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 |
Sunday, November 2, 2014
Market Data & Graphs: Week Ending October 31, 2014
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields