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