Federal Reserve Economic Data

Systemic Liquidity Funding Stress - KRUPP CAPITAL

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Published: 2026-04-28
Notes:

Series 1 - 18 of 18   

Title Series ID Units Freq Seas
Adj
Updated
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity T10Y2Y % D NSA 2026-05-13
Assets: Liquidity and Credit Facilities: Loans: Primary Credit: Week Average WPC Mil. of U.S. $ W NSA 2026-05-14
Assets: Total Assets: Total Assets (Less Eliminations from Consolidation): Wednesday Level WALCL Mil. of U.S. $ W NSA 2026-05-14
CBOE Volatility Index: VIX VIXCLS Index D NSA 2026-05-14
Chicago Fed National Financial Conditions Index NFCI Index W NSA 2026-05-13
Federal Funds Effective Rate DFF % D NSA 2026-05-14
ICE BofA US High Yield Index Effective Yield BAMLH0A0HYM2EY % D NSA 2026-05-14
Liabilities and Capital: Liabilities: Deposits with F.R. Banks, Other Than Reserve Balances: U.S. Treasury, General Account: Week Average WTREGEN Mil. of U.S. $ W NSA 2026-05-14
Liabilities and Capital: Other Factors Draining Reserve Balances: Reserve Balances with Federal Reserve Banks: Week Average WRESBAL Mil. of U.S. $ W NSA 2026-05-14
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis DGS10 % D NSA 2026-05-14
Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations RRPONTSYD Bil. of US $ D NSA 2026-05-14
Secured Overnight Financing Rate SOFR % D NSA 2026-05-14
Secured Overnight Financing Rate: 1st Percentile SOFR1 % D NSA 2026-05-14
Secured Overnight Financing Rate: 25th Percentile SOFR25 % D NSA 2026-05-14
Secured Overnight Financing Rate: 75th Percentile SOFR75 % D NSA 2026-05-14
Secured Overnight Financing Rate: 99th Percentile SOFR99 % D NSA 2026-05-14
Secured Overnight Financing Volume SOFRVOL Bil. of U.S. $ D NSA 2026-05-14
St. Louis Fed Financial Stress Index STLFSI4 Index W NSA 2026-05-13

Series 1 - 18 of 18   

Abbreviations

Frequency (Freq)

A = Annual, SA = Semiannual, Q = Quarterly, M = Monthly, BW = Biweekly, W = Weekly, D = Daily, NA = Not Applicable

Seasonal Adjustment (Seas Adj)

SA = Seasonally Adjusted, NSA = Not Seasonally Adjusted, SAAR = Seasonally Adjusted Annual Rate, SSA = Smoothed Seasonally Adjusted, NA = Not Applicable