Market Index | 12/31/ 2013 | 5/30/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,617.17 | 0.07% | 0.24% |
S&P 500 | 1,848.36 | 1,923.57 | 1.20% | 4.07% |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.48% | -0.06% | -18.42% |
5 yr T-note Yld | 1.75% | 1.54% | -0.01% | -12.00% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.46% | -0.04% | 757.14% |
Implied 5 yr Inflation % | 1.68% | 2.00% | 0.03% | 19.05% |
2 yr T-note Yld | 0.38% | 0.37% | 0.00% | -2.63% |
2-10 Yr Slope | 1.64% | 2.11% | -0.06% | 28.66% |
90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,250.50 | -$42.50 | 3.79% |
WTI Oil ($/brl) | $98.70 | $102.88 | -$1.51 | 4.24% |
VIX "Worry Index" | 13.72 | 11.40 | 0.04 | -16.91% |
Credit Spreads | 12/31/ 2013 | 5/30/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.42% | -0.04% | -11.63% |
High Yield Credit Idx | 5.95% | 5.44% | -0.09% | -8.57% |
Markit CDX No Am Inv Grade | 62 | 62 | -2.00 | 0.00 |
Markit CDX No Am HiVol | 135 | 132 | -3.00 | -3.00 |
High Yield to 10 yr T-Note Spread | 291 | 296 | -3.00 | 5.00 |
Sunday, June 1, 2014
Market Data & Graphs: Week Ending May 30, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields