Market Index | 12/31/ 2013 | 3/14/2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,065.67 | -2.41% | -3.08% |
S&P 500 | 1,848.36 | 1,841.13 | -2.00% | -0.39% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.65% | -0.15% | -12.83% |
5 yr T-note Yld | 1.75% | 1.55% | -0.10% | -11.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.19% | -0.01% | 371.43% |
Implied 5 yr Inflation % | 1.68% | 1.74% | -0.09% | 3.57% |
2 yr T-note Yld | 0.38% | 0.36% | -0.02% | -5.26% |
2-10 Yr Slope | 1.64% | 2.29% | -0.13% | 39.63% |
90 day T-bill Yld | 0.07% | 0.05% | -0.01% | -28.57% |
Gold ($/oz) | $1,204.80 | $1,382.50 | $42.60 | 14.75% |
WTI Oil ($/brl) | $98.70 | $99.01 | -$3.65 | 0.31% |
VIX "Worry Index" | 13.72 | 17.82 | 3.71 | 29.88% |
Credit Spreads | 12/31/ 2013 | 3/14/2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.66% | -0.04% | -5.43% |
High Yield Credit Idx | 5.95% | 5.80% | 0.09% | -2.52% |
Markit CDX No Am Inv Grade | 62 | 67 | 6.35% | 8.06% |
Markit CDX No Am HiVol | 135 | 134 | 7.20% | -0.74% |
High Yield to 10 yr T-Note Spread | 291 | 315 | 8.25% | 8.25% |
Monday, March 17, 2014
Market Data: Week Ending March 14, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields