Market Index | 12/31/ 2013 | 8/22/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,001.22 | 1.99% | 2.56% |
S&P 500 Index | 1,848.36 | 1,988.40 | 1.68% | 7.58% |
Fed Funds Rate | 0.08% | 0.09% | 0.00% | 12.50% |
10 yr T-note Yld | 3.04% | 2.40% | 0.06% | -21.05% |
5 yr T-note Yld | 1.75% | 1.68% | 0.13% | -4.00% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.23% | 0.19% | 428.57% |
Implied 5 yr Inflation % | 1.68% | 1.91% | -0.06% | 13.69% |
2 yr T-note Yld | 0.38% | 0.53% | 0.11% | 39.47% |
2-10 Yr Slope | 2.66% | 1.87% | -0.05% | -29.70% |
90 day T-bill Yld | 0.07% | 0.03% | 0.00% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,281.80 | -$23.70 | 6.39% |
WTI Oil ($/brl) | $98.70 | $93.37 | -$3.87 | -5.40% |
VIX "Worry Index" | 13.72 | 11.47 | -1.68 | -16.40% |
Credit Spreads | 12/31/ 2013 | 8/22/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.45% | 0.03% | -10.85% |
High Yield Credit Idx | 5.95% | 5.61% | -0.08% | -5.71% |
Markit CDX No Am Inv Grade | 62 | 56 | -3.00 | -6.00 |
Markit CDX No Am HiVol | 135 | 119 | -5.00 | -16.00 |
High Yield to 10 yr T-Note Spread | 291 | 321 | -14.00 | 30.00 |
Monday, August 25, 2014
Market Data: Week Ending August 22, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields