Market Index | 12/31/ 2012 | 8/9/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,425.51 | -1.51% | 17.71% |
S&P 500 | 1,426.19 | 1,691.42 | -1.08% | 18.60% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.57% | -0.06% | 44.38% |
5 yr T-note Yld | 0.72% | 1.36% | 0.00% | 88.89% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.54% | -0.09% | 60.58% |
Implied 5 yr Inflation % | 1.72% | 1.90% | 0.09% | 10.47% |
2 yr T-note Yld | 0.25% | 0.32% | 0.02% | 28.00% |
2-10 Yr Slope | 1.64% | 2.25% | -0.08% | 37.20% |
90 day T-bill Yld | 0.05% | 0.05% | 0.01% | 0.00% |
Gold ($/oz) | $1,664.00 | $1,313.50 | $0.70 | -21.06% |
WTI Oil ($/brl) | $91.74 | $105.92 | -$1.04 | 15.46% |
VIX "Worry Index" | 18.02 | 13.41 | 1.43 | -25.58% |
Credit Spreads | 12/31/ 2012 | 8/9/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.92% | 0.00% | 16.67% |
High Yield Credit Idx | 6.76% | 6.35% | 0.12% | -6.07% |
Markit CDX No Am Inv Grade | 96 | 75 | 1.35% | -21.88% |
Markit CDX No Am HiVol | 196 | 157 | 0.64% | -19.90% |
High Yield to 10 yr T-Note Spread | 498 | 378 | 5.00% | -24.10% |
Saturday, August 10, 2013
Market Data: Week Ending August 9, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields