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St. Louis Fed Financial Stress Index (DISCONTINUED) (STLFSI2)

Observations

2022-01-07: -0.8509
Updated: Jan 13, 2022 7:10 AM CST
2022-01-07:  -0.8509  
2021-12-31:  -0.9202  
2021-12-24:  -0.6939  
2021-12-17:  -0.6238  
2021-12-10:  -0.8560  

Units:

Index,
Not Seasonally Adjusted

Frequency:

Weekly,
Ending Friday

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Notes

Title Release Dates
St. Louis Fed Financial Stress Index (DISCONTINUED) 2020-03-26 2022-01-13
 
Source    
Federal Reserve Bank of St. Louis 2020-03-26 2022-01-13
 
Release    
St. Louis Fed Financial Stress Index 2020-03-26 2022-01-13
 
Units    
Index 2020-03-26 2022-01-13
 
Frequency    
Weekly, Ending Friday 2020-03-26 2022-01-13
 
Seasonal Adjustment    
Not Seasonally Adjusted 2020-03-26 2022-01-13
 
Notes    
The methodology for the St. Louis Fed's Financial Stress Index was revised and this series is discontinued. The new version, STLFSI3, can be found here (https://fred.stlouisfed.org/series/STLFSI3).

The STLFSI2 measures the degree of financial stress in the markets and is constructed from 18 weekly data series, all of which are weekly averages of daily data series: seven interest rates, 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.

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:
The STLFSI2 is a revision of the original STLFSI (https://fred.stlouisfed.org/series/STLFSI). For additional information on the STLFSI2 and its construction, see “The St. Louis Fed’s Financial Stress Index, Version 2.0” (https://fredblog.stlouisfed.org/2020/03/the-st-louis-feds-financial-stress-index-version-2-0/).

2020-03-26 2022-01-13

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Weekly, Not Seasonally Adjusted

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Financial Activity Measures Financial Indicators Money, Banking, & Finance

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St. Louis Financial Stress Index Financial Stress Index Financial Weekly Discontinued St. Louis Fed Indexes Copyrighted: Citation Required Nation Not Seasonally Adjusted United States of America