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 |
Saturday, September 13, 2014
Market Data: Week Ending September 12, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields