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% |
Sunday, April 20, 2014
Market Data: Week Ending April 18, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields