Market Index | 12/31/ 2012 | 12/20/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 16,221.14 | 2.87% | 23.79% |
S&P 500 | 1,426.19 | 1,818.32 | 2.36% | 27.49% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.89% | 0.01% | 62.36% |
5 yr T-note Yld | 0.72% | 1.66% | 0.11% | 130.56% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.12% | -0.02% | 91.24% |
Implied 5 yr Inflation % | 1.72% | 1.78% | 0.13% | 3.49% |
2 yr T-note Yld | 0.25% | 0.37% | 0.03% | 48.00% |
2-10 Yr Slope | 1.64% | 2.52% | -0.02% | 53.66% |
90 day T-bill Yld | 0.05% | 0.07% | 0.00% | 40.00% |
Gold ($/oz) | $1,664.00 | $1,202.60 | -$35.40 | -27.73% |
WTI Oil ($/brl) | $91.74 | $99.10 | $2.63 | 8.02% |
VIX "Worry Index" | 18.02 | 13.79 | -1.97 | -23.47% |
St. Louis Fed Stress Index | -0.71 | -0.803 | -0.028 | 12.62% |
Credit Spreads | 12/31/ 2012 | 12/20/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.86% | -0.03% | 14.88% |
High Yield Credit Idx | 6.76% | 6.02% | -0.01% | -10.95% |
Markit CDX No Am Inv Grade | 96 | 66 | -5.71% | -31.25% |
Markit CDX No Am HiVol | 196 | 141 | -5.37% | -28.06% |
High Yield to 10 yr T-Note Spread | 498 | 313 | -0.63% | -37.15% |
Sunday, December 22, 2013
Market Data: Week Ending December 20, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields