|Unit||Index 1941 to 1943=10, NSA|
|Adjustments||Not Seasonally Adjusted|
|Business Daily||0.33 %|
|Data||13 Apr 2021||4,141|
|12 Apr 2021||4,127|
|Average Long-term Government Bond||12 Apr 2021||1.69||1.67||% p.a., NSA||Business Daily|
|Lending Rate||12 Apr 2021||0.07||0.07||% p.a., NSA||Business Daily|
|Stock Market Index||12 Apr 2021||33,745||Index 26May1896=40.94, NSA||Daily|
|Treasury Bills (over 31 days)||12 Apr 2021||0.02||0.02||% p.a., NSA||Business Daily|
|Money Market Rate||Mar 2021||0.07||0.06||% p.a., NSA||Monthly|
|Monetary Policy Rate||Apr 2017||0.88||0.88||% - End of period||Monthly|
Data Buffet carries several index families from S&P Dow Jones Indices. For the U.S., we have the S&P MidCap 400®, S&P 500®, S&P SmallCap 600®, and S&P Composite 1500®. The Global Indices have cross-country coverage: the Global Broad Market Index (BMI), Global Property Index, and Global REIT Index.
The corpus is subject to ongoing change, i.e., series will be added or discontinued without notice.
The daily indexes are computed after close of markets, are posted to S&P's FTP site, and are loaded to Data Buffet, typically by 6:00 pm ET.
There is a known cluster of 80 series (mostly equal-weight indexes of the 400, 500 and 600 capitalization-groups) that is intermittently not posted promptly. These will lag by one day until the next daily update.
On U.S. market holidays there is no dissemination of data. Subsequently, the time series will exhibit a gap.
|1 Jan||1 Jan|
|21 Jan||20 Jan|
|18 Feb||17 Feb|
|19 Apr||10 Apr|
|27 May||25 May|
|4 Jul||3 Jul|
|2 Sep||7 Sep|
|28 Nov||26 Nov|
|25 Dec||25 Dec|
The CBOE VIX® is a measure of implied volatility in the U.S. stock market, specifically, of the S&P 500. As of 2016, Moody's Analytics forecasts this measure. Previously, we computed a measure of realized volatility in the S&P 500, and forecasted it; this was highly correlated with the VIX and served as an interim substitute. We now forecast the VIX directly.
Individual series are subject to revision.
On occasion, the end-of-day files are delayed. The data will be captured no later than our next routine daily harvest.
On occasion, the source will "repost" files to correct various issues. These changes are captured in our next daily harvest.
The source's terminology is "indices" but Moody's prefers "indexes".
The source transmits numerous daily emails re: the status of index families, individual stocks, and stock exchanges. The only kinds relevant to Data Buffet is the delay of end-of-day files and reposts, which describe situations that are captured by our daily harvest. The others are: "change to US indices", expands an index, rebalance, corporate action, IPO fast track entry.
At S&P Dow Jones Indices:
At the official "Indexology" blog:
On Data Buffet News: