Market Index | 12/31/ 2012 | 11/8/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,761.78 | 0.93% | 20.28% |
S&P 500 | 1,426.19 | 1,770.61 | 0.51% | 24.15% |
Fed Funds Rate | 0.09% | 0.09% | 0.01% | 0.00% |
10 yr T-note Yld | 1.78% | 2.77% | 0.12% | 55.62% |
5 yr T-note Yld | 0.72% | 1.42% | 0.05% | 97.22% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.46% | 0.00% | 66.42% |
Implied 5 yr Inflation % | 1.72% | 1.88% | 0.05% | 9.30% |
2 yr T-note Yld | 0.25% | 0.32% | -0.01% | 28.00% |
2-10 Yr Slope | 1.64% | 2.45% | 0.13% | 49.39% |
90 day T-bill Yld | 0.05% | 0.06% | 0.02% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,289.00 | -$26.30 | -22.54% |
WTI Oil ($/brl) | $91.74 | $94.35 | -$0.25 | 2.84% |
VIX "Worry Index" | 18.02 | 12.9 | -0.38 | -28.41% |
Credit Spreads | 12/31/ 2012 | 11/8/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.90% | 0.11% | 16.07% |
High Yield Credit Idx | 6.76% | 6.03% | 0.08% | -10.80% |
Markit CDX No Am Inv Grade | 96 | 74 | 1.37% | -22.92% |
Markit CDX No Am HiVol | 196 | 165 | 0.61% | -15.82% |
High Yield to 10 yr T-Note Spread | 498 | 326 | -1.21% | -34.54% |
Sunday, November 10, 2013
Market Data: Week Ending November 8, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields