Market Index | 12/31/ 2012 | 9/20/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,451.09 | 0.49% | 17.91% |
S&P 500 | 1,426.19 | 1,709.91 | 1.28% | 19.89% |
Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
10 yr T-note Yld | 1.78% | 2.75% | -0.15% | 54.49% |
5 yr T-note Yld | 0.72% | 1.50% | -0.21% | 108.33% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.54% | -0.51% | 60.58% |
Implied 5 yr Inflation % | 1.72% | 2.04% | 0.30% | 18.60% |
2 yr T-note Yld | 0.25% | 0.34% | -0.11% | 36.00% |
2-10 Yr Slope | 1.64% | 2.41% | -0.04% | 46.95% |
90 day T-bill Yld | 0.05% | 0.01% | 0.00% | -80.00% |
Gold ($/oz) | $1,664.00 | $1,325.60 | -$2.00 | -20.34% |
WTI Oil ($/brl) | $91.74 | $104.81 | -$3.79 | 14.25% |
VIX "Worry Index" | 18.02 | 13.12 | -1.04 | -27.19% |
Credit Spreads | 12/31/ 2012 | 9/20/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.01% | -0.17% | 19.35% |
High Yield Credit Idx | 6.76% | 6.19% | -0.27% | -8.43% |
Markit CDX No Am Inv Grade | 96 | 79 | 1.28% | -17.71% |
Markit CDX No Am HiVol | 196 | 146 | -7.01% | -25.51% |
High Yield to 10 yr T-Note Spread | 498 | 344 | -3.37% | -30.92% |
Saturday, September 21, 2013
Market Data: Week Ending September 20, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields