Title: Chicago Fed National Activity Index: Diffusion Index Series ID: CFNAIDIFF Source: Federal Reserve Bank of Chicago Release: Chicago Fed National Activity Index Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Index Date Range: 1967-05-01 to 2016-08-01 Last Updated: 2016-09-22 7:52 AM CDT Notes: The CFNAI Diffusion Index is a metric based on the magnitude of the weight given to each of the underlying indicators in the CFNAI when constructing the index as their weighted average. The index is calculated as the sum of the absolute values of the underlying indicators whose contribution to the CFNAI is positive in a given month less the sum of the absolute values of the weights for those indicators whose contribution is negative or neutral, expressed as a proportion of the total sum of the absolute values of the weights. By construction, the sum of the absolute values of the CFNAI weights is one. To make this measure comparable to the CFNAI-MA3, the three-month moving average is calculated. Source: http://www.chicagofed.org/digital_assets/publications/cfnai/background/cfnai_background.pdf DATE VALUE 1967-05-01 -0.22 1967-06-01 -0.20 1967-07-01 -0.25 1967-08-01 0.12 1967-09-01 0.11 1967-10-01 0.17 1967-11-01 0.20 1967-12-01 0.50 1968-01-01 0.41 1968-02-01 0.31 1968-03-01 0.22 1968-04-01 0.36 1968-05-01 0.38 1968-06-01 0.33 1968-07-01 0.31 1968-08-01 0.26 1968-09-01 0.32 1968-10-01 0.49 1968-11-01 0.58 1968-12-01 0.52 1969-01-01 0.49 1969-02-01 0.45 1969-03-01 0.56 1969-04-01 0.47 1969-05-01 0.32 1969-06-01 0.26 1969-07-01 0.24 1969-08-01 0.30 1969-09-01 0.08 1969-10-01 0.06 1969-11-01 -0.17 1969-12-01 -0.16 1970-01-01 -0.44 1970-02-01 -0.37 1970-03-01 -0.48 1970-04-01 -0.44 1970-05-01 -0.53 1970-06-01 -0.48 1970-07-01 -0.33 1970-08-01 -0.36 1970-09-01 -0.37 1970-10-01 -0.51 1970-11-01 -0.52 1970-12-01 -0.25 1971-01-01 0.07 1971-02-01 0.21 1971-03-01 0.00 1971-04-01 0.05 1971-05-01 0.28 1971-06-01 0.46 1971-07-01 0.23 1971-08-01 0.05 1971-09-01 0.16 1971-10-01 0.31 1971-11-01 0.51 1971-12-01 0.57 1972-01-01 0.74 1972-02-01 0.75 1972-03-01 0.73 1972-04-01 0.72 1972-05-01 0.65 1972-06-01 0.59 1972-07-01 0.27 1972-08-01 0.45 1972-09-01 0.47 1972-10-01 0.81 1972-11-01 0.78 1972-12-01 0.82 1973-01-01 0.78 1973-02-01 0.75 1973-03-01 0.58 1973-04-01 0.34 1973-05-01 0.24 1973-06-01 0.23 1973-07-01 0.37 1973-08-01 0.15 1973-09-01 0.25 1973-10-01 0.36 1973-11-01 0.65 1973-12-01 0.44 1974-01-01 0.13 1974-02-01 -0.18 1974-03-01 -0.17 1974-04-01 -0.23 1974-05-01 -0.02 1974-06-01 -0.10 1974-07-01 -0.13 1974-08-01 -0.46 1974-09-01 -0.55 1974-10-01 -0.61 1974-11-01 -0.69 1974-12-01 -0.77 1975-01-01 -0.83 1975-02-01 -0.81 1975-03-01 -0.84 1975-04-01 -0.68 1975-05-01 -0.51 1975-06-01 -0.23 1975-07-01 0.04 1975-08-01 0.31 1975-09-01 0.47 1975-10-01 0.44 1975-11-01 0.35 1975-12-01 0.45 1976-01-01 0.62 1976-02-01 0.77 1976-03-01 0.66 1976-04-01 0.53 1976-05-01 0.37 1976-06-01 0.23 1976-07-01 0.25 1976-08-01 0.31 1976-09-01 0.41 1976-10-01 0.16 1976-11-01 0.24 1976-12-01 0.46 1977-01-01 0.54 1977-02-01 0.56 1977-03-01 0.52 1977-04-01 0.73 1977-05-01 0.70 1977-06-01 0.69 1977-07-01 0.60 1977-08-01 0.52 1977-09-01 0.42 1977-10-01 0.47 1977-11-01 0.46 1977-12-01 0.55 1978-01-01 0.33 1978-02-01 0.46 1978-03-01 0.51 1978-04-01 0.86 1978-05-01 0.70 1978-06-01 0.69 1978-07-01 0.35 1978-08-01 0.51 1978-09-01 0.38 1978-10-01 0.66 1978-11-01 0.64 1978-12-01 0.69 1979-01-01 0.41 1979-02-01 0.30 1979-03-01 0.37 1979-04-01 0.25 1979-05-01 0.36 1979-06-01 0.09 1979-07-01 0.15 1979-08-01 -0.20 1979-09-01 -0.17 1979-10-01 -0.08 1979-11-01 -0.09 1979-12-01 -0.18 1980-01-01 -0.13 1980-02-01 -0.16 1980-03-01 -0.34 1980-04-01 -0.71 1980-05-01 -0.85 1980-06-01 -0.85 1980-07-01 -0.72 1980-08-01 -0.27 1980-09-01 0.14 1980-10-01 0.59 1980-11-01 0.62 1980-12-01 0.58 1981-01-01 0.21 1981-02-01 -0.11 1981-03-01 -0.21 1981-04-01 -0.03 1981-05-01 0.13 1981-06-01 0.02 1981-07-01 -0.08 1981-08-01 -0.35 1981-09-01 -0.56 1981-10-01 -0.81 1981-11-01 -0.85 1981-12-01 -0.86 1982-01-01 -0.86 1982-02-01 -0.53 1982-03-01 -0.49 1982-04-01 -0.48 1982-05-01 -0.66 1982-06-01 -0.66 1982-07-01 -0.60 1982-08-01 -0.70 1982-09-01 -0.65 1982-10-01 -0.69 1982-11-01 -0.65 1982-12-01 -0.62 1983-01-01 -0.23 1983-02-01 -0.16 1983-03-01 0.23 1983-04-01 0.27 1983-05-01 0.66 1983-06-01 0.71 1983-07-01 0.75 1983-08-01 0.65 1983-09-01 0.67 1983-10-01 0.69 1983-11-01 0.76 1983-12-01 0.73 1984-01-01 0.77 1984-02-01 0.76 1984-03-01 0.70 1984-04-01 0.65 1984-05-01 0.66 1984-06-01 0.67 1984-07-01 0.55 1984-08-01 0.37 1984-09-01 0.15 1984-10-01 0.15 1984-11-01 0.30 1984-12-01 0.35 1985-01-01 0.18 1985-02-01 -0.02 1985-03-01 0.04 1985-04-01 0.00 1985-05-01 0.08 1985-06-01 -0.11 1985-07-01 -0.12 1985-08-01 -0.01 1985-09-01 0.09 1985-10-01 0.15 1985-11-01 0.12 1985-12-01 0.19 1986-01-01 0.37 1986-02-01 0.03 1986-03-01 -0.17 1986-04-01 -0.17 1986-05-01 0.04 1986-06-01 0.07 1986-07-01 0.06 1986-08-01 0.07 1986-09-01 0.23 1986-10-01 0.15 1986-11-01 0.22 1986-12-01 0.33 1987-01-01 0.18 1987-02-01 0.40 1987-03-01 0.26 1987-04-01 0.50 1987-05-01 0.41 1987-06-01 0.57 1987-07-01 0.69 1987-08-01 0.64 1987-09-01 0.61 1987-10-01 0.55 1987-11-01 0.57 1987-12-01 0.61 1988-01-01 0.35 1988-02-01 0.40 1988-03-01 0.35 1988-04-01 0.56 1988-05-01 0.39 1988-06-01 0.39 1988-07-01 0.25 1988-08-01 0.18 1988-09-01 0.08 1988-10-01 0.31 1988-11-01 0.44 1988-12-01 0.57 1989-01-01 0.50 1989-02-01 0.32 1989-03-01 0.07 1989-04-01 -0.03 1989-05-01 -0.18 1989-06-01 -0.24 1989-07-01 -0.48 1989-08-01 -0.20 1989-09-01 -0.30 1989-10-01 -0.21 1989-11-01 -0.20 1989-12-01 -0.02 1990-01-01 0.00 1990-02-01 0.04 1990-03-01 0.09 1990-04-01 -0.08 1990-05-01 -0.28 1990-06-01 -0.37 1990-07-01 -0.35 1990-08-01 -0.39 1990-09-01 -0.56 1990-10-01 -0.60 1990-11-01 -0.77 1990-12-01 -0.81 1991-01-01 -0.80 1991-02-01 -0.75 1991-03-01 -0.76 1991-04-01 -0.54 1991-05-01 -0.34 1991-06-01 -0.09 1991-07-01 -0.10 1991-08-01 -0.25 1991-09-01 -0.15 1991-10-01 -0.32 1991-11-01 -0.36 1991-12-01 -0.67 1992-01-01 -0.57 1992-02-01 -0.33 1992-03-01 -0.01 1992-04-01 0.24 1992-05-01 0.24 1992-06-01 0.10 1992-07-01 0.03 1992-08-01 -0.16 1992-09-01 -0.18 1992-10-01 -0.14 1992-11-01 0.14 1992-12-01 0.31 1993-01-01 0.36 1993-02-01 0.34 1993-03-01 0.10 1993-04-01 0.01 1993-05-01 -0.11 1993-06-01 -0.01 1993-07-01 -0.02 1993-08-01 0.01 1993-09-01 0.21 1993-10-01 0.32 1993-11-01 0.54 1993-12-01 0.60 1994-01-01 0.55 1994-02-01 0.42 1994-03-01 0.45 1994-04-01 0.48 1994-05-01 0.63 1994-06-01 0.61 1994-07-01 0.49 1994-08-01 0.46 1994-09-01 0.35 1994-10-01 0.58 1994-11-01 0.58 1994-12-01 0.73 1995-01-01 0.56 1995-02-01 0.28 1995-03-01 0.01 1995-04-01 -0.22 1995-05-01 -0.19 1995-06-01 -0.06 1995-07-01 -0.10 1995-08-01 0.08 1995-09-01 0.04 1995-10-01 0.08 1995-11-01 -0.02 1995-12-01 -0.05 1996-01-01 -0.13 1996-02-01 0.01 1996-03-01 -0.07 1996-04-01 0.24 1996-05-01 0.26 1996-06-01 0.44 1996-07-01 0.41 1996-08-01 0.39 1996-09-01 0.36 1996-10-01 0.35 1996-11-01 0.40 1996-12-01 0.34 1997-01-01 0.38 1997-02-01 0.41 1997-03-01 0.51 1997-04-01 0.49 1997-05-01 0.42 1997-06-01 0.44 1997-07-01 0.62 1997-08-01 0.60 1997-09-01 0.66 1997-10-01 0.59 1997-11-01 0.69 1997-12-01 0.50 1998-01-01 0.48 1998-02-01 0.32 1998-03-01 0.26 1998-04-01 0.24 1998-05-01 0.26 1998-06-01 0.14 1998-07-01 -0.16 1998-08-01 -0.15 1998-09-01 0.02 1998-10-01 0.29 1998-11-01 0.19 1998-12-01 0.24 1999-01-01 0.12 1999-02-01 0.27 1999-03-01 0.09 1999-04-01 0.06 1999-05-01 0.13 1999-06-01 0.19 1999-07-01 0.32 1999-08-01 0.20 1999-09-01 0.19 1999-10-01 0.35 1999-11-01 0.40 1999-12-01 0.66 2000-01-01 0.52 2000-02-01 0.35 2000-03-01 0.33 2000-04-01 0.46 2000-05-01 0.39 2000-06-01 0.21 2000-07-01 -0.09 2000-08-01 -0.17 2000-09-01 -0.11 2000-10-01 -0.22 2000-11-01 -0.18 2000-12-01 -0.39 2001-01-01 -0.44 2001-02-01 -0.47 2001-03-01 -0.57 2001-04-01 -0.57 2001-05-01 -0.59 2001-06-01 -0.65 2001-07-01 -0.61 2001-08-01 -0.56 2001-09-01 -0.53 2001-10-01 -0.50 2001-11-01 -0.59 2001-12-01 -0.38 2002-01-01 -0.27 2002-02-01 -0.12 2002-03-01 -0.12 2002-04-01 -0.08 2002-05-01 0.02 2002-06-01 0.12 2002-07-01 -0.03 2002-08-01 -0.10 2002-09-01 -0.29 2002-10-01 -0.32 2002-11-01 -0.28 2002-12-01 -0.34 2003-01-01 -0.12 2003-02-01 -0.27 2003-03-01 -0.20 2003-04-01 -0.45 2003-05-01 -0.40 2003-06-01 -0.29 2003-07-01 -0.04 2003-08-01 -0.08 2003-09-01 0.02 2003-10-01 -0.02 2003-11-01 0.25 2003-12-01 0.03 2004-01-01 0.00 2004-02-01 -0.04 2004-03-01 0.17 2004-04-01 0.30 2004-05-01 0.37 2004-06-01 0.23 2004-07-01 0.27 2004-08-01 0.18 2004-09-01 0.24 2004-10-01 0.27 2004-11-01 0.16 2004-12-01 0.34 2005-01-01 0.22 2005-02-01 0.37 2005-03-01 0.11 2005-04-01 0.18 2005-05-01 0.03 2005-06-01 0.25 2005-07-01 0.15 2005-08-01 0.32 2005-09-01 0.10 2005-10-01 0.20 2005-11-01 0.25 2005-12-01 0.46 2006-01-01 0.52 2006-02-01 0.39 2006-03-01 0.37 2006-04-01 0.22 2006-05-01 0.09 2006-06-01 0.04 2006-07-01 -0.10 2006-08-01 0.03 2006-09-01 -0.13 2006-10-01 -0.20 2006-11-01 -0.34 2006-12-01 -0.05 2007-01-01 -0.05 2007-02-01 0.07 2007-03-01 -0.06 2007-04-01 0.12 2007-05-01 0.04 2007-06-01 -0.09 2007-07-01 -0.29 2007-08-01 -0.37 2007-09-01 -0.38 2007-10-01 -0.40 2007-11-01 -0.33 2007-12-01 -0.46 2008-01-01 -0.46 2008-02-01 -0.69 2008-03-01 -0.78 2008-04-01 -0.76 2008-05-01 -0.78 2008-06-01 -0.73 2008-07-01 -0.84 2008-08-01 -0.84 2008-09-01 -0.90 2008-10-01 -0.84 2008-11-01 -0.84 2008-12-01 -0.82 2009-01-01 -0.88 2009-02-01 -0.78 2009-03-01 -0.79 2009-04-01 -0.77 2009-05-01 -0.82 2009-06-01 -0.73 2009-07-01 -0.46 2009-08-01 -0.22 2009-09-01 -0.08 2009-10-01 -0.09 2009-11-01 -0.08 2009-12-01 -0.05 2010-01-01 -0.04 2010-02-01 -0.11 2010-03-01 0.08 2010-04-01 0.25 2010-05-01 0.38 2010-06-01 0.21 2010-07-01 0.14 2010-08-01 0.08 2010-09-01 0.08 2010-10-01 -0.01 2010-11-01 -0.05 2010-12-01 0.03 2011-01-01 0.06 2011-02-01 0.05 2011-03-01 0.17 2011-04-01 0.03 2011-05-01 0.05 2011-06-01 -0.11 2011-07-01 0.12 2011-08-01 0.18 2011-09-01 0.17 2011-10-01 0.16 2011-11-01 -0.02 2011-12-01 0.09 2012-01-01 0.18 2012-02-01 0.42 2012-03-01 0.22 2012-04-01 0.10 2012-05-01 -0.03 2012-06-01 -0.06 2012-07-01 -0.17 2012-08-01 -0.29 2012-09-01 -0.22 2012-10-01 -0.24 2012-11-01 -0.02 2012-12-01 0.12 2013-01-01 0.14 2013-02-01 0.23 2013-03-01 -0.06 2013-04-01 -0.11 2013-05-01 -0.24 2013-06-01 -0.06 2013-07-01 -0.11 2013-08-01 0.01 2013-09-01 0.17 2013-10-01 0.33 2013-11-01 0.28 2013-12-01 0.06 2014-01-01 -0.09 2014-02-01 -0.05 2014-03-01 0.22 2014-04-01 0.32 2014-05-01 0.32 2014-06-01 0.27 2014-07-01 0.36 2014-08-01 0.17 2014-09-01 0.08 2014-10-01 0.04 2014-11-01 0.21 2014-12-01 0.15 2015-01-01 0.06 2015-02-01 -0.14 2015-03-01 -0.19 2015-04-01 -0.11 2015-05-01 -0.09 2015-06-01 -0.04 2015-07-01 0.05 2015-08-01 -0.04 2015-09-01 -0.12 2015-10-01 -0.26 2015-11-01 -0.21 2015-12-01 -0.16 2016-01-01 -0.13 2016-02-01 -0.09 2016-03-01 -0.24 2016-04-01 -0.27 2016-05-01 -0.43 2016-06-01 -0.17 2016-07-01 -0.01 2016-08-01 -0.02