Market Data Brief - 2026-09-08

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: 2026-09-08 UTC. Yahoo daily bars through 2026-09-08 UTC are treated as provisional and excluded from close-based summaries.

RSS Updates

RSS publication window: after 2026-09-07 through 2026-09-08 UTC.

atlfed_gdpnow

no items published after 2026-09-07 through 2026-09-08

sec_press_releases

no items published after 2026-09-07 through 2026-09-08

fed_press_all

no items published after 2026-09-07 through 2026-09-08

cftc_press_releases

no items published after 2026-09-07 through 2026-09-08

FRED Shock Summary

The supplied observations show a largely stable overnight-rate complex alongside a modest upward move in nominal Treasury yields. SOFR declined 1 basis point to 3.64%, while EFFR and OBFR were unchanged at 3.63% and IORB remained at 3.65%. AMERIBOR moved 1 basis point higher to 3.68%. Taken together, these readings describe little day-to-day movement in the short-term funding benchmarks represented in the packet: the observed rates remained concentrated within a narrow 3.63%-3.68% range, with changes of no more than 1 basis point.

Farther along the maturity spectrum, nominal Treasury yields rose modestly. The 2-year yield increased from 4.37% to 4.39%, the 10-year from 4.78% to 4.80%, and the 30-year from 5.24% to 5.25%. Because the 2-year and 10-year yields both increased by 2 basis points, the supplied 10-year-minus-2-year spread remained unchanged at 0.41 percentage point. The 30-year yield rose slightly less, by 1 basis point. The 10-year inflation-indexed yield was unchanged at 2.43%, while the nominal 10-year yield increased 2 basis points; mechanically, the difference between those two supplied series widened from 2.35 to 2.37 percentage points. This arithmetic comparison describes the movement in the observations only and does not establish a cause for the nominal-yield increase.

Credit spreads were also broadly stable, but the lowest-quality segment moved differently from the rest. The broad investment-grade corporate OAS remained at 0.81%, BBB OAS remained at 0.99%, and BB high-yield OAS remained at 1.55%. The broad high-yield OAS narrowed slightly from 2.68% to 2.67%, while the CCC-and-lower spread increased from 10.55% to 10.56%. The resulting cross-rating pattern therefore combines unchanged spreads across investment grade and BB credit, a 1-basis-point narrowing in broad high yield, and a 1-basis-point widening in CCC-and-lower credit. The absolute spread level for CCC-and-lower remained substantially above the other supplied credit categories, preserving a pronounced differentiation across credit-quality tiers.

Overall, the packet depicts stability in overnight benchmarks and most credit spreads, accompanied by a small parallel increase at the 2-year and 10-year Treasury points and a slightly smaller increase at 30 years. There is no broad directional shift across every series: funding rates were nearly unchanged, the 2s10s curve spread was unchanged, most corporate spreads were unchanged, and the clearest moves were the 1-2 basis point increases in nominal Treasury yields and the small opposite changes within broad versus CCC-and-lower high-yield spreads.

Update details:

Secured Overnight Financing Rate [SOFR, unit=Percent]: latest 3.64 on 2026-09-08; previous 3.65 on 2026-09-04.
Effective Federal Funds Rate [EFFR, unit=Percent]: latest 3.63 on 2026-09-08; previous 3.63 on 2026-09-04.
Overnight Bank Funding Rate [OBFR, unit=Percent]: latest 3.63 on 2026-09-08; previous 3.63 on 2026-09-04.
Interest Rate on Reserve Balances (IORB Rate) [IORB, unit=Percent]: latest 3.65 on 2026-09-08; previous 3.65 on 2026-09-07.
Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis [DGS2, unit=Percent]: latest 4.39 on 2026-09-08; previous 4.37 on 2026-09-04.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10, unit=Percent]: latest 4.80 on 2026-09-08; previous 4.78 on 2026-09-04.
Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis [DGS30, unit=Percent]: latest 5.25 on 2026-09-08; previous 5.24 on 2026-09-04.
Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed [DFII10, unit=Percent]: latest 2.43 on 2026-09-08; previous 2.43 on 2026-09-04.
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y, unit=Percent]: latest 0.41 on 2026-09-08; previous 0.41 on 2026-09-04.
ICE BofA US Corporate Index Option-Adjusted Spread [BAMLC0A0CM, unit=Percent]: latest 0.81 on 2026-09-08; previous 0.81 on 2026-09-07.
ICE BofA US High Yield Index Option-Adjusted Spread [BAMLH0A0HYM2, unit=Percent]: latest 2.67 on 2026-09-08; previous 2.68 on 2026-09-07.
Overnight Unsecured AMERIBOR Benchmark Interest Rate [AMERIBOR, unit=Percent]: latest 3.68 on 2026-09-08; previous 3.67 on 2026-09-07.
ICE BofA BBB US Corporate Index Option-Adjusted Spread [BAMLC0A4CBBB, unit=Percent]: latest 0.99 on 2026-09-08; previous 0.99 on 2026-09-07.
ICE BofA BB US High Yield Index Option-Adjusted Spread [BAMLH0A1HYBB, unit=Percent]: latest 1.55 on 2026-09-08; previous 1.55 on 2026-09-07.
ICE BofA CCC & Lower US High Yield Index Option-Adjusted Spread [BAMLH0A3HYC, unit=Percent]: latest 10.56 on 2026-09-08; previous 10.55 on 2026-09-07.

Yahoo Shock Summary

The supplied cross-asset closes show a mixed session rather than a uniform risk-on or risk-off move. Equity performance was notably dispersed. The CSI 300 fell 0.43%, while among the U.S.-listed names AAPL declined 1.17%, AMZN 0.60%, BMNR 0.80%, and COIN 3.09%. In contrast, AMD rose 5.90%, ASML 2.91%, and AVGO 2.98%. The strongest moves in the supplied equity subset were therefore concentrated in AMD, ASML, and AVGO, while several other large-cap or crypto-linked names moved lower. The observations support describing substantial cross-sectional dispersion, but they do not by themselves identify what produced that dispersion.

Commodity-linked observations moved more consistently higher. Brent crude rose 1.70% and WTI crude rose 1.69%, closely matched percentage changes despite their different price levels. DBC, the supplied broad commodity-tracking instrument, increased 1.57%. Within this packet, energy futures and the broader commodity proxy therefore moved in the same direction and by similar magnitudes. This was one of the clearest internally aligned groups among the supplied assets.

Bitcoin declined 0.86% to 78,438.58, while COIN fell more sharply by 3.09%. These two observations moved in the same direction, although the equity move was materially larger in percentage terms. BMNR also declined 0.80%. The packet therefore shows weakness across the supplied crypto-related observations, but the different magnitudes mean they should not be treated as interchangeable measures of the same exposure.

Fixed-income and foreign-exchange observations changed only modestly. AGG declined 0.10%, a comparatively small move versus the equity and commodity changes. DXY slipped 0.05%. USD/CNH was displayed at 6.71 on both observations, while the supplied percentage change was +0.06%; the unchanged displayed level is consistent with rounding of the quoted two-decimal values and should not be interpreted as an exactly unchanged underlying observation.

Viewed together, the packet is characterized by three distinct patterns: strong gains in selected semiconductor-related equities, simultaneous declines in several other equities and crypto-linked instruments, and broadly higher commodity prices led by crude oil. The dollar index and aggregate-bond proxy moved only slightly. Because these are lagged deterministic close-to-close observations, they establish relative direction and magnitude across the listed instruments but do not establish causal relationships among them or imply how those relationships would persist beyond September 8.