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The Market Stress Index (MSI)

The Market Stress Index (NYSE:MSI) (March 18, 2014, Thursday)

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

10/29/2012

1.8%

1.740%

50

35.7

10/30/2012

1.6%

1.720%

50

28.6

10/31/2012

2.3%

1.690%

50

28.6

11/1/2012

1.6%

1.710%

0

35.7

11/2/2012

0.6%

1.730%

0

28.6

11/5/2012

1.3%

1.680%

50

28.6

11/6/2012

0.4%

1.740%

0

35.7

11/7/2012

0.7%

1.630%

50

28.6

11/8/2012

1.2%

1.630%

100

28.6

11/9/2012

1.4%

1.610%

50

35.7

11/12/2012

0.6%

1.610%

50

35.7

11/13/2012

0.4%

1.590%

50

42.9

11/14/2012

1.0%

1.590%

100

50.0

11/15/2012

0.7%

1.589%

50

57.1

12/19/2012

3.1%

1.800%

50

64.3

12/20/2012

2.5%

1.800%

0

64.3

12/21/2012

2.6%

1.750%

50

50.0

12/24/2012

2.0%

1.770%

50

50.0

12/26/2012

1.7%

1.760%

50

50.0

12/27/2012

1.9%

1.710%

50

50.0

12/28/2012

1.9%

1.710%

50

42.9

12/31/2012

1.1%

1.760%

0

42.9

1/2/2013

1.1%

1.840%

0

35.7

1/3/2013

1.1%

1.899%

0

35.7

1/4/2013

1.3%

1.910%

100

28.6

1/7/2013

0.9%

1.900%

50

35.7

1/8/2013

0.7%

1.870%

50

35.7

1/9/2013

0.7%

1.850%

50

35.7

1/10/2013

0.9%

1.890%

100

35.7

1/11/2013

0.9%

1.880%

50

50.0

1/14/2013

1.7%

1.860%

50

57.1

1/15/2013

2.5%

1.830%

50

64.3

1/16/2013

2.7%

1.820%

50

57.1

1/17/2013

3.1%

1.880%

100

57.1

1/18/2013

3.4%

1.840%

50

64.3

1/22/2013

3.9%

1.835%

50

64.3

1/23/2013

4.2%

1.830%

50

57.1

1/24/2013

3.6%

1.840%

0

57.1

1/25/2013

3.4%

1.950%

0

50.0

1/28/2013

3.3%

1.870%

0

42.9

1/29/2013

2.7%

1.990%

0

35.7

1/30/2013

3.1%

2.010%

100

21.4

1/31/2013

3.3%

1.990%

50

28.6

2/1/2013

3.2%

2.010%

0

28.6

2/4/2013

3.3%

1.970%

50

21.4

2/5/2013

2.9%

2.020%

0

28.6

2/6/2013

3.5%

1.968%

50

28.6

2/7/2013

3.2%

1.950%

50

35.7

2/8/2013

3.3%

1.951%

100

42.9

2/11/2013

3.6%

1.946%

50

42.9

2/12/2013

3.8%

1.980%

100

42.9

2/13/2013

3.8%

2.179%

0

57.1

2/14/2013

3.9%

2.000%

50

50.0

2/15/2013

3.6%

2.010%

0

57.1

2/19/2013

3.3%

2.030%

0

50.0

2/20/2013

3.2%

2.210%

0

42.9

2/21/2013

2.7%

1.980%

50

28.6

2/22/2013

3.7%

1.970%

50

28.6

2/25/2013

4.4%

1.895%

100

21.4

2/26/2013

4.5%

1.879%

50

35.7

2/27/2013

3.9%

1.903%

0

35.7

2/28/2013

3.6%

1.888%

50

35.7

3/1/2013

3.1%

1.853%

50

42.9

3/4/2013

3.0%

1.877%

0

50.0

3/5/2013

2.8%

1.894%

0

42.9

3/6/2013

2.8%

1.894%

0

35.7

3/7/2013

2.9%

1.991%

100

21.4

3/8/2013

2.6%

2.056%

0

28.6

8/11/2013

2.4%

2.056%

0

28.6

3/12/2013

2.8%

2.023%

50

21.4

3/13/2013

2.5%

2.021%

50

21.4

3/14/2013

3.5%

2.033%

100

28.6

3/15/2013

3.0%

1.996%

50

42.9

3/18/2013

3.4%

1.956%

50

50.0

3/19/2013

3.4%

1.908%

50

42.9

3/20/2013

3.1%

1.937%

0

50.0

3/21/2013

3.2%

1.932%

50

50.0

3/22/2013

2.9%

1.915%

50

50.0

3/25/2013

2.9%

1.915%

0

50.0

3/26/2013

2.8%

1.906%

50

35.7

3/27/2013

3.3%

1.851%

50

35.7

8/28/2013

3.3%

1.851%

50

35.7

4/1/2013

3.4%

1.840%

50

35.7

4/2/2013

3.2%

1.861%

0

42.9

4/3/2013

3.2%

1.861%

50

35.7

4/4/2013

3.7%

1.759%

50

35.7

4/5/2013

4.2%

1.694%

50

42.9

4/8/2013

4.0%

1.732%

0

42.9

4/9/2013

4.0%

1.747%

0

35.7

4/10/2013

3.5%

1.805%

0

28.6

4/11/2013

4.4%

1.791%

50

21.4

4/12/2013

4.0%

1.721%

50

28.6

4/15/2013

4.3%

1.702%

50

28.6

4/16/2013

4.0%

1.719%

0

28.6

4/17/2013

3.4%

1.704%

50

21.4

4/18/2013

4.1%

1.685%

50

28.6

4/19/2013

4.2%

1.703%

100

35.7

4/22/2013

4.5%

1.698%

50

50.0

4/23/2013

4.4%

1.698%

0

50.0

4/24/2013

4.8%

1.698%

50

42.9

4/25/2013

4.4%

1.711%

0

42.9

4/26/2013

5.3%

1.663%

50

42.9

4/29/2013

6.0%

1.670%

100

42.9

4/30/2013

6.7%

1.675%

100

50.0

5/1/2013

6.5%

1.639%

50

50.0

5/2/2013

6.2%

1.631%

50

50.0

5/3/2013

5.2%

1.752%

0

57.1

5/6/2013

5.0%

1.771%

0

50.0

5/7/2013

5.4%

1.783%

100

50.0

5/8/2013

5.8%

1.760%

50

57.1

5/9/2013

5.2%

1.830%

0

50.0

5/10/2013

4.4%

1.900%

0

35.7

5/13/2013

4.0%

1.923%

0

28.6

5/14/2013

4.5%

1.952%

100

21.4

5/15/2013

4.5%

1.943%

50

35.7

5/16/2013

4.6%

1.865%

50

42.9

5/17/2013

4.1%

1.949%

0

35.7

5/20/2013

4.1%

1.965%

0

28.6

5/21/2013

4.2%

1.944%

50

28.6

5/22/2013

3.9%

2.030%

0

35.7

5/23/2013

3.9%

2.023%

50

35.7

5/24/2013

2.8%

2.011%

50

28.6

5/28/2013

0.8%

2.135%

0

28.6

5/29/2013

1.2%

2.124%

50

21.4

5/30/2013

1.6%

2.124%

50

28.6

5/31/2013

1.5%

2.164%

0

35.7

6/3/2013

1.3%

2.134%

50

28.6

3/4/1900

0.6%

2.137%

0

35.7

6/5/2013

0.8%

2.100%

50

28.6

6/6/2013

0.7%

2.075%

50

28.6

6/7/2013

-0.1%

2.161%

0

35.7

6/10/2013

-0.2%

2.215%

0

28.6

6/11/2013

-0.2%

2.195%

50

21.4

6/12/2013

0.0%

2.230%

100

28.6

6/13/2013

-0.2%

2.170%

50

35.7

6/14/2013

-0.4%

2.126%

50

42.9

6/17/2013

-0.7%

2.171%

0

42.9

6/18/2013

-1.1%

2.182%

0

35.7

6/19/2013

-1.8%

2.311%

0

35.7

6/20/2013

-2.0%

2.419%

0

35.7

6/21/2013

-2.0%

2.514%

0

28.6

6/24/2013

-2.2%

2.548%

0

14.3

6/25/2013

-1.9%

2.589%

100

7.1

6/26/2013

-1.3%

2.539%

50

14.3

6/27/2013

-1.1%

2.486%

50

21.4

6/28/2013

-1.2%

2.478%

50

28.6

7/1/2013

-0.9%

2.490%

100

35.7

7/2/2013

-0.9%

2.469%

50

50.0

7/3/2013

-1.2%

2.501%

0

57.1

7/5/2013

-2.3%

2.715%

0

57.1

7/8/2013

-1.1%

2.645%

50

42.9

7/9/2013

-1.0%

2.630%

50

42.9

7/10/2013

-1.1%

2.680%

0

42.9

7/11/2013

-1.2%

2.574%

50

35.7

7/12/2013

-1.2%

2.601%

0

28.6

7/15/2013

-0.6%

2.556%

0

21.4

7/16/2013

-0.1%

2.522%

50

21.4

7/17/2013

0.8%

2.491%

50

28.6

7/18/2013

0.5%

2.534%

0

28.6

7/19/2013

1.2%

2.491%

50

21.4

7/22/2013

2.0%

2.488%

50

28.6

7/23/2013

3.1%

2.516%

100

28.6

7/24/2013

3.7%

2.588%

100

42.9

7/25/2013

3.5%

2.607%

50

57.1

7/26/2013

3.2%

2.561%

50

57.1

7/29/2013

2.6%

2.585%

0

57.1

7/30/2013

2.4%

2.603%

0

57.1

7/31/2013

3.1%

2.593%

50

50.0

8/1/2013

2.2%

2.723%

0

50.0

8/2/2013

3.0%

2.602%

50

35.7

8/5/2013

2.6%

2.640%

0

28.6

8/6/2013

2.0%

2.642%

0

21.4

8/7/2013

2.5%

2.600%

100

14.3

8/8/2013

2.9%

2.587%

50

28.6

8/9/2013

3.1%

2.580%

50

35.7

8/12/2013

2.6%

2.605%

0

35.7

8/13/2013

2.1%

2.715%

0

35.7

8/14/2013

1.8%

2.712%

50

28.6

8/15/2013

1.8%

2.755%

0

35.7

8/16/2013

1.3%

2.829%

0

35.7

8/19/2013

1.3%

2.829%

0

21.4

8/20/2013

0.3%

2.814%

50

14.3

8/21/2013

0.1%

2.860%

0

14.3

8/22/2013

-0.6%

2.901%

0

14.3

8/23/2013

0.5%

2.818%

50

14.3

8/26/2013

0.0%

2.805%

50

14.3

8/27/2013

-0.1%

2.721%

50

21.4

8/28/2013

1.5%

2.782%

100

28.6

8/29/2013

2.1%

2.751%

50

42.9

8/30/2013

1.2%

2.749%

50

42.9

9/3/2013

2.6%

2.848%

100

50.0

9/4/2013

2.3%

2.897%

100

64.3

9/5/2013

1.5%

2.979%

0

71.4

9/6/2013

1.6%

2.938%

50

64.3

9/9/2013

1.5%

2.897%

50

64.3

9/10/2013

0.5%

2.959%

0

57.1

9/11/2013

1.1%

2.920%

50

50.0

9/12/2013

0.6%

2.907%

50

50.0

9/13/2013

1.7%

2.898%

50

42.9

9/16/2013

1.6%

2.874%

50

35.7

9/17/2013

2.6%

2.853%

50

42.9

9/18/2013

2.7%

2.708%

50

42.9

9/19/2013

2.3%

2.750%

0

42.9

9/20/2013

1.8%

2.732%

50

42.9

9/23/2013

1.0%

2.714%

50

42.9

9/24/2013

1.3%

2.653%

50

42.9

9/25/2013

1.3%

2.614%

50

42.9

9/26/2013

0.7%

2.643%

0

42.9

9/27/2013

1.1%

2.619%

50

35.7

9/30/2013

1.5%

2.615%

50

35.7

10/1/2013

1.4%

2.646%

0

42.9

10/2/2013

1.8%

2.626%

50

35.7

10/3/2013

2.6%

2.606%

50

35.7

10/4/2013

1.7%

2.652%

0

35.7

10/7/2013

2.2%

2.634%

50

28.6

10/8/2013

2.4%

2.636%

100

35.7

10/9/2013

2.3%

2.650%

50

42.9

10/10/2013

2.1%

2.680%

0

42.9

10/11/2013

2.1%

2.682%

0

42.9

10/14/2013

2.3%

2.691%

100

35.7

10/15/2013

2.1%

2.720%

0

42.9

10/16/2013

1.6%

2.671%

50

42.9

10/17/2013

2.6%

2.587%

0

42.9

10/18/2013

3.2%

2.589%

50

28.6

10/21/2013

2.8%

2.609%

0

28.6

10/22/2013

2.9%

2.512%

50

28.6

10/23/2013

2.5%

2.485%

50

35.7

10/24/2013

2.4%

2.522%

0

28.6

10/25/2013

2.5%

2.503%

50

28.6

10/28/2013

2.5%

2.512%

0

28.6

10/29/2013

2.8%

2.507%

50

28.6

10/30/2013

2.5%

2.530%

0

28.6

10/31/2013

2.4%

2.542%

0

28.6

11/1/2013

2.5%

2.620%

50

21.4

11/4/2013

1.8%

2.602%

50

21.4

11/5/2013

1.0%

2.662%

0

28.6

11/6/2013

1.2%

2.640%

50

21.4

11/7/2013

1.6%

2.613%

50

28.6

11/8/2013

0.5%

2.746%

0

28.6

11/11/2013

-0.2%

2.755%

0

28.6

11/12/2013

-0.5%

2.768%

0

28.6

11/13/2013

-0.6%

2.725%

0

21.4

11/14/2013

-0.2%

2.702%

50

14.3

11/15/2013

-0.5%

2.709%

0

21.4

11/18/2013

-0.5%

2.678%

0

14.3

11/19/2013

-1.0%

2.712%

0

7.1

11/20/2013

0.1%

2.792%

100

7.1

11/21/2013

0.4%

2.784%

50

21.4

11/22/2013

-0.1%

2.752%

50

28.6

11/25/2013

0.9%

2.741%

50

35.7

11/26/2013

0.5%

2.696%

50

35.7

11/27/2013

0.8%

2.736%

50

42.9

11/29/2013

2.2%

2.741%

100

50.0

12/2/2013

1.5%

2.801%

0

64.3

12/3/2013

1.2%

2.775%

50

50.0

12/4/2013

2.1%

2.841%

100

50.0

12/5/2013

1.1%

2.862%

50

57.1

12/6/2013

1.8%

2.883%

100

57.1

12/9/2013

2.7%

2.857%

50

64.3

12/10/2013

2.0%

2.797%

0

64.3

12/11/2013

3.3%

2.844%

100

50.0

12/12/2013

2.4%

2.877%

50

64.3

12/13/2013

2.6%

2.868%

50

64.3

12/16/2013

1.7%

2.877%

0

57.1

12/17/2013

2.1%

2.843%

50

50.0

12/18/2013

1.4%

2.885%

0

42.9

12/19/2013

2.2%

2.925%

100

35.7

12/20/2013

1.4%

2.887%

50

50.0

12/23/2013

0.5%

2.929%

0

42.9

12/24/2013

0.6%

2.983%

100

35.7

12/26/2013

-0.4%

2.990%

0

42.9

12/27/2013

-0.7%

3.060%

0

42.9

12/30/2014

-0.9%

2.976%

50

35.7

12/31/2014

-0.9%

3.026%

0

42.9

1/2/2014

-0.4%

2.985%

50

28.6

1/3/2014

0.1%

2.995%

100

28.6

1/5/2014

0.9%

2.961%

50

42.9

1/7/2014

1.5%

2.937%

100

35.7

1/8/2014

0.4%

2.993%

0

50.0

1/9/2014

-0.3%

2.963%

50

50.0

1/10/2014

1.8%

2.860%

50

50.0

1/13/2014

2.8%

2.807%

50

57.1

1/14/2014

2.5%

2.869%

0

57.1

1/15/2014

1.0%

2.884%

0

42.9

1/16/2014

2.4%

2.842%

50

35.7

1/17/2014

2.1%

2.827%

50

28.6

1/21/2014

4.1%

2.825%

50

35.7

1/22/2014

4.2%

2.860%

100

35.7

1/23/2014

4.6%

2.773%

50

42.9

1/24/2014

5.5%

2.735%

50

42.9

1/27/2014

4.8%

2.766%

50

50.0

1/28/2014

4.3%

2.745%

50

57.1

1/29/2014

5.1%

2.675%

50

57.1

1/30/2014

3.7%

2.673%

50

57.1

1/31/2014

3.7%

2.668%

50

57.1

2/3/2014

4.0%

2.581%

0

50.0

2/4/2014

5.4%

2.624%

100

42.9

2/5/2014

4.4%

2.667%

0

50.0

2/6/2014

3.9%

2.702%

0

42.9

2/7/2014

3.4%

2.675%

50

35.7

2/10/2014

3.3%

2.678%

0

35.7

2/11/2014

6.6%

2.719%

100

28.6

2/12/2014

6.2%

2.763%

0

35.7

2/13/2014

5.6%

2.730%

50

35.7

2/14/2014

3.8%

2.746%

0

28.6

2/18/2014

6.2%

2.711%

50

28.6

2/19/2014

6.8%

2.734%

100

35.7

2/20/2014

6.2%

2.754%

0

42.9

2/21/2014

6.5%

2.734%

100

42.9

2/24/2014

7.0%

2.750%

100

42.9

2/25/2014

6.5%

2.701%

50

57.1

2/26/2014

6.4%

2.673%

50

57.1

2/27/2014

7.0%

2.642%

50

64.3

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

*

*

*

35.7

         

NOTE

REDS = The RED Spread

MSS = Market Stress Score

MSI = Market Stress Index

maMSI = 7-day-MA of Market Stress Index

Click to enlarge