Market Index | 12/31/ 2012 | 1/25/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,895.98 | 1.77% | 6.04% |
S&P 500 | 1,426.19 | 1,502.96 | 1.13% | 5.38% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 1.98% | 0.14% | 11.24% |
5 yr T-note Yld | 0.72% | 0.87% | 0.11% | 20.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.44% | -0.04% | -5.11% |
Implied 5 yr Inflation % | 1.72% | 2.31% | 0.15% | 34.30% |
2 yr T-note Yld | 0.25% | 0.28% | 0.03% | 12.00% |
2-10 Yr Slope | 1.64% | 1.70% | 0.11% | 3.66% |
90 day T-bill Yld | 0.05% | 0.08% | 0.00% | 60.00% |
Gold ($/oz) | $1,664.00 | $1,658.80 | -$25.45 | -0.31% |
WTI Oil ($/brl) | $91.74 | $96.06 | $0.21 | 4.71% |
VIX "Worry Index" | 18.02 | 12.89 | 0.43 | -28.47% |
Credit Spreads | 12/31/ 2012 | 1/25/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.33% | 0.04% | -0.89% |
High Yield Credit Idx | 6.76% | 5.81% | -0.09% | -14.05% |
Markit CDX No Am Inv Grade | 96 | 87 | -1.14% | -9.38% |
Markit CDX No Am HiVol | 196 | 190 | -1.55% | -3.06% |
High Yield to 10 yr T-Note Spread | 498 | 383 | -5.67% | -23.09% |
Sunday, January 27, 2013
Market Data: Week Ending January 25, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, January 19, 2013
Market Data: Week Ending January 18, 2013
Market Index | 12/31/ 2012 | 1/18/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,649.70 | 1.18% | 4.16% |
S&P 500 | 1,426.19 | 1,485.98 | 0.94% | 4.19% |
Fed Funds Rate | 0.09% | 0.16% | 0.02% | 77.78% |
10 yr T-note Yld | 1.78% | 1.84% | -0.07% | 3.37% |
5 yr T-note Yld | 0.72% | 0.76% | -0.04% | 5.56% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.40% | 0.00% | -2.19% |
Implied 5 yr Inflation % | 1.72% | 2.16% | -0.04% | 25.58% |
2 yr T-note Yld | 0.25% | 0.25% | -0.01% | 0.00% |
2-10 Yr Slope | 1.64% | 1.59% | -0.06% | -3.05% |
90 day T-bill Yld | 0.05% | 0.08% | 0.02% | 60.00% |
Gold ($/oz) | $1,664.00 | $1,684.25 | $21.27 | 1.22% |
WTI Oil ($/brl) | $91.74 | $95.85 | $2.29 | 4.48% |
VIX "Worry Index" | 18.02 | 12.46 | -0.9 | -30.85% |
Credit Spreads | 12/31/ 2012 | 1/18/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.29% | 0.02% | -2.08% |
High Yield Credit Idx | 6.76% | 5.90% | -0.02% | -12.72% |
Markit CDX No Am Inv Grade | 96 | 88 | 2.33% | -8.33% |
Markit CDX No Am HiVol | 196 | 193 | 5.46% | -1.53% |
High Yield to 10 yr T-Note Spread | 498 | 406 | 1.25% | -18.47% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, January 13, 2013
Market Data: Week Ending January 11, 2013
Market Index | 12/31/ 2012 | 1/11/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,488.43 | 0.39% | 2.93% |
S&P 500 | 1,426.19 | 1,472.05 | 0.38% | 3.22% |
Fed Funds Rate | 0.09% | 0.14% | -0.03% | 55.56% |
10 yr T-note Yld | 1.78% | 1.91% | 0.01% | 7.30% |
5 yr T-note Yld | 0.72% | 0.80% | -0.01% | 11.11% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.40% | -0.10% | -2.19% |
Implied 5 yr Inflation % | 1.72% | 2.20% | 0.09% | 27.91% |
2 yr T-note Yld | 0.25% | 0.26% | 0.00% | 4.00% |
2-10 Yr Slope | 1.64% | 1.65% | 0.01% | 0.61% |
90 day T-bill Yld | 0.05% | 0.06% | -0.02% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,662.98 | $6.88 | -0.06% |
WTI Oil ($/brl) | $91.74 | $93.56 | $0.47 | 1.98% |
VIX "Worry Index" | 18.02 | 13.36 | -0.47 | -25.86% |
Credit Spreads | 12/31/ 2012 | 1/11/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.27% | 0.00% | -2.68% |
High Yield Credit Idx | 6.76% | 5.92% | -0.09% | -12.43% |
Markit CDX No Am Inv Grade | 96 | 86 | 0.00% | -10.42% |
Markit CDX No Am HiVol | 196 | 183 | -0.54% | -6.63% |
High Yield to 10 yr T-Note Spread | 498 | 401 | -2.43% | -19.48% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, January 6, 2013
Market Data: Week Ending January 4, 2013
Market Index | 12/31/ 2012 | 1/4/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,435.21 | 3.70% | 2.53% |
S&P 500 | 1,426.19 | 1,466.47 | 4.37% | 2.82% |
Fed Funds Rate | 0.09% | 0.17% | 0.00% | 88.89% |
10 yr T-note Yld | 1.78% | 1.90% | 0.20% | 6.74% |
5 yr T-note Yld | 0.72% | 0.81% | 0.10% | 12.50% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.30% | 0.09% | 5.11% |
Implied 5 yr Inflation % | 1.72% | 2.11% | 0.01% | 22.67% |
2 yr T-note Yld | 0.25% | 0.26% | 0.01% | 4.00% |
2-10 Yr Slope | 1.64% | 1.64% | 0.19% | 0.00% |
90 day T-bill Yld | 0.05% | 0.08% | 0.00% | 60.00% |
Gold ($/oz) | $1,664.00 | $1,656.10 | $0.40 | -0.47% |
WTI Oil ($/brl) | $91.74 | $93.09 | $2.29 | 1.47% |
VIX "Worry Index" | 18.02 | 13.83 | -8.89 | -23.25% |
Credit Spreads | 12/31/ 2012 | 1/4/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.27% | -0.07% | -2.68% |
High Yield Credit Idx | 6.76% | 6.01% | -0.76% | -11.09% |
Markit CDX No Am Inv Grade | 96 | 86 | -9.47% | -10.42% |
Markit CDX No Am HiVol | 196 | 184 | -5.64% | -6.12% |
High Yield to 10 yr T-Note Spread | 498 | 411 | -18.93% | -17.47% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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