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 |
Saturday, May 17, 2014
Market Data: Week Ending May 16, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields