Market Index | 12/31/ 2012 | 7/5/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,135.84 | 1.49% | 15.50% |
S&P 500 | 1,426.19 | 1,631.89 | 1.57% | 14.42% |
Fed Funds Rate | 0.09% | 0.11% | 0.00% | 22.22% |
10 yr T-note Yld | 1.78% | 2.73% | 0.21% | 53.37% |
5 yr T-note Yld | 0.72% | 1.60% | 0.19% | 122.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.41% | -0.06% | 70.07% |
Implied 5 yr Inflation % | 1.72% | 2.01% | 0.25% | 16.86% |
2 yr T-note Yld | 0.25% | 0.40% | 0.04% | 60.00% |
2-10 Yr Slope | 1.64% | 2.33% | 0.17% | 42.07% |
90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,212.70 | -$19.40 | -27.12% |
WTI Oil ($/brl) | $91.74 | $103.63 | $7.04 | 12.96% |
VIX "Worry Index" | 18.02 | 14.89 | -1.97 | -17.37% |
Credit Spreads | 12/31/ 2012 | 7/5/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.06% | 0.11% | 20.83% |
High Yield Credit Idx | 6.76% | 6.58% | -0.04% | -2.66% |
Markit CDX No Am Inv Grade | 96 | 85 | -1.16% | -11.46% |
Markit CDX No Am HiVol | 196 | 174 | -0.57% | -11.22% |
High Yield to 10 yr T-Note Spread | 498 | 385 | -6.10% | -22.69% |
Sunday, July 7, 2013
Market Data: Week Ending July 5, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields