Contributions to the Cleveland Financial Stress Index: Covered Interest Spread

2014-12-17: 0.944 Units of Stress (+ see more) 
Daily, Not Seasonally Adjusted, CISD678FRBCLE, Updated: 2014-12-18 2:49 PM CST
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This chart shows the contribution of the covered interest spread to the CFSI. This spread measures the difference between the 90-Day UK Treasury yield and the 90-Day US Treasury Yield. It contains information about uncertainty in government bond markets. A widening spread signals unwillingness to hold a government's debt, which implies difficulty in acquiring liquidity for governments, signaling the onset of stress.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Covered Interest Spread, Units of Stress, Not Seasonally Adjusted (CISD678FRBCLE)
This chart shows the contribution of the covered interest spread to the CFSI. This spread measures the difference between the 90-Day UK Treasury yield and the 90-Day US Treasury Yield. It contains information about uncertainty in government bond markets. A widening spread signals unwillingness to hold a government's debt, which implies difficulty in acquiring liquidity for governments, signaling the onset of stress.

Contributions to the Cleveland Financial Stress Index: Covered Interest Spread
   

  

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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Covered Interest Spread [CISD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/CISD678FRBCLE/, December 22, 2014.





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