Market Index | 12/31/ 2013 | 4/25/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,361.46 | -0.29% | -1.30% |
S&P 500 | 1,848.36 | 1,863.40 | -0.08% | 0.81% |
Fed Funds Rate | 0.08% | 0.08% | -0.01% | 0.00% |
10 yr T-note Yld | 3.04% | 2.68% | -0.05% | -11.84% |
5 yr T-note Yld | 1.75% | 1.72% | -0.03% | -1.71% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.24% | -0.04% | 442.86% |
Implied 5 yr Inflation % | 1.68% | 1.96% | 0.01% | 16.67% |
2 yr T-note Yld | 0.38% | 0.43% | 0.00% | 13.16% |
2-10 Yr Slope | 1.64% | 2.25% | -0.05% | 37.20% |
90 day T-bill Yld | 0.07% | 0.03% | 0.00% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,303.60 | $9.00 | 8.20% |
WTI Oil ($/brl) | $98.70 | $100.69 | -$3.90 | 2.02% |
VIX "Worry Index" | 13.72 | 14.06 | 0.70 | 2.48% |
Credit Spreads | 12/31/ 2013 | 4/25/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.55% | -0.01% | -8.27% |
High Yield Credit Idx | 5.95% | 5.62% | -0.01% | -5.55% |
Markit CDX No Am Inv Grade | 62 | 66 | -2.94% | 6.45% |
Markit CDX No Am HiVol | 135 | 142 | -2.07% | 5.19% |
High Yield to 10 yr T-Note Spread | 291 | 294 | 1.38% | 1.03% |
Sunday, April 27, 2014
Market Data: Week Ending April 25, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, April 20, 2014
Market Data: Week Ending April 18, 2014
Market Index | 12/31/ 2013 | 4/18/2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,408.54 | 2.33% | -1.01% |
S&P 500 | 1,848.36 | 1,864.85 | 2.64% | 0.89% |
Fed Funds Rate | 0.08% | 0.09% | 0.01% | 12.50% |
10 yr T-note Yld | 3.04% | 2.73% | 0.10% | -10.20% |
5 yr T-note Yld | 1.75% | 1.75% | 0.17% | 0.00% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.20% | -0.14% | 385.71% |
Implied 5 yr Inflation % | 1.68% | 1.95% | 0.31% | 16.07% |
2 yr T-note Yld | 0.38% | 0.43% | 0.06% | 13.16% |
2-10 Yr Slope | 1.64% | 2.30% | 0.04% | 40.24% |
90 day T-bill Yld | 0.07% | 0.03% | -0.01% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,294.60 | -$23.80 | 7.45% |
WTI Oil ($/brl) | $98.70 | $104.59 | $1.24 | 5.97% |
VIX "Worry Index" | 13.72 | 13.36 | -3.67 | -2.62% |
Credit Spreads | 12/31/ 2013 | 4/18/2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.56% | 0.04% | -8.01% |
High Yield Credit Idx | 5.95% | 5.63% | -0.02% | -5.38% |
Markit CDX No Am Inv Grade | 62 | 68 | 0.00% | 9.68% |
Markit CDX No Am HiVol | 135 | 145 | -0.68% | 7.41% |
High Yield to 10 yr T-Note Spread | 291 | 290 | -3.97% | -0.34% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Friday, April 11, 2014
Market Data: Week Ending April 11, 2014
Market Index | 12/31/ 2013 | 4/11/ 2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,026.75 | -2.41% | -3.32% |
S&P 500 | 1,848.36 | 1,815.69 | -2.72% | -1.77% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.63% | -0.11% | -13.49% |
5 yr T-note Yld | 1.75% | 1.58% | -0.13% | -9.71% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | -0.06% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.64% | -0.07% | -2.38% |
2 yr T-note Yld | 0.38% | 0.37% | -0.06% | -2.63% |
2-10 Yr Slope | 1.64% | 2.26% | -0.05% | 37.80% |
90 day T-bill Yld | 0.07% | 0.04% | 0.01% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,318.40 | $16.10 | 9.43% |
WTI Oil ($/brl) | $98.70 | $103.35 | $2.29 | 4.71% |
VIX "Worry Index" | 13.72 | 17.03 | 3.07 | 24.13% |
Credit Spreads | 12/31/ 2013 | 4/11/ 2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.52% | -0.09% | -9.04% |
High Yield Credit Idx | 5.95% | 5.65% | 0.02% | -5.04% |
Markit CDX No Am Inv Grade | 62 | 68 | 1.49% | 9.68% |
Markit CDX No Am HiVol | 135 | 146 | 1.39% | 8.15% |
High Yield to 10 yr T-Note Spread | 291 | 302 | 4.50% | 3.78% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Monday, April 7, 2014
Market Data: Week Ending April 4, 2014
Market Index | 12/31/ 2013 | 4/4/2014 | Week Change | Simple YTD % |
Dow Industrials Avg | 16,576.66 | 16,412.71 | 0.55% | -0.99% |
S&P 500 | 1,848.36 | 1,865.09 | 0.40% | 0.91% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.74% | 0.01% | -9.87% |
5 yr T-note Yld | 1.75% | 1.71% | -0.03% | -2.29% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.00% | -0.02% | 100.00% |
Implied 5 yr Inflation % | 1.68% | 1.71% | -0.01% | 1.79% |
2 yr T-note Yld | 0.38% | 0.43% | -0.02% | 13.16% |
2-10 Yr Slope | 1.64% | 2.31% | 0.03% | 40.85% |
90 day T-bill Yld | 0.07% | 0.03% | -0.01% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,302.30 | $7.40 | 8.09% |
WTI Oil ($/brl) | $98.70 | $101.06 | -$0.57 | 2.39% |
VIX "Worry Index" | 13.72 | 13.96 | -0.45 | 1.75% |
Credit Spreads | 12/31/ 2013 | 4/4/2014 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 3.87% | 3.61% | -0.04% | -6.72% |
High Yield Credit Idx | 5.95% | 5.63% | -0.07% | -5.38% |
Markit CDX No Am Inv Grade | 62 | 67 | -5.63% | 8.06% |
Markit CDX No Am HiVol | 135 | 144 | -3.36% | 6.67% |
High Yield to 10 yr T-Note Spread | 291 | 289 | -2.69% | -0.69% |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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