Market Index | 12/31/ 2012 | 12/13/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 15,755.36 | -1.68% | 20.23% |
S&P 500 | 1,426.19 | 1,775.32 | -1.68% | 24.48% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.88% | 0.00% | 61.80% |
5 yr T-note Yld | 0.72% | 1.55% | 0.04% | 115.28% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.10% | 0.07% | 92.70% |
Implied 5 yr Inflation % | 1.72% | 1.65% | -0.03% | -4.07% |
2 yr T-note Yld | 0.25% | 0.34% | 0.04% | 36.00% |
2-10 Yr Slope | 1.64% | 2.54% | -0.04% | 54.88% |
90 day T-bill Yld | 0.05% | 0.07% | 0.01% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,238.00 | $7.70 | -25.60% |
WTI Oil ($/brl) | $91.74 | $96.47 | -$1.35 | 5.16% |
VIX "Worry Index" | 18.02 | 15.76 | 1.97 | -12.54% |
St. Louis Fed Stress Index | -0.71 | -0.775 | 0.07 | 8.70% |
Credit Spreads | 12/31/ 2012 | 12/13/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.89% | -0.04% | 15.77% |
High Yield Credit Idx | 6.76% | 6.03% | 0.01% | -10.80% |
Markit CDX No Am Inv Grade | 96 | 70 | -2.78% | -27.08% |
Markit CDX No Am HiVol | 196 | 149 | -1.32% | -23.98% |
High Yield to 10 yr T-Note Spread | 498 | 315 | 0.32% | -36.75% |
Sunday, December 15, 2013
Market Data: Week Ending December 13, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields