Market Index | 12/31/ 2013 | 6/20/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,947.08 | 1.01% | 2.23% |
1,848.36 | 1,962.87 | 1.36% | 6.20% | |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.63% | 0.03% | -13.49% |
5 yr T-note Yld | 1.75% | 1.71% | 0.01% | -2.29% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.43% | -0.12% | 714.29% |
Implied 5 yr Inflation % | 1.68% | 2.14% | 0.13% | 27.38% |
2 yr T-note Yld | 0.38% | 0.50% | 0.05% | 31.58% |
2-10 Yr Slope | 1.64% | 2.13% | -0.02% | 29.88% |
90 day T-bill Yld | 0.07% | 0.02% | -0.02% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,314.80 | $38.20 | 9.13% |
WTI Oil ($/brl) | $98.70 | $106.64 | -$0.13 | 8.04% |
VIX "Worry Index" | 13.72 | 10.85 | -1.33 | -20.92% |
Credit Spreads | 12/31/ 2013 | 6/20/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.52% | 0.00% | -9.04% |
High Yield Credit Idx | 5.95% | 5.30% | -0.07% | -10.92% |
Markit CDX No Am Inv Grade | 62 | 56 | -4.00 | -6.00 |
Markit CDX No Am HiVol | 135 | 117 | -7.00 | -18.00 |
High Yield to 10 yr T-Note Spread | 291 | 267 | -10.00 | -24.00 |
Sunday, June 22, 2014
Market Data: Week Ending June 20, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields