Market Index | 12/31/ 2012 | 6/28/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,909.60 | 0.74% | 13.78% |
S&P 500 | 1,426.19 | 1,606.28 | 0.86% | 12.63% |
Fed Funds Rate | 0.09% | 0.11% | 0.00% | 22.22% |
10 yr T-note Yld | 1.78% | 2.52% | 0.00% | 41.57% |
5 yr T-note Yld | 0.72% | 1.41% | -0.01% | 95.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.35% | 0.08% | 74.45% |
Implied 5 yr Inflation % | 1.72% | 1.76% | -0.09% | 2.33% |
2 yr T-note Yld | 0.25% | 0.36% | -0.02% | 44.00% |
2-10 Yr Slope | 1.64% | 2.16% | 0.02% | 31.71% |
90 day T-bill Yld | 0.05% | 0.04% | -0.01% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,232.10 | -$64.20 | -25.96% |
WTI Oil ($/brl) | $91.74 | $96.59 | $2.65 | 5.29% |
VIX "Worry Index" | 18.02 | 16.86 | -2.04 | -6.44% |
Credit Spreads | 12/31/ 2012 | 6/28/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.95% | -0.02% | 17.56% |
High Yield Credit Idx | 6.76% | 6.62% | -0.01% | -2.07% |
Markit CDX No Am Inv Grade | 96 | 86 | -7.53% | -10.42% |
Markit CDX No Am HiVol | 196 | 175 | 0.57% | -10.71% |
High Yield to 10 yr T-Note Spread | 498 | 410 | -0.24% | -17.67% |
Sunday, June 30, 2013
Market Data & Graphs: Week Ending June 28, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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