Market Index | 12/31/ 2013 | 6/27/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,851.84 | -0.57% | 1.66% |
1,848.36 | 1,960.96 | -0.10% | 6.09% | |
Fed Funds Rate | 0.08% | 0.07% | -0.02% | -12.50% |
10 yr T-note Yld | 3.04% | 2.54% | -0.09% | -16.45% |
5 yr T-note Yld | 1.75% | 1.64% | -0.07% | -6.29% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.49% | -0.06% | 800.00% |
Implied 5 yr Inflation % | 1.68% | 2.13% | -0.01% | 26.79% |
2 yr T-note Yld | 0.38% | 0.45% | -0.05% | 18.42% |
2-10 Yr Slope | 1.64% | 2.09% | -0.04% | 27.44% |
90 day T-bill Yld | 0.07% | 0.03% | 0.01% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,316.00 | $1.20 | 9.23% |
WTI Oil ($/brl) | $98.70 | $105.74 | -$0.90 | 7.13% |
VIX "Worry Index" | 13.72 | 11.26 | 0.41 | -17.93% |
Credit Spreads | 12/31/ 2013 | 6/27/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.46% | -0.06% | -10.59% |
High Yield Credit Idx | 5.95% | 5.32% | 0.02% | -10.59% |
Markit CDX No Am Inv Grade | 62 | 57 | 1.00 | -5.00 |
Markit CDX No Am HiVol | 135 | 118 | 1.00 | -17.00 |
High Yield to 10 yr T-Note Spread | 291 | 278 | 11.00 | -13.00 |
Saturday, June 28, 2014
Market Data & Graphs: Week Ending June 27, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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