Economic Stress Indicators

A number of key economic stress indicators that directly impact financial markets are listed below. These should be monitored to assess current financial conditions. All of them are available from FRED though after some delay.

• Chicago Fed National Financial Conditions Index




• ICE BofAML US High Yield Master II Option-Adjusted Spread




• St. Louis Fed Financial Stress Index




• 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity




• 30-Year Treasury Constant Maturity Minus 5-Year Treasury Constant Maturity




• TED Spread




• 3-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar




• Chicago Fed National Financial Conditions Index Nonfinancial Leveral Subindex




• Chicago Fed National Financial Conditions Credit Subindex




• Chicago Fed National Financial Conditions Risk Subindex