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Contributions to the Cleveland Financial Stress Index: Liquidity Spread

2015-07-01: 3.26 Units of Stress  
Daily, Not Seasonally Adjusted, LQTYSD678FRBCLE, Updated: 2015-07-02 2:06 PM CDT
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This chart shows the contribution of the liquidity spread to the CFSI. The liquidity spread measures changes in the short-term differences in the bid and ask prices on 3-Month US Treasuries, which reflects liquidity in financial markets. A widening spread signals illiquidity in the market, which is associated with growing stress.

Source: Federal Reserve Bank of Cleveland

Release: Cleveland Financial Stress Index

Growth Rate Calculations | US recession dates

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(a) Contributions to the Cleveland Financial Stress Index: Liquidity Spread, Units of Stress, Not Seasonally Adjusted (LQTYSD678FRBCLE)
 
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Suggested Citation
Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Liquidity Spread [LQTYSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/LQTYSD678FRBCLE/, July 5, 2015.





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