Market Index | 12/31/ 2013 | 1/31/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 15,698.85 | -1.15% | -5.30% |
S&P 500 | 1,848.36 | 1,782.59 | -0.43% | -3.56% |
Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
10 yr T-note Yld | 3.04% | 2.67% | -0.08% | -12.17% |
5 yr T-note Yld | 1.75% | 1.49% | -0.09% | -14.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.23% | -0.13% | 428.57% |
Implied 5 yr Inflation % | 1.68% | 1.72% | 0.04% | 2.38% |
2 yr T-note Yld | 0.38% | 0.34% | -0.03% | -10.53% |
2-10 Yr Slope | 1.64% | 2.33% | -0.05% | 42.07% |
90 day T-bill Yld | 0.07% | 0.02% | -0.02% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,244.40 | -$24.40 | 3.29% |
WTI Oil ($/brl) | $98.70 | $97.46 | $0.56 | -1.26% |
VIX "Worry Index" | 13.72 | 18.41 | 0.27 | 34.18% |
Credit Spreads | 12/31/ 2013 | 1/31/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.74% | -0.03% | -3.36% |
High Yield Credit Idx | 5.95% | 6.02% | 0.07% | 1.18% |
Markit CDX No Am Inv Grade | 62 | 72 | 5.88% | 16.13% |
Markit CDX No Am HiVol | 135 | 148 | 4.23% | 9.63% |
High Yield to 10 yr T-Note Spread | 291 | 335 | 4.69% | 15.12% |
Saturday, February 1, 2014
Market Data & Graphs: Week Ending January 31, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields