Arphra/Economics
Economics · Volatility
Macro & economics.
Treasury yield curve, key indicators, the data-release calendar, and Damodaran-style country risk premiums.
VIX (S&P 500)
15.74
90d range: 15.74–18.81
VIXCLS
VXV (3-month)
19.11
90d range: 19.11–21.36
VXVCLS
VXO (S&P 100)
—
90d range: —–—
VXOCLS
BofA HY OAS
2.72
90d range: 2.71–2.86
BAMLH0A0HYM2
IG corporate OAS
0.73
90d range: 0.73–0.81
BAMLC0A0CM
STL Fed Stress
-0.76
90d range: -0.76–-0.67
STLFSI4
Chicago Fed NFCI
-0.51
90d range: -0.52–-0.51
NFCI
Adj. NFCI
-0.46
90d range: -0.48–-0.46
ANFCI