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% |
Saturday, January 4, 2014
Market Data: Week Ending January 3, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields