Market Index | 12/31/ 2012 | 12/6/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 16,020.20 | -0.41% | 22.25% |
S&P 500 | 1,426.19 | 1,805.09 | -0.04% | 26.57% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.88% | 0.13% | 61.80% |
5 yr T-note Yld | 0.72% | 1.51% | 0.14% | 109.72% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.17% | 0.18% | 87.59% |
Implied 5 yr Inflation % | 1.72% | 1.68% | -0.04% | -2.33% |
2 yr T-note Yld | 0.25% | 0.30% | 0.02% | 20.00% |
2-10 Yr Slope | 1.64% | 2.58% | 0.11% | 57.32% |
90 day T-bill Yld | 0.05% | 0.06% | 0.00% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,230.30 | -$21.10 | -26.06% |
WTI Oil ($/brl) | $91.74 | $97.82 | $5.04 | 6.63% |
VIX "Worry Index" | 18.02 | 13.79 | 0.09 | -23.47% |
St. Louis Fed Stress Index | -0.71 | -0.845 | 0.001 | 18.51% |
Credit Spreads | 12/31/ 2012 | 12/6/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.93% | 0.11% | 16.96% |
High Yield Credit Idx | 6.76% | 6.02% | 0.08% | -10.95% |
Markit CDX No Am Inv Grade | 96 | 72 | 4.35% | -25.00% |
Markit CDX No Am HiVol | 196 | 151 | 1.34% | -22.96% |
High Yield to 10 yr T-Note Spread | 498 | 314 | -1.57% | -36.95% |
Sunday, December 8, 2013
Market Data: Week Ending December 6, 2013
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields