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FRED Economic Data | St. Louis Fed

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Latest Observations

  • 2012-02-03: 0.435
  • 2012-01-27: 0.510
  • 2012-01-20: 0.573
  • 2012-01-13: 0.638
  • 2012-01-06: 0.685

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St. Louis Financial Stress Index (STLFSI)

Series ID:STLFSI
Source(s): Federal Reserve Bank of St. Louis
Release: St. Louis Financial Stress Index (Not a Press Release)
Units:Index
Frequency:Weekly, Ending Friday
Seasonal
Adjustment:
Not Applicable
Observation
Range:
1993-12-31 to 2012-02-03
Updated:2012-02-09 10:00 AM CST
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

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.