The CFSI is a coincident indicator of systemic stress, where a high value of CFSI indicates high systemic financial stress. Units of CFSI are expressed as standardized differences from the mean (z-scores).
The CFSI tracks stress in six types of markets: credit markets, equity markets, foreign exchange markets, funding markets, real estate markets, and securitization markets.
A = Annual, SA = Semiannual, Q = Quarterly, M
= Monthly, BW = Bi-Weekly, W =
Weekly, D = Daily, NA = Not Applicable
Seasonal Adjustment (Seas. Adj.)
SA = Seasonally Adjusted, NSA
= Not Seasonally Adjusted, SAAR = Seasonally Adjusted
Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable