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The St. Louis Fed's Financial Stress Index is an economic measure created by the Federal Reserve Bank of St. Louis. The index is constructed using several other economic measures that belong to one of the following categories: Interest Rates, Yield Spreads and Divers Indicators. A total of 18 weekly time-series are used to create the STLFSI (The ticker symbol of the St. Louis Financial Stress Index).
Historical data of the St. Louis Financial Stress Index is downloaded from the St. Louis Fed website and is associated with the following symbol: ^STLFSI. There are no seasonal adjustments and the index data is updated at the end of each week. The data spans from the end of 1993 to present.
Data series used in the STLFSI calculation includes:
Effective federal funds rate, 2, 10 and 30-year Treasury, BAA-rated corporate (BAA Corporate Bond Yield Forecast), Merrill Lynch High-Yield Corporate Master II Index, Merrill Lynch Asset-Backed Master BBB-rated, 19-year minus 3-month Treasury Yield curve, 3-month Treasury-Eurodollar TED spread, Chicago Board Options Exchange Market Volatility Index - VIX, S&P 500 Financials Index (Replaced the Vanguard Financials Exchanged-Traded Fund)...
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
