Featured Stories
Voluntary Recall of Two Lots of PEDIGREE Can High Protein Chopped Chicken & Duck Flavor Wet Dog Food Due to Potential Fraudulent Distribution of Product Which May Contain Foreign Material
WASHINGTON, July 3 -- The U.S. Department of Health and Human Services Food and Drug Administration issued the following recall notice:
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Voluntary Recall of Two Lots of PEDIGREE(R) Can High Protein Chopped Chicken & Duck Flavor Wet Dog Food Due to Potential Fraudulent Distribution of Product Which May Contain Foreign Material
Summary
Company Announcement Date: July 02, 2026
FDA Publish Date: July 02, 2026
Product Type: Animal & Veterinary
Food & Beverages
Pet Food
Reason for Announcement: Potential foreign plastic contamination
Company Name: Mars Petcare US, Inc.
Brand Name: Pedigree
Product
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WASHINGTON, July 3 -- The U.S. Department of Health and Human Services Food and Drug Administration issued the following recall notice:
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Voluntary Recall of Two Lots of PEDIGREE(R) Can High Protein Chopped Chicken & Duck Flavor Wet Dog Food Due to Potential Fraudulent Distribution of Product Which May Contain Foreign Material
Summary
Company Announcement Date: July 02, 2026
FDA Publish Date: July 02, 2026
Product Type: Animal & Veterinary
Food & Beverages
Pet Food
Reason for Announcement: Potential foreign plastic contamination
Company Name: Mars Petcare US, Inc.
Brand Name: Pedigree
ProductDescription: High Protein Chopped Chicken & Duck Flavor Wet Dog Food
Company Announcement
FRANKLIN, Tenn.: Mars Petcare US, Inc. is issuing a voluntary recall for two lots of PEDIGREE(R) Can High Protein Chopped Chicken & Duck Flavor 13.2oz for dogs.
The recalled products did not meet Mars and PEDIGREE stringent safety and quality standards. As part of the robust quality control process every single PEDIGREE product undergoes, these two lots had been sent to a third-party vendor for destruction. Mars later discovered that the product appears to have been fraudulently diverted and sold into the marketplace in the United States.
The recalled product may contain metal and plastic foreign material. The potential presence of sharp metal and plastic foreign material in the cans could pose a hazard to your dog. Health risks to dogs ingesting sharp foreign objects can range from choking to lacerations or blockages in the gastrointestinal tract. Consumers who fed the recalled product to their dog and are concerned should contact their veterinarian.
Mars is working with authorities to determine how these products entered the marketplace. We are committed to protecting pets and helping consumers identify and remove the affected products from use. We have received no related reports of pet illness or injury to date.
How to Identify Impacted Products
This recall applies ONLY to the two lot codes of product below:
* Product: PEDIGREE(R) Can High Protein Chopped Chicken & Duck Flavor 13.2oz for dogs
* Lot codes: 613C3KKCFC & 613C1KKCFC
* Safety Risk: Pieces of hard and sharp metal with plastic may be present and could cause harm if consumed.
If you believe you have purchased this product, do not feed it to animals, and contact PEDIGREE for a replacement product.
No other PEDIGREE or Mars Petcare US, Inc. products are affected or being recalled.
Contact information
Contact PEDIGREE Consumer Care to initiate a replacement or with any questions at 1-800-525-5273, Monday through Friday from 8:00 AM to 8:00 PM Central Standard Time (CDT), and Saturday and Sunday from 8:00AM to 4:00PM (CDT). You can also visit: https://www.pedigree.com/update
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Original text here: https://www.fda.gov/safety/recalls-market-withdrawals-safety-alerts/voluntary-recall-two-lots-pedigreer-can-high-protein-chopped-chicken-duck-flavor-wet-dog-food-due
OCC Announces Deputy Comptroller for Supervision System and Analytical Support
WASHINGTON, July 3 -- The U.S. Department of the Treasury Office of the Comptroller of the Currency issued the following news release on July 2, 2026:
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OCC Announces Deputy Comptroller for Supervision System and Analytical Support
The Office of the Comptroller of the Currency (OCC) today announced the promotion of Jamie Wilds to Deputy Comptroller for Supervision System and Analytical Support (SSAS).
In this role, Mr. Wilds will manage the administration, development, and enhancement of supervisory data, systems, reports and analytics, in support of supervision objectives and the agency's
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WASHINGTON, July 3 -- The U.S. Department of the Treasury Office of the Comptroller of the Currency issued the following news release on July 2, 2026:
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OCC Announces Deputy Comptroller for Supervision System and Analytical Support
The Office of the Comptroller of the Currency (OCC) today announced the promotion of Jamie Wilds to Deputy Comptroller for Supervision System and Analytical Support (SSAS).
In this role, Mr. Wilds will manage the administration, development, and enhancement of supervisory data, systems, reports and analytics, in support of supervision objectives and the agency'smission.
Mr. Wilds joined the agency in 2007 where he served as a Program Analyst in Large Bank Supervision supporting various enterprise data programs. He then transitioned from serving as a Business Intelligence & Analytics Team Leader to the SSAS Director for Supervision Support. His experience includes leading business transformation, enterprise-wide system development and operations, and advanced analytics and innovation.
Prior to joining the OCC, Mr. Wilds held private sector management and leadership positions supporting the U.S. Department of the Treasury and multiple defense and intelligence agencies.
Mr. Wilds holds a bachelor of science in decision and information systems from the University of Maryland and a master's degree in management information systems.
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Original text here: https://occ.gov/news-issuances/news-releases/2026/nr-occ-2026-55.html
Lattice-Boom Crawler Cranes From Japan Injure U.S. Industry, Says USITC
WASHINGTON, July 3 -- The U.S. International Trade Commission issued the following news release on July 2, 2026:
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Lattice-Boom Crawler Cranes (LBCCs) From Japan Injure U.S. Industry, Says USITC
The United States International Trade Commission (Commission or USITC) today determined that a U.S. industry is materially injured by reason of imports of lattice-boom crawler cranes (LBCCs) from Japan that the U.S. Department of Commerce (Commerce) has determined are sold in the United States at less than fair value.
Chairman David S. Johanson and Commissioners Jason E. Kearns and Amy A. Karpel
... Show Full Article
WASHINGTON, July 3 -- The U.S. International Trade Commission issued the following news release on July 2, 2026:
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Lattice-Boom Crawler Cranes (LBCCs) From Japan Injure U.S. Industry, Says USITC
The United States International Trade Commission (Commission or USITC) today determined that a U.S. industry is materially injured by reason of imports of lattice-boom crawler cranes (LBCCs) from Japan that the U.S. Department of Commerce (Commerce) has determined are sold in the United States at less than fair value.
Chairman David S. Johanson and Commissioners Jason E. Kearns and Amy A. Karpelvoted in the affirmative.
As a result of the Commission's affirmative determination, Commerce will issue an antidumping duty order on imports of this product from Japan.
The Commission's public report, Lattice-Boom Crawler Cranes (LBCCs) from Japan (Inv. No. 731-TA-1742 (Final), USITC Publication 5764, July 2026), will contain the views of the Commission and information developed during the investigation.
The report will be available on the USITC website by August 12, 2026.
Status of proceedings, links to relevant documents, and more information about the investigations can be found on the Commission's Investigations Database System (IDS).
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Original text here: https://www.usitc.gov/press_room/news_release/2026/er0702_68856.htm
Federal Maritime Commission Assigns Administrative Law Judge to Oversee Case Involving SFL Worldwide
WASHINGTON, July 3 -- The Federal Maritime Commission Office of Administrative Law Judges has initiated procedural steps in a dispute involving a shipping logistics firm, establishing strict deadlines for initial disclosures, mediation talks, and evidentiary filings. The regulatory body distributed an initial order outlining the operational timeline and strict litigation standards for the proceeding titled Aman Kaushik, Complainant v. SFL Worldwide LLC, Respondent (Docket No. 26-10). Administrative Law Judge Alex M. Chintella issued the mandate to ensure the space remains structured as both sides
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WASHINGTON, July 3 -- The Federal Maritime Commission Office of Administrative Law Judges has initiated procedural steps in a dispute involving a shipping logistics firm, establishing strict deadlines for initial disclosures, mediation talks, and evidentiary filings. The regulatory body distributed an initial order outlining the operational timeline and strict litigation standards for the proceeding titled Aman Kaushik, Complainant v. SFL Worldwide LLC, Respondent (Docket No. 26-10). Administrative Law Judge Alex M. Chintella issued the mandate to ensure the space remains structured as both sidesprepare to exchange internal files and coordinate mediation.
The action follows a notice of filing of complaint and assignment issued by the regulatory body on June 24, 2026. Under standard rules, the respondent has 25 days from the service date to submit a response. Missing this deadline could result in a default decision against the company. A core directive of Chintella's order requires the parties to address settlement options early. Within 15 days of the answer being served, both sides must participate in a preliminary conference with the Office of Consumer Affairs and Dispute Resolution Services. This session, which can happen by phone or video conference, determines whether the dispute can be resolved through mediation. The order emphasizes that the active litigation timeline will not pause while these alternative dispute discussions take place.
Concurrently, the parties must submit a joint status report containing a proposed schedule. This plan must ensure that all discovery finishes within 150 days of the answer, allowing the judge to meet the one-year deadline for a final administrative decision. The order introduces specific operational protocols, highlighting updated guidelines for submitting briefs, managing evidence, and handling sensitive business information. Paper filings, physical mail delivery, and ink signatures are currently waived under an active emergency rule, making electronic mail the preferred method for all updates.
To maintain an uncorrupted administrative record, the court enforced a rigid document marking protocol. All attachments must form a single portable document format file with consecutive page numbers. The complainant must label items using a CX prefix, while the respondent must use RX to avoid duplicate record numbers. Summaries of material facts or responses submitted during requests for summary decisions must be shared in mutable word-processing formats directly with opposing counsel and the judicial offices. The order notes that under the Howard Coble Coast Guard and Maritime Transportation Act of 2014, prevailing parties may recover attorney fees under certain conditions. This provision serves as a financial incentive for both entities to avoid unnecessary delays or complex procedural disputes.
Managing corporate secrets and proprietary logistical rates represents a major component of the pre-hearing framework. If either side wants to shield information from public viewing, they must file a specific motion demonstrating good cause, such as proving the data constitutes a trade secret or sensitive commercial research. Whole deposition transcripts cannot be marked confidential. Instead, lawyers must group sensitive questions at the end of a session or selectively redact lines before entering the document into evidence.
When submitting redacted files, the public version must mirror the page layouts and line lengths of the hidden version exactly, using blackouts or brackets to show where numbers or words were removed. Additionally, a comprehensive table organizing requests by page range and legal basis must accompany the records. The respondent must indicate in its initial answer whether it wants an oral hearing and where that session should take place, though Chintella retains ultimate authority over whether a physical hearing is required.
-- Vidhi Gianani, Targeted News Service
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Original text here: https://www2.fmc.gov/readingroom/docs/26-10/(04)%2026-10%20Initial%20Order.pdf/
Fed: How Resilient Were Emerging Market Economies Through the 2022-23 U.S. Monetary Tightening Cycle?
WASHINGTON, July 3 -- The Federal Reserve issued the following Fed Notes article:
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How Resilient Were Emerging Market Economies Through the 2022-23 U.S. Monetary Tightening Cycle?
By Shaghil Ahmed, Ozge Akinci, and Albert Queralto/1
1. Introduction
The cross-border spillover effects of shifts in U.S. monetary policy have long been a focus of academics and policymakers alike. A common finding in the literature is that changes in the stance of U.S. monetary policy have sizable effects on economic activity and financial markets in emerging market economies (EMEs). Previous research has shown
... Show Full Article
WASHINGTON, July 3 -- The Federal Reserve issued the following Fed Notes article:
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How Resilient Were Emerging Market Economies Through the 2022-23 U.S. Monetary Tightening Cycle?
By Shaghil Ahmed, Ozge Akinci, and Albert Queralto/1
1. Introduction
The cross-border spillover effects of shifts in U.S. monetary policy have long been a focus of academics and policymakers alike. A common finding in the literature is that changes in the stance of U.S. monetary policy have sizable effects on economic activity and financial markets in emerging market economies (EMEs). Previous research has shownthat the spillovers of U.S. monetary policy to EMEs depend both on the context in which the monetary policy changes are occurring - that is, what shocks are prompting the U.S. policy shift - and the vulnerabilities of the EMEs themselves. (See, for example, Hoek, Kamin, and Yoldas (2022) and Ahmed, Akinci, and Queralto (2024)).
In this note, we analyze one specific aspect these spillovers: how less-vulnerable and more-vulnerable emerging market economies fared through the most recent U.S. monetary policy tightening cycle of 2022-23 relative to the predictions a full-fledged model that is calibrated to capture empirically relevant features of a wide range of EMEs. This tightening cycle has been unprecedented in both magnitude and speed, with a cumulative rise in the federal funds rate not seen in the previous 30 years (Figure 1, left panel). The right panel of the figure shows that market expectations of the federal funds rate path shifted upwards by 4 percentage points between late 2021 and late 2023, with the bulk of the moves occurring in 2022. Given the history of large spillovers to EMEs, it is important to know how resilient these economies have been to this recent aggressive U.S. tightening and the accompanying rise in market expectations of the U.S. policy rate (Figure 1, right panel).
Figure 1. Federal Funds Rate and Its Expectations during 2022-23 U.S. Tightening
We find that the relatively more vulnerable EMEs fared better in both financial market and growth outcomes through the recent U.S. monetary policy tightening cycle than would be expected from our model, while the relatively less vulnerable fared a bit better than the model predictions for financial outcomes but substantially worse for growth outcomes.
2. Overview of the Model
Our baseline framework is a two-country New Keynesian model consisting of a home country (a small EME) and the foreign economy (the United States). Here we present only a brief overview of our model - full details can be found in Ahmed, Akinci, and Queralto (2024).
In addition to standard trade linkages, the model features financial linkages between these two countries: EME financial intermediaries can borrow from the foreign economy (in dollars) as well as from domestic households (in local currency). The model allows for key EME vulnerabilities that have been emphasized in the literature, including deviations from uncovered interest parity and currency mismatches, modeled as in Akinci and Queralto (2023); dollar invoicing of EME exports, as highlighted in Gopinath et al. (2018); and a backward-looking component of EME long-term inflation expectations. The model also includes a set of nominal and real rigidities that help generate empirically realistic effects of monetary policy shocks.
Two of the sources of EME vulnerability play a particularly important role in our analysis. The first is the presence of foreign currency-denominated debt in firms' balance sheets, which lead to adverse financial consequences from domestic currency depreciation that, in principle, can more than offset the positive effects through net exports of such depreciation. The second is the imperfect anchoring of inflation expectations - a property typical of EMEs with histories of high-inflation episodes and earlier absence of inflation targeting frameworks. In the model, we incorporate this feature by postulating that firms rely on past inflation surprises to guide their price setting decisions rather than being entirely forward-looking as in the case of well-anchored long-term inflation expectations. This is a simple way to capture the idea that in some EMEs the central banks' inflation targets may lack full credibility.
3. Two Polar Cases: Fully Growth-Driven vs. Fully Monetary-Driven Tightening
The context in which U.S. monetary tightening is occurring is important in studying its spillover effects. The spillovers are relatively more benign if the U.S. tightening reflects a "growth" shock arising from stronger aggregate demand that raises both growth and inflation than if it represents a "monetary" shock occurring in response to more direct inflation shocks or reflecting a hawkish shift in policy (see, for example, Hoek, Kamin, and Yoldas (2022)). This feature reflects that U.S. aggregate demand shocks would have direct positive spillovers to other countries that would offset some of the adverse effects from higher U.S. interest rates.
Thus, in studying the effects of the recent U.S. tightening, it would be important to know to what extent it was driven by growth shocks versus monetary shocks. For illustrative purposes, we begin with two polar cases: one in which throughout this episode, the U.S. tightening is assumed to be fully growth-driven, and another in which it is assumed to be fully monetary-driven. Specifically, for the growth-driven polar case, we feed into our model innovations to U.S. aggregate demand that replicate the upward movements in market expectations of the federal funds rate depicted in the right panel of Figure 1. Similarly, for the monetary-driven polar case, we search for the sequence of shocks to the monetary policy rule that allows the model to match the same upward movements over time in market expectations of the federal funds rate. We view these polar cases as useful bounds to gauge the range of possible spillover effects.
The blue and red lines in Figure 2 show the predicted effects from the model on the GDP of less vulnerable (left) and more vulnerable (right) EMEs for the polar cases of only growth shocks and only monetary shocks, respectively. (We will return to the green line later.) For the less vulnerable economies, the model sees the 2022 tightening as having only mild adverse effects, even when it is assumed to be entirely monetary driven, and beneficial effects on net if it assumed to be entirely growth driven. But for the more vulnerable EMEs, the model sees the recent tightening as having negative effects on activity even if it were driven entirely by growth shocks, and very adverse effects (a GDP hit of 6 percent) if it were completely monetary driven.
Figure 2. Model-Predicted Effects on EME GDP of 2022-23 U.S. Tightening
These are illustrative polar cases, of course, and it is most likely some combination of growth and monetary shocks that drove the U.S. tightening. Below we discuss one way to identify what that combination might have been.
4. More Realistic Case: Model-Inferred Mix of Growth and Monetary Shocks
We use the model to infer a specific mix of positive growth and adverse monetary shocks driving the U.S. tightening, assuming that these two shocks were the only shocks driving the dynamics of the fed funds rate and U.S. GDP. Here we use the feature that these two shocks would drive U.S. GDP in opposite directions. Using a measure of the shift in market participants' expectations of U.S. growth, along with the shifts in the expected path of the fed funds rate shown earlier, we can infer from the model the specific combination of growth and monetary shocks over time that drove the tightening.
Figure 3 charts the evolution of a survey-based measures of U.S. quarterly real GDP growth expectations of financial analysts, obtained from the Blue Chip Economic Indicators. It shows progressive mark-downs to expected growth through almost all of 2022 that occurred while expectations of the federal funds rate (shown earlier) were being revised up. This suggests that over this period monetary shocks dominated, even though starting in December 2022, growth expectations started to be revised upwards. We can see this more clearly by going back to figure 2; the dashed green line shows the predictions for the effects on GDP of the inferred combination of growth and monetary shocks identified. It shows the predictions to be somewhat closer to those discussed earlier under the assumption that the shocks were only monetary (the red line) than under the assumption that they were only growth shocks (the blue line). All this is consistent with the idea that the evolution of the survey-based expectations of U.S. growth and of the federal funds rate path suggests that the 2022-23 U.S. tightening was driven more by adverse monetary shocks than by positive growth shocks, although both played a role.
Figure 3. U.S. Real GDP Expectations During the 2022-23 U.S. Tightening
5. Predicted vs. Realized Effects on Financial Markets and Real Activity
Next, we turn to the question of how the actual evolution of financial variables and real activity in less and more vulnerable economies over this tightening period compares with the model's predictions for the inferred combination of growth and monetary shocks.
EMEs are divided into less-vulnerable and more-vulnerable groups based on a methodology that computes a cross-country vulnerability index presented in Ahmed, Coulibaly, and Zlate (2017). This vulnerability index summarizes the relative strength of different EMEs macroeconomic fundamentals based on six variables: current balance as a share of GDP, foreign exchange reserves as a share of GDP, short-term external debt as a share of foreign exchange reserves, gross government debt-to-GDP ratio, average annual inflation over the past three years, and a 5 year run-up in bank credit to the private sector-to-GDP ratio. The less vulnerable group comprises countries with a vulnerability index below the median, and the more vulnerable group comprises those with an above-median vulnerability index.
Figure 4 shows the evolution of EME corporate borrowing spreads (top row) and EME nominal exchange rates (bottom row) for less and more vulnerable EMEs (left and right columns, respectively). Using the same convention as earlier, the blue lines show the model's predictions when the U.S. tightening is completely growth-driven while the red lines show the case when it is completely monetary-driven. The dashed green lines show the predictions of the model from the model-inferred combination of growth and monetary shocks. The model-implied paths are constructed by assuming that absent shocks, spreads and exchange rates would have remained constant at their 2021:Q4 levels. The actual data are shown by the solid black lines.
Figure 4. EME Spreads and Exchange Rates, Data and Model Predictions
For the less vulnerable EMEs, the behavior of exchange rates (bottom left panel) was close to the model's predictions of significant depreciations. In these same economies, the level of corporate spreads was lower than suggested by the identified combination of shocks and close to the path implied by assuming growth shocks only. In contrast, the degree of financial stress since early 2022 in the more vulnerable economies was considerably less than the model's prediction under the growth-monetary shock combination and close to what only growth shocks would have implied.
Turning to real activity, the message is roughly the same when looking at the behavior of real GDP levels, depicted in Figure 5. Here the predicted outcomes are generated by assuming that absent shocks GDP paths of EMEs would have followed the path indicated by private sector forecasts as of 2021:Q4, shown by the dashed-dotted lines. Again, as can be seen from the right panel, the more vulnerable EMEs displayed remarkable resilience, with GDP levels considerably higher than the model-implied path from the growth-monetary combination. As seen in the left panel, the less vulnerable EMEs, on the other hand, saw GDP outcomes well below those predicted from the growth-monetary shock combination and very close to those implied by assuming only monetary-driven tightening.
Figure 5. EME Real GDP, Data and Model
All in all, for financial markets, our evidence suggests that both less vulnerable and more vulnerable EMEs fared better overall than our model would suggest, and the more vulnerable economies especially so. For activity, more vulnerable economies did considerably better than the model predicts, while the less vulnerable economies did substantially worse. One possible interpretation of the divergence in outcomes is that developments outside of the United States, such as movements in global commodity prices and China's growth prospects, are also important for EME economic activity and financial conditions and these factors may have affected more-vulnerable and less-vulnerable EMEs in different ways. An alternative interpretation is that the more vulnerable EMEs may have improved their monetary and other policy frameworks in ways that are not showing up, at least not yet, in the variables used in the vulnerability index.
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References
Ahmed Shaghil, Ozge Akinci, and Albert Queralto, "U.S. monetary policy spillovers to emerging markets: Both policy drivers and vulnerabilities matter," International Finance Discussion Papers 1321r1. Washington: Board of Governors of the Federal Reserve System.
Ahmed, Shaghil, Brahima Coulibaly, and Andrei Zlate, "International financial spillovers to emerging market economies: How important are economic fundamentals?" Journal of International Money and Finance, 2017, 76, 133-152.
Akinci, Ozge and Albert Queralto, "Exchange rate dynamics and monetary spillovers with imperfect financial markets," The Review of Financial Studies, 10 2023, 37 (2), 309-355.
Gopinath, Gita, Emine Boz, Camila Casas, Federico Diez, Pierre-Olivier Gourinchas, and Mikkel Plagborg-Moller, "Dominant Currency Paradigm," NBER Working Paper, 2018, (22943).
Hoek, Jasper, Steve Kamin, and Emre Yoldas, "Are higher U.S. interest rates always bad news for emerging markets?" Journal of International Economics, 2022, 137, 103585
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1. Shaghil Ahmed (shaghil.ahmed@frb.gov) is deputy director in the Federal Reserve Board's Division of International Finance. Ozge Akinci (ozge.akinci@ny.frb.org) is head of International Studies in the Federal Reserve Bank of New York's Research and Statistics Group. Albert Queralto (albert.queralto@frb.gov) is chief of the Global Modeling Studies Section in the Federal Reserve Board's Division of International Finance. We thank Colleen Lipa for excellent assistance. The analysis and conclusions set forth here are those of the authors and do not indicate concurrence by the Federal Reserve Board or the Federal Reserve Bank of New York. This note is an expanded version of our recent Liberty Street Economics blog post. Return to text
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Please cite this note as:
Ahmed, Shaghil, Ozge Akinci, and Albert Queralto (2026). "How Resilient Were Emerging Market Economies Through the 2022-23 U.S. Monetary Tightening Cycle?," FEDS Notes. Washington: Board of Governors of the Federal Reserve System, July 02, 2026, https://doi.org/10.17016/2380-7172.4124.
Disclaimer: FEDS Notes are articles in which Board staff offer their own views and present analysis on a range of topics in economics and finance. These articles are shorter and less technically oriented than FEDS Working Papers and IFDP papers.
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Original text here: https://www.federalreserve.gov/econres/notes/feds-notes/how-resilient-were-emerging-market-economies-through-the-2022-23-u-s-monetary-tightening-cycle-20260702.html
DOE: Trump Administration Moves to Permanently End Green New Scam Appliance Mandates
WASHINGTON, July 3 -- The U.S. Department of Energy issued the following news release on July 2, 2026:
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Trump Administration Moves to Permanently End Green New Scam Appliance Mandates
U.S. Secretary of Energy Chris Wright today announced the Department of Energy (DOE) has issued a Notice of Proposed Rulemaking to permanently end home appliance and equipment mandates that raise costs and disrupt consumer choice. The proposal will update the Department's Process Rule used to establish energy conservation standards for household appliances and equipment, including air conditioning units, gas
... Show Full Article
WASHINGTON, July 3 -- The U.S. Department of Energy issued the following news release on July 2, 2026:
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Trump Administration Moves to Permanently End Green New Scam Appliance Mandates
U.S. Secretary of Energy Chris Wright today announced the Department of Energy (DOE) has issued a Notice of Proposed Rulemaking to permanently end home appliance and equipment mandates that raise costs and disrupt consumer choice. The proposal will update the Department's Process Rule used to establish energy conservation standards for household appliances and equipment, including air conditioning units, gasstoves, washing and drying machines, water heaters, refrigerators, and other products Americans rely on every day. In accordance with President Donald Trump's Executive Order, "Unleashing Prosperity through Deregulation," the proposal will preserve consumer choice and lower costs.
"In America, you should be able to choose a dryer that dries clothes on the first try rather than one that takes multiple cycles--unfortunately, past administrations thought otherwise," Secretary Wright said. "For too long, the American people paid the price for mandates that restricted consumer choice and drove up costs. President Trump promised to end this
nonsense and that is exactly what we are doing. This proposed rule will preserve the American people's ability to choose home appliances and equipment that actually work -- at prices they can afford. It's called common sense."
"From day one, the Trump Administration has offered relief to consumers, businesses, and industries through bold deregulatory action," said Assistant Secretary of Energy (EERE) Audrey Robertson. "This proposal is about the future. It will ensure that new regulations promote affordability, preserve consumer choice, and meet the highest standards for transparency and due diligence."
For further details, read the full text of the Notice of Proposed Rulemaking. Comments will be accepted for 30 days after publication in the Federal Register.
DOE also issued a Request for Information seeking public input on the methodologies used in developing energy conservation standards for covered products and equipment. Comments will be accepted for 60 days after publication in the Federal Register.
Under the leadership of President Trump, today's actions build on the Trump Administration's commitment to remove burdensome regulations that raise prices, reduce consumer choice, and frustrate the American people.
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Original text here: https://www.energy.gov/articles/trump-administration-moves-permanently-end-green-new-scam-appliance-mandates
APHIS Updates 2026 Indemnity Values To Strengthen National Animal Health Response
WASHINGTON, July 3 -- The U.S. Department of Agriculture Animal and Plant Health Inspection Service issued the following news on July 2, 2026:
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APHIS Updates 2026 Indemnity Values To Strengthen National Animal Health Response
The U.S. Department of Agriculture's Animal and Plant Health Inspection Service (APHIS) today published indemnity values for 2026, reflecting the agency's ongoing commitment to fair, consistent, and data-driven compensation for producers affected by animal health emergencies.
Each year, APHIS reviews and updates the Veterinary Services (VS) Indemnity Table to ensure
... Show Full Article
WASHINGTON, July 3 -- The U.S. Department of Agriculture Animal and Plant Health Inspection Service issued the following news on July 2, 2026:
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APHIS Updates 2026 Indemnity Values To Strengthen National Animal Health Response
The U.S. Department of Agriculture's Animal and Plant Health Inspection Service (APHIS) today published indemnity values for 2026, reflecting the agency's ongoing commitment to fair, consistent, and data-driven compensation for producers affected by animal health emergencies.
Each year, APHIS reviews and updates the Veterinary Services (VS) Indemnity Table to ensurevaluations reflect the most current market data and policy requirements. These updates help APHIS and its USDA partners respond quickly and effectively during disease outbreaks by providing clear, predictable compensation values that support early reporting and rapid response actions.
The 2026 updates include several key improvements. APHIS aligned its valuation approach for pregnant animals with legislative changes and Farm Service Agency (FSA) guidance. The agency also updated methods for determining turkey poult values following the discontinuation of a legacy market report and incorporated the latest organic and specialty species data from the National Agricultural Statistics Service and industry partners.
Additional refinements include expanded nonadult categories for certain species, improved multiyear averaging where market data are limited, and clearer age-based classifications for dairy cattle based on producer and field staff feedback.
View the 2026 Indemnity Table (https://www.aphis.usda.gov/livestock-poultry-disease/epidemiology/producer-indemnity-comp)
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Original text here: https://www.aphis.usda.gov/news/agency-announcements/aphis-updates-2026-indemnity-values-strengthen-national-animal-health
