Market Index | 12/31/ 2012 | 3/28/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,578.54 | 0.46% | 11.25% |
S&P 500 | 1,426.19 | 1,569.19 | 0.78% | 10.03% |
Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
10 yr T-note Yld | 1.78% | 1.87% | -0.06% | 5.06% |
5 yr T-note Yld | 0.72% | 0.77% | -0.03% | 6.94% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.47% | -0.06% | -7.30% |
Implied 5 yr Inflation % | 1.72% | 2.24% | 0.03% | 30.23% |
2 yr T-note Yld | 0.25% | 0.25% | -0.01% | 0.00% |
2-10 Yr Slope | 1.64% | 1.62% | -0.05% | -1.22% |
90 day T-bill Yld | 0.05% | 0.07% | 0.00% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,597.10 | -$11.70 | -4.02% |
WTI Oil ($/brl) | $91.74 | $97.20 | $3.42 | 5.95% |
VIX "Worry Index" | 18.02 | 12.7 | -0.87 | -29.52% |
Credit Spreads | 12/31/ 2012 | 3/28/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.28% | -0.02% | -2.38% |
High Yield Credit Idx | 6.76% | 5.81% | 0.01% | -14.05% |
Markit CDX No Am Inv Grade | 96 | 91 | 0.00% | -5.21% |
Markit CDX No Am HiVol | 196 | 191 | 4.95% | -2.55% |
High Yield to 10 yr T-Note Spread | 498 | 394 | 1.81% | -20.88% |
Sunday, March 31, 2013
Market Data & Graphs: Week Ending March 28.2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
Subscribe to:
Posts (Atom)