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% |
Sunday, October 6, 2013
Market Data & Graphs: Week Ending October 4, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields