Market Index | 12/31/ 2012 | 8/2/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,658.36 | 0.64% | 19.49% |
S&P 500 | 1,426.19 | 1,709.67 | 1.05% | 19.88% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.63% | 0.05% | 47.75% |
5 yr T-note Yld | 0.72% | 1.36% | 0.00% | 88.89% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.45% | 0.00% | 67.15% |
Implied 5 yr Inflation % | 1.72% | 1.81% | 0.00% | 5.23% |
2 yr T-note Yld | 0.25% | 0.30% | -0.01% | 20.00% |
2-10 Yr Slope | 1.64% | 2.33% | 0.06% | 42.07% |
90 day T-bill Yld | 0.05% | 0.04% | 0.01% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,312.80 | -$19.10 | -21.11% |
WTI Oil ($/brl) | $91.74 | $106.96 | $2.26 | 16.59% |
VIX "Worry Index" | 18.02 | 11.98 | -0.74 | -33.52% |
Credit Spreads | 12/31/ 2012 | 8/2/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.92% | 0.03% | 16.67% |
High Yield Credit Idx | 6.76% | 6.23% | 0.06% | -7.84% |
Markit CDX No Am Inv Grade | 96 | 74 | -2.63% | -22.92% |
Markit CDX No Am HiVol | 196 | 156 | -2.50% | -20.41% |
High Yield to 10 yr T-Note Spread | 498 | 360 | 0.28% | -27.71% |
Sunday, August 4, 2013
Market Data & Graphs: Week Ending August 2, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields