Market Index | 12/31/ 2012 | 6/14/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,070.18 | -1.18% | 15.00% |
S&P 500 | 1,426.19 | 1,626.73 | -1.02% | 14.06% |
Fed Funds Rate | 0.09% | 0.11% | -0.04% | 22.22% |
10 yr T-note Yld | 1.78% | 2.14% | -0.03% | 20.22% |
5 yr T-note Yld | 0.72% | 1.04% | -0.06% | 44.44% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.69% | 0.17% | 49.64% |
Implied 5 yr Inflation % | 1.72% | 1.73% | -0.23% | 0.58% |
2 yr T-note Yld | 0.25% | 0.29% | -0.03% | 16.00% |
2-10 Yr Slope | 1.64% | 1.85% | 0.00% | 12.80% |
90 day T-bill Yld | 0.05% | 0.05% | 0.01% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,388.10 | $3.80 | -16.58% |
WTI Oil ($/brl) | $91.74 | $97.71 | $1.47 | 6.51% |
VIX "Worry Index" | 18.02 | 17.15 | 2.01 | -4.83% |
Credit Spreads | 12/31/ 2012 | 6/14/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.59% | 0.02% | 6.85% |
High Yield Credit Idx | 6.76% | 6.23% | 0.12% | -7.84% |
Markit CDX No Am Inv Grade | 96 | 82 | -2.38% | -14.58% |
Markit CDX No Am HiVol | 196 | 163 | -2.98% | -16.84% |
High Yield to 10 yr T-Note Spread | 498 | 409 | 3.81% | -17.87% |
Sunday, June 16, 2013
Market Data: Week Ending June 14, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields