Market Index | 12/31/ 2013 | 2/7/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 15,794.08 | 0.60% | -4.72% |
S&P 500 | 1,848.36 | 1,797.02 | 0.80% | -2.78% |
Fed Funds Rate | 0.08% | 0.07% | 0.00% | -12.50% |
10 yr T-note Yld | 3.04% | 2.71% | 0.04% | -10.86% |
5 yr T-note Yld | 1.75% | 1.47% | -0.02% | -16.00% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.30% | -0.07% | 528.57% |
Implied 5 yr Inflation % | 1.68% | 1.77% | 0.05% | 5.36% |
2 yr T-note Yld | 0.38% | 0.30% | -0.04% | -21.05% |
2-10 Yr Slope | 1.64% | 2.41% | 0.08% | 46.95% |
90 day T-bill Yld | 0.07% | 0.08% | 0.06% | 14.29% |
Gold ($/oz) | $1,204.80 | $1,267.00 | $22.60 | 5.16% |
WTI Oil ($/brl) | $98.70 | $100.17 | $2.71 | 1.49% |
VIX "Worry Index" | 13.72 | 15.29 | -3.12 | 11.44% |
Credit Spreads | 12/31/ 2013 | 2/7/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.69% | -0.05% | -4.65% |
High Yield Credit Idx | 5.95% | 6.02% | 0.00% | 1.18% |
Markit CDX No Am Inv Grade | 62 | 70 | -2.78% | 12.90% |
Markit CDX No Am HiVol | 135 | 148 | 0.00% | 9.63% |
High Yield to 10 yr T-Note Spread | 291 | 331 | -1.19% | 13.75% |
Saturday, February 8, 2014
Market Data: Week Ending February 7, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields