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 |
Sunday, October 5, 2014
Market Data & Graphs: Week Ending October 3, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields