Market Index | 12/31/ 2012 | 9/13/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,376.06 | 2.95% | 17.34% |
S&P 500 | 1,426.19 | 1,687.99 | 1.94% | 18.36% |
Fed Funds Rate | 0.09% | 0.08% | -0.01% | -11.11% |
10 yr T-note Yld | 1.78% | 2.90% | -0.04% | 62.92% |
5 yr T-note Yld | 0.72% | 1.71% | -0.06% | 137.50% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.03% | -0.17% | 97.81% |
Implied 5 yr Inflation % | 1.72% | 1.74% | 0.11% | 1.16% |
2 yr T-note Yld | 0.25% | 0.45% | -0.01% | 80.00% |
2-10 Yr Slope | 1.64% | 2.45% | -0.03% | 49.39% |
90 day T-bill Yld | 0.05% | 0.01% | -0.01% | -80.00% |
Gold ($/oz) | $1,664.00 | $1,327.60 | -$63.40 | -20.22% |
WTI Oil ($/brl) | $91.74 | $108.60 | -$1.71 | 18.38% |
VIX "Worry Index" | 18.02 | 14.16 | -1.69 | -21.42% |
Credit Spreads | 12/31/ 2012 | 9/13/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.18% | -0.02% | 24.40% |
High Yield Credit Idx | 6.76% | 6.46% | -0.11% | -4.44% |
Markit CDX No Am Inv Grade | 96 | 78 | -7.14% | -18.75% |
Markit CDX No Am HiVol | 196 | 157 | -2.48% | -19.90% |
High Yield to 10 yr T-Note Spread | 498 | 356 | -1.93% | -28.51% |
Sunday, September 15, 2013
Market Data: Week Ending September 13, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields