Market Index | 12/31/ 2013 | 8/8/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,553.93 | 0.37% | -0.14% |
S&P 500 Index | 1,848.36 | 1,931.59 | 0.33% | 4.50% |
Fed Funds Rate | 0.08% | 0.09% | 0.03% | 12.50% |
10 yr T-note Yld | 3.04% | 2.44% | -0.05% | -19.74% |
5 yr T-note Yld | 1.75% | 1.62% | -0.04% | -7.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.36% | 0.03% | 614.29% |
Implied 5 yr Inflation % | 1.68% | 1.98% | -0.07% | 17.86% |
2 yr T-note Yld | 0.38% | 0.45% | -0.02% | 18.42% |
2-10 Yr Slope | 1.64% | 1.99% | -0.03% | 21.34% |
90 day T-bill Yld | 0.07% | 0.03% | 0.01% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,310.60 | $15.40 | 8.78% |
WTI Oil ($/brl) | $98.70 | $97.35 | -$0.27 | -1.37% |
VIX "Worry Index" | 13.72 | 15.77 | -1.26 | 14.94% |
Credit Spreads | 12/31/ 2013 | 8/8/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.46% | -0.07% | -10.59% |
High Yield Credit Idx | 5.95% | 5.95% | -0.12% | 0.00% |
Markit CDX No Am Inv Grade | 62 | 67 | 3.00 | 5.00 |
Markit CDX No Am HiVol | 135 | 133 | 2.00 | -2.00 |
High Yield to 10 yr T-Note Spread | 291 | 351 | -7.00 | 60.00 |
Sunday, August 10, 2014
Market Data: Week Ending August 8, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields