Market Index | 12/31/ 2012 | 11/29/ 2013 | Week Change | Simple YTD % |
Dow Industrials Avg | 13,104.14 | 16,086.41 | 0.13% | 22.76% |
S&P 500 | 1,426.19 | 1,805.81 | 0.06% | 26.62% |
Fed Funds Rate | 0.09% | 0.09% | 0.00% | 0.00% |
10 yr T-note Yld | 1.78% | 2.75% | 0.00% | 54.49% |
5 yr T-note Yld | 0.72% | 1.37% | 0.00% | 90.28% |
5 yr TIPS - 'Real' Yld | -1.37% | -0.35% | 0.03% | 74.45% |
Implied 5 yr Inflation % | 1.72% | 1.72% | -0.03% | 0.00% |
2 yr T-note Yld | 0.25% | 0.28% | -0.03% | 12.00% |
2-10 Yr Slope | 1.64% | 2.47% | 0.03% | 50.61% |
90 day T-bill Yld | 0.05% | 0.06% | -0.01% | 20.00% |
Gold ($/oz) | $1,664.00 | $1,251.40 | $9.00 | -24.80% |
WTI Oil ($/brl) | $91.74 | $92.78 | -$1.94 | 1.13% |
VIX "Worry Index" | 18.02 | 13.7 | 1.44 | -23.97% |
St. Louis Fed Stress Index | -0.71 | -0.846 | -0.026 | 18.65% |
Credit Spreads | 12/31/ 2012 | 11/29/ 2013 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.36% | 3.82% | -0.03% | 13.69% |
High Yield Credit Idx | 6.76% | 5.94% | -0.06% | -12.13% |
Markit CDX No Am Inv Grade | 96 | 69 | -2.82% | -28.13% |
Markit CDX No Am HiVol | 196 | 149 | -5.70% | -23.98% |
High Yield to 10 yr T-Note Spread | 498 | 319 | -1.85% | -35.94% |
Monday, December 2, 2013
Market Data & Graphs: Week Ending November 29, 2013
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields