Market Index | 12/31/ 2012 | 2/22/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,000.57 | 0.13% | 6.84% |
S&P 500 | 1,426.19 | 1,515.60 | -0.28% | 6.27% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 1.97% | -0.04% | 10.67% |
5 yr T-note Yld | 0.72% | 0.84% | -0.03% | 16.67% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.33% | 0.03% | 2.92% |
Implied 5 yr Inflation % | 1.72% | 2.17% | -0.06% | 26.16% |
2 yr T-note Yld | 0.25% | 0.27% | -0.02% | 8.00% |
2-10 Yr Slope | 1.64% | 1.70% | -0.02% | 3.66% |
90 day T-bill Yld | 0.05% | 0.13% | 0.03% | 160.00% |
Gold ($/oz) | $1,664.00 | $1,579.60 | -$31.40 | -5.07% |
WTI Oil ($/brl) | $91.74 | $93.27 | -$2.93 | 1.67% |
VIX "Worry Index" | 18.02 | 14.17 | 1.71 | -21.37% |
Credit Spreads | 12/31/ 2012 | 2/22/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.37% | -0.03% | 0.30% |
High Yield Credit Idx | 6.76% | 6.08% | 0.00% | -10.06% |
Markit CDX No Am Inv Grade | 96 | 89 | 3.49% | -7.29% |
Markit CDX No Am HiVol | 196 | 183 | 0.00% | -6.63% |
High Yield to 10 yr T-Note Spread | 498 | 411 | 0.98% | -17.47% |
Saturday, February 23, 2013
Market Data: Week Ending February 22, 2013
Saturday, February 16, 2013
Market Data: Week Ending February 15, 2013
Market Index | 12/31/ 2012 | 2/15/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,981.76 | -0.08% | 6.70% |
S&P 500 | 1,426.19 | 1,519.79 | 0.12% | 6.56% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 2.01% | 0.02% | 12.92% |
5 yr T-note Yld | 0.72% | 0.87% | 0.03% | 20.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.36% | 0.10% | 0.73% |
Implied 5 yr Inflation % | 1.72% | 2.23% | -0.07% | 29.65% |
2 yr T-note Yld | 0.25% | 0.29% | 0.04% | 16.00% |
2-10 Yr Slope | 1.64% | 1.72% | -0.02% | 4.88% |
90 day T-bill Yld | 0.05% | 0.10% | 0.03% | 100.00% |
Gold ($/oz) | $1,664.00 | $1,611.00 | -$57.20 | -3.19% |
WTI Oil ($/brl) | $91.74 | $96.20 | $0.43 | 4.86% |
VIX "Worry Index" | 18.02 | 12.46 | -0.56 | -30.85% |
Credit Spreads | 12/31/ 2012 | 2/15/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.40% | 0.00% | 1.19% |
High Yield Credit Idx | 6.76% | 6.08% | -0.03% | -10.06% |
Markit CDX No Am Inv Grade | 96 | 86 | -4.44% | -10.42% |
Markit CDX No Am HiVol | 196 | 183 | -4.19% | -6.63% |
High Yield to 10 yr T-Note Spread | 498 | 407 | -1.21% | -18.27% |
Sunday, February 10, 2013
Market Data: Week Ending February 8, 2013
Market Index | 12/31/ 2012 | 2/8/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 13,992.97 | -0.12% | 6.78% |
S&P 500 | 1,426.19 | 1,517.93 | 0.31% | 6.43% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 1.99% | -0.05% | 11.80% |
5 yr T-note Yld | 0.72% | 0.84% | -0.04% | 16.67% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.46% | -0.01% | -6.57% |
Implied 5 yr Inflation % | 1.72% | 2.30% | -0.03% | 33.72% |
2 yr T-note Yld | 0.25% | 0.25% | -0.02% | 0.00% |
2-10 Yr Slope | 1.64% | 1.74% | -0.03% | 6.10% |
90 day T-bill Yld | 0.05% | 0.07% | 0.01% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,668.20 | $0.60 | 0.25% |
WTI Oil ($/brl) | $91.74 | $95.77 | -$1.83 | 4.39% |
VIX "Worry Index" | 18.02 | 13.02 | 0.12 | -27.75% |
Credit Spreads | 12/31/ 2012 | 2/8/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.40% | 0.01% | 1.19% |
High Yield Credit Idx | 6.76% | 6.11% | 0.15% | -9.62% |
Markit CDX No Am Inv Grade | 96 | 90 | 1.12% | -6.25% |
Markit CDX No Am HiVol | 196 | 191 | 0.00% | -2.55% |
High Yield to 10 yr T-Note Spread | 498 | 412 | 5.10% | -17.27% |
Sunday, February 3, 2013
Market Data & Graphs: Week Ending February 1, 2013
Market Index | 12/31/ 2012 | 2/1/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,009.79 | 0.81% | 6.91% |
S&P 500 | 1,426.19 | 1,513.17 | 0.67% | 6.10% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 2.04% | 0.06% | 14.61% |
5 yr T-note Yld | 0.72% | 0.88% | 0.01% | 22.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.45% | -0.01% | -5.84% |
Implied 5 yr Inflation % | 1.72% | 2.33% | 0.02% | 35.47% |
2 yr T-note Yld | 0.25% | 0.27% | -0.01% | 8.00% |
2-10 Yr Slope | 1.64% | 1.77% | 0.07% | 7.93% |
90 day T-bill Yld | 0.05% | 0.06% | -0.02% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,667.60 | $8.80 | 0.22% |
WTI Oil ($/brl) | $91.74 | $97.60 | $1.54 | 6.39% |
VIX "Worry Index" | 18.02 | 12.9 | 0.01 | -28.41% |
Credit Spreads | 12/31/ 2012 | 2/1/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.39% | 0.06% | 0.89% |
High Yield Credit Idx | 6.76% | 5.96% | 0.15% | -11.83% |
Markit CDX No Am Inv Grade | 96 | 89 | 2.30% | -7.29% |
Markit CDX No Am HiVol | 196 | 191 | 0.53% | -2.55% |
High Yield to 10 yr T-Note Spread | 498 | 392 | 2.35% | -21.29% |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
Subscribe to:
Posts (Atom)