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% |
Sunday, May 19, 2013
Market Data: Week Ending May 17, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields