2017年5月29日月曜日

審判の日/リーマンショック前後における金融指標の動き

審判の日/リーマンショック前後における金融指標の動き


金融指標の動き

  • リーマンショック前365日間
Index Peak Bottom
10-Year Treasury Constant Maturity Rate 2007-10-12 2008-03-17
BofA Merrill Lynch US High Yield Option-Adjusted Spread 2008-09-15 2007-10-15
3-Month Treasury Bill: Secondary Market Rate 2007-10-15 2008-03-19
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity 2008-03-06 2007-09-17
1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 2007-09-17 2008-05-27
3-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 2007-09-17 2008-03-18
Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma 2008-07-03 2007-10-08
10-Year Breakeven Inflation Rate 2008-07-03 2008-09-15
S&P 500 2007-10-09 2008-09-15
5-Year, 5-Year Forward Inflation Expectation Rate 2008-03-10 2008-05-01
Moody’s Seasoned Aaa Corporate Bond Yield 2007-09-20 2007-11-26
Moody’s Seasoned Baa Corporate Bond Yield 2008-07-23 2007-11-26
U.S. / Euro Foreign Exchange Rate 2008-04-22 2007-09-17
1-Year Treasury Constant Maturity Rate 2007-10-15 2008-03-17
BofA Merrill Lynch US High Yield Effective Yield 2008-09-15 2007-10-15
TED Spread 2007-12-12 2008-06-16
Japan / U.S. Foreign Exchange Rate 2007-10-11 2008-03-17
Dow Jones Industrial Average 2007-10-09 2008-09-15
CBOE Volatility Index: VIX 2008-03-17 2007-10-09
Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars 2008-03-17 2007-09-17
Canada / U.S. Foreign Exchange Rate 2008-09-11 2007-11-07
5-Year Breakeven Inflation Rate 2008-07-03 2008-09-15
10-Year Treasury Constant Maturity Minus Federal Funds Rate 2008-06-17 2007-09-17
NASDAQ Composite Index 2007-10-31 2008-03-10
Nikkei Stock Average, Nikkei 225 2007-10-11 2008-03-17
St. Louis Fed Financial Stress Index 2008-03-21 2007-11-02
PRODUCT:TOTAL:P/C Ratio 2008-01-17 2007-12-21
PRODUCT:INDEX:P/C Ratio 2008-04-04 2008-01-30
PRODUCT:EQUITY:P/C Ratio 2008-03-17 2007-12-20
PRODUCT:ETP:P/C Ratio 2008-01-08 2007-12-21
VIX Put/Call Ratio 2008-08-12 2007-10-03
SKEW 2007-09-24 2008-01-31
IIMA Global Market Volatility Index 2008-04-02 2007-10-18
Advanced Markets:IIMA Global Market Volatility Index 2008-04-01 2007-10-18
Emerging Markets (Ex China):IIMA Global Market Volatility Index 2008-09-15 2008-01-14
Japanese Government Bond:10Y 2008-06-16 2008-03-25

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