Market Data Brief - 2026-09-02

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: 2026-09-02 UTC. Yahoo daily bars through 2026-09-02 UTC are treated as provisional and excluded from close-based summaries.

RSS Updates

RSS publication window: after 2026-09-01 through 2026-09-02 UTC.

The two CFTC actions on September 2 address different parts of derivatives-market infrastructure but share a common operational theme: adapting regulatory obligations to changes in the instruments and market structures to which those obligations apply. The final clearing rule updates the mandatory-clearing perimeter for CAD- and MXN-denominated interest-rate swaps as benchmark conventions move away from CDOR and TIIE. It removes clearing requirements tied to those legacy floating-rate references and introduces or adjusts requirements for overnight-rate instruments, including CORRA-linked CAD OIS with maturities from seven days to 30 years and Overnight TIIE Funding Rate-linked MXN OIS from 28 days to 21 years. The rule therefore changes which contract definitions fall inside mandatory clearing rather than simply eliminating the clearing obligation for these currencies. It also revises associated compliance dates and becomes effective 30 days after Federal Register publication.

Separately, the Division of Market Oversight issued a no-action position concerning large-trader reporting for Electron Exchange DCM LLC. The relief permits the designated contract market to submit large-trader reports on behalf of its direct participants as though its contracts were exclusively self-cleared contracts. ([Commodity Futures Trading Commission][1]) This is narrower than a rule change: it is a staff no-action position directed at a particular reporting arrangement and should not be read as a general amendment of large-trader-reporting requirements.

Taken together, the releases show the CFTC addressing two distinct implementation layers. The clearing rule recalibrates the formal regulatory treatment of interest-rate products after benchmark changes, while the no-action letter accommodates a specific reporting architecture for a market operator. The available releases do not establish a broader policy shift toward either tighter or looser derivatives regulation, and they do not provide evidence about market-price, liquidity, or risk effects.

Update details:

atlfed_gdpnow

• no items published after 2026-09-01 through 2026-09-02

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• no items published after 2026-09-01 through 2026-09-02

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• no items published after 2026-09-01 through 2026-09-02

cftc_press_releases

• 2026-09-02 16:04:52 | CFTC Issues Final Rule to Modify Clearing Requirement for Canadian Dollar- and Mexican Peso-Denominated Interest Rate Swaps https://www.cftc.gov/PressRoom/PressReleases/9292-26
• 2026-09-02 17:27:34 | CFTC Staff Issues No-Action Position on Large Trader Reporting for Direct Participants https://www.cftc.gov/PressRoom/PressReleases/9293-26

FRED Shock Summary

The September 2 observations depict very little day-to-day movement across the core U.S. rates complex. SOFR declined one basis point to 3.65%, while EFFR and OBFR remained at 3.63% and IORB remained at 3.65%. AMERIBOR moved in the opposite direction by one basis point to 3.68%. These are small changes around otherwise stable overnight-rate readings; the supplied observations do not show a material repricing of short-term funding conditions over the day.

The nominal Treasury curve was unchanged at the reported maturities: 2-year yields remained 4.39%, 10-year yields 4.79%, and 30-year yields 5.27%. Correspondingly, the reported 10-year-minus-2-year spread stayed at 0.40 percentage point. The 10-year inflation-indexed Treasury yield increased one basis point from 2.44% to 2.45%. Thus the main supplied Treasury observation is stability in nominal yields and curve shape alongside a very small increase in the 10-year real yield.

Credit spreads were similarly quiet but showed a slight distinction between investment-grade and speculative-grade debt. The broad U.S. corporate OAS held at 0.81% and the BBB OAS held at 0.99%. High-yield OAS increased one basis point to 2.66%, while the BB high-yield spread also increased one basis point to 1.53%. The magnitude is small, so the observations support describing speculative-grade spreads as marginally wider rather than indicating a pronounced deterioration in credit conditions.

Federal Reserve total assets rose from $6.730912 trillion on August 26 to $6.737204 trillion on September 2, an increase of about $6.29 billion over the weekly comparison interval. Because that series uses a weekly Wednesday observation whereas most of the other supplied series compare September 2 with September 1, the changes should not be treated as simultaneous daily movements. Overall, the supplied FRED data show a largely stable rates and credit configuration, with only one-basis-point movements in several funding, real-yield, and high-yield-spread measures.

Update details:

• Secured Overnight Financing Rate [SOFR, unit=Percent]: latest 3.65 on 2026-09-02; previous 3.66 on 2026-09-01.
• Effective Federal Funds Rate [EFFR, unit=Percent]: latest 3.63 on 2026-09-02; previous 3.63 on 2026-09-01.
• Overnight Bank Funding Rate [OBFR, unit=Percent]: latest 3.63 on 2026-09-02; previous 3.63 on 2026-09-01.
• Interest Rate on Reserve Balances (IORB Rate) [IORB, unit=Percent]: latest 3.65 on 2026-09-02; previous 3.65 on 2026-09-01.
• Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis [DGS2, unit=Percent]: latest 4.39 on 2026-09-02; previous 4.39 on 2026-09-01.
• Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10, unit=Percent]: latest 4.79 on 2026-09-02; previous 4.79 on 2026-09-01.
• Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis [DGS30, unit=Percent]: latest 5.27 on 2026-09-02; previous 5.27 on 2026-09-01.
• Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed [DFII10, unit=Percent]: latest 2.45 on 2026-09-02; previous 2.44 on 2026-09-01.
• 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y, unit=Percent]: latest 0.40 on 2026-09-02; previous 0.40 on 2026-09-01.
• ICE BofA US Corporate Index Option-Adjusted Spread [BAMLC0A0CM, unit=Percent]: latest 0.81 on 2026-09-02; previous 0.81 on 2026-09-01.
• ICE BofA US High Yield Index Option-Adjusted Spread [BAMLH0A0HYM2, unit=Percent]: latest 2.66 on 2026-09-02; previous 2.65 on 2026-09-01.
• Assets: Total Assets: Total Assets (Less Eliminations from Consolidation): Wednesday Level [WALCL, unit=Millions of U.S. Dollars]: latest 6737204.00 on 2026-09-02; previous 6730912.00 on 2026-08-26.
• Overnight Unsecured AMERIBOR Benchmark Interest Rate [AMERIBOR, unit=Percent]: latest 3.68 on 2026-09-02; previous 3.67 on 2026-09-01.
• ICE BofA BBB US Corporate Index Option-Adjusted Spread [BAMLC0A4CBBB, unit=Percent]: latest 0.99 on 2026-09-02; previous 0.99 on 2026-09-01.
• ICE BofA BB US High Yield Index Option-Adjusted Spread [BAMLH0A1HYBB, unit=Percent]: latest 1.53 on 2026-09-02; previous 1.52 on 2026-09-01.

Yahoo Shock Summary

The September 2 cross-asset observations were mixed rather than characterized by a uniform risk-on or risk-off move. The largest decline in the supplied major equity benchmark was the CSI 300, down 1.38% to 4547.96. U.S.-listed technology and growth-related names were dispersed: AAPL was essentially flat at -0.05%, AMZN rose 0.02%, AMD fell 0.55%, AVGO fell 0.66%, and ASML gained 1.03%. The divergence between ASML and the declines in AMD and AVGO argues against describing the supplied semiconductor-related observations as a single-direction sector move.

Energy commodities were notably stronger. Brent rose 1.04% to 95.63 and WTI gained 0.88% to 91.01. In contrast, DBC, the broad commodity-tracking instrument in the packet, was unchanged at 31.93. Within this limited sample, therefore, the positive commodity movement was concentrated in the two crude-oil contracts rather than reflected in the broad commodity proxy.

Foreign-exchange changes were small. The Dollar Index declined 0.11% to 99.56, while USD/CNH was effectively unchanged, with the reported percentage change only 0.02%. The data therefore show a slight decline in the basket-based dollar measure without a comparable move in the supplied offshore-renminbi exchange rate.

Bitcoin declined just 0.13% to $77,300.48, whereas COIN fell 1.05% and BMNR declined 1.33%. The supplied crypto-related equities consequently moved more sharply than Bitcoin itself on the day, although a single observation cannot establish why. AGG rose 0.07%, a modest positive change in the supplied U.S. aggregate-bond proxy. Overall, the day’s most visible contrasts were weakness in the CSI 300 and several crypto-linked or semiconductor equities, strength in crude oil and ASML, and comparatively small moves in Bitcoin, the dollar, aggregate bonds, and several U.S. mega-cap equities.

Update details:

• 000300.SS [CSI 300 Index.]: latest completed close 4547.96 on 2026-09-02; previous close 4611.44 on 2026-09-01 (delta -63.48, -1.38%).
• AAPL: latest completed close 324.96 on 2026-09-02; previous close 325.13 on 2026-09-01 (delta -0.17, -0.05%).
• AGG [iShares Core U.S. Aggregate Bond ETF.]: latest completed close 96.84 on 2026-09-02; previous close 96.77 on 2026-09-01 (delta 0.07, 0.07%).
• AMD: latest completed close 457.06 on 2026-09-02; previous close 459.61 on 2026-09-01 (delta -2.55, -0.55%).
• AMZN: latest completed close 254.98 on 2026-09-02; previous close 254.92 on 2026-09-01 (delta 0.06, 0.02%).
• ASML: latest completed close 1682.30 on 2026-09-02; previous close 1665.14 on 2026-09-01 (delta 17.16, 1.03%).
• AVGO: latest completed close 367.24 on 2026-09-02; previous close 369.68 on 2026-09-01 (delta -2.44, -0.66%).
• BMNR: latest completed close 23.06 on 2026-09-02; previous close 23.37 on 2026-09-01 (delta -0.31, -1.33%).
• BTC-USD [Bitcoin quoted in U.S. dollars.]: latest completed close 77300.48 on 2026-09-02; previous close 77403.62 on 2026-09-01 (delta -103.15, -0.13%).
• BZ=F [Brent crude oil futures contract.]: latest completed close 95.63 on 2026-09-02; previous close 94.65 on 2026-09-01 (delta 0.98, 1.04%).
• CL=F [WTI crude oil futures contract.]: latest completed close 91.01 on 2026-09-02; previous close 90.22 on 2026-09-01 (delta 0.79, 0.88%).
• CNH=X [USD/CNH exchange rate on Yahoo Finance (offshore renminbi).]: latest completed close 6.72 on 2026-09-02; previous close 6.72 on 2026-09-01 (delta 0.00, 0.02%).
• COIN: latest completed close 174.96 on 2026-09-02; previous close 176.82 on 2026-09-01 (delta -1.86, -1.05%).
• DBC [Invesco DB Commodity Index Tracking Fund.]: latest completed close 31.93 on 2026-09-02; previous close 31.93 on 2026-09-01 (delta 0.00, 0.00%).
• DX-Y.NYB [U.S. Dollar Index (DXY), a basket-based measure of USD strength against major foreign currencies.]: latest completed close 99.56 on 2026-09-02; previous close 99.67 on 2026-09-01 (delta -0.11, -0.11%).