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% |
Sunday, October 13, 2013
Market Data: Week Ending October 11, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields