Market Index | 12/31/ 2012 | 6/7/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,248.12 | 0.87% | 16.36% |
S&P 500 | 1,426.19 | 1,643.38 | 0.77% | 15.23% |
Fed Funds Rate | 0.09% | 0.15% | 0.00% | 66.67% |
10 yr T-note Yld | 1.78% | 2.17% | 0.01% | 21.91% |
5 yr T-note Yld | 0.72% | 1.10% | 0.05% | 52.78% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.86% | -0.04% | 37.23% |
Implied 5 yr Inflation % | 1.72% | 1.96% | 0.09% | 13.95% |
2 yr T-note Yld | 0.25% | 0.32% | 0.02% | 28.00% |
2-10 Yr Slope | 1.64% | 1.85% | -0.01% | 12.80% |
90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,384.30 | -$4.00 | -16.81% |
WTI Oil ($/brl) | $91.74 | $96.24 | $4.46 | 4.91% |
VIX "Worry Index" | 18.02 | 15.14 | -1.16 | -15.98% |
Credit Spreads | 12/31/ 2012 | 6/7/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.57% | 0.11% | 6.25% |
High Yield Credit Idx | 6.76% | 6.11% | 0.36% | -9.62% |
Markit CDX No Am Inv Grade | 96 | 84 | 10.53% | -12.50% |
Markit CDX No Am HiVol | 196 | 168 | 7.69% | -14.29% |
High Yield to 10 yr T-Note Spread | 498 | 394 | 9.75% | -20.88% |
Friday, June 7, 2013
Market Data: Week Ending June 7, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields