 129.046665078 124.019280369 113.03623931 70.876378483
2/27/2023 134.901097935 128.731963545 128.731963545 123.701928125 113.047983696 70.919778481
2/28/2023 134.760853417 128.530067732 128.530067732 123.506174896 112.960382721 70.968174583
3/1/2023 134.592910635 128.339015395 128.339015395 123.32669765 113.145128303 71.063250396
3/2/2023 134.767297665 128.515496085 128.515496085 123.494097804 113.80054167 71.109533437
3/3/2023 134.791746806 128.531060597 128.531060597 123.523133727 114.334638362 71.356058935
3/4/2023 134.882910891 128.611481795 128.611481795 123.595713866 114.662271815 71.438255243
3/5/2023 134.951094789 128.675884035 128.675884035 123.674331278 114.968293956 71.479265039
3/6/2023 134.747120874 128.330727484 128.330727484 123.326912124 114.869871579 71.581963508
3/7/2023 134.768141593 128.36843779 128.36843779 123.377320448 114.949498431 71.722058691
3/8/2023 134.665675375 128.324029345 128.324029345 123.34605539 114.921598944 71.725958692
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3/10/2023 134.317507443 127.888568042 127.888568042 122.801385384 114.388630951 72.291373373
3/11/2023 131.526756973 125.167350383 125.167350383 119.555696955 111.198317983 72.120358309
3/12/2023 135.067380246 128.218646653 128.218646653 121.893749396 113.424784579 73.283028734
3/13/2023 133.730469983 126.936150677 126.936150677 120.662292852 112.243688581 73.183773107
3/14/2023 132.604406746 125.831371576 125.831371576 119.830308191 111.475662245 73.473760305
3/15/2023 132.963033952 126.157889471 126.157889471 120.350783397 111.968287126 74.692029566
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3/17/2023 133.041147869 126.270017498 126.270017498 120.805490268 112.563066269 76.554536232
3/18/2023 133.424124103 126.626345531 126.626345531 121.190657336 112.898778793 76.823190941
3/19/2023 133.150683864 126.355613525 126.355613525 120.935301002 112.643422459 76.63531727
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3/21/2023 133.28257915 126.535985692 126.535985692 121.143671237 112.982076937 77.893564136
3/22/2023 133.115211393 126.373674361 126.373674361 121.07315933 112.943148661 78.243089847
3/23/2023 133.300825223 126.55579918 126.55579918 121.272092689 113.166326584 78.871146827
3/24/2023 133.606724911 126.832694054 126.832694054 121.568320092 113.470178326 79.568045897
3/25/2023 133.849402688 126.957064885 126.957064885 121.699518283 113.601376517 79.711413324
3/26/2023 132.990636954 126.143620266 126.143620266 120.914511549 112.864620876 79.176880832
3/27/2023 132.576075408 125.74560707 125.74560707 120.598443736 112.743207422 79.528056028
3/28/2023 132.205988883 125.386855334 125.386855334 120.268039132 112.527372036 79.593057824
3/29/2023 132.153546656 125.315963379 125.315963379 120.215221951 112.525365928 79.6335479
3/30/2023 132.137155473 125.282268598 125.282268598 120.180407661 112.533124809 79.904009619
3/31/2023 131.623842038 124.741567456 124.741567456 119.644347719 112.062085501 79.766196973
4/1/2023 131.550772688 124.656572976 124.656572976 119.557917019 111.983229489 79.766196973
4/2/2023 131.775259942 124.881654978 124.881654978 119.77236849 112.19768096 79.955101474
4/3/2023 132.329089105 124.982499013 124.982499013 119.892086367 112.463558914 80.061128106
4/4/2023 131.696061237 124.808143572 124.808143572 119.715662108 112.408699923 80.077211664
4/5/2023 131.630727322 124.726151219 124.726151219 119.642296431 112.473116428 80.180533983
4/6/2023 131.841928284 124.881115032 124.881115032 119.796046077 112.708242462 80.268223491
4/7/2023 131.85413758 124.849723778 124.849723778 119.76929228 112.674204916 80.273380845
4/8/2023 132.045371468 125.019619877 125.019619877 119.936864645 112.834689282 80.363594033
4/9/2023 131.732287882 124.715447328 124.715447328 119.646514361 112.551426997 80.203187657
4/10/2023 131.837840337 124.785356939 124.785356939 119.7292121 112.747998463 80.503925004
4/11/2023 131.777418183 124.656502677 124.656502677 119.614430607 112.701196445 80.523709558
4/12/2023 131.705241636 124.527003423 124.527003423 119.506076415 112.679516384 80.731588297
4/13/2023 131.822754428 124.572970603 124.572970603 119.562730997 112.80949519 80.999225951
4/14/2023 131.771785447 124.478659126 124.478659126 119.460411748 112.748394494 81.058254514
4/15/2023 131.661432438 124.379222608 124.379222608 119.352548944 112.64723031 80.994375051
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4/17/2023 131.464863158 124.203472609 124.203472609 119.321123031 112.647598314 81.133975239
4/18/2023 131.199211582 123.902660025 123.902660025 119.0423479 112.39306394 81.164195713
4/19/2023 131.236325798 123.874463327 123.874463327 119.016878935 112.380651281 81.3726897
4/20/2023 131.065510293 123.691884611 123.691884611 118.841326614 112.241024465 81.397398449
4/21/2023 129.853344876 122.511304911 122.511304911 117.712766236 111.243705996 80.620559312
4/22/2023 130.729140486 123.382419897 123.382419897 118.602441003 112.13984336 81.512950158
4/23/2023 130.76351319 123.425306666 123.425306666 118.650475589 112.187877946 81.522960158
4/24/2023 130.695898594 123.356178644 123.356178644 118.569620624 112.135196506 81.609928404
4/25/2023 130.527988967 123.258484568 123.258484568 118.473683592 112.114447827 81.566488286
4/26/2023 130.691907675 123.446406915 123.446406915 118.650123677 112.289244668 81.825900442
4/27/2023 130.495882441 123.261898307 123.261898307 118.479715768 112.174965074 81.768396221
4/28/2023 130.37876423 123.175454932 123.175454932 118.443233784 112.222438702 81.851142869
4/29/2023 130.319178824 123.116070932 123.116070932 118.383605424 112.162810342 81.779465088
4/30/2023 130.353853844 123.115839113 123.115839113 118.379562569 112.158767487 81.789475092
5/1/2023 130.686894463 122.982516078 122.982516078 118.254596088 112.081135782 81.872638699
5/2/2023 130.712129618 122.958304402 122.958304402 118.249054356 112.14059625 82.018490828
5/3/2023 130.306517768 122.78276218 122.78276218 118.097685861 112.088356629 82.057450732
5/4/2023 130.174276956 122.680764921 122.680764921 118.002065373 112.002947463 82.052222893
5/5/2023 130.672726667 123.172895297 123.172895297 118.500213433 112.511115565 82.232217802
5/6/2023 130.594318371 123.111660085 123.111660085 118.432845297 112.449730544 82.237227797
5/7/2023 130.427452619 122.939176746 122.939176746 118.254445622 112.265347754 82.058136655
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5/9/2023 130.642191116 123.209895778 123.209895778 118.514069847 112.690210519 82.630992515
5/10/2023 130.493095341 123.071073635 123.071073635 118.376831558 112.596925999 82.681713715
5/11/2023 130.415083087 123.011910783 123.011910783 118.33271873 112.60306063 82.795872918
5/12/2023 130.456667822 123.069189974 123.069189974 118.400202126 112.774451828 82.949452973
5/13/2023 130.42774162 123.038836019 123.038836019 118.36556128 112.727995184 82.866669088
5/14/2023 130.422960413 123.043091235 123.043091235 118.375571546 112.73800545 82.887081554
5/15/2023 130.334756698 122.880429436 122.880429436 118.212264262 112.629753165 82.892086547
5/16/2023 130.156483846 122.700515715 122.700515715 118.031849013 112.45984484 82.914914794
5/17/2023 129.888967707 122.441926406 122.441926406 117.77420747 112.211856917 82.840018135
5/18/2023 130.014488084 122.589005608 122.589005608 117.915733044 112.353627235 82.843573932
5/19/2023 129.888137636 122.494565616 122.494565616 117.83000142 112.312782573 82.8957283
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5/21/2023 129.90863082 122.500071614 122.500071614 117.836633456 112.313814548 82.905728289
5/22/2023 129.790644262 122.385010636 122.385010636 117.725175573 112.246816032 82.949208885
5/23/2023 129.719935044 122.308569313 122.308569313 117.672677515 112.255829837 83.096587524
5/24/2023 129.321977351 121.935788625 121.935788625 117.312207163 111.974330186 83.049248
5/25/2023 129.297380467 121.89241954 121.89241954 117.27026438 111.949428275 83.047999631
5/26/2023 129.28874589 121.880742699 121.880742699 117.262857598 111.970203769 83.098239535
5/27/2023 129.321217255 121.900484595 121.900484595 117.278186 111.986495615 83.08503992
5/28/2023 129.369743734 121.949865352 121.949865352 117.326001285 112.021764952 83.186342769
5/29/2023 129.354977491 121.885384366 121.885384366 117.263677364 111.970705916 83.078793317
5/30/2023 129.310935937 121.842446787 121.842446787 117.217975208 111.949170358 83.135276538
5/31/2023 129.260402687 121.781193287 121.781193287 117.156710785 111.943572852 83.281686114
6/1/2023 129.187852215 121.71292006 121.71292006 117.111479513 111.931811293 83.222845215
6/2/2023 129.222450314 121.739158099 121.739158099 117.147975249 111.98154046 83.211773718
6/3/2023 129.137756947 121.657089393 121.657089393 117.067590607 111.900556442 83.133645068
6/4/2023 129.179679309 121.703983893 121.703983893 117.110095324 111.937894125 83.13864506
6/5/2023 129.04547468 121.581706267 121.581706267 116.998862774 111.886112235 83.195143057
6/6/2023 128.900503174 121.412146159 121.412146159 116.842674342 111.830457196 83.264482931
6/7/2023 128.773481727 121.265077302 121.265077302 116.697020986 111.777946166 83.360868858
6/8/2023 128.694501969 121.168693004 121.168693004 116.616499606 111.738966236 83.464345326
6/9/2023 128.204561888 120.790533368 120.790533368 116.248396087 111.450316874 83.329997419
6/10/2023 128.34035695 120.943416575 120.943416575 116.399465965 111.602149646 83.427007721
6/11/2023 128.398226954 121.012675597 121.012675597 116.466083015 111.663205723 83.432012721
6/12/2023 128.112373245 120.738149538 120.738149538 116.221942801 111.573605271 83.462067412
6/13/2023 127.974808596 120.619654091 120.619654091 116.123295227 111.520124299 83.505217924
6/14/2023 127.752058848 120.431055063 120.431055063 115.951136829 111.427804462 83.539459054
6/15/2023 128.554954562 120.149387641 120.149387641 115.761883957 111.408105348 83.411982191
6/16/2023 128.743635782 120.338888504 120.338888504 115.940780258 111.627410307 83.491500891
6/17/2023 128.406032124 119.99834182 119.99834182 115.583240006 111.272910981 83.138397964
6/18/2023 128.403244824 119.993977071 119.993977071 115.568211663 111.254841712 83.124427752
6/19/2023 128.517121097 120.036075569 120.036075569 115.619559641 111.30618969 83.123427433
6/20/2023 129.066534215 120.574019407 120.574019407 116.123668284 111.819990367 83.41643593
6/21/2023 128.585839776 120.083348081 120.083348081 115.65867298 111.372033792 83.13915298
6/22/2023 128.572446519 119.994737621 119.994737621 115.550790459 111.285366531 83.120533427
6/23/2023 128.624614792 120.049637366 120.049637366 115.59728926 111.330922417 83.126689056
6/24/2023 128.907716517 120.323545706 120.323545706 115.869071433 111.606966695 83.355547655
6/25/2023 128.683772026 120.107455665 120.107455665 115.663311899 111.392682952 83.168628702
6/26/2023 128.618471013 120.035213558 120.035213558 115.600711398 111.370012218 83.214509943
6/27/2023 128.674414074 120.084880609 120.084880609 115.670385961 111.451733574 83.472308355
6/28/2023 128.181973576 119.69653797 119.69653797 115.300778666 111.113175237 83.218925627
6/29/2023 128.115041769 119.587642682 119.587642682 115.20877621 111.05589185 83.343774906
6/30/2023 127.509411861 118.97239444 118.97239444 114.631365313 110.480917345 83.320859006
7/1/2023 127.487022631 118.943043548 118.943043548 114.601628925 110.451977843 83.30377823
7/2/2023 127.530877777 118.979517699 118.979517699 114.641107303 110.491921071 83.307610989
7/3/2023 127.718157503 119.234017668 119.234017668 114.904281524 110.756267351 83.331873579
7/4/2023 127.839522612 119.307642742 119.307642742 114.973673846 110.829940291 83.333734068
7/5/2023 127.671600977 119.149754729 119.149754729 114.832496949 110.711345753 83.295588022
7/6/2023 127.21395972 118.922125799 118.922125799 114.616184625 110.533552428 83.286152715
7/7/2023 127.211606414 119.001613506 119.001613506 114.694571425 110.627303434 83.421106762
7/8/2023 127.233780621 118.903548164 118.903548164 114.604176531 110.542060683 83.337768983
7/9/2023 127.127102916 118.804327167 118.804327167 114.513317429 110.463582166 83.266954932
7/10/2023 127.035798371 118.746660374 118.746660374 114.461322735 110.413214779 83.307041104
7/11/2023 126.884055879 118.691650008 118.691650008 114.399907601 110.386418895 83.352634014
7/12/2023 126.753668506 118.63367557 118.63367557 114.350703919 110.340845564 83.357216574
7/13/2023 127.026175605 118.928867597 118.928867597 114.642252751 110.652454369 83.496653252
7/14/2023 127.040983061 118.958984169 118.958984169 114.67855831 110.691991909 83.676595996
7/15/2023 127.089749183 118.993898534 118.993898534 114.711563219 110.724996818 83.701143467
7/16/2023 127.00837851 118.918846947 118.918846947 114.638253797 110.64770083 83.62852593
7/17/2023 126.847365931 118.75903229 118.75903229 114.491317211 110.545873445 83.729629319
7/18/2023 126.789526508 118.738709106 118.738709106 114.472080827 110.557931418 83.784430445
7/19/2023 126.512393644 118.517529275 118.517529275 114.259999301 110.362594831 83.730306939
7/20/2023 126.46950101 118.504087644 118.504087644 114.252983289 110.380716345 83.798446907
7/21/2023 126.317206904 118.408602237 118.408602237 114.174264517 110.305230355 83.775338994
7/22/2023 126.315795969 118.48992354 118.48992354 114.258804091 110.391085401 83.864119328
7/23/2023 126.216804604 118.403433136 118.403433136 114.170999187 110.298095991 83.780338989
7/24/2023 126.017081795 118.213194928 118.213194928 114.012659122 110.174927214 83.776962706
7/25/2023 125.930085969 118.116144541 118.116144541 113.922896434 110.111177187 83.789146039
7/26/2023 125.90892338 118.07931364 118.07931364 113.89356914 110.112030953 83.878723305
7/27/2023 125.73516027 117.970601093 117.970601093 113.795165525 110.048128245 83.79615553
7/28/2023 125.57386298 117.897383598 117.897383598 113.743849228 110.028019366 83.803836403
7/29/2023 125.815573033 117.885515995 117.885515995 113.737273773 110.02621027 83.774337453
7/30/2023 125.690754624 117.928077056 117.928077056 113.774477788 110.058647926 83.797285742
7/31/2023 125.625520951 117.908930618 117.908930618 113.737087281 110.062087754 83.866668319
8/1/2023 125.412742543 117.624773214 117.624773214 113.509550926 109.872163107 83.857171498
8/2/2023 125.23967665 117.374601582 117.374601582 113.294215108 109.746062123 83.855454636
8/3/2023 124.988494203 117.160770417 117.160770417 113.107326017 109.600376184 83.835156582
8/4/2023 124.73765683 116.895926201 116.895926201 112.862031292 109.430984115 83.742625107
8/5/2023 124.770898467 116.926224025 116.926224025 112.893352014 109.468832113 83.792031429
8/6/2023 124.72481865 116.860970967 116.860970967 112.830206383 109.408789118 83.734320818
8/7/2023 124.585184624 116.683217423 116.683217423 112.659529152 109.259057264 83.452899346
8/8/2023 124.807297954 116.88710968 116.88710968 112.84009694 109.4340608 83.47765237
8/9/2023 124.724859471 116.780335808 116.780335808 112.733790556 109.334552891 83.389373846
8/10/2023 124.470178168 116.557285652 116.557285652 112.552757729 109.166703676 83.359474018
8/11/2023 124.369721768 116.450991012 116.450991012 112.483104117 109.10430195 83.321948337
8/12/2023 124.480430719 116.551842325 116.551842325 112.544700087 109.165813444 83.342878723
8/13/2023 124.513778176 116.593465548 116.593465548 112.600320693 109.222359899 83.343295663
8/14/2023 124.066014004 116.314050061 116.314050061 112.349839481 108.986066281 83.328343478
8/15/2023 123.768778269 116.048004024 116.048004024 112.120691234 108.776166439 83.082121071
8/16/2023 123.462730887 115.758952984 115.758952984 111.83884279 108.525415011 82.820995155
8/17/2023 123.441843175 115.753608653 115.753608653 111.820184513 108.524291146 82.740286529
8/18/2023 123.092243963 115.400956664 115.400956664 111.469884962 108.219938084 82.788657219
8/19/2023 123.308704214 115.596069916 115.596069916 111.667711819 108.417764941 82.747742356
8/20/2023 123.428408054 115.715608363 115.715608363 111.746281507 108.498278097 82.823608782
8/21/2023 124.487812864 116.773603347 116.773603347 111.691520148 108.472545128 82.826097691
8/22/2023 124.381474173 116.674763182 116.674763182 111.592999053 108.391862349 82.815209561
8/23/2023 124.422830562 116.768234025 116.768234025 111.705250347 108.505112402 82.798717222
8/24/2023 124.48476881 116.669576224 116.669576224 111.560837789 108.382737939 82.826258267
8/25/2023 124.529754801 116.703547144 116.703547144 111.598997607 108.445933145 82.810006505
8/26/2023 124.54184418 116.716402285 116.716402285 111.582023896 108.429653108 82.751198109
8/27/2023 124.654192293 116.817242209 116.817242209 111.667598538 108.514534076 82.773976009
8/28/2023 124.714042184 116.791060896 116.791060896 111.636427991 108.51512025 82.781936003
8/29/2023 125.15191903 116.983110878 116.983110878 111.789455448 108.677396404 82.836705499
8/30/2023 125.275625252 116.927088507 116.927088507 111.726725608 108.649696421 82.826068346
8/31/2023 125.288193248 116.85588753 116.85588753 111.643999831 108.662885928 82.765281894
9/1/2023 125.281798654 116.850026401 116.850026401 111.643447332 108.744781818 82.861296695
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9/3/2023 125.311562637 116.88144379 116.88144379 111.645936727 108.793885503 82.877292012
9/4/2023 125.055239168 116.663431206 116.663431206 111.441608654 108.591488269 82.848493517
9/5/2023 124.597548749 116.441677095 116.441677095 111.223210767 108.471387805 82.879652237
9/6/2023 124.412538007 116.378507589 116.378507589 111.131651688 108.445466672 82.865513708
9/7/2023 124.187526048 116.138222508 116.138222508 110.897424219 108.267115263 82.821764818
9/8/2023 124.312855668 116.363545302 116.363545302 111.109745222 108.511330081 82.961584342
9/9/2023 124.384500397 116.419313828 116.419313828 111.158871685 108.561772808 82.981419758
9/10/2023 124.554050528 116.600626658 116.600626658 111.305301783 108.716586745 83.076364174
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9/12/2023 124.463539388 116.546928152 116.546928152 111.23902641 108.702269812 83.001549694
9/13/2023 124.477929204 116.566173546 116.566173546 111.238030237 108.715971191 83.006535445
9/14/2023 124.447507018 116.547067525 116.547067525 111.192333746 108.687516696 83.019048237
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9/20/2023 124.491552044 116.493426802 116.493426802 111.072661137 108.632758514 83.1602403
9/21/2023 124.420045301 116.181554283 116.181554283 110.759207348 108.353788251 83.076676547
9/22/2023 124.501554624 116.256064985 116.256064985 110.818185402 108.431125984 83.178483701
9/23/2023 124.514506806 116.277585036 116.277585036 110.822747138 108.438072395 83.18086647
9/24/2023 124.560212066 116.322842436 116.322842436 110.859759801 108.478492758 83.18086647
9/25/2023 124.341204369 116.109114518 116.109114518 110.649082223 108.302097358 83.185008082
9/26/2023 124.207225081 116.037350421 116.037350421 110.582485235 108.27466714 83.202933855
9/27/2023 124.130865322 115.949057564 115.949057564 110.489739637 108.213805743 83.248340765
9/28/2023 124.317864765 116.12772737 116.12772737 110.651729365 108.383158404 83.253698407
9/29/2023 123.874240694 115.623949242 115.623949242 110.140194227 107.877655707 83.160754105
9/30/2023 123.990156784 115.746796244 115.746796244 110.268390508 108.005851988 83.232172676
10/1/2023 124.022262568 115.774608413 115.774608413 110.283777925 108.021298231 83.220106101
10/2/2023 124.19504637 116.009738641 116.009738641 110.519130473 108.256591953 83.317986709
10/3/2023 124.042270182 115.857905572 115.857905572 110.387323838 108.138853152 83.342217736
10/4/2023 123.910951832 115.751364182 115.751364182 110.284087157 108.042350855 83.344022138
10/5/2023 124.092872691 115.907736752 115.907736752 110.436732949 108.201683186 83.46304986
10/6/2023 124.352566182 116.204454965 116.204454965 110.729950727 108.508680757 83.496479909
10/7/2023 124.340259922 116.170451032 116.170451032 110.683935712 108.467099415 83.451566842
10/8/2023 124.404798279 116.244538799 116.244538799 110.75715756 108.540321263 83.535018409
10/9/2023 124.45593909 116.299405811 116.299405811 110.787325109 108.579673432 83.555541131
10/10/2023 124.152472159 115.998596762 115.998596762 110.500664913 108.352917211 83.475174845
10/11/2023 123.923909808 115.828305345 115.828305345 110.346730465 108.198982763 83.489452588
10/12/2023 123.708896411 115.639020509 115.639020509 110.190212856 108.049311502 83.444883298
10/13/2023 123.703437814 115.641510973 115.641510973 110.185001316 108.058309102 83.493443404
10/14/2023 123.756233966 115.70281932 115.70281932 110.229250913 108.102558699 83.501125784
10/15/2023 123.824900015 115.777900263 115.777900263 110.298127797 108.171435583 83.503204953
10/16/2023 123.885607583 115.820789313 115.820789313 110.354033977 108.243120847 83.502236079
10/17/2023 124.078674793 116.006641501 116.006641501 110.52808644 108.415062397 83.658558996
10/18/2023 124.30977494 116.222339996 116.222339996 110.742671746 108.637505262 83.875799695
10/19/2023 124.903795848 116.376182445 116.376182445 110.86200408 108.767633933 83.902581464
10/20/2023 124.817807061 116.764266629 116.764266629 111.225782307 109.126383906 84.214389454
10/21/2023 124.788839834 116.719964602 116.719964602 111.169205743 109.067710041 84.131359672
10/22/2023 124.753318673 116.682106679 116.682106679 111.135196293 109.042387612 84.142359672
10/23/2023 125.045181274 116.934444854 116.934444854 111.418050401 109.320749301 84.432650361
10/24/2023 124.275664666 116.201676563 116.201676563 110.721946485 108.643093636 84.180828367
10/25/2023 124.6762065 116.593584356 116.593584356 111.116335101 109.033264085 84.453054592
10/26/2023 124.669636279 116.594802637 116.594802637 111.102184673 109.036959564 84.487655718
10/27/2023 124.412656373 116.424502498 116.424502498 110.955836979 108.895978979 84.515238111
10/28/2023 124.424616576 116.428159545 116.428159545 110.991091038 108.929175238 84.515238111
10/29/2023 124.5469217 116.551398402 116.551398402 111.118223445 109.056307645 84.599753349
10/30/2023 124.36520159 116.348365635 116.348365635 111.00554448 108.977831709 84.649163106
10/31/2023 124.268183504 116.227820478 116.227820478 110.942514134 108.935197179 84.767046575
11/1/2023 124.535077112 116.456215273 116.456215273 111.119646535 109.119668614 84.934312447
11/2/2023 124.421396982 116.248867182 116.248867182 110.928416015 108.981007765 85.137597197
11/3/2023 124.798957687 116.539956039 116.539956039 111.210425351 109.310503797 85.415214029
11/4/2023 124.951976432 116.65404889 116.65404889 111.309653685 109.407832209 85.425224028
11/5/2023 125.017661408 116.70603617 116.70603617 111.35651006 109.456588506 85.453352126
11/6/2023 125.060199755 116.743250849 116.743250849 111.422309749 109.527515847 85.71210969
11/7/2023 125.398774138 117.080730218 117.080730218 111.771180098 109.885545556 86.14526707
11/8/2023 125.352247099 117.025586914 117.025586914 111.742519652 109.854676166 86.236089163
11/9/2023 125.484792022 117.137319378 117.137319378 111.86285931 109.976877379 86.489374731
11/10/2023 125.775494728 117.398237319 117.398237319 112.142306698 110.256517167 86.738442408
11/11/2023 125.840896857 117.483408023 117.483408023 112.206628395 110.328741848 86.757241924
11/12/2023 125.853380477 117.478479945 117.478479945 112.217727678 110.337495336 86.754712796
11/13/2023 126.013418711 117.647052437 117.647052437 112.393491086 110.533056909 87.136449207
11/14/2023 125.866570634 117.507514414 117.507514414 112.281469539 110.430545881 87.258995824
11/15/2023 126.198166927 117.849331075 117.849331075 112.636902641 110.791305265 87.364348945
11/16/2023 126.524983969 118.175665998 118.175665998 112.9630927 111.120113143 87.589526057
11/17/2023 126.710722065 118.401175852 118.401175852 113.207027161 111.39912029 87.650408687
11/18/2023 126.872974747 118.539001924 118.539001924 113.334595348 111.523769154 87.753374396
11/19/2023 126.860571242 118.52470285 118.52470285 113.294661847 111.490516042 87.688283686
11/20/2023 127.327837861 118.990710892 118.990710892 113.767384474 111.964907852 88.08721378
11/21/2023 127.416316112 119.093277882 119.093277882 113.85176664 112.069824354 88.369058838
11/22/2023 127.44147059 119.153562485 119.153562485 113.929060944 112.177872015 88.43882771
11/23/2023 127.430753144 119.233253298 119.233253298 113.998996921 112.241358636 88.486990065
11/24/2023 128.062473269 119.784904711 119.784904711 114.518382893 112.774999399 88.772134256
11/25/2023 128.042127077 119.775080816 119.775080816 114.495760909 112.752347777 88.789651756
11/26/2023 128.011298734 119.724406576 119.724406576 114.445416611 112.700260066 88.755950804
11/27/2023 127.855187792 119.578820641 119.578820641 114.311349007 112.601805354 88.89722419
11/28/2023 128.150915422 119.944741687 119.944741687 114.670874188 112.976887974 89.140885871
11/29/2023 128.231894837 120.08316264 120.08316264 114.819327721 113.129018281 89.343105329
11/30/2023 128.328904258 120.071659325 120.071659325 114.79403024 113.125038983 89.317080453
12/1/2023 128.489314494 120.235012716 120.235012716 114.966551318 113.305611766 89.499174101
12/2/2023 128.55416359 120.303558057 120.303558057 115.048222793 113.392041553 89.569124098
12/3/2023 128.674259734 120.420255689 120.420255689 115.139113327 113.483864517 89.709343821
12/4/2023 128.481324069 120.321751536 120.321751536 115.038674127 113.41475309 89.771965681
12/5/2023 128.758596871 120.489480699 120.489480699 115.209716803 113.607493833 90.095805311
12/6/2023 128.795733478 120.506159817 120.506159817 115.188628979 113.605019697 90.040209002
12/7/2023 128.794973129 120.711575901 120.711575901 115.393250004 113.851786063 90.228000442
12/8/2023 129.029516208 120.907093791 120.907093791 115.565668001 114.056553361 90.307767897
12/9/2023 129.353795985 121.226123078 121.226123078 115.87151126 114.362334732 90.561569096
12/10/2023 129.320479233 121.176601406 121.176601406 115.810389907 114.301815654 90.501094898
12/11/2023 129.121982382 121.040948044 121.040948044 115.717921126 114.240336818 90.788011889
12/12/2023 128.481683898 120.480402146 120.480402146 115.262676856 113.793878976 90.528056603
12/13/2023 128.90447601 120.586703633 120.586703633 115.39629124 114.131167958 90.565337799
12/14/2023 129.089459716 120.874291162 120.874291162 115.68474027 114.424850279 90.750575813
12/15/2023 129.335214154 120.83951815 120.83951815 115.663173207 114.478397895 90.757848534
12/16/2023 129.492337999 120.980979337 120.980979337 115.770541393 114.577518163 90.814015237
12/17/2023 129.44660633 120.97546247 120.97546247 115.762420301 114.555641273 90.789021963
12/18/2023 129.398547613 120.990438112 120.990438112 115.768674657 114.570640844 90.706337371
12/19/2023 129.846928821 121.22412961 121.22412961 116.001838046 114.981826244 90.852195037
12/20/2023 130.194960768 121.475735878 121.475735878 116.250393191 115.229403376 90.9974784
12/21/2023 130.179088329 121.445233415 121.445233415 116.221122874 115.20521261 91.042674797
12/22/2023 130.525705063 121.831343688 121.831343688 116.592055499 115.57561952 91.166134358
12/23/2023 130.6937606 122.059032301 122.059032301 116.79019832 115.774777762 91.324167292
12/24/2023 130.633298374 121.974237029 121.974237029 116.712882803 115.695431404 91.276455285
12/25/2023 130.593975123 121.931695697 121.931695697 116.688303609 115.67186763 91.2980652
12/26/2023 130.284514761 121.622980432 121.622980432 116.398028324 115.378943548 91.31553413
12/27/2023 130.737277623 122.036859689 122.036859689 116.81086756 115.789832011 91.518442108
12/28/2023 130.556568153 121.900950672 121.900950672 116.705965938 115.694391445 91.497677422
12/29/2023 130.651678644 122.073158502 122.073158502 116.874396363 115.85538869 91.7433801
12/30/2023 130.552613258 121.976238066 121.976238066 116.794596252 115.783439501 91.768770464
12/31/2023 130.287000127 121.709678441 121.709678441 116.545378143 115.529412284 91.665918562
1/1/2024 130.810511799 122.194484506 122.194484506 116.998418874 115.979411201 91.957173752
1/2/2024 130.94320915 122.345297504 122.345297504 117.132685318 116.122627619 92.020117112
1/3/2024 131.482696111 122.802131698 122.802131698 117.579683182 116.566269358 92.356526357
1/4/2024 132.1729541 123.456818108 123.456818108 118.22870832 117.2262925 92.873224702
1/5/2024 132.586581207 124.012924414 124.012924414 118.811930313 117.864990056 93.320401318
1/6/2024 132.964558979 124.352389386 124.352389386 119.153511194 118.22421002 93.621529319
1/7/2024 132.89215747 124.324080928 124.324080928 119.12990741 118.197821118 93.58514532
1/8/2024 133.169819516 124.543779142 124.543779142 119.319990709 118.5443384 94.057456783
1/9/2024 133.136178315 124.404734724 124.404734724 119.17412042 118.54889436 94.228636696
1/10/2024 133.59646446 124.942498751 124.942498751 119.711057757 119.082680166 94.685834131
1/11/2024 133.913451431 125.188600055 125.188600055 119.951430788 119.376828342 94.980329573
1/12/2024 133.82361044 125.129405679 125.129405679 119.951430788 119.392313106 94.942211254
1/13/2024 133.901360788 125.20177758 125.20177758 120.02631199 119.489837749 94.959118221
1/14/2024 134.061574091 125.325316929 125.325316929 120.182241762 119.646524306 95.077941897
1/15/2024 133.746014385 125.22303197 125.22303197 120.084487297 119.559425356 95.014535787
1/16/2024 133.71936593 125.147235143 125.147235143 120.013961534 119.597631188 95.068943281
1/17/2024 133.748087233 125.128735823 125.128735823 120.002417288 119.797713726 95.040194578
1/18/2024 133.117019083 124.882807745 124.882807745 119.772851534 119.622362681 94.924423335
1/19/2024 133.290317952 124.794693751 124.794693751 119.686299726 119.586669524 94.904086222
1/20/2024 133.509788026 124.971856142 124.971856142 119.86454795 119.764917748 94.976881682
1/21/2024 133.352686684 124.79997689 124.79997689 119.701165149 119.60173381 94.791054938
1/22/2024 133.49845162 124.772410921 124.772410921 119.688531664 119.589338562 94.865026114
1/23/2024 134.292710863 125.629110265 125.629110265 120.519769657 120.420139455 95.65950814
1/24/2024 134.129568519 125.547552529 125.547552529 120.425733871 120.326302532 95.512228464
1/25/2024 134.319554925 125.775508043 125.775508043 120.624632744 120.525231632 95.543581705
1/26/2024 134.542574989 126.26945261 126.26945261 121.106556408 121.007240608 95.967218711
1/27/2024 134.614081443 126.323624656 126.323624656 121.170666956 121.071373926 95.969099987
1/28/2024 134.67596965 126.366873513 126.366873513 121.213125855 121.113694516 96.01970404
1/29/2024 134.998672254 126.688778395 126.688778395 121.539565851 121.44003508 96.040095474
1/30/2024 134.811180214 126.702651668 126.702651668 121.817098834 121.71789738 96.140512112
1/31/2024 134.847464156 126.71851383 126.71851383 121.89960671 121.800494545 96.000234428
2/1/2024 135.218277017 127.057947929 127.057947929 122.237556348 122.137826714 96.305147414
2/2/2024 135.191714539 127.018266057 127.018266057 122.199658708 122.100264357 96.202494292
2/3/2024 135.149615162 126.997517405 126.997517405 122.180270817 122.08100334 96.135237584
2/4/2024 135.227009656 127.065606835 127.065606835 122.249518364 122.150269481 96.181869124
2/5/2024 135.071091185 126.921098419 126.921098419 122.124605249 122.025316693 96.064849275
2/6/2024 135.412843783 127.266300799 127.266300799 122.450533947 122.351253445 96.080918392
2/7/2024 135.732944909 127.626891142 127.626891142 122.810159205 122.710628434 96.269428997
2/8/2024 136.028389469 127.791727095 127.791727095 122.987353525 122.902588527 96.289571761
2/9/2024 136.251909186 127.902763705 127.902763705 123.082571647 122.997975672 96.208378383
2/10/2024 136.52160966 128.174087987 128.174087987 123.336687396 123.252175932 96.425207261
2/11/2024 136.746630675 128.33057791 128.33057791 123.474322618 123.389135062 96.55872064
2/12/2024 136.340615699 128.199333795 128.199333795 123.379949298 123.295015277 96.637770433
2/13/2024 136.52897796 128.368498932 128.368498932 123.561167967 123.476784876 96.787758381
2/14/2024 137.486740943 129.261603423 129.261603423 124.440882235 124.355610168 97.336247917
2/15/2024 137.320324034 129.142585435 129.142585435 124.314786031 124.230021033 97.304868931
2/16/2024 137.677467949 129.486978199 129.486978199 124.665094634 124.580329636 97.634647604
2/17/2024 137.867703393 129.661334332 129.661334332 124.819547411 124.734697901 97.742174104
2/18/2024 137.760245804 129.52093238 129.52093238 124.67214577 124.587380772 97.664260351
2/19/2024 137.768003476 129.502926396 129.502926396 124.607093726 124.522582262 97.666842
2/20/2024 137.867169103 129.549354328 129.549354328 124.691263597 124.606752133 97.787711855
2/21/2024 137.897087001 129.498608305 129.498608305 124.646499094 124.561903119 97.712632144
2/22/2024 138.258802153 129.549464948 129.549464948 124.716175211 124.631325701 97.751167575
2/23/2024 138.907961744 129.803674803 129.803674803 124.950777437 124.865927927 97.89785776
2/24/2024 138.669241211 129.75022465 129.75022465 124.893036623 124.808440648 97.836769496
2/25/2024 138.78246284 129.848311602 129.848311602 124.976406862 124.891726375 97.888948753
2/26/2024 139.236430839 130.260814284 130.260814284 125.369464867 125.284868892 98.076466747
2/27/2024 139.811745695 130.588972028 130.588972028 125.686093908 125.60132891 98.37806019
2/28/2024 140.284721919 130.938846502 130.938846502 126.027216937 125.942914893 98.654376826
2/29/2024 140.83804112 131.516320381 131.516320381 126.585093306 126.500243796 98.932984696
3/1/2024 141.388816916 132.008110126 132.008110126 127.058785581 126.973936071 99.272633719
3/2/2024 141.476934704 132.057319138 132.057319138 127.139971301 127.055462964 99.422260259
3/3/2024 141.87426386 132.406013859 132.406013859 127.468677804 127.383997317 99.724901849
3/4/2024 141.990006872 132.653592864 132.653592864 127.777616637 127.693257463 100.238894972
3/5/2024 142.246721206 132.795197853 132.795197853 128.080315309 127.995840354 100.534835759
3/6/2024 142.48768302 133.131391301 133.131391301 128.35028322 128.265827787 100.622511924
3/7/2024 143.011522657 133.595064821 133.595064821 129.211047794 129.126029261 101.241417082
3/8/2024 144.299038783 134.655233464 134.655233464 130.313267773 130.228333752 101.7896287
3/9/2024 144.598245246 134.915551672 134.915551672 130.575528453 130.490340897 102.016381296
3/10/2024 144.731299162 135.157223505 135.157223505 130.647397302 130.562040723 102.012255784
3/11/2024 145.476166902 135.890985303 135.890985303 131.386918567 131.300632362 102.367141199
3/12/2024 145.728851427 136.279736168 136.279736168 131.778750379 131.692633197 102.759639775
3/13/2024 146.625325213 137.095191708 137.095191708 132.572146995 132.484170561 103.227274219
3/14/2024 146.899602169 137.20349646 137.20349646 132.664603107 132.577725322 103.463082823
3/15/2024 146.79505895 137.562009847 137.562009847 132.949346479 132.862130648 103.514693506
3/16/2024 146.92593557 137.705546421 137.705546421 133.046686343 132.961583299 103.506480428
3/17/2024 146.598572725 137.375415809 137.375415809 132.760015805 132.675837232 103.368853847
3/18/2024 147.30646908 138.042518947 138.042518947 133.368374204 133.283778229 103.656755951
3/19/2024 147.688303444 138.669603668 138.669603668 134.031625467 133.947213051 104.078947607
3/20/2024 147.220010127 138.421359269 138.421359269 133.827793164 133.743419792 103.892152366
3/21/2024 147.779495639 139.181901491 139.181901491 134.556840405 134.472075407 104.14615265
3/22/2024 147.821576547 139.257764655 139.257764655 134.555981356 134.471385381 103.950511982
3/23/2024 148.15503715 139.540222173 139.540222173 134.763835972 134.679155485 104.101505605
3/24/2024 147.980139686 139.316293817 139.316293817 134.493868592 134.409424653 103.871776944
3/25/2024 149.312247461 140.605196541 140.605196541 135.881935938 135.797500027 104.231823342
3/26/2024 149.605015137 140.834727969 140.834727969 136.08030439 135.995539392 104.350179944
3/27/2024 149.565914552 140.86411427 140.86411427 136.106555864 136.021706354 104.542722577
3/28/2024 149.813105306 141.086037513 141.086037513 136.335507229 136.250826742 104.488442732
3/29/2024 150.014866326 141.191645942 141.191645942 136.365593881 136.280828883 104.467632908
3/30/2024 150.240215468 141.392145127 141.392145127 136.567729302 136.482541746 104.593960679
3/31/2024 149.9747673 141.135677007 141.135677007 136.306976885 136.221704818 104.430769909
4/1/2024 150.400620655 141.514613771 141.514613771 136.619211367 136.534699903 104.58388762
4/2/2024 151.050376554 142.225261885 142.225261885 137.330828241 137.260316777 105.162325065
4/3/2024 152.430814026 143.400252943 143.400252943 138.533083026 138.462360028 106.235038539
4/4/2024 153.304341347 143.879129558 143.879129558 138.94845796 138.877734962 106.577367562
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5/1/2024 159.16409151 148.035441813 148.035441813 142.90586833 142.835501697 110.209255303
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7/31/2024 164.212038009 152.89883721 152.89883721 147.707595268 147.638014293 114.662166761
8/1/2024 163.812784937 152.474435196 152.474435196 147.29249214 147.222911165 114.667956088
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12/2/2024 194.622330997 179.993389039 179.993389039 175.28752089 175.2243314 135.282385653
12/3/2024 195.008538387 180.352527937 180.352527937 175.657768285 175.591869163 135.473574254
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12/13/2024 203.429109186 187.02153669 187.02153669 182.498581649 182.431552541 140.448004125
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12/15/2024 203.793834688 187.234058588 187.234058588 182.732551566 182.664513159 140.568004125
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12/30/2024 205.580196475 186.114818423 186.114818423 181.698021726 181.630179394 137.825770033
12/31/2024 204.933151363 185.746906908 185.746906908 181.368453285 181.300524923 137.388677499
1/1/2025 204.480593731 185.464138342 185.464138342 181.169826934 181.10196937 137.416189761
1/2/2025 206.421107526 186.478858766 186.478858766 182.069516216 182.001397306 137.56283174
1/3/2025 208.164827011 187.307170798 187.307170798 182.858754472 182.790719135 137.474579521
1/4/2025 208.124418018 187.583300736 187.583300736 183.121254957 183.052015617 137.521413557
1/5/2025 208.070442251 187.661926171 187.661926171 183.187586498 183.120180591 137.563370382
1/6/2025 208.343118009 187.892496798 187.892496798 183.403763372 183.341298493 137.645514579
1/7/2025 207.813617487 187.47658509 187.47658509 183.029115036 182.9662956 137.505135441
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1/14/2025 208.235361562 187.905346755 187.905346755 183.381097751 183.320633395 137.582647233
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1/17/2025 211.032029928 190.67932976 190.67932976 185.960147988 185.899755677 138.480973594
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2/1/2025 218.710886416 197.9454548 197.9454548 193.303938937 193.24408239 139.940662041
2/2/2025 218.768870346 198.092890042 198.092890042 193.516465715 193.45861933 140.116092699
2/3/2025 219.551771356 199.008629617 199.008629617 194.468600294 194.407625822 139.934356581
2/4/2025 222.24664665 200.879003788 200.879003788 196.345855091 196.28574769 141.281000185
2/5/2025 223.570392884 201.801910827 201.801910827 197.269471153 197.208738643 141.868639474
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2/28/2025 226.225643055 203.427697815 203.427697815 199.082545763 199.022055215 142.586943414
3/1/2025 225.512806158 203.589827073 203.589827073 199.23133995 199.170728421 142.739869168
3/2/2025 225.500337463 203.569357408 203.569357408 199.172699896 199.112529101 142.684548875
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3/4/2025 226.175975185 203.866685065 203.866685065 199.459885527 199.39942353 142.862979376
3/5/2025 227.18494484 204.800281602 204.800281602 200.391486358 200.331093139 143.08671135
3/6/2025 227.268606207 204.83992056 204.83992056 200.422085464 200.361698778 143.108096504
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3/31/2025 234.767426206 209.12813195 209.12813195 204.930292083 204.872458562 144.731665618
4/1/2025 234.976316493 209.137897369 209.137897369 204.90916033 204.851391361 144.727200008
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10/17/2025 307.185557101 262.544775961 262.544775961 257.505287789 257.450345955 181.734385615
10/18/2025 307.214665655 262.700576164 262.700576164 257.629764696 257.574880946 181.94105756
10/19/2025 307.495739384 262.676481546 262.676481546 257.580409451 257.525669357 181.923069831
10/20/2025 307.456941739 263.150770233 263.150770233 258.01041921 257.955727936 182.138675951
10/21/2025 308.521903185 264.049722959 264.049722959 258.947396938 258.892562598 182.601500509
10/22/2025 307.928054105 263.793174957 263.793174957 258.657034197 258.602061199 182.56275185
10/23/2025 308.124626534 264.013359348 264.013359348 258.875046178 258.820302468 182.792886387
10/24/2025 308.758407847 264.288277802 264.288277802 259.14205057 259.087066127 183.101507882
10/25/2025 308.518334174 264.159306617 264.159306617 259.003444859 258.948518389 183.07950041
10/26/2025 308.380929278 264.161795007 264.161795007 259.03385501 258.978874863 183.154451545
10/27/2025 308.027425737 264.10577513 264.10577513 258.980293797 258.925712566 183.245574379
10/28/2025 308.20592662 264.413059762 264.413059762 259.284680945 259.22964615 183.472999907
10/29/2025 307.485902943 264.162252936 264.162252936 259.288338773 259.233646396 183.409474077
10/30/2025 307.121053697 264.024416214 264.024416214 258.903450666 258.848557349 183.30397162
10/31/2025 307.136985489 264.052185827 264.052185827 258.955924014 258.900848182 183.393224146
11/1/2025 307.289175501 264.090415463 264.090415463 258.999795648 258.945053958 183.463980411
11/2/2025 307.031071915 264.036802422 264.036802422 258.924000126 258.869240944 183.555515016
11/3/2025 306.969783965 263.721274487 263.721274487 258.57097601 258.516430169 183.555461585
11/4/2025 305.798923682 263.144466859 263.144466859 258.037502746 257.982663224 183.343560327
11/5/2025 305.647611543 263.354465514 263.354465514 258.307285966 258.252440473 183.464373075
11/6/2025 304.887059973 263.358870577 263.358870577 258.358948937 258.304166125 183.383441824
11/7/2025 305.228154184 263.926815666 263.926815666 259.053310351 258.998429028 183.599119128
11/8/2025 304.684052757 263.546442222 263.546442222 258.663560944 258.608517113 183.366455745
11/9/2025 304.633606091 263.564747063 263.564747063 258.694777352 258.63985524 183.375955885
11/10/2025 304.873016169 263.892125737 263.892125737 258.981590047 258.926864292 183.395444251
11/11/2025 305.231290288 263.987996072 263.987996072 259.093280435 259.038381331 183.547300353
11/12/2025 305.189859044 264.478085843 264.478085843 259.597022439 259.542151439 184.075638825
11/13/2025 304.634288048 263.891486523 263.891486523 259.018778287 258.963736156 183.940205609
11/14/2025 303.946955719 263.308461617 263.308461617 258.455715185 258.400743871 183.901863026
11/15/2025 303.826494648 263.257662793 263.257662793 258.407159749 258.352183657 183.985483688
11/16/2025 303.478178502 263.07930936 263.07930936 258.230742799 258.175871374 183.853042319
11/17/2025 303.179045718 263.1604326 263.1604326 258.322044638 258.267103568 183.929638153
11/18/2025 303.119278168 262.972830445 262.972830445 258.116710692 258.06184758 183.705250687
11/19/2025 302.898119985 262.655677156 262.655677156 257.834840585 257.779930495 183.674741976
11/20/2025 302.836025285 262.850246074 262.850246074 258.036808763 257.981976052 184.675398945
11/21/2025 302.580406022 262.844804944 262.844804944 258.110790162 258.055845463 184.487293452
11/22/2025 302.762351489 262.871098402 262.871098402 258.149725692 258.094869531 184.533511239
11/23/2025 302.526550256 262.612474845 262.612474845 257.877262597 257.822242636 184.331338289
11/24/2025 303.829042952 263.579840031 263.579840031 258.823499792 258.768361324 184.474703182
11/25/2025 304.553816436 264.062018752 264.062018752 259.288963133 259.234075944 184.492141326
11/26/2025 305.384473203 264.876893519 264.876893519 260.091212915 260.036561685 184.549453883
11/27/2025 305.818786187 265.14708907 265.14708907 260.376627564 260.321599702 184.606393163
11/28/2025 306.368049629 265.68222256 265.68222256 260.917036647 260.862091403 184.652369485
11/29/2025 306.527988649 265.637904127 265.637904127 260.885899345 260.831062508 184.591649934
11/30/2025 306.217391074 265.513757802 265.513757802 260.761438192 260.706446987 184.616288292
12/1/2025 307.061336558 266.358671788 266.358671788 261.670218997 261.615206555 184.628089623
12/2/2025 307.861800966 266.807730577 266.807730577 262.131768652 262.076832445 184.714757749
12/3/2025 307.8243656928 267.565490171 267.565490171 262.917615329 262.862709408 185.310328872
12/4/2025 308.332160395 267.833445929 267.833445929 263.190120038 263.135337396 185.530759937
12/5/2025 308.546506994 268.211207041 268.211207041 263.575078489 263.520142746 185.719839718
12/6/2025 308.496762174 268.094028887 268.094028887 263.462257965 263.407373776 185.648284849
12/7/2025 308.690565281 268.071960564 268.071960564 263.435429943 263.380484163 185.638105464
12/8/2025 309.045513301 268.514951815 268.514951815 263.892367069 263.837905443 185.714865071
12/9/2025 309.196363614 268.917108276 268.917108276 264.267412354 264.212585593 186.210167994
12/10/2025 309.282778354 268.989763755 268.989763755 264.346145664 264.29136114 186.114181046
12/11/2025 310.249824887 269.418149403 269.418149403 264.791733309 264.736903916 186.176063765
12/12/2025 310.323501104 269.383415196 269.383415196 264.748008005 264.693355582 186.273559735
12/13/2025 310.201457049 269.316766285 269.316766285 264.678760524 264.623880036 186.262597088
12/14/2025 309.901573237 269.249680058 269.249680058 264.600545795 264.545581643 186.229715569
12/15/2025 309.676154122 269.190061531 269.190061531 264.553277183 264.498515588 186.291244968
12/16/2025 309.663205889 269.107816507 269.107816507 264.486482531 264.431698134 186.26650428
12/17/2025 309.584875435 268.860718713 268.860718713 264.25141584 264.196419543 186.224509088
12/18/2025 309.035905127 268.137882135 268.137882135 263.549616479 263.494566711 186.16459686
12/19/2025 309.526871181 268.058484149 268.058484149 263.479308687 263.424389172 186.315187597
12/20/2025 310.595139992 268.460914285 268.460914285 263.908690675 263.85375006 186.763629145
12/21/2025 309.369690863 268.357505507 268.357505507 263.798001107 263.74277441 186.718492732
12/22/2025 309.444235206 268.432276935 268.432276935 263.886766466 263.831791613 186.786276346
12/23/2025 309.051328714 268.449275771 268.449275771 263.905163928 263.850176092 187.011537799
12/24/2025 308.579141577 267.887266857 267.887266857 263.360693634 263.305664129 186.765362824
12/25/2025 308.750698415 267.806151399 267.806151399 263.267048911 263.212093229 186.742397072
12/26/2025 308.675598378 267.796721895 267.796721895 263.27046402 263.215518017 186.761616943
12/27/2025 308.556557587 267.66064574 267.66064574 263.127293351 263.072398299 186.696095167
12/28/2025 308.399833861 267.436820061 267.436820061 262.909365065 262.854430449 186.602151653
12/29/2025 308.272693242 267.691758875 267.691758875 263.176802181 263.121842496 187.119499494
12/30/2025 307.943049353 267.59504677 267.59504677 263.102483257 263.047615089 187.06154768
12/31/2025 307.204265189 266.888688732 266.888688732 262.395869114 262.340912948 187.038867742
1/1/2026 307.233921228 266.664482274 266.664482274 262.173436257 262.118441424 186.996609505
1/2/2026 308.01656892 266.963367224 266.963367224 262.471133649 262.416134889 187.132794196
1/3/2026 307.91548258 266.862614859 266.862614859 262.369179319 262.314178591 187.010743268
1/4/2026 308.255145879 266.979355338 266.979355338 262.489001526 262.433976857 187.078709065
1/5/2026 308.793580958 267.439512718 267.439512718 262.943882945 262.888788711 187.226396749
1/6/2026 308.374159762 266.939522517 266.939522517 262.423332104 262.368738943 186.90240004
1/7/2026 308.115737794 266.56155715 266.56155715 262.050885634 261.996279474 186.937858905
1/8/2026 307.762688981 265.404040452 265.404040452 260.893870212 260.839879372 185.932051789
1/9/2026 308.083838627 265.922213212 265.922213212 261.415362521 261.361385602 186.713145864
1/10/2026 307.947426347 265.914135115 265.914135115 261.405930312 261.351538647 186.792471438
1/11/2026 307.94705936 265.876956669 265.876956669 261.34397 261.28938443 186.749668721
1/12/2026 307.412849638 265.352559897 265.352559897 260.826017321 260.771363336 186.823168034
1/13/2026 308.919209392 266.35505599 266.35505599 261.730676918 261.676182306 186.815867748
1/14/2026 309.837754496 267.143742007 267.143742007 262.456310441 262.401724109 186.727589699
1/15/2026 310.699626359 268.039232368 268.039232368 263.352629396 263.297969476 186.590104041
1/16/2026 311.272775463 268.412624376 268.412624376 263.731368666 263.676655038 186.583939615
1/17/2026 311.550485448 268.348047284 268.348047284 263.665529536 263.610901317 186.595013507
1/18/2026 311.38009880329 268.331626689 268.331626689 263.641465727 263.58689896 186.841416161
1/19/2026 311.176233481 267.856095686 267.856095686 263.204527999 263.151397396 186.736847182
1/20/2026 309.495833305 266.021612632 266.021612632 261.37704055 261.322361794 186.840328976
1/21/2026 308.978593063 265.609188074 265.609188074 260.970607603 260.916059284 186.711771816
1/22/2026 308.722726772 264.969753012 264.969753012 260.320745655 260.266205463 186.658093333
1/23/2026 309.131135579 264.190269084 264.190269084 259.562724191 259.508188677 186.599941732
1/24/2026 309.110977946 263.893462655 263.893462655 259.268216929 259.213711408 186.682404659
1/25/2026 309.066898833 263.685261836 263.685261836 259.06717292 259.012687068 186.658598123
1/26/2026 308.523956569 262.961008159 262.961008159 258.336312538 258.281692515 186.280893427
1/27/2026 308.475134161 262.292776475 262.292776475 257.696510781 257.641944856 186.129444279
1/28/2026 308.172958882 261.953408252 261.953408252 257.337900891 257.283346094 186.0174747
1/29/2026 306.844810494 260.411007058 260.411007058 255.816181912 255.761638388 185.531975517
1/30/2026 305.789199909 260.103616964 260.103616964 255.393979615 255.353930588 185.362510319
1/31/2026 305.181518373 259.93770368 259.93770368 255.224460036 255.184434271 185.125202425
2/1/2026 305.507857106 260.329985774 260.329985774 255.615800308 255.575731268 185.249445937
2/2/2026 305.768376539 260.513362487 260.513362487 255.804770235 255.76457942 185.070808609
2/3/2026 306.209432254 260.361914198 260.361914198 255.652892888 255.613150644 184.768279488
2/4/2026 306.254657586 260.881771706 260.881771706 256.164612742 256.124844378 185.35205374
2/5/2026 305.54956966 260.424687301 260.424687301 255.712125695 255.672119317 185.129905487
2/6/2026 305.913655105 260.773381541 260.773381541 256.062696144 256.022675459 183.475514411
2/7/2026 306.460278434 260.825883579 260.825883579 256.112342128 256.072295174 183.360328029
2/8/2026 307.67626762926 262.046075156 262.046075156 257.333543552 257.293549115 184.456026529
2/9/2026 307.386769656 261.88593251 261.88593251 257.462332495 257.422294296 184.393776694
2/10/2026 307.195346988 261.935650294 261.935650294 257.508612329 257.468611125 184.269644689
2/11/2026 307.107548582 261.667900995 261.667900995 257.260189085 257.220213564 183.873507813
2/12/2026 306.89978826 261.537974353 261.537974353 257.132088379 257.092037515 183.840801523
2/13/2026 307.773838625 261.696356945 261.696356945 257.311319054 257.271293746 183.715889423
2/14/2026 307.885589454 261.712490753 261.712490753 257.321770992 257.28176737 183.712088744
2/15/2026 308.023054874 261.812615516 261.812615516 257.424586747 257.384645012 183.680576387
2/16/2026 308.25811523 261.823298435 261.823298435 257.438195136 257.398210588 183.65740639
2/17/2026 307.8620316 261.629085347 261.629085347 257.238488837 257.198489178 183.647130868
2/18/2026 308.124735639 261.761537725 261.761537725 257.327317076 257.287304509 183.652782045
2/19/2026 308.134343966 261.914323151 261.914323151 257.486275918 257.446237385 183.651661298
2/20/2026 307.693931897 261.515461565 261.515461565 257.093494583 257.053475729 182.556719988
2/21/2026 307.625156171 261.396686787 261.396686787 256.991550877 256.95136651 182.548090466
2/22/2026 308.787682502 262.463845472 262.463845472 258.055336885 258.015370289 183.553308457
2/23/2026 308.601407807 262.83530431 262.83530431 258.425095103 258.385050594 183.61138817
2/24/2026 308.844349191 263.096952576 263.096952576 258.681732043 258.64173111 183.647519566
2/25/2026 309.476037172 263.575019706 263.575019706 259.142599329 259.102550893 183.678752344
2/26/2026 308.996548526 263.261819748 263.261819748 258.828567849 258.788555036 183.450440591
2/27/2026 309.307513937 263.378236934 263.378236934 258.969941651 258.929656573 183.642358323
2/28/2026 309.603213471 263.133629787 263.133629787 258.732209254 258.692329501 183.473328258
3/1/2026 309.207970613 263.30890836 263.30890836 258.886890667 258.846927451 183.624044149
3/2/2026 310.320944665 264.073487659 264.073487659 259.621188202 259.581271772 183.65313488
3/3/2026 310.578444409 264.563740166 264.563740166 260.113642032 260.073654827 183.701134201
3/4/2026 311.529191516 265.463726168 265.463726168 260.970001511 260.930045377 183.878725555
3/5/2026 312.569019927 265.746993158 265.746993158 261.239645386 261.19965922 183.996961785
3/6/2026 312.736746652 265.864894202 265.864894202 261.365334623 261.325344716 183.93434976
3/7/2026 312.767868893 265.811886908 265.811886908 261.296848184 261.256924864 183.955299576
3/8/2026 312.936920113 265.741524236 265.741524236 261.204401616 261.164468229 183.880021613
3/9/2026 313.979194143 266.911068388 266.911068388 262.391643606 262.351724631 184.098808361
3/10/2026 314.310268319 267.177019776 267.177019776 262.649278612 262.609266808 183.875626058
3/11/2026 314.604315735 267.281511049 267.281511049 262.771983403 262.732050414 183.935217036
3/12/2026 315.220463444 267.464185961 267.464185961 262.942094467 262.902199337 183.96163646
3/13/2026 315.681726346 267.823897064 267.823897064 263.285337195 263.245210708 184.003710227
3/14/2026 315.641610732 267.51208963 267.51208963 263.275487122 263.235020033 184.020963275
3/15/2026 315.617308308 267.755690932 267.755690932 263.218304009 263.178295441 183.988737024
3/16/2026 315.670382185 267.935481785 267.935481785 263.394310827 263.354280108 184.062612412
3/17/2026 315.775670186 268.273082934 268.273082934 263.722401335 263.68235095 184.06214396
3/18/2026 315.325793323 267.310387271 267.310387271 262.758081114 262.718099365 183.313214438
3/19/2026 315.668232162 267.997414785 267.997414785 263.432291154 263.392319771 184.133852683
3/20/2026 315.840140709 267.828333878 267.828333878 263.259028916 263.219009631 184.124130284
3/21/2026 315.838169495 267.828470806 267.828470806 263.254522856 263.214502929 184.172718587
3/22/2026 315.813249577 267.710728426 267.710728426 263.141046636 263.101024105 184.095403242
3/23/2026 315.278535534 267.340989459 267.340989459 262.78053014 262.740521103 184.059715705
3/24/2026 315.392686555 267.410052359 267.410052359 262.857242443 262.817225362 184.128331053
3/25/2026 315.509735132 267.361927316 267.361927316 262.796488874 262.756477252 184.071158214
3/26/2026 315.049179103 266.74499633 266.74499633 262.183006127 262.142990512 184.053953191
3/27/2026 314.945582352 266.345011063 266.345011063 261.790449392 261.750452453 184.026240217
3/28/2026 314.869420215 266.296818873 266.296818873 261.739615606 261.699652017 184.026578528
3/29/2026 314.996010562 266.227636171 266.227636171 261.648623604 261.608629755 184.016535221
3/30/2026 315.28327315 266.036282928 266.036282928 261.427769362 261.387802883 184.028745852
3/31/2026 316.049642077 265.979813836 265.979813836 261.325767339 261.285757469 184.159950539
4/1/2026 316.282276858 266.026925088 266.026925088 261.335580906 261.295609144 184.118772798
4/2/2026 316.57267190632 265.861169941 265.861169941 261.176247762 261.13673349 183.911609411
4/3/2026 316.966594545 266.344159481 266.344159481 261.652781284 261.612811402 184.121482443
4/4/2026 316.892474925 266.300391903 266.300391903 261.598368461 261.558556166 184.07159116
4/5/2026 316.912827626 266.342377906 266.342377906 261.641461603 261.601563192 184.114071471
4/6/2026 316.505497246 266.647753253 266.647753253 261.927942473 261.887895034 184.048975184
4/7/2026 317.197142965 267.112141063 267.112141063 262.413395728 262.376130823 184.58132684
4/8/2026 317.199426408 266.980220554 266.980220554 262.319272084 262.279302738 184.090007364
4/9/2026 317.632542096 267.199832376 267.199832376 262.545998258 262.505923996 184.161605086
4/10/2026 318.343948395 267.775970064 267.775970064 263.105966522 263.06585865 184.303056042
4/11/2026 318.421157548 267.835278892 267.835278892 263.151909641 263.11194884 184.36954631
4/12/2026 318.526442587 267.843817114 267.843817114 263.190041551 263.149724017 184.473344541
4/13/2026 318.668975385 268.156169893 268.156169893 263.535053092 263.495105977 184.783169539
4/14/2026 319.701995817 268.997949284 268.997949284 264.390969648 264.350967919 185.489007357
4/15/2026 319.749562621 268.726042751 268.726042751 264.1434626 264.103498266 185.475308322
4/16/2026 320.260904321 269.236549395 269.236549395 264.644709553 264.604556033 185.821418387
4/17/2026 321.110203898 269.909799262 269.909799262 265.308000753 265.26803743 186.635325383
4/18/2026 321.279686931 270.112498166 270.112498166 265.517210826 265.477438903 186.894729169
4/19/2026 320.35894076 270.17913388 270.17913388 265.564345981 265.524338594 187.236297938

Note: The key identifies series in order from top to bottom. USD is U.S. dollar.

Source: Llama Corp, DeFiLlama.

Return to text
Figure 4.6. Mutual fund corporate bond holdings returned to pre-pandemic levels

Billions of dollars (real)

Date Corporate bonds
2000 Q1 415.230869949
2000 Q2 411.240925854037
2000 Q3 394.863365106875
2000 Q4 360.691380961502
2001 Q1 369.412466325176
2001 Q2 372.856641006384
2001 Q3 368.569374648416
2001 Q4 455.022971981948
2002 Q1 466.737151489601
2002 Q2 518.678978683967
2002 Q3 500.737199150978
2002 Q4 501.56016375345
2003 Q1 506.941193078324
2003 Q2 558.046352087114
2003 Q3 563.480121455662
2003 Q4 553.79354324666
2004 Q1 600.759779438082
2004 Q2 517.682835656316
2004 Q3 519.18163809775
2004 Q4 531.683582226494
2005 Q1 503.990803230288
2005 Q2 507.551384747215
2005 Q3 470.593546816796
2005 Q4 470.19923601752
2006 Q1 483.191948726542
2006 Q2 466.577651590048
2006 Q3 467.647889152876
2006 Q4 492.641148570484
2007 Q1 498.347249238058
2007 Q2 487.945628480209
2007 Q3 473.951906576854
2007 Q4 461.17347003651
2008 Q1 449.15444813068
2008 Q2 473.992609608317
2008 Q3 436.443236733335
2008 Q4 402.454113255719
2009 Q1 424.78843595972
2009 Q2 496.93715278264
2009 Q3 559.119380781082
2009 Q4 638.393730260804
2010 Q1 736.018770572252
2010 Q2 742.988055528379
2010 Q3 832.347670603975
2010 Q4 954.915128530379
2011 Q1 1000.33524373721
2011 Q2 1003.1872997316
2011 Q3 910.65995516342
2011 Q4 949.355949525521
2012 Q1 1051.74247791494
2012 Q2 1073.85407606567
2012 Q3 1176.07124542257
2012 Q4 1245.93179411088
2013 Q1 1278.2648190714
2013 Q2 1289.68618379639
2013 Q3 1319.07586741864
2013 Q4 1367.695915468
2014 Q1 1412.4286578533
2014 Q2 1449.64823324899
2014 Q3 1431.2004462054
2014 Q4 1464.42460537609
2015 Q1 1522.55107352515
2015 Q2 1509.97922106973
2015 Q3 1492.34017470608
2015 Q4 1413.36685206808
2016 Q1 1472.20194226289
2016 Q2 1506.70023892865
2016 Q3 1546.85709118072
2016 Q4 1511.35866663722
2017 Q1 1554.53498287556
2017 Q2 1556.49698247918
2017 Q3 1563.87071306863
2017 Q4 1524.7115344067
2018 Q1 1500.20220602027
2018 Q2 1489.90836441801
2018 Q3 1543.88921127796
2018 Q4 1447.96777219251
2019 Q1 1580.99927374817
2019 Q2 1602.28377451702
2019 Q3 1631.234055473
2019 Q4 1628.78384485074
2020 Q1 1505.96013495723
2020 Q2 1836.50208446884
2020 Q3 1885.57958370279
2020 Q4 1925.32775566483
2021 Q1 1908.28525991389
2021 Q2 1954.96617715315
2021 Q3 1894.98338855862
2021 Q4 1831.77574642492
2022 Q1 1638.41625037542
2022 Q2 1385.53142217984
2022 Q3 1295.36313993174
2022 Q4 1291.4960908439
2023 Q1 1322.63813860681
2023 Q2 1300.07807646075
2023 Q3 1235.47143907807
2023 Q4 1321.35707344151
2024 Q1 1403.09914400022
2024 Q2 1395.20317225035
2024 Q3 1520.57595166186
2024 Q4 1452.3856703163
2025 Q1 1500.87650488421
2025 Q2 1502.07067476765
2025 Q3 1516.89797046585
2025 Q4 1585.11398935886

Note: The data show holdings of all U.S. corporate bonds by all U.S.-domiciled mutual funds (holdings of foreign bonds are excluded). The data are converted to constant 2025 dollars using the consumer price index.

Source: Federal Reserve Board staff estimates based on Federal Reserve Board, Statistical Release Z.1, "Financial Accounts of the United States"; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 4.7. Bank loan and high-yield fund assets stayed well below their 2021 peaks

This is a stacked area chart showing monthly data from January 2000 to February 2026, with the y-axis measuring billions of dollars (real) ranging from 0 to 600 billion. The chart displays two variables: Bank loan mutual funds (burgundy area on top) and High-yield bond mutual funds (beige area on bottom). Throughout the series, high-yield bond mutual funds are the majority of combined assets. Combined assets started around 225 billion dollars in 2000, remained relatively stable until a decline in 2009 to about 150 billion, then grew substantially to peak at approximately 550-600 billion dollars around 2014-2015. After a brief decline in 2016, assets rose again to nearly 500 billion dollars by 2018. Following a sharp drop to about 375 billion dollars and recovery back to about 450 billion dollars by the end of 2021, assets declined in 2022 to about 350 billion dollars. Total assets have slightly increased since then, with a final value of about 375 billion dollars in February 2026, with high-yield bond mutual funds accounting for about three-quarters of the total combined assets.

Note: The data are converted to constant 2026 dollars using the consumer price index. The key identifies series in order from top to bottom.

Source: Investment Company Institute; consumer price index, Bureau of Labor Statistics via Haver Analytics.

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Figure 4.8. Inflows to mutual funds continued in early 2026

This is a line chart showing monthly data from 2017 to 2026. The chart has dual y-axes. The left y-axis ranges from -50 to 30 billion dollars. The right y-axis ranges from -100 to 60 billion dollars. Three variables are plotted. The first variable, "Investment-grade bond mutual funds," is represented by a thin black line referencing the right scale. The second variable, "Bank loan mutual funds," is shown by a medium-thick blue line referencing the left scale. The third variable, "High-yield bond mutual funds," is depicted by a thick burgundy line referencing the right scale. Investment-grade bond mutual funds start at approximately 5 billion dollars, Bank loan mutual funds at approximately 3 billion dollars, and High-yield bond mutual funds at approximately 1 billion dollars. All three series remain around zero throughout the time period with occasional spikes. A notable drop occurs for all series in early 2020, with Investment-grade bond mutual funds falling to roughly –90 billion dollars, and Bank-loan mutual funds and High-yield bond mutual funds falling to approximately –10. As of February 2026, inflows to Investment-grade bond mutual funds are slightly positive at about 10 billion dollars, while inflows to Bank loan mutual funds and High-yield bond mutual funds are approximately 0 billion dollars.

Note: Mutual fund assets under management as of February 2026 included $2,637 billion in investment-grade bond mutual funds, $286 billion in high-yield bond mutual funds, and $75 billion in bank loan mutual funds. Bank loan mutual funds, also known as floating-rate bond funds, are excluded from high-yield bond mutual funds.

Source: Investment Company Institute.

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Figure 4.9. Life insurers’ use of nontraditional liabilities increased further

Billions of dollars (real)

Date Repurchase agreements Securities lending cash collateral FHLB Advances Funding-Agreement Backed Securities
2006 4.96322026634392 219.715499007092 14.3163446873837 257.523749776401
2007 4.24834506711157 223.3801055531 25.830033105526 265.428936571724
2008 12.4091257143561 74.8089299771371 51.5256963183697 251.341172493878
2009 15.2503493626654 57.1623432328899 68.0168454454897 178.214714240565
2010 15.194402189865 62.5160282133224 63.0235466205867 139.455252606821
2011 Q1 8.81574393051789 67.1915075598537 63.0741022840038 123.683346608993
2011 Q2 9.70550496355049 66.2323012892052 61.9573210988703 116.925313910165
2011 Q3 9.76933741389366 63.4069368920272 61.9599427049412 108.851300019548
2011 Q4 10.138312996582 60.6308853421672 62.5162822527287 108.589739802395
2012 Q1 11.5533239598336 59.6082902725225 63.6972834196123 104.713779857572
2012 Q2 14.8913458758664 68.3595327488518 67.966490261492 106.459311316448
2012 Q3 15.8276969720337 77.2747539448132 67.4947772463985 107.783290155636
2012 Q4 15.7746291506804 75.4490048483869 65.6473565545556 103.398287109074
2013 Q1 18.5937011046342 75.2323227755656 66.5175339477287 102.360700521368
2013 Q2 18.5313649777629 76.492792839511 67.7624823354213 91.5997911517187
2013 Q3 17.8453849653456 70.5977382770135 66.337824209026 86.6321490492458
2013 Q4 15.9506956399214 77.5538663621138 67.4306473397459 84.3256730716216
2014 Q1 18.7730273972533 79.1168983048303 67.1958256043652 78.4470334371468
2014 Q2 18.8134746477869 81.4965593839238 67.463841534322 82.6161137682873
2014 Q3 20.7217416526039 85.5353951720077 67.9220849317311 89.0189636334645
2014 Q4 15.8307634366741 73.9999656897944 68.2769098396078 94.0459987929638
2015 Q1 15.1997887095056 74.4644589679405 71.5532328632969 95.3545053597727
2015 Q2 14.7165565367035 68.932947075547 72.9079370309824 92.1538767181311
2015 Q3 14.743289665592 68.4144352729623 74.5308722362172 87.7660247291063
2015 Q4 11.7062986181522 67.4739585933002 75.7452645468172 94.1276939281736
2016 Q1 14.2636213615705 70.2173220369015 79.6101061557149 92.0121697687258
2016 Q2 16.0738012649131 72.592938795607 83.7628344508798 93.3355206903188
2016 Q3 17.1128267672647 73.9604996913449 87.1119081835058 94.4328811068094
2016 Q4 12.9724011055182 63.5654882508255 87.8371054993087 99.5267019574148
2017 Q1 17.1045773904149 66.9521899848394 90.7772204655671 101.24465551987
2017 Q2 17.3441144194261 67.0748156798085 90.4977285023 105.946522600457
2017 Q3 18.9721706915034 67.856651925369 90.3832080105093 114.195262202265
2017 Q4 21.8162076015127 64.3896125028175 92.6301383601957 112.190929142617
2018 Q1 21.4987814554497 67.6720836357481 98.6286134811508 113.384468889701
2018 Q2 23.9009674671215 59.0182806975131 97.9083006519018 114.153055147292
2018 Q3 23.2821470876225 59.9267474728077 96.0221526264591 115.44869077105
2018 Q4 23.1169049696602 53.5142218137817 99.1372684400886 112.491562054638
2019 Q1 22.2988998498251 57.9823542944359 101.485732639628 116.344960610785
2019 Q2 20.9923058763446 57.4732871122217 100.380366310809 114.53479905572
2019 Q3 19.9668259996508 57.4902566934023 103.968372231999 115.738366324131
2019 Q4 21.4555385221333 56.5074524423845 107.310135644774 118.739495350707
2020 Q1 23.4029394223992 53.5204830626624 126.487947231092 125.508127280886
2020 Q2 26.1305915762778 60.2223053409746 129.278162372743 132.89795963328
2020 Q3 25.7956785453194 59.2543866245348 124.743983631824 140.379097274296
2020 Q4 25.7436925640446 59.952776937214 125.477042167753 145.331381434969
2021 Q1 31.8848878026401 64.1639896009802 134.605169676358 156.992911761026
2021 Q2 24.3613793955331 64.5919505624058 127.434429262696 171.719904635983
2021 Q3 21.6469645995047 69.7923968126157 123.22381942892 183.613390816735
2021 Q4 25.5103077362908 63.3062937140194 125.000449295277 185.37524037552
2022 Q1 24.0033175113673 63.5761511987066 134.958552749131 197.584614683265
2022 Q2 24.28230068437 53.3394632913465 138.224299021537 194.528319338968
2022 Q3 25.4167942142378 48.1457910687586 140.080535088338 191.674670002953
2022 Q4 26.9643408172889 44.6940312795277 140.639254984578 194.578957766077
2023 Q1 26.857817490973 46.5675163229142 144.664902867198 194.853513741903
2023 Q2 24.8185715826657 39.0522733698614 140.628975100667 195.904018813631
2023 Q3 22.7674046130294 41.8174479732115 142.814757241661 199.790479048483
2023 Q4 25.5302430287633 42.2578541763989 142.314198119535 201.552936514732
2024 Q1 27.8479641193412 43.8370313233548 145.816157045004 213.698322218056
2024 Q2 26.3470570937595 41.6189541478261 150.821434160195 210.911317291261
2024 Q3 27.8302748161506 42.3961533109785 153.364549287577 221.485159253831
2024 Q4 28.3612843171862 47.7914605550349 156.914768999722 227.484813235232
2025 Q1 25.9470722166927 52.3157219172111 159.59331052889 238.459827455963
2025 Q2 27.2517353173964 50.6608272364907 165.333482801244 257.64101667656
2025 Q3 24.4853461099063 52.3317069716993 166.091042526099 276.976437576449
2025 Q4 28.82402959 54.439023737 167.03782181996 280.828547829359

Note: The data are converted to constant 2025 dollars using the consumer price index. FHLB is Federal Home Loan Bank. The data are annual from 2006 to 2010 and quarterly thereafter. The key identifies bars in order from top to bottom.

Source: Consumer price index, Bureau of Labor Statistics via Haver Analytics; Moody’s Analytics, Inc., CreditView, Asset-Backed Commercial Paper Program Index; Securities and Exchange Commission, Forms 10-Q and 10-K; National Association of Insurance Commissioners, quarterly and annual statutory filings accessed via S&P Global, Capital IQ Pro; Bloomberg Finance L.P.

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Figure 4.10. Life insurers continued to hold a significant share of illiquid assets on their balance sheets

Billions of dollars (real) / Percent share

Date Other ABS CRE loans CRE loans, securitized Alternative investments Illiquid corporate debt Illiquid corporate debt, securitized Share of life insurer assets (Percent share) Share of property and casualty insurer assets (Percent share)
2006 385.441964638541 425.814100713569 291.751581392102 213.534091059583 491.166648771871 15.7516903988327 33.017550167266 10.0714597798726
2007 406.594200343572 442.710649461274 328.264329837827 277.8302061042 493.411540470727 21.3773074850575 35.1179357066853 12.3575453416683
2008 384.822081177265 443.013302070744 323.063481777734 244.640367286123 501.449430533829 22.2481607052594 35.0582425248613 11.9269143017615
2009 343.208014331511 430.498173983662 325.580488677446 250.346408707382 509.114087226654 26.0116629456434 33.7874269197647 10.9609375555312
2010 299.324255396023 412.295275894002 272.948043653424 323.081093747966 525.26293833594 30.4134721839485 31.534410178134 12.8969284466183
2011 296.184590664479 420.809417453603 255.632568216457 330.969461321458 526.222059877618 36.0573835889935 30.7440493467803 13.442390540412
2012 269.222210679136 429.130207801554 230.814798383526 347.186048379166 535.683544086435 44.479030017515 30.5913460331569 13.4162491707547
2013 258.814787682152 446.547073623878 222.123700624738 370.938055370188 564.404938967577 59.4301790816984 30.5486157379207 14.9484620369499
2014 259.22883015512 462.600583256874 221.918412187056 397.80997808006 562.03047760129 86.4528895270136 31.0683436911849 14.8703323930687
2015 243.764300615299 497.202282969112 214.998555438235 386.648724126075 583.795869757895 101.671714978655 31.1328154772642 15.0162954483463
2016 247.166167306671 532.553887954074 206.729483013608 400.430049367097 610.902338653502 107.616884181423 31.1565106056618 15.0970940037344
2017 231.328600434858 566.665788764106 200.465006637227 427.488766961629 613.097379324183 116.685821080736 31.3030984933833 14.672524263019
2018 225.858488044579 604.131713981503 211.357044527979 428.241941778266 590.610150305755 147.159825951737 32.5700544104485 14.7923294662719
2019 222.689351104789 655.466528227333 227.507676979621 467.886603917571 660.783311145324 173.772956781064 33.3841345614106 15.0518921708826
2020 217.508167483618 673.585189416288 238.037914326301 524.810845777971 760.282379743917 210.344599157978 34.2245808060366 16.0842379846981
2021 214.557220168637 669.047445446178 230.153220931573 572.455495138608 772.597567597091 236.474175548593 34.8481588131624 15.5802587398348
2022 205.769769665181 657.845371046362 215.933158268261 541.453151483295 785.46886742835 254.576970299043 36.7376433175391 15.0663028307971
2023 234.67035906042 660.634576192176 198.418051448092 521.994009359622 777.064673925066 265.936569782868 37.2342630879434 13.7061018543732
2024 266.975137045 652.996189284 189.169850339 544.749537479 811.895216533 265.365219548 37.3883526779811 13.753838071501

Note: The data are converted to constant 2024 dollars using the consumer price index. Securitized products include collateralized loan obligations for corporate debt, private-label commercial mortgage-backed securities for commercial real estate (CRE), and private-label residential mortgage-backed securities and asset-backed securities (ABS) backed by autos, credit cards, consumer loans, and student loans for other ABS. Illiquid corporate debt includes private placements, bank and syndicated loans, and high-yield bonds. Alternative investments include assets filed under Schedule BA. P&C is property and casualty. The key identifies bars in order from top to bottom.

Source: Consumer price index, Bureau of Labor Statistics via Haver Analytics; Federal Reserve Board staff estimates based on data from Bloomberg Finance L.P. and National Association of Insurance Commissioners, annual statutory filings.

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Figure A. Private credit market size and share of corporate debt

Percent/Billions of dollars

Date Total private credit (billions of dollars) Share of below-investment-grade debt (percent) Share of nonfinancial corporation debt (percent)
2012 217.28 12.70 3.17
2013 226.46 11.52 3.10
2014 256.53 11.56 3.30
2015 266.91 11.85 3.19
2016 302.23 13.36 3.49
2017 332.61 14.04 3.62
2018 376.70 14.58 3.79
2019 448.20 16.66 4.24
2020 549.89 18.27 4.72
2021 770.15 22.25 6.18
2022 919.48 26.04 7.05
2023 1062.89 29.49 7.97
2024 1261.63 32.61 9.14
2025 1449.44 33.82 10.09

Note: Based on invested capital of North America–focused private debt funds and total assets of business development companies and credit-focused interval funds.

Source: Preqin; LSEG Data & analytics: BDC Collateral; ICE Data Indices, LLC, used with permission; PitchBook Data, Leveraged Commentary & Data; Federal Reserve Board, Statistical Release Z.1, "Financial accounts of the United States."

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Figure B. Semi-liquid private credit funds

Billions of dollars/Percent

Date Total net assets (billions of dollars) Share of private credit market (percent)
2020 8.69 1.75
2021 33.94 5.05
2022 68.46 8.65
2023 104.68 11.42
2024 170.81 16.23
2025 237.66 20.41

Note: Based on net assets of perpetual business development companies and credit-focused interval funds.

Source: LSEG Data & analytics: BDC Collateral; Morningstar, Inc., Morningstar Direct; Preqin.

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Figure C. Perpetual business development company net flows

Billions of dollars

Date Inflows Outflows Net flows
2021Q2 0.89 0.00 0.89
2021Q3 2.92 0.00 2.91
2021Q4 4.61 -0.01 4.59
2022Q1 7.66 -0.09 7.58
2022Q2 9.05 -0.32 8.72
2022Q3 5.15 -0.76 4.39
2022Q4 3.41 -1.37 2.04
2023Q1 2.74 -1.22 1.52
2023Q2 3.90 -1.53 2.37
2023Q3 7.43 -0.79 6.64
2023Q4 7.79 -0.93 6.85
2024Q1 9.82 -1.08 8.73
2024Q2 10.79 -0.98 9.81
2024Q3 9.56 -1.01 8.56
2024Q4 10.91 -1.18 9.73
2025Q1 13.31 -1.44 11.87
2025Q2 11.87 -2.77 9.10
2025Q3 13.08 -2.27 10.82
2025Q4 9.80 -6.33 3.47
2026Q1 6.28 -8.37 -2.09

Note: Based on 14 largest perpetual business development companies, which account for 86 percent of the segment’s total assets. The data begin in 2021:Q2.

Source: Federal Reserve staff calculations based on Securities and Exchange Commission, Form 8-K.

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Figure A. Spring 2026: Most cited potential shocks over the next 12 to 18 months

Figure A is a horizontal bar chart showing the percentage of market respondents in Spring 2026 citing various potential shocks that could negatively affect the U.S. financial system over the next 12 to 18 months. The x-axis measures percentage of respondents and ranges from 0 to 80 percent. Geopolitical risks ranks highest at approximately 75 percent, followed by oil shock at about 70 percent. Artificial intelligence and private credit are both cited at about 50 percent. Persistent inflation; monetary tightening is next at about 45 percent, then risk asset/valuations correction at about 35 percent. Fiscal debt sustainability is at about 30 percent. Policy uncertainty, cyberattacks, and higher long-term rates are all cited at 20 percent. Market liquidity strains and volatility is cited at 15 percent. The least-cited concerns are labor market weakness and basis trade, both at about 10 percent.

Note: Responses are to the following question: "Over the next 12–18 months, which shocks, if realized, do you think would have the greatest negative impact on the functioning of the U.S. financial system?"

Source: Federal Reserve Bank of New York survey of 20 market contacts from March through April.

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Figure B. Fall 2025: Most cited potential shocks over the next 12 to 18 months

Figure A is a horizontal bar chart showing the percentage of market respondents in Fall 2025 citing various potential shocks that could negatively affect the U.S. financial system over the next 12 to 18 months. The x-axis measures percentage of respondents and ranges from 0 to 70 percent. Policy uncertainty ranks highest at approximately 61 percent, followed by geopolitical risks at about 48 percent. Persistent inflation; monetary tightening and higher long-term rates both register around 43 percent. Three responses—artificial intelligence, asset price declines, and fiscal debt sustainability—each show about 30 percent. U.S. dollar depreciation, private credit, and foreign divestment from U.S. assets each measure approximately 22 percent. The least-cited concerns are money market stress and cyberattacks, both at about 18 percent.

Note: Responses are to the following question: "Over the next 12–18 months, which shocks, if realized, do you think would have the greatest negative impact on the functioning of the U.S. financial system?"

Source: Federal Reserve Bank of New York survey of 23 market contacts from September through October.

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Last Update: May 27, 2026