Market Index | 12/31/ 2013 | 7/11/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,943.81 | -0.73% | 2.21% |
S&P 500 Index | 1,848.36 | 1,967.57 | -0.91% | 6.45% |
Fed Funds Rate | 0.08% | 0.07% | -0.02% | -12.50% |
10 yr T-note Yld | 3.04% | 2.53% | -0.12% | -16.78% |
5 yr T-note Yld | 1.75% | 1.65% | -0.09% | -5.71% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.45% | -0.04% | 742.86% |
Implied 5 yr Inflation % | 1.68% | 2.10% | -0.05% | 25.00% |
2 yr T-note Yld | 0.38% | 0.48% | -0.04% | 26.32% |
2-10 Yr Slope | 1.64% | 2.05% | -0.08% | 25.00% |
90 day T-bill Yld | 0.07% | 0.02% | 0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,340.00 | $19.60 | 11.22% |
WTI Oil ($/brl) | $98.70 | $100.49 | -$3.60 | 1.81% |
VIX "Worry Index" | 13.72 | 12.08 | 1.76 | -11.95% |
Credit Spreads | 12/31/ 2013 | 7/11/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.47% | -0.07% | -10.34% |
High Yield Credit Idx | 5.95% | 5.43% | 0.09% | -8.74% |
Markit CDX No Am Inv Grade | 62 | 58 | 3.00 | -4.00 |
Markit CDX No Am HiVol | 135 | 121 | 4.00 | -14.00 |
High Yield to 10 yr T-Note Spread | 291 | 290 | 21.00 | -1.00 |
Friday, July 11, 2014
Market Data: Week Ending July 11, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields