Rates & spreads 9 series
| Series | Last | 1d | 1w | 1m | YTD | z | 60d | As of |
|---|---|---|---|---|---|---|---|---|
| UST 3M | 4.17% | -4.0bp | -1.0bp | -5.0bp | +50.0bp | -1.8 | ||
| UST 2Y | 4.46% | -12.0bp | -15.0bp | -38.0bp | +99.0bp | -2.6 | ||
| UST 5Y | 4.59% | -10.0bp | -19.0bp | -47.0bp | +86.0bp | -2.2 | ||
| UST 10Y | ⚠ |
⚠ | ⚠ | ⚠ | ⚠ | ⚠ |
||
| UST 30Y | 5.25% | -3.0bp | -7.0bp | -41.0bp | +41.0bp | -0.8 | ||
| 2s10s | ⚠ |
⚠ | ⚠ | ⚠ | ⚠ | ⚠ |
||
| 5s30s | 66bp | +7.0bp | +12.0bp | +6.0bp | -45.0bp | +2.5 | ||
| 3m10y | ⚠ |
⚠ | ⚠ | ⚠ | ⚠ | ⚠ |
||
| 10Y breakeven | 2.23% | -1.0bp | -11.0bp | -13.0bp | -2.0bp | -0.5 |
Credit & vol 2 series
Commodities 9 series
| Series | Last | 1d | 1w | 1m | YTD | z | 60d | As of |
|---|---|---|---|---|---|---|---|---|
| WTI crude front | 90.83 | +0.34% | -12.76% | +1.55% | +58.19% | +0.0 | ||
| Gold front | 4,074.9 | -0.94% | +4.51% | -2.68% | -6.13% | -0.5 | ||
| Copper front | 6.218 | -0.50% | -3.72% | -5.71% | +10.44% | -0.4 | ||
| Nat gas front | 2.998 | +1.73% | +3.45% | -3.73% | -18.67% | +0.3 | ||
| WTI spot (EIA via FRED) | 99.64 | -0.42% | -3.61% | +1.79% | +74.01% | -0.2 | ||
| Oil ETF (USO) | 148.41 | +0.13% | -12.10% | +2.42% | +114.59% | -0.1 | ||
| Gold ETF (GLD) | 372.52 | -0.79% | +4.71% | -2.55% | -6.00% | -0.5 | ||
| Copper ETF (CPER) | 37.67 | +0.83% | -3.39% | -5.90% | +7.75% | +0.4 | ||
| Nat gas ETF (UNG) | 9.350 | +0.86% | +2.97% | -12.94% | -23.74% | +0.3 |
Equities 5 series
| Series | Last | 1d | 1w | 1m | YTD | z | 60d |
|---|---|---|---|---|---|---|---|
| S&P 500 (SPY) | 735.29 | +0.31% | -2.70% | -5.62% | +8.67% | +0.3 | |
| Nasdaq 100 (QQQ) | 656.10 | +1.40% | -4.98% | -13.63% | +7.17% | +1.0 | |
| Russell 2000 (IWM) | 273.67 | +0.99% | -2.03% | -2.73% | +11.93% | +0.8 | |
| EAFE (EFA) | 101.89 | -0.79% | -1.43% | -2.24% | +7.78% | -0.8 | |
| EM equities (EEM) | 59.33 | +2.21% | -2.80% | -13.10% | +9.01% | +1.3 |
FX 8 series
| Series | Last | 1d | 1w | 1m | YTD | z | 60d | As of |
|---|---|---|---|---|---|---|---|---|
| EUR/USD | 1.1228 | -0.06% | +0.41% | +0.10% | -4.42% | -0.1 | ||
| USD/JPY | 157.498 | -0.54% | -0.19% | -0.29% | +0.69% | -1.2 | ||
| GBP/USD | 1.3456 | -0.16% | +0.58% | +1.80% | -0.08% | -0.4 | ||
| AUD/USD | 0.6931 | -1.05% | -1.36% | -0.52% | +3.48% | -2.0 | ||
| USD/CAD | 1.4017 | +0.32% | +0.22% | -1.73% | +2.35% | +1.2 | ||
| USD/CHF | 0.8154 | -0.13% | -1.00% | -1.89% | +2.99% | -0.3 | ||
| EUR/JPY | 176.821 | -0.61% | +0.20% | -0.20% | -3.76% | -1.5 | ||
| USD broad (Fed) | 121.67 | -0.06% | +0.28% | +0.58% | +1.60% | -0.2 |
Top movers |z| of today's move vs 1y
- US HY OAS +16.0bp +3.0σ Nov 05
- UST 2Y -12.0bp -2.6σ Nov 05
- 5s30s +7.0bp +2.5σ Nov 05
- UST 5Y -10.0bp -2.2σ Nov 05
- AUD/USD -1.05% -2.0σ
⚠ Excluded because their data FAILED checks: 2s10s, 3m10y, UST 10Y.
Yields in %, their changes in bp; prices and FX changes in %. Equity/ETF prices are dividend-adjusted closes. Green/red = up/down, not good/bad. The z bar shows today's move against the last year of daily moves (amber when |z| > 2). Rows show their own date when it differs from the headline (FRED yields publish a day late).