Market Index | 12/31/ 2012 | 11/22/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 16,064.77 | 0.64% | 22.59% |
S&P 500 | 1,426.19 | 1,804.76 | 0.36% | 26.54% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.75% | 0.04% | 54.49% |
5 yr T-note Yld | 0.72% | 1.37% | 0.01% | 90.28% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.38% | 0.08% | 72.26% |
Implied 5 yr Inflation % | 1.72% | 1.75% | -0.07% | 1.74% |
2 yr T-note Yld | 0.25% | 0.31% | 0.00% | 24.00% |
2-10 Yr Slope | 1.64% | 2.44% | 0.04% | 48.78% |
90 day T-bill Yld | 0.05% | 0.07% | -0.01% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,242.40 | -$47.20 | -25.34% |
WTI Oil ($/brl) | $91.74 | $94.72 | $0.98 | 3.25% |
VIX "Worry Index" | 18.02 | 12.26 | 0.07 | -31.96% |
St. Louis Fed Stress Index | -0.71 | -0.820 | 0 | 15.01% |
Credit Spreads | 12/31/ 2012 | 11/22/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.85% | 0.00% | 14.58% |
High Yield Credit Idx | 6.76% | 6.00% | -0.05% | -11.24% |
Markit CDX No Am Inv Grade | 96 | 71 | -1.39% | -26.04% |
Markit CDX No Am HiVol | 196 | 158 | -2.47% | -19.39% |
High Yield to 10 yr T-Note Spread | 498 | 325 | -2.69% | -34.74% |
Sunday, November 24, 2013
Market Data: Week Ending November 22, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields