CBC Financial Stress Index, w/e 8/3/2013

Our Financial Stress Index fell to 75.7 at w/e 8/3/2013, or the lowest stress reading since July 2011. This index comprises several measures of US credit market tensions and correlates closely with the St Louis Federal Reserve's own Financial Stress Index. Our index is set at a base level of 100 for Year 2000. The index hit a peak of 339.9 at w/e 17/10/2008 and a low of 56.0 on 4/3/2004.