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Home > Releases > St. Louis Fed Financial Stress Index > St. Louis Fed Financial Stress Index© (STLFSI)

St. Louis Fed Financial Stress Index© (STLFSI)

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Range: 1yr 5yrs 10yrs Max Log Scale: Left
Units:  Levels | Chg. | Chg. from Yr. Ago | % Chg. | % Chg. from Yr. Ago | Comp. Annual Rate of Chg. | Cont. Comp. Rate of Chg. | Cont. Comp. Annual Rate of Chg.
Notes: Growth Rate Calculations | US recession dates
  Real-Time Period
Title Start     End     

St. Louis Financial Stress Index© 2010-03-05 2010-07-14
St. Louis Fed Financial Stress Index© 2010-07-15 Current
 
Source    

Federal Reserve Bank of St. Louis 2010-03-05 Current
 
Release    

St. Louis Financial Stress Index 2010-03-05 2010-07-14
St. Louis Fed Financial Stress Index 2010-07-15 Current
 
Units    

Index 2010-03-05 Current
 
Frequency    

Weekly, Ending Friday 2010-03-05 Current
 
Seasonal Adjustment    

Not Seasonally Adjusted 2010-03-05 Current
 
Notes    

To obtain detailed information regarding the construction of the St. Louis Financial Stress Index, please see the online appendix at
http://research.stlouisfed.org/publications/net/NETJan2010Appendix.pdf

2010-03-05 2010-07-14
Copyright, 2014, Federal Reserve Bank of St. Louis.

To obtain detailed information regarding the construction of the St. Louis Financial Stress Index, please see the online appendix at
http://research.stlouisfed.org/publications/net/NETJan2010Appendix.pdf

As of 07/15/2010 the Vanguard Financial Exchange-Traded Fund series has been replaced with the S&P 500 Financials Index. This change was made to facilitate a more timely and automated updating of the FSI. Switching from the Vanguard series to the S&P series produced no meaningful change in the index.

2010-07-15 2013-07-02
The STLFSI measures the degree of financial stress in the markets and is constructed from 18 weekly data series: seven interest rate series, six yield spreads and five other indicators. Each of these variables captures some aspect of financial stress. Accordingly, as the level of financial stress in the economy changes, the data series are likely to move together. The latest STLFSI press release, with commentary, can be found at http://www.stlouisfed.org/newsroom/financial-stress-index/

How to Interpret the Index

The average value of the index, which begins in late 1993, is designed to be zero. Thus, zero is viewed as representing normal financial market conditions. Values below zero suggest below-average financial market stress, while values above zero suggest above-average financial market stress.

More information

For additional information on the STLFSI and its construction, see “Measuring Financial Market Stress” (http://research.stlouisfed.org/publications/es/10/ES1002.pdf) and the related appendix (http://research.stlouisfed.org/publications/net/NETJan2010Appendix.pdf). As of 07/15/2010 the Vanguard Financial Exchange-Traded Fund series has been replaced with the S&P 500 Financials Index. This change was made to facilitate a more timely and automated updating of the FSI. Switching from the Vanguard series to the S&P series produced no meaningful change in the index.

Copyright, 2014, Federal Reserve Bank of St. Louis.

2013-07-03 Current
 

Related Categories

Money, Banking, & Finance > Financial Indicators > Financial Activity Measures


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