Market Index | 12/31/ 2012 | 5/24/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,303.10 | -0.34% | 16.78% |
S&P 500 | 1,426.19 | 1,649.60 | -1.08% | 15.66% |
Fed Funds Rate | 0.09% | 0.08% | -0.04% | -11.11% |
10 yr T-note Yld | 1.78% | 2.01% | 0.06% | 12.92% |
5 yr T-note Yld | 0.72% | 0.90% | 0.06% | 25.00% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.02% | 0.16% | 25.55% |
Implied 5 yr Inflation % | 1.72% | 1.92% | -0.10% | 11.63% |
2 yr T-note Yld | 0.25% | 0.26% | 0.00% | 4.00% |
2-10 Yr Slope | 1.64% | 1.75% | 0.06% | 6.71% |
90 day T-bill Yld | 0.05% | 0.05% | 0.02% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,386.00 | $26.90 | -16.71% |
WTI Oil ($/brl) | $91.74 | $93.91 | -$1.94 | 2.37% |
VIX "Worry Index" | 18.02 | 13.99 | 1.54 | -22.36% |
Credit Spreads | 12/31/ 2012 | 5/24/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.28% | 0.06% | -2.38% |
High Yield Credit Idx | 6.76% | 5.47% | 0.16% | -19.08% |
Markit CDX No Am Inv Grade | 96 | 73 | 1.39% | -23.96% |
Markit CDX No Am HiVol | 196 | 155 | -1.90% | -20.92% |
High Yield to 10 yr T-Note Spread | 498 | 346 | 2.98% | -30.52% |
Sunday, May 26, 2013
Market Data: Week Ending May 24, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, May 19, 2013
Market Data: Week Ending May 17, 2013
Market Index | 12/31/ 2012 | 5/17/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,354.40 | 1.54% | 17.17% |
S&P 500 | 1,426.19 | 1,667.47 | 2.03% | 16.92% |
Fed Funds Rate | 0.09% | 0.12% | 0.00% | 33.33% |
10 yr T-note Yld | 1.78% | 1.95% | 0.05% | 9.55% |
5 yr T-note Yld | 0.72% | 0.84% | 0.02% | 16.67% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.18% | 0.09% | 13.87% |
Implied 5 yr Inflation % | 1.72% | 2.02% | -0.07% | 17.44% |
2 yr T-note Yld | 0.25% | 0.26% | 0.00% | 4.00% |
2-10 Yr Slope | 1.64% | 1.69% | 0.05% | 3.05% |
90 day T-bill Yld | 0.05% | 0.03% | -0.01% | -40.00% |
Gold ($/oz) | $1,664.00 | $1,359.10 | -$88.70 | -18.32% |
WTI Oil ($/brl) | $91.74 | $95.85 | -$0.14 | 4.48% |
VIX "Worry Index" | 18.02 | 12.45 | -0.14 | -30.91% |
Credit Spreads | 12/31/ 2012 | 5/17/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.22% | 0.03% | -4.17% |
High Yield Credit Idx | 6.76% | 5.31% | 0.09% | -21.45% |
Markit CDX No Am Inv Grade | 96 | 72 | 1.41% | -25.00% |
Markit CDX No Am HiVol | 196 | 158 | 3.95% | -19.39% |
High Yield to 10 yr T-Note Spread | 498 | 336 | 1.20% | -32.53% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, May 11, 2013
Market Data: Week Ending May 10, 2013
Market Index | 12/31/ 2012 | 5/10/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,118.49 | 0.96% | 15.37% |
S&P 500 | 1,426.19 | 1,633.70 | 1.18% | 14.55% |
Fed Funds Rate | 0.09% | 0.12% | -0.03% | 33.33% |
10 yr T-note Yld | 1.78% | 1.90% | 0.12% | 6.74% |
5 yr T-note Yld | 0.72% | 0.82% | 0.09% | 13.89% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.27% | 0.07% | 7.30% |
Implied 5 yr Inflation % | 1.72% | 2.09% | 0.02% | 21.51% |
2 yr T-note Yld | 0.25% | 0.26% | 0.04% | 4.00% |
2-10 Yr Slope | 1.64% | 1.64% | 0.08% | 0.00% |
90 day T-bill Yld | 0.05% | 0.04% | -0.01% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,447.80 | -$22.10 | -12.99% |
WTI Oil ($/brl) | $91.74 | $95.99 | $0.45 | 4.63% |
VIX "Worry Index" | 18.02 | 12.59 | -0.26 | -30.13% |
Credit Spreads | 12/31/ 2012 | 5/10/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.19% | 0.08% | -5.06% |
High Yield Credit Idx | 6.76% | 5.22% | -0.05% | -22.78% |
Markit CDX No Am Inv Grade | 96 | 71 | -4.05% | -26.04% |
Markit CDX No Am HiVol | 196 | 152 | -10.06% | -22.45% |
High Yield to 10 yr T-Note Spread | 498 | 332 | -4.87% | -33.33% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, May 4, 2013
Market Data & Graphs: Week Ending May 3, 2013
Market Index | 12/31/ 2012 | 5/3/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,973.96 | 0.73% | 14.27% |
S&P 500 | 1,426.19 | 1,614.42 | 1.58% | 13.20% |
Fed Funds Rate | 0.09% | 0.15% | 0.00% | 66.67% |
10 yr T-note Yld | 1.78% | 1.78% | 0.03% | 0.00% |
5 yr T-note Yld | 0.72% | 0.73% | 0.03% | 1.39% |
5 yr TIPS - 'Real' Yld | -1.37% | -1.34% | 0.04% | 2.19% |
Implied 5 yr Inflation % | 1.72% | 2.07% | -0.01% | 20.35% |
2 yr T-note Yld | 0.25% | 0.22% | 0.00% | -12.00% |
2-10 Yr Slope | 1.64% | 1.56% | 0.03% | -4.88% |
90 day T-bill Yld | 0.05% | 0.05% | -0.01% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,469.90 | -$10.60 | -11.66% |
WTI Oil ($/brl) | $91.74 | $95.54 | $4.82 | 4.14% |
VIX "Worry Index" | 18.02 | 12.85 | 0.79 | -28.69% |
Credit Spreads | 12/31/ 2012 | 5/3/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.11% | -0.03% | -7.44% |
High Yield Credit Idx | 6.76% | 5.27% | -0.38% | -22.04% |
Markit CDX No Am Inv Grade | 96 | 74 | -9.76% | -22.92% |
Markit CDX No Am HiVol | 196 | 169 | -3.43% | -13.78% |
High Yield to 10 yr T-Note Spread | 498 | 349 | -10.51% | -29.92% |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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