Market Index | 12/31/ 2012 | 9/6/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 14,922.50 | 0.75% | 13.88% |
S&P 500 | 1,426.19 | 1,655.17 | 1.34% | 16.06% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.94% | 0.16% | 65.17% |
5 yr T-note Yld | 0.72% | 1.77% | 0.15% | 145.83% |
5 yr TIPS - 'Real' Yld | -1.37% | 0.14% | 0.41% | 110.22% |
Implied 5 yr Inflation % | 1.72% | 1.63% | -0.26% | -5.23% |
2 yr T-note Yld | 0.25% | 0.46% | 0.07% | 84.00% |
2-10 Yr Slope | 1.64% | 2.48% | 0.09% | 51.22% |
90 day T-bill Yld | 0.05% | 0.02% | -0.01% | -60.00% |
Gold ($/oz) | $1,664.00 | $1,391.00 | -$5.20 | -16.41% |
WTI Oil ($/brl) | $91.74 | $110.31 | $2.55 | 20.24% |
VIX "Worry Index" | 18.02 | 15.85 | -1.16 | -12.04% |
Credit Spreads | 12/31/ 2012 | 9/6/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 4.20% | 0.13% | 25.00% |
High Yield Credit Idx | 6.76% | 6.57% | 0.09% | -2.81% |
Markit CDX No Am Inv Grade | 96 | 84 | 1.20% | -12.50% |
Markit CDX No Am HiVol | 196 | 161 | -0.62% | -17.86% |
High Yield to 10 yr T-Note Spread | 498 | 363 | -1.89% | -27.11% |
Saturday, September 7, 2013
Market Data: Week Ending September 6, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields