Financial Markets and the Ukraine War

We can see the effects of the Ukraine War on the financial markets in the charts below. These charts are updated daily. They help us get a sense of how investors see how the war is going, and its effects on the world economy, now and in the near future.

Ruble vs. US Dollar

  • Higher values means that the US Dollar buys more rubles, indicating a stronger dollar and a weaker ruble
  • A weaker ruble suggests less demand for Russian goods and services and a weakening Russian economy

source: tradingeconomics.com

Russian Stock Market

  • Lower stock prices suggest expectations of lower future earnings for Russian companies. It can also mean less demand for Russian securities
  • The Russian stock market has been closed since the end of February

source: tradingeconomics.com

Gold

  • Investors demand gold as an inflation hedge, as a store of value, and to hedge against uncertainty and instability
  • Higher gold prices may suggest increased inflation concerns and general anxiety 

source: tradingeconomics.com

Crude Oil

  • Higher crude prices may reflect increased demand (due to strengthening world economy) or reduced supply. Reduced supply results from actual and threatened sanctions, and other supply disruptions.
  • Higher crude prices may suggest a worsening of supply conditions

source: tradingeconomics.com

US Stocks: S&P 500

  • Lower stock prices suggest expectations of lower future earnings and/or reduced demand for US securities


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  |  Download Data  |  FRED – Economic Data from the St. Louis Fed

US Ten Year Treasury Note

  • Investors buy Treasury notes when they expect low inflation, a weaker economy, or prefer safer investments. Increased demand increases prices and reduces yields (interest rates).
  • Recently, investors are demanding safer investments like Treasury securites (which reduces yields). This may be partially offset by inflation concerns (which would cause investors to demand higher yields)

source: tradingeconomics.com

US Treasury Yield Curve Slope

  • The difference in yields between 10-year and 2-year treasury securities reflects the extra income investors demand to purchase longer term securities
  • A reduced gap suggests expectations of a slowing economy and increasing chances of recession. This could mean lower interest rates in the future

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIJg&width=670&height=475

US 5-Year Breakeven Inflation Rate

  • The difference between nominal (regular) treasury yields and inflation protected yields reflects investors’ expectations of inflation
  • Higher breakeven inflation rates reflects expecatations for faster prices increases

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIJy&width=670&height=475

US Bond Credit Spreads

  • The difference between riskier corporate bond yields and US Treasury yields indicates how much additional yield investor need to lend to corporations compared to the almost-risk free US government.
  • Higher spreads indicate reduced confidence in business credit-worthiness

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIK6&width=670&height=475

CBOE Volatility Index: VIX

  • The VIX measures the expected volatility of (30-day options on) the S&P 500 stock market index
  • Higher levels suggest greater expected volatility and uncertainty

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIJH&width=670&height=475

Federal Reserve Policy

  • In a reverse repo, the Fed temporarily sells securities into the open market, which drains liquidity. The goal is to raise the Fed Funds rate, slow the economy, and slow inflation
  • Reduced revers repo use may mean less effort to drain liquidity

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIU0&width=670&height=475

Cryptocurrency

  • Cryptocurrency is virtual money that is created and trades on a non-centralized market. They do not represent a claim on assets; value results solely from limited supply
  • Lower prices may suggest reduced demand for risky assets

https://fred.stlouisfed.org/graph/graph-landing.php?g=MIKX&width=670&height=475

Russia Credit Default Swap

  • Credit default swaps are derivative products that help protect a bondholder from default, much linke insurance. If a borrower default (fails to pay principal or interest), the swap pays for losses according to a fomula. Otherwise, the purchaser of the protection continues to pay a premium.
  • Higher and increasing premiums indicate a greater risk of default.

https://www.investing.com/rates-bonds/russia-cds-5-years-usd

🇺🇦 Help Ukraine 

Did you find this page helpful and interesting? If so, please consider donating to:

  1. Care: Ukraine Crisis Fund
  2. UNICEF: Protect Children in Ukraine
  3. UCCA Ukrainian Congress Committee of America

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