Market Index | 12/31/ 2013 | 5/23/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,606.27 | 0.69% | 0.18% |
S&P 500 | 1,848.36 | 1,900.53 | 1.19% | 2.82% |
Fed Funds Rate | 0.08% | 0.09% | 0.02% | 12.50% |
10 yr T-note Yld | 3.04% | 2.54% | 0.02% | -16.45% |
5 yr T-note Yld | 1.75% | 1.55% | -0.01% | -11.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.42% | 0.01% | 700.00% |
Implied 5 yr Inflation % | 1.68% | 1.97% | -0.02% | 17.26% |
2 yr T-note Yld | 0.38% | 0.37% | -0.01% | -2.63% |
2-10 Yr Slope | 1.64% | 2.17% | 0.03% | 32.32% |
90 day T-bill Yld | 0.07% | 0.04% | 0.02% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,293.00 | $0.20 | 7.32% |
WTI Oil ($/brl) | $98.70 | $104.39 | $2.21 | 5.76% |
VIX "Worry Index" | 13.72 | 11.36 | -1.08 | -17.20% |
Credit Spreads | 12/31/ 2013 | 5/23/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.46% | 0.02% | -10.59% |
High Yield Credit Idx | 5.95% | 5.53% | 0.02% | -7.06% |
Markit CDX No Am Inv Grade | 62 | 64 | -1.00 | 2.00 |
Markit CDX No Am HiVol | 135 | 135 | -3.00 | 0.00 |
High Yield to 10 yr T-Note Spread | 291 | 299 | 0.00 | 8.00 |
Sunday, May 25, 2014
Market Data: Week Ending May 23, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, May 17, 2014
Market Data: Week Ending May 16, 2014
Market Index | 12/31/ 2013 | 5/16/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,491.31 | -0.56% | -0.51% |
S&P 500 | 1,848.36 | 1,877.86 | -0.03% | 1.60% |
Fed Funds Rate | 0.08% | 0.07% | -0.01% | -12.50% |
10 yr T-note Yld | 3.04% | 2.52% | -0.10% | -17.11% |
5 yr T-note Yld | 1.75% | 1.56% | -0.07% | -10.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.43% | -0.14% | 714.29% |
Implied 5 yr Inflation % | 1.68% | 1.99% | 0.07% | 18.45% |
2 yr T-note Yld | 0.38% | 0.38% | -0.02% | 0.00% |
2-10 Yr Slope | 1.64% | 2.14% | -0.08% | 30.49% |
90 day T-bill Yld | 0.07% | 0.02% | -0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,292.80 | $3.40 | 7.30% |
WTI Oil ($/brl) | $98.70 | $102.18 | $2.11 | 3.53% |
VIX "Worry Index" | 13.72 | 12.44 | -0.48 | -9.33% |
Credit Spreads | 12/31/ 2013 | 5/16/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.44% | -0.06% | -11.11% |
High Yield Credit Idx | 5.95% | 5.51% | -0.02% | -7.39% |
Markit CDX No Am Inv Grade | 62 | 65 | 1.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 138 | 0.00 | 3.00 |
High Yield to 10 yr T-Note Spread | 291 | 299 | 8.00 | 8.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, May 10, 2014
Market Data: Week Ending May 9, 2014
Market Index | 12/31/ 2013 | 5/9/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,583.34 | 0.42% | 0.04% |
S&P 500 | 1,848.36 | 1,878.48 | -0.14% | 1.63% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.62% | 0.04% | -13.82% |
5 yr T-note Yld | 1.75% | 1.63% | -0.03% | -6.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.29% | 0.03% | 514.29% |
Implied 5 yr Inflation % | 1.68% | 1.92% | -0.06% | 14.29% |
2 yr T-note Yld | 0.38% | 0.40% | -0.02% | 5.26% |
2-10 Yr Slope | 1.64% | 2.22% | 0.06% | 35.37% |
90 day T-bill Yld | 0.07% | 0.03% | 0.02% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,289.40 | -$11.30 | 7.02% |
WTI Oil ($/brl) | $98.70 | $100.07 | $0.15 | 1.39% |
VIX "Worry Index" | 13.72 | 12.92 | 0.01 | -5.83% |
Credit Spreads | 12/31/ 2013 | 5/9/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.50% | -0.01% | -9.56% |
High Yield Credit Idx | 5.95% | 5.53% | -0.05% | -7.06% |
Markit CDX No Am Inv Grade | 62 | 64 | 0.00 | 2.00 |
Markit CDX No Am HiVol | 135 | 138 | -2.00 | 3.00 |
High Yield to 10 yr T-Note Spread | 291 | 291 | -9.00 | 0.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, May 3, 2014
Market Data & Graphs: Week Ending May 2, 2014
Market Index | 12/31/ 2013 | 5/2/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,512.89 | 0.92% | -0.38% |
S&P 500 | 1,848.36 | 1,881.14 | 0.94% | 1.77% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.58% | -0.10% | -15.13% |
5 yr T-note Yld | 1.75% | 1.66% | -0.06% | -5.14% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.32% | -0.08% | 557.14% |
Implied 5 yr Inflation % | 1.68% | 1.98% | 0.02% | 17.86% |
2 yr T-note Yld | 0.38% | 0.42% | -0.01% | 10.53% |
2-10 Yr Slope | 1.64% | 2.16% | -0.09% | 31.71% |
90 day T-bill Yld | 0.07% | 0.02% | -0.02% | -78.57% |
Gold ($/oz) | $1,204.80 | $1,300.70 | -$2.90 | 7.96% |
WTI Oil ($/brl) | $98.70 | $99.92 | -$0.77 | 1.24% |
VIX "Worry Index" | 13.72 | 12.91 | -1.15 | -5.90% |
Credit Spreads | 12/31/ 2013 | 5/2/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.51% | -0.04% | -9.30% |
High Yield Credit Idx | 5.95% | 5.58% | -0.04% | -6.22% |
Markit CDX No Am Inv Grade | 62 | 64 | -2.00 | 2.00 |
Markit CDX No Am HiVol | 135 | 140 | -2.00 | 5.00 |
High Yield to 10 yr T-Note Spread | 291 | 300 | 6.00 | 9.00 |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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