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 |
Saturday, September 20, 2014
Market Data: Week Ending September 19, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields