Market Data Brief - 2026-08-24

This brief summarizes the latest records available in Vox’s local investdatar caches. Dates shown in source details are data dates, not publication promises.

Source cutoff: 2026-08-24 UTC. Yahoo daily bars through 2026-08-24 UTC are treated as provisional and excluded from close-based summaries.

RSS Updates

RSS publication window: after 2026-08-23 through 2026-08-24 UTC.

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no items published after 2026-08-23 through 2026-08-24

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no items published after 2026-08-23 through 2026-08-24

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no items published after 2026-08-23 through 2026-08-24

cftc_press_releases

no items published after 2026-08-23 through 2026-08-24

FRED Shock Summary

The August 24 observations show a largely stable front end of the U.S. rates complex alongside a modest decline in longer-maturity Treasury yields. SOFR was unchanged at 3.65%, while EFFR and OBFR both held at 3.63%. IORB also remained at 3.65%. Taken strictly from these observations, overnight secured and unsecured funding conditions were steady, with no visible day-to-day dislocation in the supplied money-market series.

The Treasury curve moved primarily beyond the two-year point. The 2-year yield was unchanged at 4.24%, while the 10-year yield fell 4 basis points to 4.70% and the 30-year yield fell 4 basis points to 5.23%. As a result, the 10-year-minus-2-year spread narrowed from 0.50 percentage point to 0.46. This was a modest flattening move driven by lower intermediate- and long-term yields rather than by a change in the 2-year yield. The 10-year real yield also declined, from 2.40% to 2.38%, indicating that part of the nominal 10-year move was mirrored in inflation-indexed yields. The supplied data alone do not establish what caused the decline.

Credit spreads were essentially unchanged to marginally tighter. The broad investment-grade OAS remained at 0.81%, BBB spreads were unchanged at 1.00%, broad high-yield spreads edged down from 2.70% to 2.69%, BB spreads from 1.58% to 1.57%, and CCC-and-lower spreads from 10.37% to 10.36%. These are very small changes, so the main message is stability rather than a material repricing of credit risk. The large absolute gap between CCC-and-lower spreads and higher-quality segments remained intact, preserving a pronounced differentiation by credit quality.

Moody’s seasoned Baa corporate yield fell 4 basis points to 6.33%, matching the direction and magnitude of the 10-year and 30-year Treasury declines. Because the BBB OAS was unchanged, the supplied observations are consistent with the day’s lower Baa yield occurring without a corresponding broad widening in lower-investment-grade credit compensation. Overall, the deterministic snapshot shows stable overnight policy-sensitive rates, modestly lower longer-term government yields, a slightly flatter 2s10s curve, and broadly steady corporate-credit spreads.

Update details:

Secured Overnight Financing Rate [SOFR, unit=Percent]: latest 3.65 on 2026-08-24; previous 3.65 on 2026-08-21.
Effective Federal Funds Rate [EFFR, unit=Percent]: latest 3.63 on 2026-08-24; previous 3.63 on 2026-08-21.
Overnight Bank Funding Rate [OBFR, unit=Percent]: latest 3.63 on 2026-08-24; previous 3.63 on 2026-08-21.
Interest Rate on Reserve Balances (IORB Rate) [IORB, unit=Percent]: latest 3.65 on 2026-08-24; previous 3.65 on 2026-08-23.
Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis [DGS2, unit=Percent]: latest 4.24 on 2026-08-24; previous 4.24 on 2026-08-21.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10, unit=Percent]: latest 4.70 on 2026-08-24; previous 4.74 on 2026-08-21.
Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis [DGS30, unit=Percent]: latest 5.23 on 2026-08-24; previous 5.27 on 2026-08-21.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed [DFII10, unit=Percent]: latest 2.38 on 2026-08-24; previous 2.40 on 2026-08-21.
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y, unit=Percent]: latest 0.46 on 2026-08-24; previous 0.50 on 2026-08-21.
ICE BofA US Corporate Index Option-Adjusted Spread [BAMLC0A0CM, unit=Percent]: latest 0.81 on 2026-08-24; previous 0.81 on 2026-08-21.
ICE BofA US High Yield Index Option-Adjusted Spread [BAMLH0A0HYM2, unit=Percent]: latest 2.69 on 2026-08-24; previous 2.70 on 2026-08-21.
ICE BofA BBB US Corporate Index Option-Adjusted Spread [BAMLC0A4CBBB, unit=Percent]: latest 1.00 on 2026-08-24; previous 1.00 on 2026-08-21.
ICE BofA BB US High Yield Index Option-Adjusted Spread [BAMLH0A1HYBB, unit=Percent]: latest 1.57 on 2026-08-24; previous 1.58 on 2026-08-21.
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread [BAMLH0A3HYC, unit=Percent]: latest 10.36 on 2026-08-24; previous 10.37 on 2026-08-21.
Moody’s Seasoned Baa Corporate Bond Yield [DBAA, unit=Percent]: latest 6.33 on 2026-08-24; previous 6.37 on 2026-08-21.

Yahoo Shock Summary

The August 24 cross-asset snapshot was mixed rather than uniformly risk-on or risk-off. U.S. aggregate bonds rose modestly, with AGG up 0.21%, while the U.S. Dollar Index increased 0.20%. At the same time, crude oil and the broader commodity proxy weakened: Brent and WTI each fell 2.35%, and DBC declined 1.02%. These moves indicate a clear softening in the supplied energy and commodity prices for the session, while fixed income and the dollar posted small gains.

Equity performance was notably uneven. AAPL rose 0.32% and AMZN gained 1.33%, but several semiconductor-related names declined substantially: AMD fell 3.49%, AVGO declined 2.63%, and ASML lost 1.34%. This dispersion matters because it shows that the day’s equity move cannot be summarized as a single broad technology direction. The provided observations instead show strength in selected large-cap platform stocks alongside weakness in several semiconductor exposures.

Crypto-linked assets were similarly divergent. Bitcoin rose 1.56% to 78,964.48, while COIN fell 3.76%. BMNR gained 5.74%, the largest positive percentage move among the listed securities. The coexistence of a higher Bitcoin close with a lower COIN close demonstrates that the supplied crypto-related instruments did not move as a uniform group. The data support a statement of cross-sectional divergence, but not a causal explanation for why individual securities separated from Bitcoin’s move.

Outside U.S. assets, the CSI 300 fell 1.21%. USD/CNH was effectively unchanged, rising only 0.01% to 6.72, so the supplied observations show Chinese equities weakening without a meaningful same-day move in the offshore renminbi exchange rate. The dollar basket’s 0.20% gain therefore occurred alongside near-flat USD/CNH rather than a broad move visible in that pair.

Taken together, the session was characterized by lower oil and commodity prices, modest gains in aggregate bonds and the dollar, weakness across several semiconductor names, selective strength in AAPL and AMZN, a decline in the CSI 300, and divergent behavior within crypto-linked assets. The observations show substantial cross-asset and within-sector dispersion, with no single directional signal dominating every market represented in the packet.