Market Index | 12/31/ 2013 | 2/28/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,321.71 | 1.34% | -1.54% |
S&P 500 | 1,848.36 | 1,859.45 | 1.25% | 0.60% |
Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
10 yr T-note Yld | 3.04% | 2.66% | -0.07% | -12.50% |
5 yr T-note Yld | 1.75% | 1.51% | -0.05% | -13.71% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.28% | -0.10% | 500.00% |
Implied 5 yr Inflation % | 1.68% | 1.79% | 0.05% | 6.55% |
2 yr T-note Yld | 0.38% | 0.33% | 0.00% | -13.16% |
2-10 Yr Slope | 1.64% | 2.33% | -0.07% | 42.07% |
90 day T-bill Yld | 0.07% | 0.05% | 0.00% | -28.57% |
Gold ($/oz) | $1,204.80 | $1,328.60 | $2.60 | 10.28% |
WTI Oil ($/brl) | $98.70 | $102.76 | $0.46 | 4.11% |
VIX "Worry Index" | 13.72 | 14.00 | -0.68 | 2.04% |
Credit Spreads | 12/31/ 2013 | 2/28/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.60% | -0.08% | -6.98% |
High Yield Credit Idx | 5.95% | 5.60% | -0.17% | -5.88% |
Markit CDX No Am Inv Grade | 62 | 64 | -1.54% | 3.23% |
Markit CDX No Am HiVol | 135 | 128 | -4.48% | -5.19% |
High Yield to 10 yr T-Note Spread | 291 | 294 | -3.29% | 1.03% |
Friday, February 28, 2014
Market Data & Graphs: Week Ending February 28, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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