Market Index | 12/31/ 2012 | 5/31/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,115.57 | -1.24% | 15.35% |
S&P 500 | 1,426.19 | 1,630.74 | -1.16% | 14.34% |
Fed Funds Rate | 0.09% | 0.15% | 0.07% | 66.67% |
10 yr T-note Yld | 1.78% | 2.16% | 0.15% | 21.35% |
5 yr T-note Yld | 0.72% | 1.05% | 0.15% | 45.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.82% | 0.20% | 40.15% |
Implied 5 yr Inflation % | 1.72% | 1.87% | -0.05% | 8.72% |
2 yr T-note Yld | 0.25% | 0.30% | 0.04% | 20.00% |
2-10 Yr Slope | 1.64% | 1.86% | 0.11% | 13.41% |
90 day T-bill Yld | 0.05% | 0.04% | -0.01% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,388.30 | $2.30 | -16.57% |
WTI Oil ($/brl) | $91.74 | $91.78 | -$2.13 | 0.04% |
VIX "Worry Index" | 18.02 | 16.3 | 2.31 | -9.54% |
Credit Spreads | 12/31/ 2012 | 5/31/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.46% | 0.18% | 2.98% |
High Yield Credit Idx | 6.76% | 5.75% | 0.28% | -14.94% |
Markit CDX No Am Inv Grade | 96 | 76 | 4.11% | -20.83% |
Markit CDX No Am HiVol | 196 | 156 | 0.65% | -20.41% |
High Yield to 10 yr T-Note Spread | 498 | 359 | 3.76% | -27.91% |
Sunday, June 2, 2013
Market Data & Graphs: Week Ending May 31, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields