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% |
Saturday, January 11, 2014
Market Data: Week Ending January 10, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields