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% |
Monday, April 7, 2014
Market Data: Week Ending April 4, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields