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 |
Sunday, September 7, 2014
Market Data: Week Ending September 5, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields