| Market Index | 12/31/ 2012 | 4/19/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,547.51 | -2.18% | 11.01% |
| S&P 500 | 1,426.19 | 1,555.25 | -2.16% | 9.05% |
| Fed Funds Rate | 0.09% | 0.15% | 0.00% | 66.67% |
| 10 yr T-note Yld | 1.78% | 1.73% | -0.02% | -2.81% |
| 5 yr T-note Yld | 0.72% | 0.72% | 0.02% | 0.00% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.29% | 0.09% | 5.84% |
| Implied 5 yr Inflation % | 1.72% | 2.01% | -0.07% | 16.86% |
| 2 yr T-note Yld | 0.25% | 0.24% | 0.02% | -4.00% |
| 2-10 Yr Slope | 1.64% | 1.49% | -0.04% | -9.15% |
| 90 day T-bill Yld | 0.05% | 0.05% | -0.01% | 0.00% |
| Gold ($/oz) | $1,664.00 | $1,405.70 | -$74.80 | -15.52% |
| WTI Oil ($/brl) | $91.74 | $88.27 | -$2.45 | -3.78% |
| VIX "Worry Index" | 18.02 | 14.97 | 2.91 | -16.93% |
| Credit Spreads | 12/31/ 2012 | 4/19/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.13% | -0.01% | -6.85% |
| High Yield Credit Idx | 6.76% | 5.67% | 0.02% | -16.12% |
| Markit CDX No Am Inv Grade | 96 | 85 | 3.66% | -11.46% |
| Markit CDX No Am HiVol | 196 | 181 | 3.43% | -7.65% |
| High Yield to 10 yr T-Note Spread | 498 | 394 | 1.03% | -20.88% |
Sunday, April 21, 2013
Market Data: Week Ending April 19, 2013
Saturday, April 13, 2013
Market Data: Week Ending April 12, 2013
| Market Index | 12/31/ 2012 | 4/12/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,865.06 | 2.02% | 13.44% |
| S&P 500 | 1,426.19 | 1,588.85 | 2.24% | 11.41% |
| Fed Funds Rate | 0.09% | 0.15% | -0.01% | 66.67% |
| 10 yr T-note Yld | 1.78% | 1.75% | 0.03% | -1.69% |
| 5 yr T-note Yld | 0.72% | 0.70% | 0.02% | -2.78% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.38% | 0.06% | -0.73% |
| Implied 5 yr Inflation % | 1.72% | 2.08% | -0.04% | 20.93% |
| 2 yr T-note Yld | 0.25% | 0.22% | -0.02% | -12.00% |
| 2-10 Yr Slope | 1.64% | 1.53% | 0.05% | -6.71% |
| 90 day T-bill Yld | 0.05% | 0.06% | -0.01% | 20.00% |
| Gold ($/oz) | $1,664.00 | $1,480.50 | -$100.30 | -11.03% |
| WTI Oil ($/brl) | $91.74 | $90.72 | -$2.33 | -1.11% |
| VIX "Worry Index" | 18.02 | 12.06 | -1.86 | -33.07% |
| Credit Spreads | 12/31/ 2012 | 4/12/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.14% | -0.01% | -6.55% |
| High Yield Credit Idx | 6.76% | 5.65% | -0.13% | -16.42% |
| Markit CDX No Am Inv Grade | 96 | 82 | -6.82% | -14.58% |
| Markit CDX No Am HiVol | 196 | 175 | -5.91% | -10.71% |
| High Yield to 10 yr T-Note Spread | 498 | 390 | -3.94% | -21.69% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, April 7, 2013
Market Data: Week Ending April 5, 2013
| Market Index | 12/31/ 2012 | 4/5/ 2013 | Week Change | Simple YTD % |
| Dow Industrials Avg | 13,104.14 | 14,565.25 | -0.09% | 11.15% |
| S&P 500 | 1,426.19 | 1,553.28 | -1.02% | 8.91% |
| Fed Funds Rate | 0.09% | 0.16% | 0.00% | 77.78% |
| 10 yr T-note Yld | 1.78% | 1.72% | -0.15% | -3.37% |
| 5 yr T-note Yld | 0.72% | 0.68% | -0.09% | -5.56% |
| 5 yr TIPS - 'Real' Yld | -1.37% | -1.44% | 0.03% | -5.11% |
| Implied 5 yr Inflation % | 1.72% | 2.12% | -0.12% | 23.26% |
| 2 yr T-note Yld | 0.25% | 0.24% | -0.01% | -4.00% |
| 2-10 Yr Slope | 1.64% | 1.48% | -0.14% | -9.76% |
| 90 day T-bill Yld | 0.05% | 0.07% | 0.00% | 40.00% |
| Gold ($/oz) | $1,664.00 | $1,580.80 | -$16.30 | -5.00% |
| WTI Oil ($/brl) | $91.74 | $93.05 | -$4.15 | 1.43% |
| VIX "Worry Index" | 18.02 | 13.92 | 1.22 | -22.75% |
| Credit Spreads | 12/31/ 2012 | 4/5/ 2013 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.36% | 3.15% | -0.13% | -6.25% |
| High Yield Credit Idx | 6.76% | 5.78% | -0.03% | -14.50% |
| Markit CDX No Am Inv Grade | 96 | 88 | -3.30% | -8.33% |
| Markit CDX No Am HiVol | 196 | 186 | -2.62% | -5.10% |
| High Yield to 10 yr T-Note Spread | 498 | 406 | 3.05% | -18.47% |
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