Market Index | 12/31/ 2012 | 10/25/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,570.28 | 1.10% | 18.82% |
S&P 500 | 1,426.19 | 1,759.77 | 0.87% | 23.39% |
Fed Funds Rate | 0.09% | 0.08% | -0.03% | -11.11% |
10 yr T-note Yld | 1.78% | 2.53% | -0.07% | 42.13% |
5 yr T-note Yld | 0.72% | 1.30% | -0.05% | 80.56% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | -0.04% | 66.42% |
Implied 5 yr Inflation % | 1.72% | 1.76% | -0.01% | 2.33% |
2 yr T-note Yld | 0.25% | 0.32% | -0.01% | 28.00% |
2-10 Yr Slope | 1.64% | 2.21% | -0.06% | 34.76% |
90 day T-bill Yld | 0.05% | 0.04% | 0.00% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,352.50 | $36.40 | -18.72% |
WTI Oil ($/brl) | $91.74 | $97.90 | -$2.96 | 6.71% |
VIX "Worry Index" | 18.02 | 13.09 | 0.05 | -27.36% |
Credit Spreads | 12/31/ 2012 | 10/25/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.75% | 0.00% | 11.61% |
High Yield Credit Idx | 6.76% | 5.92% | -0.07% | -12.43% |
Markit CDX No Am Inv Grade | 96 | 72 | 1.41% | -25.00% |
Markit CDX No Am HiVol | 196 | 163 | -0.61% | -16.84% |
High Yield to 10 yr T-Note Spread | 498 | 339 | 0.00% | -31.93% |
Saturday, October 26, 2013
Market Data: Week Ending October 25, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 20, 2013
Market Data: Week Ending October 18, 2013
Market Index | 12/31/ 2012 | 10/18/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,399.65 | 1.06% | 17.52% |
S&P 500 | 1,426.19 | 1,744.50 | 2.37% | 22.32% |
Fed Funds Rate | 0.09% | 0.11% | 0.03% | 22.22% |
10 yr T-note Yld | 1.78% | 2.60% | -0.10% | 46.07% |
5 yr T-note Yld | 0.72% | 1.35% | -0.07% | 87.50% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.42% | -0.05% | 69.34% |
Implied 5 yr Inflation % | 1.72% | 1.77% | -0.02% | 2.91% |
2 yr T-note Yld | 0.25% | 0.33% | -0.02% | 32.00% |
2-10 Yr Slope | 1.64% | 2.27% | -0.08% | 38.41% |
90 day T-bill Yld | 0.05% | 0.04% | -0.04% | -20.00% |
Gold ($/oz) | $1,664.00 | $1,316.10 | $43.50 | -20.91% |
WTI Oil ($/brl) | $91.74 | $100.86 | -$0.88 | 9.94% |
VIX "Worry Index" | 18.02 | 13.04 | -2.68 | -27.64% |
Credit Spreads | 12/31/ 2012 | 10/18/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.75% | -0.16% | 11.61% |
High Yield Credit Idx | 6.76% | 5.99% | -0.25% | -11.39% |
Markit CDX No Am Inv Grade | 96 | 71 | -7.79% | -26.04% |
Markit CDX No Am HiVol | 196 | 164 | -3.53% | -16.33% |
High Yield to 10 yr T-Note Spread | 498 | 339 | -4.24% | -31.93% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 13, 2013
Market Data: Week Ending October 11, 2013
Market Index | 12/31/ 2012 | 10/11/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,237.11 | 1.08% | 16.28% |
S&P 500 | 1,426.19 | 1,703.20 | 0.75% | 19.42% |
Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
10 yr T-note Yld | 1.78% | 2.70% | 0.04% | 51.69% |
5 yr T-note Yld | 0.72% | 1.42% | 0.01% | 97.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.37% | 0.04% | 72.99% |
Implied 5 yr Inflation % | 1.72% | 1.79% | -0.03% | 4.07% |
2 yr T-note Yld | 0.25% | 0.35% | 0.02% | 40.00% |
2-10 Yr Slope | 1.64% | 2.35% | 0.02% | 43.29% |
90 day T-bill Yld | 0.05% | 0.08% | 0.05% | 60.00% |
Gold ($/oz) | $1,664.00 | $1,272.60 | -$38.60 | -23.52% |
WTI Oil ($/brl) | $91.74 | $101.74 | -$1.93 | 10.90% |
VIX "Worry Index" | 18.02 | 15.72 | -1.02 | -12.76% |
Credit Spreads | 12/31/ 2012 | 10/11/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.91% | -0.02% | 16.37% |
High Yield Credit Idx | 6.76% | 6.24% | -0.05% | -7.69% |
Markit CDX No Am Inv Grade | 96 | 77 | -4.94% | -19.79% |
Markit CDX No Am HiVol | 196 | 170 | -3.41% | -13.27% |
High Yield to 10 yr T-Note Spread | 498 | 354 | -2.48% | -28.92% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 6, 2013
Market Data & Graphs: Week Ending October 4, 2013
Market Index | 12/31/ 2012 | 10/4/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,072.58 | -1.23% | 15.02% |
S&P 500 | 1,426.19 | 1,690.50 | -0.07% | 18.53% |
Fed Funds Rate | 0.09% | 0.08% | 0.00% | -11.11% |
10 yr T-note Yld | 1.78% | 2.66% | 0.02% | 49.44% |
5 yr T-note Yld | 0.72% | 1.41% | 0.01% | 95.83% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.41% | -0.07% | 70.07% |
Implied 5 yr Inflation % | 1.72% | 1.82% | 0.08% | 5.81% |
2 yr T-note Yld | 0.25% | 0.33% | -0.01% | 32.00% |
2-10 Yr Slope | 1.64% | 2.33% | 0.03% | 42.07% |
90 day T-bill Yld | 0.05% | 0.03% | 0.01% | -40.00% |
Gold ($/oz) | $1,664.00 | $1,311.20 | -$25.50 | -21.20% |
WTI Oil ($/brl) | $91.74 | $103.67 | $0.89 | 13.00% |
VIX "Worry Index" | 18.02 | 16.74 | 1.28 | -7.10% |
Credit Spreads | 12/31/ 2012 | 10/4/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.93% | -0.02% | 16.96% |
High Yield Credit Idx | 6.76% | 6.29% | -0.01% | -6.95% |
Markit CDX No Am Inv Grade | 96 | 81 | 1.25% | -15.63% |
Markit CDX No Am HiVol | 196 | 176 | 1.15% | -10.20% |
High Yield to 10 yr T-Note Spread | 498 | 363 | -0.82% | -27.11% |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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