| Market Index | 12/31/ 2013 | 1/24/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 15,879.11 | -3.65% | -4.21% |
| S&P 500 | 1,848.36 | 1,790.29 | -2.70% | -3.14% |
| Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.75% | -0.09% | -9.54% |
| 5 yr T-note Yld | 1.75% | 1.58% | -0.06% | -9.71% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.10% | -0.02% | 242.86% |
| Implied 5 yr Inflation % | 1.68% | 1.68% | -0.04% | 0.00% |
| 2 yr T-note Yld | 0.38% | 0.37% | -0.03% | -2.63% |
| 2-10 Yr Slope | 1.64% | 2.38% | -0.06% | 45.12% |
| 90 day T-bill Yld | 0.07% | 0.04% | -0.01% | -42.86% |
| Gold ($/oz) | $1,204.80 | $1,268.80 | $15.30 | 5.31% |
| WTI Oil ($/brl) | $98.70 | $96.90 | $2.81 | -1.82% |
| VIX "Worry Index" | 13.72 | 18.14 | 5.70 | 32.22% |
| Credit Spreads | 12/31/ 2013 | 1/24/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.77% | 0.00% | -2.58% |
| High Yield Credit Idx | 5.95% | 5.95% | 0.12% | 0.00% |
| Markit CDX No Am Inv Grade | 62 | 68 | 4.62% | 9.68% |
| Markit CDX No Am HiVol | 135 | 142 | 3.65% | 5.19% |
| High Yield to 10 yr T-Note Spread | 291 | 320 | 7.02% | 9.97% |
Friday, January 24, 2014
Market Data: Week Ending January 24, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, January 18, 2014
Market Data: Week Ending January 17, 2014
| Market Index | 12/31/ 2013 | 1/17/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,458.56 | 0.13% | -0.71% |
| S&P 500 | 1,848.36 | 1,838.70 | -0.20% | -0.52% |
| Fed Funds Rate | 0.08% | 0.07% | -0.01% | -12.50% |
| 10 yr T-note Yld | 3.04% | 2.84% | -0.04% | -6.58% |
| 5 yr T-note Yld | 1.75% | 1.64% | 0.10% | -6.29% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.08% | 0.00% | 214.29% |
| Implied 5 yr Inflation % | 1.68% | 1.72% | 0.10% | 2.38% |
| 2 yr T-note Yld | 0.38% | 0.40% | 0.01% | 5.26% |
| 2-10 Yr Slope | 1.64% | 2.44% | -0.05% | 48.78% |
| 90 day T-bill Yld | 0.07% | 0.05% | 0.00% | -28.57% |
| Gold ($/oz) | $1,204.80 | $1,253.50 | $5.00 | 4.04% |
| WTI Oil ($/brl) | $98.70 | $94.09 | $1.20 | -4.67% |
| VIX "Worry Index" | 13.72 | 12.44 | 0.30 | -9.33% |
| St. Louis Fed Stress Index | -0.850 | -0.950 | -0.046 | 11.76% |
| Credit Spreads | 12/31/ 2013 | 1/17/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.77% | -0.02% | -2.58% |
| High Yield Credit Idx | 5.95% | 5.83% | -0.08% | -2.02% |
| Markit CDX No Am Inv Grade | 62 | 65 | 0.00% | 4.84% |
| Markit CDX No Am HiVol | 135 | 137 | -0.72% | 1.48% |
| High Yield to 10 yr T-Note Spread | 291 | 299 | -1.32% | 2.75% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, January 11, 2014
Market Data: Week Ending January 10, 2014
| Market Index | 12/31/ 2013 | 1/10/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,437.05 | -0.20% | -0.84% |
| S&P 500 | 1,848.36 | 1,842.37 | 0.60% | -0.32% |
| Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
| 10 yr T-note Yld | 3.04% | 2.88% | -0.13% | -5.26% |
| 5 yr T-note Yld | 1.75% | 1.54% | -0.19% | -12.00% |
| 5 yr TIPS - 'Real' Yld | 0.07% | -0.08% | -0.09% | 214.29% |
| Implied 5 yr Inflation % | 1.68% | 1.62% | -0.10% | -3.57% |
| 2 yr T-note Yld | 0.38% | 0.39% | -0.02% | 2.63% |
| 2-10 Yr Slope | 1.64% | 2.49% | -0.11% | 51.83% |
| 90 day T-bill Yld | 0.07% | 0.05% | -0.02% | -28.57% |
| Gold ($/oz) | $1,204.80 | $1,248.50 | $11.30 | 3.63% |
| WTI Oil ($/brl) | $98.70 | $92.89 | -$1.36 | -5.89% |
| VIX "Worry Index" | 13.72 | 12.14 | -1.62 | -11.52% |
| St. Louis Fed Stress Index | -0.850 | -0.904 | 0.023 | 6.35% |
| Credit Spreads | 12/31/ 2013 | 1/10/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.79% | -0.05% | -2.07% |
| High Yield Credit Idx | 5.95% | 5.91% | -0.10% | -0.67% |
| Markit CDX No Am Inv Grade | 62 | 65 | 3.17% | 4.84% |
| Markit CDX No Am HiVol | 135 | 138 | 2.22% | 2.22% |
| High Yield to 10 yr T-Note Spread | 291 | 303 | 1.00% | 4.12% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, January 4, 2014
Market Data: Week Ending January 3, 2014
| Market Index | 12/31/ 2013 | 1/3/ 2014 | Week Change | Simple YTD % |
| Dow Industrials Avg | 16,576.66 | 16,469.99 | -0.05% | -0.64% |
| S&P 500 | 1,848.36 | 1,831.37 | -0.55% | -0.92% |
| Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
| 10 yr T-note Yld | 3.04% | 3.01% | -0.01% | -0.99% |
| 5 yr T-note Yld | 1.75% | 1.73% | -0.01% | -1.14% |
| 5 yr TIPS - 'Real' Yld | 0.07% | 0.01% | -0.03% | 85.71% |
| Implied 5 yr Inflation % | 1.68% | 1.72% | 0.02% | 2.38% |
| 2 yr T-note Yld | 0.38% | 0.41% | 0.01% | 7.89% |
| 2-10 Yr Slope | 1.64% | 2.60% | -0.02% | 58.54% |
| 90 day T-bill Yld | 0.07% | 0.07% | 0.00% | 0.00% |
| Gold ($/oz) | $1,204.80 | $1,237.20 | $23.50 | 2.69% |
| WTI Oil ($/brl) | $98.70 | $94.25 | -$5.93 | -4.51% |
| VIX "Worry Index" | 13.72 | 13.76 | 1.30 | 0.29% |
| St. Louis Fed Stress Index | -0.850 | -0.927 | -0.077 | 9.06% |
| Credit Spreads | 12/31/ 2013 | 1/3/ 2014 | Week Change | Simple YTD % |
| Inv Grade Credit Idx | 3.87% | 3.84% | -0.06% | -0.78% |
| High Yield Credit Idx | 5.95% | 6.01% | 0.03% | 1.01% |
| Markit CDX No Am Inv Grade | 62 | 63 | 1.61% | 1.61% |
| Markit CDX No Am HiVol | 135 | 135 | -0.74% | 0.00% |
| High Yield to 10 yr T-Note Spread | 291 | 300 | 1.35% | 3.09% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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