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