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% |
Saturday, January 18, 2014
Market Data: Week Ending January 17, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields