Skip to main content

Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread (TYCSD678FRBCLE)

Observation:

2016-05-05: 2.22  
Updated: May 6, 2016

Units:

Units of Stress,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
  EDIT LINE 1
(a) Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread, Units of Stress, Not Seasonally Adjusted (TYCSD678FRBCLE)
The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the Treasury yield curve spread to the CFSI. The spread is a useful predictor of recessions and real economic activity. It is calculated as the difference between the 3-Month and 10-Year US Treasury yields. The spread captures the combination of long-term uncertainty and short-term liquidity needed at the outset of- and during-recessionary times.

Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

ADD LINE

Add data series to graph:

Create user-defined line? []
FORMAT GRAPH
Log scale:

SAVE / SHARE

Share:

NOTES

Source: Federal Reserve Bank of Cleveland  

Release: Cleveland Financial Stress Index  

Notes:

The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI.

This chart shows the contribution of the Treasury yield curve spread to the CFSI. The spread is a useful predictor of recessions and real economic activity. It is calculated as the difference between the 3-Month and 10-Year US Treasury yields. The spread captures the combination of long-term uncertainty and short-term liquidity needed at the outset of- and during-recessionary times.

Suggested Citation:

Federal Reserve Bank of Cleveland, Contributions to the Cleveland Financial Stress Index: Treasury Yield Curve Spread [TYCSD678FRBCLE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/TYCSD678FRBCLE, July 27, 2016.

RELEASE TABLES





Retrieving data.
Updating graph.

Subscribe to our newsletter


Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Click to send us feedback
Top