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% |
Sunday, January 6, 2013
Market Data: Week Ending January 4, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields