Market Index | 12/31/ 2013 | 2/14/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,154.39 | 2.23% | -2.55% |
S&P 500 | 1,848.36 | 1,838.63 | 2.26% | -0.53% |
Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
10 yr T-note Yld | 3.04% | 2.75% | 0.04% | -9.54% |
5 yr T-note Yld | 1.75% | 1.53% | 0.06% | -12.57% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.26% | 0.04% | 471.43% |
Implied 5 yr Inflation % | 1.68% | 1.79% | 0.02% | 6.55% |
2 yr T-note Yld | 0.38% | 0.32% | 0.02% | -15.79% |
2-10 Yr Slope | 1.64% | 2.43% | 0.02% | 48.17% |
90 day T-bill Yld | 0.07% | 0.02% | -0.06% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,318.90 | $51.90 | 9.47% |
WTI Oil ($/brl) | $98.70 | $100.40 | $0.23 | 1.72% |
VIX "Worry Index" | 13.72 | 13.57 | -1.72 | -1.09% |
Credit Spreads | 12/31/ 2013 | 2/14/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.67% | -0.02% | -5.17% |
High Yield Credit Idx | 5.95% | 5.86% | -0.16% | -1.51% |
Markit CDX No Am Inv Grade | 62 | 65 | -7.14% | 4.84% |
Markit CDX No Am HiVol | 135 | 134 | -9.46% | -0.74% |
High Yield to 10 yr T-Note Spread | 291 | 311 | -6.04% | 6.87% |
Sunday, February 16, 2014
Market Data: Week Ending February 14, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields