Market Index | 12/31/ 2013 | 2/21/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,103.30 | -0.32% | -2.86% |
S&P 500 | 1,848.36 | 1,836.25 | -0.13% | -0.66% |
Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
10 yr T-note Yld | 3.04% | 2.73% | -0.02% | -10.20% |
5 yr T-note Yld | 1.75% | 1.56% | 0.03% | -10.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.18% | -0.04% | 357.14% |
Implied 5 yr Inflation % | 1.68% | 1.74% | -0.05% | 3.57% |
2 yr T-note Yld | 0.38% | 0.33% | 0.01% | -13.16% |
2-10 Yr Slope | 1.64% | 2.40% | -0.03% | 46.34% |
90 day T-bill Yld | 0.07% | 0.05% | 0.03% | -28.57% |
Gold ($/oz) | $1,204.80 | $1,326.00 | $7.10 | 10.06% |
WTI Oil ($/brl) | $98.70 | $102.30 | $1.90 | 3.65% |
VIX "Worry Index" | 13.72 | 14.68 | 1.11 | 7.00% |
Credit Spreads | 12/31/ 2013 | 2/21/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.68% | 0.01% | -4.91% |
High Yield Credit Idx | 5.95% | 5.77% | -0.09% | -3.03% |
Markit CDX No Am Inv Grade | 62 | 65 | 0.00% | 4.84% |
Markit CDX No Am HiVol | 135 | 134 | 0.00% | -0.74% |
High Yield to 10 yr T-Note Spread | 291 | 304 | -2.25% | 4.47% |
Sunday, February 23, 2014
Market Data: Week Ending February 21, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields