Market Index | 12/31/ 2012 | 8/23/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,010.51 | -0.47% | 14.55% |
S&P 500 | 1,426.19 | 1,663.50 | 0.46% | 16.64% |
Fed Funds Rate | 0.09% | 0.10% | 0.01% | 11.11% |
10 yr T-note Yld | 1.78% | 2.82% | -0.02% | 58.43% |
5 yr T-note Yld | 0.72% | 1.66% | 0.06% | 130.56% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.27% | 0.02% | 80.29% |
Implied 5 yr Inflation % | 1.72% | 1.93% | 0.04% | 12.21% |
2 yr T-note Yld | 0.25% | 0.40% | 0.04% | 60.00% |
2-10 Yr Slope | 1.64% | 2.42% | -0.06% | 47.56% |
90 day T-bill Yld | 0.05% | 0.03% | -0.02% | -40.00% |
Gold ($/oz) | $1,664.00 | $1,396.30 | $20.80 | -16.09% |
WTI Oil ($/brl) | $91.74 | $106.32 | -$1.18 | 15.89% |
VIX "Worry Index" | 18.02 | 13.98 | -0.39 | -22.42% |
Credit Spreads | 12/31/ 2012 | 8/23/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.17% | 0.04% | 24.11% |
High Yield Credit Idx | 6.76% | 6.55% | 0.09% | -3.11% |
Markit CDX No Am Inv Grade | 96 | 81 | 1.25% | -15.63% |
Markit CDX No Am HiVol | 196 | 162 | 2.53% | -17.35% |
High Yield to 10 yr T-Note Spread | 498 | 373 | 3.04% | -25.10% |
Sunday, August 25, 2013
Market Data: Week Ending August 23,2013
Labels:
CDS,
credit spreads,
ISDA,
treasury yields