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% |
Sunday, February 3, 2013
Market Data & Graphs: Week Ending February 1, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields