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 |
Saturday, May 10, 2014
Market Data: Week Ending May 9, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields