Market Index | 12/31/ 2013 | 8/15/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,662.91 | 0.65% | 0.52% |
S&P 500 Index | 1,848.36 | 1,955.06 | 1.20% | 5.77% |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.34% | -0.10% | -23.03% |
5 yr T-note Yld | 1.75% | 1.55% | -0.07% | -11.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.42% | -0.06% | 700.00% |
Implied 5 yr Inflation % | 1.68% | 1.97% | -0.01% | 17.26% |
2 yr T-note Yld | 0.38% | 0.42% | -0.03% | 10.53% |
2-10 Yr Slope | 1.64% | 1.92% | -0.07% | 17.07% |
90 day T-bill Yld | 0.07% | 0.03% | 0.00% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,305.50 | -$5.10 | 8.36% |
WTI Oil ($/brl) | $98.70 | $97.24 | -$0.11 | -1.48% |
VIX "Worry Index" | 13.72 | 13.15 | -2.62 | -4.15% |
Credit Spreads | 12/31/ 2013 | 8/15/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.42% | -0.04% | -11.63% |
High Yield Credit Idx | 5.95% | 5.69% | -0.26% | -4.37% |
Markit CDX No Am Inv Grade | 62 | 59 | -8.00 | -3.00 |
Markit CDX No Am HiVol | 135 | 124 | -9.00 | -11.00 |
High Yield to 10 yr T-Note Spread | 291 | 335 | -16.00 | 44.00 |
Saturday, August 16, 2014
Market Data: Week Ending August 15, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields