Market Index | 12/31/ 2013 | 6/13/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,775.74 | -0.89% | 1.20% |
1,848.36 | 1,936.16 | -0.69% | 4.75% | |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.60% | 0.00% | -14.47% |
5 yr T-note Yld | 1.75% | 1.70% | 0.04% | -2.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.31% | -0.04% | 542.86% |
Implied 5 yr Inflation % | 1.68% | 2.01% | 0.08% | 19.64% |
2 yr T-note Yld | 0.38% | 0.45% | 0.04% | 18.42% |
2-10 Yr Slope | 1.64% | 2.15% | -0.04% | 31.10% |
90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,276.60 | $24.20 | 5.96% |
WTI Oil ($/brl) | $98.70 | $106.77 | $3.98 | 8.18% |
VIX "Worry Index" | 13.72 | 12.18 | 1.45 | -11.22% |
Credit Spreads | 12/31/ 2013 | 6/13/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.52% | 0.00% | -9.04% |
High Yield Credit Idx | 5.95% | 5.37% | -0.07% | -9.75% |
Markit CDX No Am Inv Grade | 62 | 60 | 0.00 | -2.00 |
Markit CDX No Am HiVol | 135 | 124 | -4.00 | -11.00 |
High Yield to 10 yr T-Note Spread | 291 | 277 | -7.00 | -14.00 |
Saturday, June 14, 2014
Market Data: Week Ending June 13, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields