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F11 · HOW TIGHT OR LOOSE FINANCIAL CONDITIONS ARE

Chicago Fed National Financial Conditions Index

-0.49
CALM ROBUST z -0.49 DRS 95 weekly as of 2026-05-29

Where it sits: lower than ~61% of its full record.

The full history

1971 high 5.20 · low -1.10 · now -0.49 · 7 recessions shaded 2026

How it is read

What it measures
how tight or loose financial conditions are
Where it sits
lower than ~61% of its full record — at the 39th percentile of its full record.
z vs. its window
-0.49 (strain side: up). 2,891 observations in the window.
State rule
z < 1 CALM · 1 ≤ z < 2 WATCH · z ≥ 2 EXTREME, measured only toward the declared strain side.
Confidence
ROBUST — a primary official series, mechanically reported.
Reliability (DRS)
DRS 95 — A published, externally-maintained Fed index of financial conditions — not a Plumbline-authored composite, any more than CPI is. Positive = tighter than average. Weekly since 1971.

Where it comes from

FRED ↗ Every number on this site is reproducible from this primary source.

What it read at past stress points

Lehman, Sep 2008 1.23 · CALM
Q4-2018 selloff -0.42 · CALM
Curve inversion, Aug 2019 -0.54 · CALM
COVID crash, Mar 2020 0.17 · CALM

Questions it helps answer

  • The Ledge — How high is the market — and what is under it?