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% |
Saturday, January 19, 2013
Market Data: Week Ending January 18, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields