US OFR Financial Stress Index
US OFR Financial Stress Index tracks systemic stress in global financial markets daily.
| Indicator | 23-09-2026 | 22-09-2026 | 21-09-2026 | 18-09-2026 | 17-09-2026 | 16-09-2026 | 15-09-2026 | 14-09-2026 | 11-09-2026 | 10-09-2026 | 09-09-2026 | 08-09-2026 | 07-09-2026 | 04-09-2026 | 03-09-2026 | 02-09-2026 | 01-09-2026 | 31-08-2026 | 28-08-2026 | 27-08-2026 | 26-08-2026 | 25-08-2026 | 24-08-2026 | 21-08-2026 | 20-08-2026 | 19-08-2026 | 18-08-2026 | 17-08-2026 | 14-08-2026 | 13-08-2026 | 12-08-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OFR Financial Stress Index | -2.66 | -2.77 | -2.73 | -2.73 | -2.59 | -2.41 | -2.24 | -2.23 | -2.46 | -2.29 | -2.41 | -2.54 | -2.87 | -2.79 | -2.73 | -2.77 | -2.75 | -2.77 | -3.03 | -2.85 | -2.74 | -2.73 | -2.76 | -2.81 | -2.68 | -2.62 | -2.66 | -2.82 | -2.82 | -2.78 | -2.74 | |
| Breakdown by Risk Category5 | ||||||||||||||||||||||||||||||||
| Credit | -1.15 | -1.15 | -1.15 | -1.16 | -1.14 | -1.15 | -1.14 | -1.14 | -1.16 | -1.16 | -1.16 | -1.16 | -1.15 | -1.16 | -1.17 | -1.16 | -1.15 | -1.16 | -1.18 | -1.18 | -1.16 | -1.16 | -1.17 | -1.18 | -1.16 | -1.17 | -1.16 | -1.17 | -1.18 | -1.16 | -1.17 | |
| Equity Valuation | -0.57 | -0.58 | -0.57 | -0.55 | -0.55 | -0.53 | -0.53 | -0.54 | -0.57 | -0.57 | -0.58 | -0.59 | -0.6 | -0.59 | -0.59 | -0.57 | -0.58 | -0.58 | -0.6 | -0.6 | -0.59 | -0.59 | -0.58 | -0.59 | -0.58 | -0.57 | -0.59 | -0.61 | -0.61 | -0.61 | -0.6 | |
| Safe Assets | -0.29 | -0.3 | -0.3 | -0.29 | -0.29 | -0.29 | -0.28 | -0.27 | -0.27 | -0.28 | -0.28 | -0.29 | -0.29 | -0.3 | -0.3 | -0.31 | -0.32 | -0.32 | -0.33 | -0.33 | -0.33 | -0.33 | -0.33 | -0.33 | -0.32 | -0.32 | -0.32 | -0.32 | -0.32 | -0.32 | -0.32 | |
| Funding | -0.17 | -0.15 | -0.13 | -0.23 | -0.22 | -0.22 | -0.21 | -0.19 | -0.18 | -0.13 | -0.16 | -0.16 | -0.14 | -0.15 | -0.14 | -0.15 | -0.13 | -0.12 | -0.12 | -0.11 | -0.12 | -0.12 | -0.12 | -0.13 | -0.12 | -0.09 | -0.12 | -0.13 | -0.1 | -0.12 | -0.12 | |
| Volatility | -0.49 | -0.61 | -0.57 | -0.51 | -0.41 | -0.23 | -0.1 | -0.08 | -0.28 | -0.15 | -0.23 | -0.35 | -0.69 | -0.59 | -0.52 | -0.58 | -0.57 | -0.59 | -0.8 | -0.63 | -0.55 | -0.54 | -0.56 | -0.6 | -0.5 | -0.47 | -0.48 | -0.6 | -0.6 | -0.57 | -0.53 | |
| Breakdown by Region3 | ||||||||||||||||||||||||||||||||
| United States | -1.33 | -1.37 | -1.34 | -1.41 | -1.36 | -1.27 | -1.26 | -1.25 | -1.3 | -1.15 | -1.23 | -1.28 | -1.28 | -1.34 | -1.34 | -1.33 | -1.28 | -1.33 | -1.37 | -1.36 | -1.32 | -1.31 | -1.29 | -1.32 | -1.27 | -1.31 | -1.3 | -1.34 | -1.36 | -1.37 | -1.37 | |
| Other Developed Economies | -0.77 | -0.84 | -0.83 | -0.78 | -0.69 | -0.61 | -0.45 | -0.44 | -0.6 | -0.57 | -0.62 | -0.7 | -1.03 | -0.9 | -0.84 | -0.89 | -0.91 | -0.89 | -1.1 | -0.93 | -0.86 | -0.87 | -0.91 | -0.93 | -0.85 | -0.78 | -0.81 | -0.93 | -0.9 | -0.86 | -0.82 | |
| Emerging Markets | -0.56 | -0.56 | -0.56 | -0.55 | -0.54 | -0.54 | -0.54 | -0.54 | -0.55 | -0.56 | -0.57 | -0.56 | -0.56 | -0.56 | -0.55 | -0.55 | -0.56 | -0.55 | -0.56 | -0.56 | -0.56 | -0.56 | -0.56 | -0.56 | -0.56 | -0.54 | -0.55 | -0.56 | -0.56 | -0.55 | -0.55 |
Latest reading
The latest reading is −2.66 Standard deviations, for Sep 23, 2026. That is +0.11 Standard deviations from Sep 22, 2026 and −0.2 Standard deviations from a year earlier. The series on this page is daily and runs from Jan 3, 2000 to Sep 23, 2026. Source: OFR Financial Stress Index.
- Latest
- −2.66 Standard deviations
- Sep 23, 2026
- vs previous period
- +0.11 Standard deviations
- Sep 22, 2026
- vs a year earlier
- −0.2 Standard deviations
Look up any date
Pick a date between Jan 3, 2000 and Sep 23, 2026 to see every series in this table on that day. If there is no reading that day (weekend, holiday, or a weekly release), the last reading before it is shown.
About this data
US OFR Financial Stress Index tracks systemic stress in global financial markets daily. Published by the Office of Financial Research, this daily indicator is measured in standard deviations from a historical baseline. The dataset features a breakdown by risk category, including credit, equity valuation, safe assets, funding, and volatility. It also provides a regional breakdown covering the United States, other developed economies, and emerging markets since 2000.
Frequently asked questions
- What is the US OFR Financial Stress Index?
- The US OFR Financial Stress Index is a daily indicator calculated by the Office of Financial Research to measure systemic stress in global financial markets. It aggregates multiple market variables into a single score measured in standard deviations from a historical baseline.
- How far back does the US OFR Financial Stress Index go?
- The daily time series for the US OFR Financial Stress Index begins in the year 2000 and is updated continuously with each new daily release from the Office of Financial Research.
- What risk categories are included in the US OFR Financial Stress Index?
- The index is broken down into five key risk categories: credit, equity valuation, safe assets, funding, and volatility. These categories help identify the specific drivers of systemic stress in the financial system.
- Which geographic regions does the US OFR Financial Stress Index cover?
- The index provides a regional breakdown that disaggregates financial stress across three main areas: the United States, other developed economies, and emerging markets.
