Market Data Brief - 2026-09-09

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

RSS Updates

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

atlfed_gdpnow

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

sec_press_releases

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

fed_press_all

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

cftc_press_releases

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

FRED Shock Summary

The September 9 observations show a largely unchanged administered-rate backdrop alongside small, mixed movements in yield-curve and inflation-compensation measures. The federal funds target range remained at 3.50%-3.75%, the IORB rate held at 3.65%, and the overnight reverse-repurchase award rate stayed at 3.50%. These readings indicate no day-over-day change in the supplied policy-rate settings.

Treasury curve spreads moved only modestly and in different directions. The 10-year minus 2-year spread narrowed from 0.41 to 0.40 percentage point, while the 10-year minus 3-month spread widened from 0.86 to 0.88 percentage point. Both remained positive in the supplied observations, but the contrasting daily moves mean the curve did not shift uniformly across maturities. The changes were small enough that the main signal in this two-day comparison is relative stability rather than a pronounced reshaping of the curve.

Market-based inflation compensation was similarly steady. The 10-year breakeven rate was unchanged at 2.37%. The 5-year breakeven increased by 0.01 percentage point to 2.41%, while the 5-year, 5-year forward rate declined by 0.01 percentage point to 2.33%. Taken together, these measures show only marginal movement, with a slight firming in the shorter five-year measure occurring alongside a slight easing in the longer-forward measure. The supplied data therefore do not show a broad-based one-day repricing of inflation compensation.

Overnight reverse-repurchase usage fell from $0.63 billion to $0.43 billion, a $0.20 billion decline, or roughly 32%, while the award rate remained unchanged. Because the absolute level was already below $1 billion in both observations, the percentage move is large relative to the previous day’s amount but small in dollar terms within this dataset.

The two supplied equity indexes both declined. The S&P 500 fell from 7673.52 to 7636.36, a decline of about 0.48%, while the NASDAQ Composite fell from 26421.41 to 26253.34, about 0.64%. The NASDAQ’s larger percentage decline indicates somewhat weaker performance in that index on the day. Overall, the FRED observations depict stable policy settings and inflation compensation, very small and mixed curve adjustments, lower reverse-repo usage, and a modest one-day pullback in the two equity benchmarks.

Update details:

Interest Rate on Reserve Balances (IORB Rate) [IORB, unit=Percent]: latest 3.65 on 2026-09-09; previous 3.65 on 2026-09-08.
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y, unit=Percent]: latest 0.40 on 2026-09-09; previous 0.41 on 2026-09-08.
Federal Funds Target Range - Lower Limit [DFEDTARL, unit=Percent]: latest 3.50 on 2026-09-09; previous 3.50 on 2026-09-08.
Federal Funds Target Range - Upper Limit [DFEDTARU, unit=Percent]: latest 3.75 on 2026-09-09; previous 3.75 on 2026-09-08.
NASDAQ Composite Index [NASDAQCOM, unit=Index Feb 5, 1971=100]: latest 26253.34 on 2026-09-09; previous 26421.41 on 2026-09-08.
Overnight Reverse Repurchase Agreements Award Rate [RRPONTSYAWARD, unit=Percent]: latest 3.50 on 2026-09-09; previous 3.50 on 2026-09-08.
Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations [RRPONTSYD, unit=Billions of US Dollars]: latest 0.43 on 2026-09-09; previous 0.63 on 2026-09-08.
S&P 500 [SP500, unit=Index]: latest 7636.36 on 2026-09-09; previous 7673.52 on 2026-09-08.
10-Year Treasury Constant Maturity Minus 3-Month Treasury Constant Maturity [T10Y3M, unit=Percent]: latest 0.88 on 2026-09-09; previous 0.86 on 2026-09-08.
10-Year Breakeven Inflation Rate [T10YIE, unit=Percent]: latest 2.37 on 2026-09-09; previous 2.37 on 2026-09-08.
5-Year Breakeven Inflation Rate [T5YIE, unit=Percent]: latest 2.41 on 2026-09-09; previous 2.40 on 2026-09-08.
5-Year, 5-Year Forward Inflation Expectation Rate [T5YIFR, unit=Percent]: latest 2.33 on 2026-09-09; previous 2.34 on 2026-09-08.

Yahoo Shock Summary

The September 9 cross-asset observations were notably mixed rather than consistent with a single broad risk-on or risk-off pattern. The strongest common move occurred in energy: Brent crude rose 3.36% to 101.21 and WTI rose 3.25% to 96.05. The broader DBC commodity fund also gained 1.39%, so the supplied commodity instruments moved in the same positive direction, with crude oil showing the largest percentage increases among the listed broad market assets.

Equity performance was highly dispersed. China’s CSI 300 gained 0.38%, while the individual U.S.-listed technology names were mostly lower. AMD was the clear exception, rising 3.04% to 521.10. In contrast, ASML declined 2.00%, Amazon 1.78%, Broadcom 1.13%, and Apple 0.28%. The combination of a substantial AMD gain with declines across several other semiconductor and technology exposures argues against treating the day’s technology performance as a uniform sector move based on these observations alone.

Crypto-linked instruments also diverged. Bitcoin increased 0.42% to 78,765.27, but Coinbase fell 2.36% and BMNR declined 2.26%. Thus, the supplied crypto asset and crypto-sensitive equities did not move together on the day. This distinction is important because the observations provide no basis for assuming that a modest move in Bitcoin should mechanically translate into the same-direction daily move in related listed equities.

Fixed-income and currency readings were comparatively subdued. AGG declined 0.23% to 96.68. The U.S. Dollar Index slipped just 0.07% to 98.77, while USD/CNH declined 0.09% to 6.71. Both currency changes were small relative to the commodity and individual-equity moves, indicating limited day-over-day movement in the supplied dollar measures.

Taken as a whole, the cross-asset picture is characterized by strong gains in crude oil and a positive broader commodity move, modest gains in the CSI 300 and Bitcoin, a small decline in aggregate U.S. bonds, little movement in the dollar indicators, and substantial stock-specific dispersion within technology and crypto-related equities. The observations therefore support a description of differentiated asset performance rather than a synchronized market-wide move.