Market Index | 12/31/ 2012 | 9/27/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,258.24 | -1.26% | 16.44% |
S&P 500 | 1,426.19 | 1,691.75 | -1.07% | 18.62% |
Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
10 yr T-note Yld | 1.78% | 2.64% | -0.11% | 48.31% |
5 yr T-note Yld | 0.72% | 1.40% | -0.10% | 94.44% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.34% | 0.20% | 75.18% |
Implied 5 yr Inflation % | 1.72% | 1.74% | -0.30% | 1.16% |
2 yr T-note Yld | 0.25% | 0.34% | 0.00% | 36.00% |
2-10 Yr Slope | 1.64% | 2.30% | -0.11% | 40.24% |
90 day T-bill Yld | 0.05% | 0.02% | 0.01% | -60.00% |
Gold ($/oz) | $1,664.00 | $1,336.70 | $11.10 | -19.67% |
WTI Oil ($/brl) | $91.74 | $102.78 | -$2.03 | 12.03% |
VIX "Worry Index" | 18.02 | 15..46 | #VALUE! | #VALUE! |
Credit Spreads | 12/31/ 2012 | 9/27/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.95% | -0.06% | 17.56% |
High Yield Credit Idx | 6.76% | 6.30% | 0.11% | -6.80% |
Markit CDX No Am Inv Grade | 96 | 80 | 1.27% | -16.67% |
Markit CDX No Am HiVol | 196 | 174 | 19.18% | -11.22% |
High Yield to 10 yr T-Note Spread | 498 | 366 | 6.40% | -26.51% |
Sunday, September 29, 2013
Market Data: Week Ending September 27, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields