Market Index | 12/31/ 2012 | 8/16/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,081.47 | -2.28% | 15.09% |
S&P 500 | 1,426.19 | 1,655.83 | -2.15% | 16.10% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.84% | 0.27% | 59.55% |
5 yr T-note Yld | 0.72% | 1.60% | 0.24% | 122.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.29% | 0.25% | 78.83% |
Implied 5 yr Inflation % | 1.72% | 1.89% | -0.01% | 9.88% |
2 yr T-note Yld | 0.25% | 0.36% | 0.04% | 44.00% |
2-10 Yr Slope | 1.64% | 2.48% | 0.23% | 51.22% |
90 day T-bill Yld | 0.05% | 0.05% | 0.00% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,375.50 | $62.00 | -17.34% |
WTI Oil ($/brl) | $91.74 | $107.50 | $1.58 | 17.18% |
VIX "Worry Index" | 18.02 | 14.37 | 0.96 | -20.26% |
Credit Spreads | 12/31/ 2012 | 8/16/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.13% | 0.21% | 22.92% |
High Yield Credit Idx | 6.76% | 6.46% | 0.11% | -4.44% |
Markit CDX No Am Inv Grade | 96 | 80 | 6.67% | -16.67% |
Markit CDX No Am HiVol | 196 | 158 | 0.64% | -19.39% |
High Yield to 10 yr T-Note Spread | 498 | 362 | -4.23% | -27.31% |
Saturday, August 17, 2013
Market Data: Week Ending August 16, 2013
Labels:
CDS,
ISDA,
Market data,
treasury yields,
yield spread