Market Index | 12/31/ 2013 | 10/24/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,805.41 | 2.53% | 1.38% |
S&P 500 Index | 1,848.36 | 1,964.58 | 3.96% | 6.29% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.29% | 0.07% | -24.67% |
5 yr T-note Yld | 1.75% | 1.52% | 0.08% | -13.14% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.10% | 0.08% | 242.86% |
Implied 5 yr Inflation % | 1.68% | 1.62% | 0.00% | -3.57% |
2 yr T-note Yld | 0.38% | 0.41% | 0.02% | 7.89% |
2-10 Yr Slope | 2.66% | 1.88% | 0.05% | -29.32% |
90 day T-bill Yld | 0.07% | 0.01% | -0.01% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,231.20 | -$7.30 | 2.19% |
WTI Oil ($/brl) | $98.70 | $81.30 | -$1.62 | -17.63% |
VIX "Worry Index" | 13.72 | 16.11 | -5.88 | 17.42% |
Credit Spreads | 12/31/ 2013 | 10/24/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.46% | 0.06% | -10.59% |
High Yield Credit Idx | 5.95% | 5.83% | -0.19% | -2.02% |
Markit CDX No Am Inv Grade | 62 | 66 | -8.00 | 4.00 |
Markit CDX No Am HiVol | 135 | 158 | -21.00 | 23.00 |
High Yield to 10 yr T-Note Spread | 291 | 354 | -26.00 | 63.00 |
Friday, October 24, 2014
Market Data: Week Ending October 24, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 19, 2014
Market Data: Week Ending October 17, 2014
Market Index | 12/31/ 2013 | 10/17/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,380.41 | -1.00% | -1.18% |
S&P 500 Index | 1,848.36 | 1,886.76 | -1.03% | 2.08% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.22% | -0.09% | -26.97% |
5 yr T-note Yld | 1.75% | 1.44% | -0.11% | -17.71% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.18% | -0.04% | 357.14% |
Implied 5 yr Inflation % | 1.68% | 1.62% | -0.07% | -3.57% |
2 yr T-note Yld | 0.38% | 0.39% | -0.06% | 2.63% |
2-10 Yr Slope | 2.66% | 1.83% | -0.03% | -31.20% |
90 day T-bill Yld | 0.07% | 0.02% | 0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,238.50 | $15.20 | 2.80% |
WTI Oil ($/brl) | $98.70 | $82.92 | -$2.60 | -15.99% |
VIX "Worry Index" | 13.72 | 21.99 | 0.75 | 60.28% |
Credit Spreads | 12/31/ 2013 | 10/17/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.40% | -0.06% | -12.14% |
High Yield Credit Idx | 5.95% | 6.02% | -0.10% | 1.18% |
Markit CDX No Am Inv Grade | 62 | 74 | 4.00 | 12.00 |
Markit CDX No Am HiVol | 135 | 179 | 13.00 | 44.00 |
High Yield to 10 yr T-Note Spread | 291 | 380 | -1.00 | 89.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 12, 2014
Market Data: Week Ending October 10, 2014
Market Index | 12/31/ 2013 | 10/10/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 16,544.10 | -2.81% | -0.20% |
S&P 500 Index | 1,848.36 | 1,906.13 | -3.24% | 3.13% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.31% | -0.14% | -24.01% |
5 yr T-note Yld | 1.75% | 1.55% | -0.18% | -11.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.14% | -0.19% | 300.00% |
Implied 5 yr Inflation % | 1.68% | 1.69% | 0.01% | 0.60% |
2 yr T-note Yld | 0.38% | 0.45% | -0.12% | 18.42% |
2-10 Yr Slope | 2.66% | 1.86% | -0.02% | -30.08% |
90 day T-bill Yld | 0.07% | 0.01% | 0.00% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,223.30 | $32.20 | 1.54% |
WTI Oil ($/brl) | $98.70 | $85.52 | -$4.19 | -13.35% |
VIX "Worry Index" | 13.72 | 21.24 | 6.69 | 54.81% |
Credit Spreads | 12/31/ 2013 | 10/10/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.46% | -0.10% | -10.59% |
High Yield Credit Idx | 5.95% | 6.12% | 0.17% | 2.86% |
Markit CDX No Am Inv Grade | 62 | 70 | 7.00 | 8.00 |
Markit CDX No Am HiVol | 135 | 166 | 27.00 | 31.00 |
High Yield to 10 yr T-Note Spread | 291 | 381 | 31.00 | 90.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, October 5, 2014
Market Data & Graphs: Week Ending October 3, 2014
Market Index | 12/31/ 2013 | 10/3/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,009.69 | -0.61% | 2.61% |
S&P 500 Index | 1,848.36 | 1,967.90 | -0.76% | 6.47% |
Fed Funds Rate | 0.08% | 0.08% | 0.00% | 0.00% |
10 yr T-note Yld | 3.04% | 2.45% | -0.09% | -19.41% |
5 yr T-note Yld | 1.75% | 1.73% | -0.07% | -1.14% |
5 yr TIPS - 'Real' Yld | 0.07% | 0.05% | -0.01% | 28.57% |
Implied 5 yr Inflation % | 1.68% | 1.68% | -0.06% | 0.00% |
2 yr T-note Yld | 0.38% | 0.57% | -0.02% | 50.00% |
2-10 Yr Slope | 2.66% | 1.88% | -0.07% | -29.32% |
90 day T-bill Yld | 0.07% | 0.01% | 0.00% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,191.10 | -$28.90 | -1.14% |
WTI Oil ($/brl) | $98.70 | $89.71 | -$3.65 | -9.11% |
VIX "Worry Index" | 13.72 | 14.55 | -0.30 | 6.05% |
Credit Spreads | 12/31/ 2013 | 10/3/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.56% | -0.12% | -8.01% |
High Yield Credit Idx | 5.95% | 5.95% | -0.28% | 0.00% |
Markit CDX No Am Inv Grade | 62 | 63 | 1.00 | 1.00 |
Markit CDX No Am HiVol | 135 | 139 | 7.00 | 4.00 |
High Yield to 10 yr T-Note Spread | 291 | 350 | -19.00 | 59.00 |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
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