Market Index | 12/31/ 2013 | 6/6/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,924.28 | 1.81% | 2.10% |
S&P 500 | 1,848.36 | 1,949.44 | 1.33% | 5.47% |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.60% | 0.12% | -14.47% |
5 yr T-note Yld | 1.75% | 1.66% | 0.12% | -5.14% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.27% | 0.19% | 485.71% |
Implied 5 yr Inflation % | 1.68% | 1.93% | -0.07% | 14.88% |
2 yr T-note Yld | 0.38% | 0.41% | 0.04% | 7.89% |
2-10 Yr Slope | 1.64% | 2.19% | 0.08% | 33.54% |
90 day T-bill Yld | 0.07% | 0.04% | 0.00% | -42.86% |
Gold ($/oz) | $1,204.80 | $1,252.40 | $1.90 | 3.95% |
WTI Oil ($/brl) | $98.70 | $102.79 | -$0.09 | 4.14% |
VIX "Worry Index" | 13.72 | 10.73 | -0.67 | -21.79% |
Credit Spreads | 12/31/ 2013 | 6/6/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.52% | 0.10% | -9.04% |
High Yield Credit Idx | 5.95% | 5.44% | 0.00% | -8.57% |
Markit CDX No Am Inv Grade | 62 | 60 | -2.00 | -2.00 |
Markit CDX No Am HiVol | 135 | 128 | -4.00 | -7.00 |
High Yield to 10 yr T-Note Spread | 291 | 284 | -12.00 | -7.00 |
Sunday, June 8, 2014
Market Data: Week Ending June 6, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields