Source: Wilshire Associates
Release: Wilshire Indexes
The observations for the Wilshire 5000 Full Cap Price Index represent the daily index value at market close. The market typically closes at 4 PM ET, except for holidays when it sometimes closes early.
The price indexes are price returns, which do not reinvest dividends. The designation Full Cap for an index signifies a float adjusted market capitalization that includes shares of stock not considered available to "ordinary" investors. Copyright, 2016, Wilshire Associates Incorporated. Reprinted with permission. For more information about the various indexes, visit Wilshire Associates.
Wilshire Associates, Wilshire 5000 Full Cap Price Index [WILL5000PRFC], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WILL5000PRFC, August 6, 2020.
Release: Interest Rate Spreads
Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department.
Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC_10YEAR) and 2-Year Treasury Constant Maturity (BC_2YEAR). Both underlying series are published at the U.S. Treasury Department.
Federal Reserve Bank of St. Louis, 10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity [T10Y2Y], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10Y2Y, August 6, 2020.