Market Index | 12/31/ 2012 | 7/19/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,543.74 | 0.51% | 18.62% |
S&P 500 | 1,426.19 | 1,692.09 | 0.70% | 18.64% |
Fed Funds Rate | 0.09% | 0.09% | -0.02% | 0.00% |
10 yr T-note Yld | 1.78% | 2.50% | -0.11% | 40.45% |
5 yr T-note Yld | 0.72% | 1.31% | -0.12% | 81.94% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.54% | -0.12% | 60.58% |
Implied 5 yr Inflation % | 1.72% | 1.85% | 0.00% | 7.56% |
2 yr T-note Yld | 0.25% | 0.32% | -0.05% | 28.00% |
2-10 Yr Slope | 1.64% | 2.18% | -0.06% | 32.93% |
90 day T-bill Yld | 0.05% | 0.03% | -0.01% | -40.00% |
Gold ($/oz) | $1,664.00 | $1,295.00 | $11.60 | -22.18% |
WTI Oil ($/brl) | $91.74 | $108.16 | $1.92 | 17.90% |
VIX "Worry Index" | 18.02 | 12.54 | -1.3 | -30.41% |
Credit Spreads | 12/31/ 2012 | 7/19/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.82% | -0.12% | 13.69% |
High Yield Credit Idx | 6.76% | 5.96% | -0.35% | -11.83% |
Markit CDX No Am Inv Grade | 96 | 74 | -5.13% | -22.92% |
Markit CDX No Am HiVol | 196 | 158 | -3.66% | -19.39% |
High Yield to 10 yr T-Note Spread | 498 | 346 | -6.49% | -30.52% |
Sunday, July 21, 2013
Market Data: Week Ending July 19, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields