Market Index | 12/31/ 2013 | 8/29/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,098.45 | 0.57% | 3.15% |
S&P 500 Index | 1,848.36 | 2,003.37 | 0.75% | 8.39% |
Fed Funds Rate | 0.08% | 0.05% | -0.04% | -37.50% |
10 yr T-note Yld | 3.04% | 2.35% | -0.05% | -22.70% |
5 yr T-note Yld | 1.75% | 1.63% | -0.05% | -6.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.28% | -0.05% | 500.00% |
Implied 5 yr Inflation % | 1.68% | 1.91% | 0.00% | 13.69% |
2 yr T-note Yld | 0.38% | 0.48% | -0.05% | 26.32% |
2-10 Yr Slope | 2.66% | 1.87% | 0.00% | -29.70% |
90 day T-bill Yld | 0.07% | 0.03% | 0.00% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,287.30 | $5.50 | 6.85% |
WTI Oil ($/brl) | $98.70 | $95.84 | $2.47 | -2.90% |
VIX "Worry Index" | 13.72 | 11.98 | 0.51 | -12.68% |
Credit Spreads | 12/31/ 2013 | 8/29/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.39% | -0.06% | -12.40% |
High Yield Credit Idx | 5.95% | 5.58% | -0.03% | -6.22% |
Markit CDX No Am Inv Grade | 62 | 57 | 1.00 | -5.00 |
Markit CDX No Am HiVol | 135 | 118 | -1.00 | -17.00 |
High Yield to 10 yr T-Note Spread | 291 | 323 | 2.00 | 32.00 |
Saturday, August 30, 2014
Market Data & Graphs: Week Ending August 29, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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