Market Index | 12/31/ 2013 | 9/26/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,113.15 | -0.97% | 3.24% |
S&P 500 Index | 1,848.36 | 1,982.85 | -1.39% | 7.28% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.54% | -0.03% | -16.45% |
5 yr T-note Yld | 1.75% | 1.80% | -0.01% | 2.86% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.06% | -0.04% | 14.29% |
Implied 5 yr Inflation % | 1.68% | 1.74% | 0.03% | 3.57% |
2 yr T-note Yld | 0.38% | 0.59% | 0.03% | 55.26% |
2-10 Yr Slope | 2.66% | 1.95% | -0.06% | -26.69% |
90 day T-bill Yld | 0.07% | 0.01% | 0.00% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,220.00 | $3.10 | 1.26% |
WTI Oil ($/brl) | $98.70 | $93.36 | $1.59 | -5.41% |
VIX "Worry Index" | 13.72 | 14.85 | 2.74 | 8.24% |
Credit Spreads | 12/31/ 2013 | 9/26/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.68% | 0.03% | -4.91% |
High Yield Credit Idx | 5.95% | 6.23% | 0.37% | 4.71% |
Markit CDX No Am Inv Grade | 62 | 62 | 5.00 | 0.00 |
Markit CDX No Am HiVol | 135 | 132 | 10.00 | -3.00 |
High Yield to 10 yr T-Note Spread | 291 | 369 | 40.00 | 78.00 |
Sunday, September 28, 2014
Market Data: Week Ending September 26, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, September 20, 2014
Market Data: Week Ending September 19, 2014
Market Index | 12/31/ 2013 | 9/19/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,279.74 | 1.69% | 4.24% |
S&P 500 Index | 1,848.36 | 2,010.40 | 1.24% | 8.77% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.57% | -0.05% | -15.46% |
5 yr T-note Yld | 1.75% | 1.81% | -0.02% | 3.43% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.10% | 0.17% | -42.86% |
Implied 5 yr Inflation % | 1.68% | 1.71% | -0.19% | 1.79% |
2 yr T-note Yld | 0.38% | 0.56% | -0.02% | 47.37% |
2-10 Yr Slope | 2.66% | 2.01% | -0.03% | -24.44% |
90 day T-bill Yld | 0.07% | 0.01% | -0.01% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,216.90 | -$14.60 | 1.00% |
WTI Oil ($/brl) | $98.70 | $91.77 | -$0.38 | -7.02% |
VIX "Worry Index" | 13.72 | 12.11 | -1.20 | -11.73% |
Credit Spreads | 12/31/ 2013 | 9/19/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.65% | 0.01% | -5.68% |
High Yield Credit Idx | 5.95% | 5.86% | -0.02% | -1.51% |
Markit CDX No Am Inv Grade | 62 | 57 | -2.00 | -5.00 |
Markit CDX No Am HiVol | 135 | 122 | -2.00 | -13.00 |
High Yield to 10 yr T-Note Spread | 291 | 329 | 3.00 | 38.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, September 13, 2014
Market Data: Week Ending September 12, 2014
Market Index | 12/31/ 2013 | 9/12/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,987.51 | -0.88% | 2.48% |
S&P 500 Index | 1,848.36 | 1,985.54 | -1.12% | 7.42% |
Fed Funds Rate | 0.08% | 0.08% | -0.01% | 0.00% |
10 yr T-note Yld | 3.04% | 2.62% | 0.16% | -13.82% |
5 yr T-note Yld | 1.75% | 1.83% | 0.14% | 4.57% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.07% | 0.16% | 200.00% |
Implied 5 yr Inflation % | 1.68% | 1.90% | -0.02% | 13.10% |
2 yr T-note Yld | 0.38% | 0.58% | 0.06% | 52.63% |
2-10 Yr Slope | 2.66% | 2.04% | 0.10% | -23.31% |
90 day T-bill Yld | 0.07% | 0.02% | -0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,231.50 | -$37.80 | 2.22% |
WTI Oil ($/brl) | $98.70 | $92.15 | -$1.28 | -6.64% |
VIX "Worry Index" | 13.72 | 13.31 | 1.22 | -2.99% |
Credit Spreads | 12/31/ 2013 | 9/12/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.64% | 0.20% | -5.94% |
High Yield Credit Idx | 5.95% | 5.88% | 0.22% | -1.18% |
Markit CDX No Am Inv Grade | 62 | 59 | 3.00 | -3.00 |
Markit CDX No Am HiVol | 135 | 124 | 6.00 | -11.00 |
High Yield to 10 yr T-Note Spread | 291 | 326 | 6.00 | 35.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, September 7, 2014
Market Data: Week Ending September 5, 2014
Market Index | 12/31/ 2013 | 9/5/2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,137.36 | 0.23% | 3.38% |
S&P 500 Index | 1,848.36 | 2,007.71 | 0.22% | 8.62% |
Fed Funds Rate | 0.08% | 0.09% | 0.04% | 12.50% |
10 yr T-note Yld | 3.04% | 2.46% | 0.11% | -19.08% |
5 yr T-note Yld | 1.75% | 1.69% | 0.06% | -3.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.23% | 0.05% | 428.57% |
Implied 5 yr Inflation % | 1.68% | 1.92% | 0.01% | 14.29% |
2 yr T-note Yld | 0.38% | 0.52% | 0.04% | 36.84% |
2-10 Yr Slope | 2.66% | 1.94% | 0.07% | -27.07% |
90 day T-bill Yld | 0.07% | 0.03% | 0.00% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,269.30 | -$18.00 | 5.35% |
WTI Oil ($/brl) | $98.70 | $93.43 | -$2.41 | -5.34% |
VIX "Worry Index" | 13.72 | 12.09 | 0.11 | -11.88% |
Credit Spreads | 12/31/ 2013 | 9/5/2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.44% | 0.05% | -11.11% |
High Yield Credit Idx | 5.95% | 5.66% | 0.08% | -4.87% |
Markit CDX No Am Inv Grade | 62 | 56 | -1.00 | -6.00 |
Markit CDX No Am HiVol | 135 | 118 | 0.00 | -17.00 |
High Yield to 10 yr T-Note Spread | 291 | 320 | -3.00 | 29.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
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