Market Index | 12/31/ 2013 | 3/21/2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,302.77 | 1.45% | -1.65% |
S&P 500 | 1,848.36 | 1,866.52 | 1.36% | 0.98% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.75% | 0.10% | -9.54% |
5 yr T-note Yld | 1.75% | 1.73% | 0.18% | -1.14% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.13% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.79% | 0.05% | 6.55% |
2 yr T-note Yld | 0.38% | 0.45% | 0.09% | 18.42% |
2-10 Yr Slope | 1.64% | 2.30% | 0.01% | 40.24% |
90 day T-bill Yld | 0.07% | 0.06% | 0.01% | -14.29% |
Gold ($/oz) | $1,204.80 | $1,334.50 | -$48.00 | 10.77% |
WTI Oil ($/brl) | $98.70 | $99.55 | $0.54 | 0.86% |
VIX "Worry Index" | 13.72 | 15.00 | -2.82 | 9.33% |
Credit Spreads | 12/31/ 2013 | 3/21/2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.69% | 0.03% | -4.65% |
High Yield Credit Idx | 5.95% | 5.74% | -0.06% | -3.53% |
Markit CDX No Am Inv Grade | 62 | 72 | 7.46% | 16.13% |
Markit CDX No Am HiVol | 135 | 148 | 10.45% | 9.63% |
High Yield to 10 yr T-Note Spread | 291 | 299 | -5.08% | 2.75% |
Sunday, March 23, 2014
Market Data: Week Ending March 21, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields