NOTE: The series STLFSI is discontinued and has been replaced with STLFSI2. Details about the series STLFSI2 are available in The FRED Blog.
| STLFSI Key | ||
| Label in Chart | Series | |
 |
FedFund | Effective federal funds rate |
| Treas2y | 2-year Treasury | |
| Treas10y | 10-year Treasury | |
| Treas30y | 30-year Treasury | |
| BAA | Baa-rated corporate | |
| Mlynch_HighYld_MasterII | Merrill Lynch High-Yield Corporate Master II Index | |
| Mlynch_BBBAA | Merrill Lynch Asset-Backed Master BBB-rated | |
 |
YieldCurve_10yr3mo | Yield curve: 10-year Treasury minus 3-month Treasury |
| Corp_CRS | Corporate Baa-rated bond minus 10-year Treasury (corporate credit risk spread) | |
| HighYield_CRS | Merrill Lynch High-Yield Corporate Master II Index minus 10-year Treasury (high-yield credit risk spread) | |
| LiborOIS_3mo | 3-month London Interbank Offering Rate–Overnight Index Swap spread (3-month LIBOR-OIS spread) | |
| TED | 3-month Treasury-Eurodollar spread (TED spread) | |
| CPS_3mo | 3-month commercial paper minus 3-month Treasury bill (commercial paper spread (3-month)) | |
 |
EMBI | J.P. Morgan Emerging Markets Bond Index Plus |
| VIX | Chicago Board Options Exchange Market Volatility Index (VIX) | |
| Mlynch_ BMVI_1mo | Merrill Lynch Bond Market Volatility Index (1-month) | |
| BIR_10yr | 10-year nominal Treasury yield minus 10-year Treasury Inflation Protected Security yield (breakeven inflation rate (10-year)) | |
| SP500_FI | S&P 500 Financials Index | |
Note from http://research.stlouisfed.org/fred2/series/STLFSI:
As of 07/15/2010 the Vanguard Financial Exchange-Traded Fund series has been replaced with the S&P 500 Financials Index. This change was made to facilitate a more timely and automated updating of the FSI. Switching from the Vanguard series to the S&P series produced no meaningful change in the index.
