Market Index | 12/31/ 2013 | 3/28/2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,323.06 | 0.12% | -1.53% |
S&P 500 | 1,848.36 | 1,857.62 | -0.48% | 0.50% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.73% | -0.02% | -10.20% |
5 yr T-note Yld | 1.75% | 1.74% | 0.01% | -0.57% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.02% | 0.08% | 71.43% |
Implied 5 yr Inflation % | 1.68% | 1.72% | -0.07% | 2.38% |
2 yr T-note Yld | 0.38% | 0.45% | 0.00% | 18.42% |
2-10 Yr Slope | 1.64% | 2.28% | -0.02% | 39.02% |
90 day T-bill Yld | 0.07% | 0.04% | -0.02% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,294.90 | -$39.60 | 7.48% |
WTI Oil ($/brl) | $98.70 | $101.63 | $2.08 | 2.97% |
VIX "Worry Index" | 13.72 | 14.41 | -0.59 | 5.03% |
Credit Spreads | 12/31/ 2013 | 3/28/2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.65% | -0.04% | -5.68% |
High Yield Credit Idx | 5.95% | 5.70% | -0.04% | -4.20% |
Markit CDX No Am Inv Grade | 62 | 71 | -1.39% | 14.52% |
Markit CDX No Am HiVol | 135 | 149 | 0.68% | 10.37% |
High Yield to 10 yr T-Note Spread | 291 | 297 | -0.67% | 2.06% |
Sunday, March 30, 2014
Market Data & Graphs: Week Ending March 28, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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