Индекс финансового стресса

The St. Louis Fed’s Financial StressIndex (STLFSI)

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Interest Rates:

  • Effective federal funds rate

  • 2-year Treasury

  • 10-year Treasury

  • 30-year Treasury

  • Baa-rated corporate

  • Merrill Lynch High-Yield Corporate Master II Index

  • Merrill Lynch Asset-Backed Master BBB-rated

Yield Spreads:

  • Yield curve: 10-year Treasury minus 3-month Treasury
  • Corporate Baa-rated bond minus 10-year Treasury
  • Merrill Lynch High-Yield Corporate Master II Index minus 10-year Treasury
  • 3-month London Interbank Offering Rate–Overnight Index Swap (LIBOR-OIS) spread
  • 3-month Treasury-Eurodollar (TED) spread
  • 3-month commercial paper minus 3-month Treasury bill

Other Indicators:

  • J.P. Morgan Emerging Markets Bond Index Plus
  • Chicago Board Options Exchange Market Volatility Index (VIX)
  • Merrill Lynch Bond Market Volatility Index (1-month)
  • 10-year nominal Treasury yield minus 10-year Treasury Inflation Protected Security yield (breakeven inflation rate)
  • Vanguard Financials Exchange-Traded Fund (VFH)