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 |
Sunday, October 19, 2014
Market Data: Week Ending October 17, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields