Market Index | 12/31/ 2012 | 8/30/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,810.31 | -1.35% | 13.02% |
S&P 500 | 1,426.19 | 1,632.97 | -1.87% | 14.50% |
Fed Funds Rate | 0.09% | 0.09% | -0.01% | 0.00% |
10 yr T-note Yld | 1.78% | 2.78% | -0.04% | 56.18% |
5 yr T-note Yld | 0.72% | 1.62% | -0.04% | 125.00% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.27% | 0.00% | 80.29% |
Implied 5 yr Inflation % | 1.72% | 1.89% | -0.04% | 9.88% |
2 yr T-note Yld | 0.25% | 0.39% | -0.01% | 56.00% |
2-10 Yr Slope | 1.64% | 2.39% | -0.03% | 45.73% |
90 day T-bill Yld | 0.05% | 0.03% | 0.00% | -40.00% |
Gold ($/oz) | $1,664.00 | $1,396.20 | -$0.10 | -16.09% |
WTI Oil ($/brl) | $91.74 | $107.76 | $1.44 | 17.46% |
VIX "Worry Index" | 18.02 | 17.01 | 3.03 | -5.60% |
Credit Spreads | 12/31/ 2012 | 8/30/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.07% | -0.10% | 21.13% |
High Yield Credit Idx | 6.76% | 6.48% | -0.07% | -4.14% |
Markit CDX No Am Inv Grade | 96 | 83 | 2.47% | -13.54% |
Markit CDX No Am HiVol | 196 | 162 | 0.00% | -17.35% |
High Yield to 10 yr T-Note Spread | 498 | 370 | -0.80% | -25.70% |
Sunday, September 1, 2013
Market Data & Graphs: Week Ending August 30,2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields