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% |
Saturday, May 11, 2013
Market Data: Week Ending May 10, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields