Market Index | 12/31/ 2012 | 11/15/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,961.70 | 1.25% | 21.81% |
S&P 500 | 1,426.19 | 1,798.18 | 1.53% | 26.08% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.71% | -0.06% | 52.25% |
5 yr T-note Yld | 0.72% | 1.36% | -0.06% | 88.89% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | 0.00% | 66.42% |
Implied 5 yr Inflation % | 1.72% | 1.82% | -0.06% | 5.81% |
2 yr T-note Yld | 0.25% | 0.31% | -0.01% | 24.00% |
2-10 Yr Slope | 1.64% | 2.40% | -0.05% | 46.34% |
90 day T-bill Yld | 0.05% | 0.08% | 0.02% | 60.00% |
Gold ($/oz) | $1,664.00 | $1,289.60 | $0.60 | -22.50% |
WTI Oil ($/brl) | $91.74 | $93.74 | -$0.61 | 2.18% |
VIX "Worry Index" | 18.02 | 12.19 | -0.71 | -32.35% |
Credit Spreads | 12/31/ 2012 | 11/15/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.85% | -0.05% | 14.58% |
High Yield Credit Idx | 6.76% | 6.05% | 0.02% | -10.50% |
Markit CDX No Am Inv Grade | 96 | 72 | -2.70% | -25.00% |
Markit CDX No Am HiVol | 196 | 162 | -1.82% | -17.35% |
High Yield to 10 yr T-Note Spread | 498 | 334 | 2.45% | -32.93% |
Sunday, November 17, 2013
Market Data: Week Ending November 15, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields