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Contributions to the Cleveland Financial Stress Index: Credit Markets

2015-11-27: 9.62 Units of Stress  
Daily, Not Seasonally Adjusted, CMRKTSD678FRBCLE, Updated: 2015-11-30 2:21 PM CST
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This chart shows the contribution of the credit market sector to the CFSI. The contributions to CFSI from the credit market sector include: the commercial paper to T-Bill spread, the corporate bond spread, the covered interest spread, the liquidity spread, and the treasury yield curve spread.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

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(a) Contributions to the Cleveland Financial Stress Index: Credit Markets, Units of Stress, Not Seasonally Adjusted (CMRKTSD678FRBCLE)
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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Credit Markets [CMRKTSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis, November 30, 2015.

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