Market Index | 12/31/ 2013 | 11/21/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,810.06 | 0.98% | 7.44% |
S&P 500 Index | 1,848.36 | 2,063.50 | 1.15% | 11.64% |
Fed Funds Rate | 0.08% | 0.09% | 0.01% | 12.50% |
10 yr T-note Yld | 3.04% | 2.31% | -0.01% | -24.01% |
5 yr T-note Yld | 1.75% | 1.63% | 0.01% | -6.86% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.04% | 0.02% | 157.14% |
Implied 5 yr Inflation % | 1.68% | 1.67% | -0.01% | -0.60% |
2 yr T-note Yld | 0.38% | 0.53% | -0.01% | 39.47% |
2-10 Yr Slope | 2.66% | 1.78% | 0.00% | -33.08% |
90 day T-bill Yld | 0.07% | 0.01% | -0.01% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,201.50 | $13.60 | -0.27% |
WTI Oil ($/brl) | $98.70 | $76.72 | $0.79 | -22.27% |
VIX "Worry Index" | 13.72 | 12.90 | -0.41 | -5.98% |
Credit Spreads | 12/31/ 2013 | 11/21/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.61% | -0.01% | -6.72% |
High Yield Credit Idx | 5.95% | 6.10% | 0.11% | 2.52% |
Markit CDX No Am Inv Grade | 62 | 66 | 1.00 | 4.00 |
Markit CDX No Am HiVol | 135 | 172 | 1.00 | 37.00 |
High Yield to 10 yr T-Note Spread | 291 | 379 | 12.00 | 88.00 |
Sunday, November 23, 2014
Market Data: Week Ending November 21, 2014
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Saturday, November 15, 2014
Market Data: Week Ending November 14, 2014
Market Index | 12/31/ 2013 | 11/14/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,634.74 | 0.34% | 6.38% |
S&P 500 Index | 1,848.36 | 2,039.82 | 0.39% | 10.36% |
Fed Funds Rate | 0.08% | 0.08% | 0.02% | 0.00% |
10 yr T-note Yld | 3.04% | 2.32% | 0.00% | -23.68% |
5 yr T-note Yld | 1.75% | 1.62% | 0.02% | -7.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.00% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.68% | 0.02% | 0.00% |
2 yr T-note Yld | 0.38% | 0.54% | 0.03% | 42.11% |
2-10 Yr Slope | 2.66% | 1.78% | -0.03% | -33.08% |
90 day T-bill Yld | 0.07% | 0.02% | -0.01% | -71.43% |
Gold ($/oz) | $1,204.80 | $1,187.90 | $9.20 | -1.40% |
WTI Oil ($/brl) | $98.70 | $75.93 | -$2.50 | -23.07% |
VIX "Worry Index" | 13.72 | 13.31 | 0.19 | -2.99% |
Credit Spreads | 12/31/ 2013 | 11/14/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.62% | 0.05% | -6.46% |
High Yield Credit Idx | 5.95% | 5.99% | 0.07% | 0.67% |
Markit CDX No Am Inv Grade | 62 | 65 | 0.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 171 | 5.00 | 36.00 |
High Yield to 10 yr T-Note Spread | 291 | 367 | 7.00 | 76.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Friday, November 7, 2014
Market Data: Week Ending November 7, 2014
Market Index | 12/31/ 2013 | 11/7/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,573.93 | 1.04% | 6.02% |
S&P 500 Index | 1,848.36 | 2,031.92 | 0.68% | 9.93% |
Fed Funds Rate | 0.08% | 0.06% | 0.01% | -25.00% |
10 yr T-note Yld | 3.04% | 2.32% | -0.03% | -23.68% |
5 yr T-note Yld | 1.75% | 1.60% | -0.02% | -8.57% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.00% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.66% | -0.02% | -1.19% |
2 yr T-note Yld | 0.38% | 0.51% | 0.01% | 34.21% |
2-10 Yr Slope | 2.66% | 1.81% | -0.04% | -31.95% |
90 day T-bill Yld | 0.07% | 0.03% | 0.02% | -57.14% |
Gold ($/oz) | $1,204.80 | $1,178.70 | $5.20 | -2.17% |
WTI Oil ($/brl) | $98.70 | $78.43 | -$2.27 | -20.54% |
VIX "Worry Index" | 13.72 | 13.12 | -0.91 | -4.37% |
Credit Spreads | 12/31/ 2013 | 11/7/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.57% | 0.05% | -7.75% |
High Yield Credit Idx | 5.95% | 5.92% | 0.10% | -0.50% |
Markit CDX No Am Inv Grade | 62 | 65 | -1.00 | 3.00 |
Markit CDX No Am HiVol | 135 | 166 | 6.00 | 31.00 |
High Yield to 10 yr T-Note Spread | 291 | 360 | 13.00 | 69.00 |
Labels:
CDS,
credit spreads,
ISDA,
Market data,
treasury yields
Sunday, November 2, 2014
Market Data & Graphs: Week Ending October 31, 2014
Market Index | 12/31/ 2013 | 10/31/ 2014 | Week Change | Simple YTD |
Dow Industrials Avg | 16,576.66 | 17,390.52 | 3.36% | 4.91% |
S&P 500 Index | 1,848.36 | 2,018.05 | 2.65% | 9.18% |
Fed Funds Rate | 0.08% | 0.05% | -0.03% | -37.50% |
10 yr T-note Yld | 3.04% | 2.35% | 0.06% | -22.70% |
5 yr T-note Yld | 1.75% | 1.62% | 0.10% | -7.43% |
5 yr TIPS - 'Real' Yld | 0.07% | -0.06% | 0.04% | 185.71% |
Implied 5 yr Inflation % | 1.68% | 1.68% | 0.06% | 0.00% |
2 yr T-note Yld | 0.38% | 0.50% | 0.09% | 31.58% |
2-10 Yr Slope | 2.66% | 1.85% | -0.03% | -30.45% |
90 day T-bill Yld | 0.07% | 0.01% | 0.00% | -85.71% |
Gold ($/oz) | $1,204.80 | $1,173.50 | -$57.70 | -2.60% |
WTI Oil ($/brl) | $98.70 | $80.70 | -$0.60 | -18.24% |
VIX "Worry Index" | 13.72 | 14.03 | -2.08 | 2.26% |
Credit Spreads | 12/31/ 2013 | 10/31/ 2014 | Week Change | Simple YTD |
Inv Grade Credit Idx | 3.87% | 3.52% | 0.06% | -9.04% |
High Yield Credit Idx | 5.95% | 5.82% | -0.01% | -2.18% |
Markit CDX No Am Inv Grade | 62 | 66 | 0.00 | 4.00 |
Markit CDX No Am HiVol | 135 | 160 | 2.00 | 25.00 |
High Yield to 10 yr T-Note Spread | 291 | 347 | -7.00 | 56.00 |
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
Subscribe to:
Posts (Atom)