Archives

Interactive historical data charts are available to Subscribers of Trading Volatility+.

Points of Interest:
May 24, 2006: The Fed funds rate and 10-year Treasury yield inverts for the first time in five years.


Points of Interest:
Feb 27, 2007: China stocks drop 8.8%.


Points of Interest:
Feb 27, 2007: China stocks drop 8.8%.
Mar 26, 2007: CBOE starts tracking seven months of VIX futures.
Mar 28, 2007: Chairman Bernanke testifies to the Joint Economic Committee that the impact on the broader economy and financial markets of the problems in the subprime market seems likely to be contained.


Points of Interest:
Mar 10, 2008: Hundreds of Bear Stearns Alt-A MBS downgraded by Moody's & liquidity rumors.
Mar 17, 2008: JP Morgan buys Bear Stearns for $2/share.

Note: scale change on price axis on chart above
Points of Interest:
Sept 7, 2008: U.S. Government seizes control of Fannie Mae and Freddie Mac.
Sept 10, 2008: Lehman Brothers reports $3.9B loss in quarterly earnings report.
Sept 14, 2008: Lehman Brothers defaults
Sept 16, 2008: U.S. takes over AIG in $85B bailout.
Oct 3, 2008: Bush signs $700B financial bailout bill (Emergency Economic Stabilization Act of 2008)
Nov 10, 2008: GM reveals in a federal filing that it might not have enough cash to survive to the end of the year.
Nov 25, 2008: FOMC announces QE1 $600B in mortgage backed securities

Points of Interest:
Mar 18, 2009: FOMC announces additional QE of $750B MBS and $300B treasury securities.


Points of Interest:
Apr 23, 2010: Greece asks for EU-IMF bailout.
May 6, 2010: The Flash Crash.
May 9, 2010: IMF approves Greece bailout package and creates €440B European Financial Stability Facility (EFSF).
June, 2010: QE1 concludes.

Points of Interest:
Aug 27, 2010: Federal Reserve hints at QE2 at Jackson Hole sppech.
Nov 3, 2010: FOMC announces QE2 to purchase $600B in treasury securities at rate of $75B/mo.

Points of Interest:
Feb 21, 2011: Anti-government protests spread in Tripoli. Ghaddafi's son warns of civil war.
Mar 11, 2011: A 9.0 magnitude earthquake strikes off the coast of Japan causing a tsunami, leading to meltdown at the Fukushima nuclear plant. 
Mar 17, 2011: U.N. Security Council approves no-fly zone over Libya.June 2011: QE2 concludes.
May 16, 2011: U.S. hits debt ceiling limit. Treasury enacts extraordinary measures to continue borrowing until Aug 2
Aug 2, 2011: US Debt ceiling impasse resolved
Aug 5, 2011: US credit rating downgraded by S&P (after trading hours).

Points of Interest:
Sep 21, 2011: FOMC announces Operation Twist to purchase $400B in bonds with maturities 6-30 years and sell bonds with maturities less than 3 years.
Oct 2, 2011: Greece announces it will miss 2011-2012 deficit target/
Nov 1, 2011: Greece PM calls for referendum of Greece's bailout 
Nov 1, 2011: Merkel & Sarkozy issue ultimatum of new measure to withhold €6B of Greece loan.
Nov 3, 2011: Referendum cancelled
Nov 10, 2011: Greece PM resigns

Points of Interest:
May 6, 2012: Greek voters reject ruling parties in elections to put bailout at risk and possibly leave the Euro.
Jun 17, 2012: Supporters of Bailout Claim Victory in Greek Election.
Jun 20, 2012: FOMC extends Operation Twist to purchase additional $267B in bonds
Jul 24, 2012: Troika announces more Greek restructuring needed
Jul 26, 2012: Draghi pledges to do "whatever it takes to save the Euro"

Points of Interest:
Sept 12, 2012: German court rules ESM is constitutional, subject to limits.
Sept 13, 2012: FOMC announces open-ended QE3 to purchase $40B/mo in mortgage backed securities and $45B/mo in Treasuries.
Dec 22, 2012: Congress says talks deadlocked and the U.S. will likely go over the Fiscal Cliff.
Dec 31, 2012: Congress strikes deal to avert the Fiscal Cliff.

Points of Interest:
Mar 24, 2013: Cyprus reaches tentative deal with Troika to avoid default. 
May 22, 2013: In Congressional testimony, Chairman Bernanke states that the Fed would likely start tapering the pace of its bond purchases later in 2013.



Points of Interest:
Dec 18, 2013: FOMC announces tapering of QE at a pace of $10/mo meeting, with a target to conclude in Oct 2014.

Points of Interest:
Jun 22, 2014: CBOE launches 24x5 trading in VIX futures.
Jul 17, 2014: Flight MH17 shot down over eastern Ukraine.


Points of Interest: