Market Index | 12/31/ 2012 | 6/21/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,799.40 | -1.83% | 12.94% |
S&P 500 | 1,426.19 | 1,592.43 | -2.15% | 11.66% |
Fed Funds Rate | 0.09% | 0.11% | 0.00% | 22.22% |
10 yr T-note Yld | 1.78% | 2.52% | 0.38% | 41.57% |
5 yr T-note Yld | 0.72% | 1.42% | 0.38% | 97.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.43% | 0.26% | 68.61% |
Implied 5 yr Inflation % | 1.72% | 1.85% | 0.12% | 7.56% |
2 yr T-note Yld | 0.25% | 0.38% | 0.09% | 52.00% |
2-10 Yr Slope | 1.64% | 2.14% | 0.29% | 30.49% |
90 day T-bill Yld | 0.05% | 0.05% | 0.00% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,296.30 | -$91.80 | -22.10% |
WTI Oil ($/brl) | $91.74 | $93.94 | -$3.77 | 2.40% |
VIX "Worry Index" | 18.02 | 18.9 | 1.75 | 4.88% |
Credit Spreads | 12/31/ 2012 | 6/21/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.97% | 0.38% | 18.15% |
High Yield Credit Idx | 6.76% | 6.63% | 0.40% | -1.92% |
Markit CDX No Am Inv Grade | 96 | 93 | 13.41% | -3.13% |
Markit CDX No Am HiVol | 196 | 174 | 6.75% | -11.22% |
High Yield to 10 yr T-Note Spread | 498 | 411 | 0.49% | -17.47% |
Sunday, June 23, 2013
Market Data: Week Ending June 21, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields