Market Index | 12/31/ 2013 | 8/1/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,493.37 | -2.83% | -0.50% |
S&P 500 Index | 1,848.36 | 1,925.15 | -2.76% | 4.15% |
Fed Funds Rate | 0.08% | 0.06% | -0.03% | -25.00% |
10 yr T-note Yld | 3.04% | 2.49% | 0.01% | -18.09% |
5 yr T-note Yld | 1.75% | 1.66% | -0.03% | -5.14% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.39% | -0.01% | 657.14% |
Implied 5 yr Inflation % | 1.68% | 2.05% | -0.02% | 22.02% |
2 yr T-note Yld | 0.38% | 0.47% | -0.06% | 23.68% |
2-10 Yr Slope | 1.64% | 2.02% | 0.07% | 23.17% |
90 day T-bill Yld | 0.07% | 0.02% | -0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,295.20 | -$13.30 | 7.50% |
WTI Oil ($/brl) | $98.70 | $97.62 | -$4.27 | -1.09% |
VIX "Worry Index" | 13.72 | 17.03 | 4.34 | 24.13% |
Credit Spreads | 12/31/ 2013 | 8/1/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.53% | 0.08% | -8.79% |
High Yield Credit Idx | 5.95% | 6.07% | 0.41% | 2.02% |
Markit CDX No Am Inv Grade | 62 | 64 | 5.00 | 2.00 |
Markit CDX No Am HiVol | 135 | 131 | 9.00 | -4.00 |
High Yield to 10 yr T-Note Spread | 291 | 358 | 40.00 | 67.00 |
Sunday, August 3, 2014
Market Data & Graphs: Week Ending August 1, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields