Description of Factors
Number Tag Description Units
1 M1 M1 Money Stock Billion USD 0
2 M2 M2 Money Stock Billion USD 0
3 dSales Retail Sales YoY Change Percent 0
4 EU10Yr Euro 10 Year Bond Percent 0
5 FedFund Fed Funds Rate Percent 0
6 Mort U.S. 30 Yr Mortage Rate Percent 0
7 T1yr 1 Year U.S. Treasury Rate Percent 0
8 T5yr 5 Year U.S. Treasury Rate Percent 0
9 T10yr 5 Year U.S. Treasury Rate Percent 0
10 Prime U.S. Prime Rate Percent 0
11 Base St Louis Adjusted Monetary Base Billion USD 0
12 CreditCons Total Consumer Credit Outstanding Billion USD 0
13 CreditLL Total Loans and Leases at Commercial Banks Billion USD 0
14 Comp Nonfarm Business Sector Compensation Per Hour Index  0
15 ISRatio Ratio of inventory to sales: Total Business Ratio 0
16 Sales Retail & Food Service Sales (NSA) Million USD 0
17 HouseStarts Housing Starts, Total, SAAR Thou Units 0
18 IIP Index of Industrial Production (SA, 2007=100) Index  0
19 Exports Exports of Goods and Services (SAAR) Billion USD 0
20 Imports Imports of Goods and Services (SAAR) Billion USD 0
21 NRFI Private Nonresidential Fixed Investment (SAAR) Billion USD 0
22 RFI Private Residential Fixed Investment (SAAR) Billion USD 0
23 dJobs Change in Payroll Employment, MoM Thou Jobs 0
24 Profits Corporate Profits After Tax (SAAR) Billion USD 0
25 PerIncome Personal Income (SAAR) Billion USD 0
26 M1EU Euro M1 Money Stock Billion EUR 0
27 BorrowFG Federal Government Public Debt Billion USD 0
28 Curr Currency in Circulation Billion USD 0
29 SaveRate Personal Savings Rate Percent 0
30 CPI Consumer Price Index, NSA Index  0
31 Jobs Nonfarm Payroll Employment (SA) Thou People 0
32 Unrate Civilian unemployment rate Percent 0
33 DJIA Dow Jones Industrial Average (DJIA), avg of month Index  0
34 SP500 S&P 500, avg of month Index  0
35 NASDAQ NASDAQ Composite, avg of month Index  0
36 Pwin S&P 500 Pwin30 Probability 0
37 WTI West TX Intermediate Crude Oil Price USD/BBL 0
38 PPI Producer Price Index, All Commodities (NSA, 82=100) Index  0
39 JPY Yen/USD Ratio 0
40 Pop U.S. Population Thou Peeps 0
41 CAD Canadian Dollar/USD Ratio 0
42 GBP USD/GBP Ratio 0
43 T30yr 30 Year U.S. Treasury Percent 0
44 Gold London Gold USD/troy oz 0
45 USEnergy US Energy Consumption Quadrillion BTU 0
46 DJT Dow Jones Transportation Average, Avg of Month Index  0
47 DJU Dow Jones Utility Average, Avg of Month Index  0
48 SPMC400 S&P Midcap 400, Avg of Month Index  0
49 R2000 Russell 2000, Avg of Month Index  0
50 N225 Nikkei 225, Avg Index  0
51 HSI Hang Seng, Avg Index  0
52 Dax Dax, Avg Index  0
53 SP100 S&P 100, Avg Index  0
54 dGDPDef GDP Deflator YoY Percent Change Percent 0
55 dSP500 SP 500 YoY Percent Change Percent 0
56 R1000 Russell 1000, Avg Index  0
57 W5000 Wilshire 5000, Avg Index  0
58 PriceComm Commodity Price Index, Non Food, World Bank Index  0
59 TSX Canada TSX Composite, Avg Index  0
60 FTSE UK FTSE 100, Avg Index  0
61 IPC Mexico IPC, Avg Index  0
62 CAC French CAC 40, Avg Index  0
63 STI Singapore Straits Times, Avg Index  0
64 T3m 3 Mo U.S. Treasury Percent 0
65 T6m 6 Mo U.S. Treasury Percent 0
66 T2yr 2 Yr US Treasury Percent 0
67 T3yr 3 Yr Treasury Percent 0
68 T7yr 7 Yr Treasury Percent 0
69 AAA Aaa Corp Bonds Percent 0
70 T20yr 20 Yr Treasury Percent 0
71 SOI Southern Oscillator Index Index  0
72 NetExp Net Exports Billion USD 0
73 PCE Personal Consumption Expenditures Billion USD 0
74 AUD USD/Australian Dollar Ratio 0
75 NG Natural Gas, Henry Hub, Avg USD/MMBTU 0
76 CHF Swiss Franc/USD Ratio 0
77 CNY Chinese Yuan / USD Ratio 0
78 TUS US Temperature Deg F 0
79 HKD Hong Kong Dollar / USD Ratio 0
80 TWD Taiwan Dollar/USD Ratio 0
81 INR India Rupee/USD Ratio 0
82 NZD USD/NZD Ratio 0
83 GDPr US Real GDP Chained 2009 Dollars Billion USD 0
84 SGD Singapore Dollar/USD Ratio 0
85 MXN Mexico Peso/USD Ratio 0
86 KRW S Korea Won/USD Ratio 0
87 dGDPr Real GDP Growth Rate, YoY % Percent 0
88 GDPn US Nominal GDP, SAAR Billion USD 0
89 Sensex India BSE Sensex Index  0
90 Lib1m 1 Mo. LIBOR Percent 0
91 Lib3m 3 Mo. LIBOR Percent 0
92 Lib6m 6 Mo. LIBOR Percent 0
93 Lib1yr 1 Yr. LIBOR Percent 0
94 EUR Euro / USD Ratio 0
95 SSN Sunspot Number Count 0
96 Inflation CPI Inflation Rate, YoY % Percent 0
97 Tslope Slope of Treasury Yield Curve Percent 0
98 HPI House Price Index Index  0
99 dGDPn Nominal GDP Growth, YoY % Billion USD 0
100 CreditMargin NYSE Margin Debt Million USD 0
101 SP500Earn SP500 Earnings (As Reported) USD/Share 0
102 SP500Div SP500 Dividends USD/Share 0
103 SP500Yield SP500 Dividend Yield Percent 0
104 SP500PE SP 500 Price-Earnings Ratio Ratio 0
105 FedGovExp Total US Government Expenditures Billion USD 0
106 BorrowCorp NonFinancial Corp Credit Level Billion USD 0
107 CPICore Core CPI NSA Index  0
108 PCEPI PCE Price Index Index  0
109 PCEPICore PCE Price Index, Core Index  0
110 PCECoreInf PCE Core Inflation Percent 0
111 GDPDef GDP Deflator Index  0
112 CPIHeadline Consumer Price Index, SA Index  0
113 PriceEnergyCons Retail Price of Energy USD/MMBTU 0
114 ERD Energy Rate Density erg/g/s 0
115 TempGlobeUAH Global Temp UAH LT Deg C 0
116 OilCon Global Oil Consumption MM BBL 0
117 CO2 CO2 ppm 0
118 TempGlobe Global Temp Hadley Deg C 0
119 OilProd Global Oil Production MM BBL 0
120 BondSpread Baa - Aaa bond spread Percent 0
121 LaborForce Civilian Labor Force Thou People 0
122 VIX Volatility Index Index
123 Precip Precipitation Inches
124 SP500Range SP500 Range Index
125 SP500Vol SP500 Volume Shares
126 SP500MRV5 SP500 Most Recent Value Index
127 WTIEom Crude Oil WTI End of Month USD/BBL
128 BrentEom Crude Oil Brent EOM USD/BBL
129 Gasoline Gasoline USD/gallon
130 T10yrEom T10YrEOM Percent
131 GoldEom GoldEOM USD/troy oz
132 JPYEom YenEOM Ratio
133 EUREom EuroEOM Ratio
134 GBPEom GBPEom Ratio
135 INREom INREOM Ratio
136 MXNMRV MXNMRV Ratio
137 AUDEom AUDEom Ratio
138 KRWEom KRWEom Ratio
139 SGDEom SGDEom Ratio
140 DJIAMRV DJIAMRV Index
141 NASDMRV NASDMRV Index
142 TempNH Temperature North Hemi Deg C
143 TempSH Temperature South Hemi Deg C
144 TempSSTrop Temp Sea Surface Tropics Deg C
145 CADEom CAD/USD Eom Ratio
146 CNYEom CNY to USD Eom Ratio
147 NGEom Natural Gas, EOM USD/MMBTU
148 HSIEom Hang Seng, EOM Index
149 TSXEom TSX Eom Index
150 DAXEom DAX Eom Index
151 T1YrEom 1YrT Eom Percent
152 T2YrEom 2YrT Eom Percent
153 T3YrEom 3YrT Eom Percent
154 T5YrEom 5YrT Eom Percent
155 T7YrEom 7YrT Eom Percent
156 T20YrEom 20YrT Eom Percent
157 T30YrEom 30YrT Eom Percent
158 AAAEom AAA Bonds, Eom Percent
159 BAAEom BAA Bonds, Eom Percent
160 CHFEom CHF to USD, Eom Ratio
161 NZDEom NZD to USD, Eom Ratio
162 Rand Random Series none
163 N225Eom Nikkei 225, Eom Index
164 SP500Eom SP500, Eom Index
165 SP500MRV15 SP500, MRV Index
166 EURMRV14 EUR to USD, MRV Ratio
167 DJIAMRV14 DJIA, MRV Index
168 NASDMRV14 NASD, MRV Index
169 WTIMRV10 WTI, MRV Index
170 GoldMRV14 Gold, MRV USD/troy oz
171 DAXMRV14 DAX, MRV Index
SA = Seasonally Adjusted
NSA = Not Seasonally Adjusted
SAAR = Seasonally Adjusted, Annual Rate