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The Daily Market Stress (DMS)

The Daily Market Stress (DMS) (March 24, 2013, Monday)

On March 7 (Friday) it was 50.0. March 10 (Monday) and March 11 (Tuesday) it was 42.9. March 12 (Wednesday) and March 13 (Thursday) it was 50.0 again. March 14 (Friday) it was 57.1. March 17 (Monday) it was 50.0. again. March 18 (Tuesday) it was 35.7. March 19 (Wednesday) it was 42.9 again. March 20 (Thursday) it was 35.7 again. March 21 (Friday) it was 28.6. March 24 (Monday) it is expected to be 28.6. The market stress has been a bit higher. but the market has become relatively calm and bullish.

Link: www.seekingalpha.com/article/1725872 As the Fiscal Showdown Looms… www.seekingalpha.com/article/1187701 The Relationship Between A New Market Stress Index (NYSE:MSI) And The Market.

The Market Stress Index [MSI]

 

REDS

10Y TN

   

DATE

DI

Yield

MSS

MSI

10/16/2012

3.5%

1.720%

*

*

10/17/2012

3.4%

1.810%

0

*

10/18/2012

3.5%

1.830%

100

*

10/19/2012

3.2%

1.770%

50

*

10/22/2012

2.6%

1.800%

0

*

10/23/2012

2.3%

1.760%

50

*

10/24/2012

1.8%

1.770%

0

*

10/25/2012

1.6%

1.830%

0

*

10/26/2012

1.5%

1.750%

50

28.6

<DELETED>

7/31/2013

3.1%

2.593%

50

50.0

8/30/2013

1.2%

2.749%

50

42.9

9/30/2013

1.5%

2.615%

50

35.7

10/31/2013

2.4%

2.542%

0

28.6

11/29/2013

2.2%

2.741%

100

50.0

12/31/2014

-0.9%

3.026%

0

42.9

1/31/2014

3.7%

2.668%

50

57.1

2/28/2014

6.7%

2.658%

0

64.3

3/3/2014

6.4%

2.607%

50

50.0

3/4/2014

5.8%

2.691%

0

57.1

3/5/2014

6.2%

2.698%

100

42.9

3/5/2014

6.3%

2.737%

100

42.9

3/7/2014

5.7%

2.790%

0

50.0

3/10/2014

5.3%

2.780%

50

42.9

3/11/2014

3.4%

2.766%

50

42.9

3/12/2014

4.5%

2.726%

50

50.0

3/13/2014

4.9%

2.653%

50

50.0

3/14/2014

5.1%

2.645%

50

57.1

3/17/2014

4.0%

2.699%

0

50.0

3/18/2014

4.4%

2.681%

50

35.7

3/19/2014

4.0%

2.772%

0

42.9

3/20/2014

2.8%

2.775%

0

35.7

3/21/2014

2.4%

2.750%

50

28.6

3/24/2014

*

*

*

28.6

         

NOTE

REDS = The RED Spread

MSS = Market Stress Score

MSI = Market Stress Index

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