Market Index | 12/31/ 2012 | 7/12/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,464.30 | 2.12% | 18.01% |
S&P 500 | 1,426.19 | 1,680.19 | 2.87% | 17.81% |
Fed Funds Rate | 0.09% | 0.11% | 0.00% | 22.22% |
10 yr T-note Yld | 1.78% | 2.61% | -0.12% | 46.63% |
5 yr T-note Yld | 0.72% | 1.43% | -0.17% | 98.61% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.42% | -0.01% | 69.34% |
Implied 5 yr Inflation % | 1.72% | 1.85% | -0.16% | 7.56% |
2 yr T-note Yld | 0.25% | 0.37% | -0.03% | 48.00% |
2-10 Yr Slope | 1.64% | 2.24% | -0.09% | 36.59% |
90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,283.40 | $70.70 | -22.87% |
WTI Oil ($/brl) | $91.74 | $106.24 | $2.61 | 15.81% |
VIX "Worry Index" | 18.02 | 13.84 | -1.05 | -23.20% |
Credit Spreads | 12/31/ 2012 | 7/12/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.94% | -0.12% | 17.26% |
High Yield Credit Idx | 6.76% | 6.31% | -0.27% | -6.66% |
Markit CDX No Am Inv Grade | 96 | 78 | -8.24% | -18.75% |
Markit CDX No Am HiVol | 196 | 164 | -5.75% | -16.33% |
High Yield to 10 yr T-Note Spread | 498 | 370 | -3.90% | -25.70% |
Saturday, July 13, 2013
Market Data: Week Ending July 12,2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields