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% |
Sunday, October 20, 2013
Market Data: Week Ending October 18, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields